0001752724-22-046441.txt : 20220225
0001752724-22-046441.hdr.sgml : 20220225
20220225110201
ACCESSION NUMBER: 0001752724-22-046441
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220225
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMORGAN INSURANCE TRUST
CENTRAL INDEX KEY: 0000909221
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07874
FILM NUMBER: 22676057
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JPMORGAN INVESTMENT TRUST
DATE OF NAME CHANGE: 20050504
FORMER COMPANY:
FORMER CONFORMED NAME: ONE GROUP INVESTMENT TRUST
DATE OF NAME CHANGE: 19930716
0000909221
S000047318
JPMorgan Insurance Trust Global Allocation Portfolio
C000148505
Class 1
C000148506
Class 2
NPORT-P
1
primary_doc.xml
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549300J0V5HLQCPT0O05
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Insurance Trust Global Allocation Portfolio
S000047318
549300T1ZGBJZ222LZ91
2021-12-31
2021-12-31
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0.00000000
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0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
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AUD
CAD
DKK
EUR
GBP
JPY
SEK
USD
N
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
549.00000000
NS
USD
59571.99000000
0.044109239177
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
1244.00000000
NS
29420.26000000
0.021783816270
Long
EC
CORP
SE
N
2
N
N
N
Sydney Airport
N/A
Sydney Airport
N/A
787.00000000
NS
4968.71000000
0.003679011189
Long
EC
CORP
AU
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
8.00000000
NS
13206.47000000
0.009778544311
Long
EC
CORP
CH
N
2
N
N
N
Kraft Heinz Co. (The)
N/A
Kraft Heinz Co. (The)
500754106
2035.00000000
NS
USD
73056.50000000
0.054093654282
Long
EC
CORP
US
N
1
N
N
N
TOTO Ltd.
N/A
TOTO Ltd.
N/A
100.00000000
NS
4613.75000000
0.003416186067
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
700.00000000
PA
1575.06000000
0.001166230946
Long
DBT
NUSS
FR
Y
2
2060-04-25
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
528.96000000
0.000391660966
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
39434.12000000
USD
35100.84000000
EUR
2022-01-05
528.96000000
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
26.00000000
NC
USD
47075.60000000
0.034856463579
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange GBP/USD
2022-03-14
2197000.00000000
USD
47075.60000000
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417MQW8
250000.00000000
PA
USD
249800.75000000
0.184961439569
Long
STIV
CORP
CA
N
2
2022-07-21
Fixed
0.20000000
N
N
N
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
1045.00000000
NS
USD
144816.10000000
0.107227037264
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
1758.00000000
NS
USD
303817.56000000
0.224957424123
Long
EC
CORP
IE
N
1
N
N
N
MEIJI Holdings Co. Ltd.
5299002D52YIP6DWMV49
MEIJI Holdings Co. Ltd.
N/A
100.00000000
NS
5969.37000000
0.004419935762
Long
EC
CORP
JP
N
2
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
563.00000000
NS
USD
74456.75000000
0.055130449631
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
830.00000000
NS
10542.04000000
0.007805704724
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
145030.00000000
PA
182886.51000000
0.135415735010
Long
DBT
NUSS
FR
Y
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ
50179MAH4
32106.12540000
PA
USD
14496.06000000
0.010733403024
Long
ABS-MBS
CORP
US
N
3
2039-09-15
Variable
5.45199840
N
N
N
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
1000.00000000
NS
23697.88000000
0.017546760766
Long
EC
CORP
JP
N
2
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2007-1, Class 4A3
59023HAG6
570.40000000
PA
USD
576.24000000
0.000426668774
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
2.24966160
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
3233035.70620000
NS
USD
3234328.92000000
2.394813198462
Long
STIV
RF
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
34.00000000
NS
USD
98499.36000000
0.072932460860
Long
EC
CORP
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
42000.00000000
PA
47858.12000000
0.035435869469
Long
DBT
NUSS
FR
Y
2
2029-11-25
Fixed
0.00000000
N
N
N
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
190.00000000
NS
9358.62000000
0.006929458088
Long
EC
CORP
JE
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
4074.00000000
NS
USD
490142.94000000
0.362919421889
Long
EC
CORP
TW
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
3000.00000000
PA
2067.06000000
0.001530525401
Long
DBT
NUSS
AU
Y
2
2030-12-21
Fixed
1.00000000
N
N
N
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
N/A
100000.00000000
PA
115081.00000000
0.085210102160
Long
DBT
USGA
KR
Y
2
2023-07-17
Fixed
0.62500000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
150000.00000000
PA
241268.87000000
0.178644129445
Long
DBT
NUSS
FR
Y
2
2029-04-25
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-2.00000000
NC
USD
324.18000000
0.000240034505
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-03-22
-260656.25000000
USD
324.18000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
749.00000000
NS
USD
141246.42000000
0.104583918091
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
315.00000000
NS
USD
64496.25000000
0.047755337991
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
266.00000000
NS
USD
44395.40000000
0.032871947319
Long
EC
CORP
US
N
1
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
800.00000000
NS
38352.13000000
0.028397293344
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
36600000.00000000
PA
321057.38000000
0.237722405514
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
0.10000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
2843.00000000
NS
USD
164211.68000000
0.121588220719
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
841.00000000
NS
USD
123660.64000000
0.091562775502
Long
EC
CORP
US
N
1
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D Holdings, Inc.
N/A
1300.00000000
NS
16608.49000000
0.012297522002
Long
EC
CORP
JP
N
2
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
394.00000000
NS
USD
76164.14000000
0.056394662458
Long
EC
CORP
CH
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
226.00000000
NS
66717.22000000
0.049399823880
Long
EC
CORP
DE
N
2
N
N
N
State of Qatar
52990074F6OJOAXK4P65
State of Qatar
74727PAW1
200000.00000000
PA
USD
207737.50000000
0.153816299801
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
1476.00000000
NS
USD
26715.60000000
0.019781188947
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
111000.00000000
PA
118572.79000000
0.087795548781
Long
DBT
NUSS
IT
Y
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EP8
130000.00000000
PA
98969.37000000
0.073280473131
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
1.65000000
N
N
N
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
239.00000000
NS
17440.36000000
0.012913468403
Long
EC
CORP
AU
N
2
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
1890.00000000
NS
USD
555867.90000000
0.411584540857
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
5938.00000000
NS
12569.41000000
0.009306842225
Long
EC
CORP
AU
N
2
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
458.00000000
NS
USD
134097.82000000
0.099290838119
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
2467.00000000
NS
USD
29949.38000000
0.022175595705
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
530.00000000
NS
USD
1767200.20000000
1.308498445262
Long
EC
CORP
US
N
1
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
500.00000000
NS
14369.54000000
0.010639723076
Long
EC
CORP
JP
N
2
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
-196.00000000
NS
USD
-7377.44000000
-0.00546252132
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
10.00000000
NC
53.58000000
0.000039672554
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
Australia
Australia 10 Year Bond
2022-03-15
1391673.30000000
AUD
53.58000000
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
284.00000000
NS
USD
70466.08000000
0.052175614355
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
655.00000000
NS
USD
146530.05000000
0.108496107350
Long
EC
CORP
KY
N
1
N
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
522.00000000
NS
USD
36169.38000000
0.026781106914
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
3.00000000
NC
-358.33000000
-0.00026532039
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month Euro Euribor
2023-03-13
751312.50000000
EUR
-358.33000000
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
228.00000000
NS
USD
51035.52000000
0.037788530452
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF38, Class B
30305MAG5
4259.55000000
PA
USD
4259.55000000
0.003153923676
Long
ABS-MBS
USGSE
US
Y
2
2024-09-25
Floating
2.59400160
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z78X5
944000.00000000
PA
746102.91000000
0.552441368974
Long
STIV
NUSS
CA
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
500.00000000
NS
15221.06000000
0.011270219042
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
14000.00000000
PA
18003.10000000
0.013330141293
Long
DBT
NUSS
IT
Y
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
6281.00000000
NS
258351.63000000
0.191292817976
Long
EC
CORP
GB
N
2
N
N
N
Banc of America Funding Trust
N/A
Banc of America Funding Trust, Series 2006-A, Class 1A1
058927AA2
8934.63000000
PA
USD
8992.30000000
0.006658221614
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Variable
2.60282880
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
54000.00000000
PA
61934.31000000
0.045858385678
Long
DBT
NUSS
IT
Y
2
2025-02-01
Fixed
0.35000000
N
N
N
N
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
1279.00000000
NS
USD
137825.04000000
0.102050605561
Long
EC
CORP
IE
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
86000.00000000
PA
151120.54000000
0.111895070879
Long
DBT
NUSS
FR
Y
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
13000.00000000
PA
22275.94000000
0.016493905363
Long
DBT
NUSS
ES
Y
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
1379.00000000
NS
19172.25000000
0.014195821909
Long
EC
CORP
NL
N
2
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
195.00000000
NS
USD
75478.65000000
0.055887101062
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
1002.00000000
NS
54188.46000000
0.040123080373
Long
EC
CORP
NL
N
2
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
6475.00000000
NS
262344.83000000
0.194249526554
Long
EC
CORP
DE
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
394.00000000
NS
31739.26000000
0.023500887088
Long
EC
CORP
DE
Y
2
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
22.00000000
NC
USD
28140.20000000
0.020836013910
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-03-22
3518625.00000000
USD
28140.20000000
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
600.00000000
NS
2241.48000000
0.001659672229
Long
EC
CORP
JP
N
2
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
618.00000000
NS
USD
78733.20000000
0.058296886674
Long
EC
CORP
IE
N
1
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
307.00000000
NS
USD
70438.08000000
0.052154882150
Long
EC
CORP
US
N
1
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
100.00000000
NS
1786.78000000
0.001322996031
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
14500.00000000
PA
17209.85000000
0.012742790527
Long
DBT
NUSS
FR
Y
2
2029-05-25
Fixed
0.50000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
N/A
100000.00000000
PA
115223.32000000
0.085315480995
Long
DBT
NUSS
KR
Y
2
2024-03-26
Fixed
0.37500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160509
3346.00000000
NS
256527.99000000
0.189942529477
Long
EC
CORP
CA
N
1
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
15000.00000000
PA
1990.36000000
0.001473733969
Long
DBT
NUSS
SE
Y
2
2032-06-01
Fixed
2.25000000
N
N
N
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
N/A
745.00000000
NS
22689.08000000
0.016799809045
Long
EC
CORP
DK
N
2
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
3000.00000000
NS
378834.78000000
0.280502865855
Long
EC
CORP
JP
N
2
N
N
N
Newcrest Mining Ltd.
5299006MN50OZJUJI655
Newcrest Mining Ltd.
N/A
444.00000000
NS
7952.09000000
0.005888012802
Long
EC
CORP
AU
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
8158.00000000
NS
USD
508651.30000000
0.376623675818
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
214.00000000
NS
45261.08000000
0.033512927856
Long
EC
CORP
AU
N
2
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
11408.00000000
NS
167647.21000000
0.124132010418
Long
EC
CORP
KY
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
277000.00000000
PA
315869.08000000
0.233880802008
Long
DBT
NUSS
IT
Y
2
2024-01-15
Fixed
0.00000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link
N/A
1000.00000000
NS
8809.27000000
0.006522699634
Long
EC
CORP
HK
N
2
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
Nippon Prologis REIT, Inc.
N/A
4.00000000
NS
14138.94000000
0.010468978561
Long
EC
CORP
JP
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
58.00000000
NS
152250.15000000
0.112731474660
Long
EC
CORP
NL
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-393.98000000
-0.00029171693
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
38636.37000000
EUR
43594.38000000
USD
2022-01-05
-393.98000000
N
N
N
CK Infrastructure Holdings Ltd.
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
N/A
500.00000000
NS
3185.61000000
0.002358739961
Long
EC
CORP
BM
N
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
560.00000000
NS
USD
1620410.40000000
1.199810009690
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
N/A
957.00000000
NS
18447.92000000
0.013659501984
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
790.23000000
0.000585114649
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
46929.20000000
USD
35255.09000000
GBP
2022-01-05
790.23000000
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
800.00000000
NS
58809.02000000
0.043544308809
Long
EC
CORP
AU
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
9000.00000000
PA
11538.63000000
0.008543615723
Long
DBT
NUSS
IT
Y
2
2033-09-01
Fixed
2.45000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
Dexia Credit Local SA
N/A
100000.00000000
PA
115344.85000000
0.085405466168
Long
DBT
NUSS
FR
Y
2
2023-01-25
Fixed
0.75000000
N
N
N
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
10000.00000000
PA
1595.12000000
0.001181084089
Long
DBT
NUSS
DK
N
2
2027-11-15
Fixed
0.50000000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
9861.00000000
NS
USD
418895.28000000
0.310165097654
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
154.00000000
NS
USD
99055.88000000
0.073344528239
Long
EC
CORP
US
N
1
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
63627UAA2
250000.00000000
PA
USD
249987.36000000
0.185099612310
Long
STIV
CORP
GB
Y
2
2022-01-10
None
0.00000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
439.00000000
NS
USD
58676.74000000
0.043446363950
Long
EC
CORP
US
N
1
N
N
N
Hong Kong & China Gas Co. Ltd.
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
N/A
2462.00000000
NS
3840.14000000
0.002843377462
Long
EC
CORP
HK
N
2
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
124.00000000
NS
USD
113529.44000000
0.084061271457
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
312.00000000
NS
20864.16000000
0.015448572788
Long
EC
CORP
CH
N
2
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
130.00000000
NS
USD
63976.90000000
0.047370792614
Long
EC
CORP
CA
N
1
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
93.00000000
NS
USD
22312.56000000
0.016521020125
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
1329.00000000
NS
USD
333539.13000000
0.246964341130
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
807.00000000
NS
USD
58475.22000000
0.043297151311
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp.
353800GPI4Z3MGDGN142
Asahi Kasei Corp.
N/A
1800.00000000
NS
16956.64000000
0.012555304756
Long
EC
CORP
JP
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
492.00000000
NS
49369.27000000
0.036554779157
Long
EC
CORP
FR
N
2
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
1600.00000000
NS
13541.99000000
0.010026975359
Long
EC
CORP
SG
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
10000.00000000
PA
10667.61000000
0.007898681258
Long
DBT
NUSS
IT
Y
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
279.00000000
NS
30858.25000000
0.022848555669
Long
EC
CORP
GB
N
2
N
N
N
Toshiba Corp.
549300LBHTST91VKHO68
Toshiba Corp.
N/A
200.00000000
NS
8229.69000000
0.006093557804
Long
EC
CORP
JP
N
2
N
N
N
Fortescue Metals Group Ltd.
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
332.00000000
NS
4666.85000000
0.003455503213
Long
EC
CORP
AU
N
2
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
135.00000000
NS
USD
17366.40000000
0.012858705765
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
833.00000000
NS
6444.35000000
0.004771627999
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-185.80000000
-0.00013757298
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
620063.00000000
EUR
705769.66000000
USD
2022-01-05
-185.80000000
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
519.00000000
NS
33607.93000000
0.024884517415
Long
EC
CORP
GB
N
2
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
63.00000000
NS
USD
106924.23000000
0.079170536940
Long
EC
CORP
US
N
1
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust, Series 2004-7, Class 1A2
45254NKG1
38333.16000000
PA
USD
39133.03000000
0.028975499727
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
1.02188160
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
92000.00000000
PA
125549.26000000
0.092961177524
Long
DBT
NUSS
GB
Y
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
Japan Airlines Co. Ltd.
3538002MH5L1QZZ93477
Japan Airlines Co. Ltd.
N/A
200.00000000
NS
3796.66000000
0.002811183309
Long
EC
CORP
JP
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
10333.00000000
NS
USD
1834830.81000000
1.358574575876
Long
EC
CORP
US
N
1
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
100.00000000
NS
11472.11000000
0.008494361928
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
406.00000000
NS
15026.72000000
0.011126322732
Long
EC
CORP
NL
N
2
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
885.00000000
NS
32861.58000000
0.024331893092
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
418.89000000
0.000310161188
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
88160.02000000
USD
77801.66000000
EUR
2022-01-05
418.89000000
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
1999.00000000
NS
USD
32283.85000000
0.023904121067
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
325.30000000
0.000240863793
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
35225.87000000
USD
31225.72000000
EUR
2022-01-05
325.30000000
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
108000.00000000
PA
29335.53000000
0.021721079137
Long
DBT
NUSS
DK
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
N/A
170000.00000000
PA
186817.38000000
0.138326292220
Long
DBT
NUSS
CA
Y
2
2030-11-25
Fixed
0.01000000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc, Class A
N/A
1311.00000000
NS
USD
52243.35000000
0.038682851128
Long
EC
CORP
GB
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
30000.00000000
PA
21001.53000000
0.015550286466
Long
DBT
NUSS
AU
Y
2
2026-09-21
Fixed
0.50000000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
5736.00000000
NS
USD
535512.96000000
0.396513012831
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
900.00000000
NS
54770.15000000
0.040553784524
Long
EC
CORP
JP
N
2
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
500.00000000
NS
8053.44000000
0.005963055979
Long
EC
CORP
JP
N
2
N
N
N
Komatsu Ltd.
5493004LQ0B4T7QPQV17
Komatsu Ltd.
N/A
200.00000000
NS
4677.20000000
0.003463166724
Long
EC
CORP
JP
N
2
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
3209.00000000
NS
USD
137473.56000000
0.101790357156
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
1892.00000000
NS
544792.64000000
0.403384020910
Long
EC
CORP
DE
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
72600000.00000000
PA
730493.71000000
0.540883757148
Long
DBT
NUSS
JP
N
2
2034-03-20
Fixed
1.50000000
N
N
N
N
N
N
Budweiser Brewing Co. APAC Ltd.
549300YF1MR4GTF18132
Budweiser Brewing Co. APAC Ltd.
N/A
700.00000000
NS
1840.27000000
0.001362601947
Long
EC
CORP
KY
Y
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG (Registered)
N/A
145.00000000
NS
60264.53000000
0.044622020645
Long
EC
CORP
CH
N
2
N
N
N
LB Commercial Mortgage Trust
N/A
LB Commercial Mortgage Trust, Series 2007-C3, Class AJ
50177AAH2
654.23000000
PA
USD
645.97000000
0.000478299369
Long
ABS-MBS
CORP
US
N
2
2044-07-15
Variable
5.82288480
N
N
N
N
N
N
Galaxy Entertainment Group Ltd.
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
N/A
1000.00000000
NS
5187.60000000
0.003841085200
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
137.15000000
0.000101550781
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
26963.98000000
USD
23803.78000000
EUR
2022-01-05
137.15000000
N
N
N
Sun Communities, Inc.
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
738.00000000
NS
USD
154957.86000000
0.114736360312
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
100.00000000
NS
2017.00000000
0.001493459181
Long
EC
CORP
JP
N
2
N
N
N
Ryohin Keikaku Co. Ltd.
549300PMNF56J66BY371
Ryohin Keikaku Co. Ltd.
N/A
900.00000000
NS
13723.22000000
0.010161164555
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGE3
359000.00000000
PA
USD
359402.96000000
0.266114849003
Long
DBT
CORP
US
N
2
2023-01-20
Variable
3.12400080
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
124.00000000
NS
20704.83000000
0.015330599138
Long
EC
CORP
DE
N
2
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
N/A
400.00000000
NS
10910.21000000
0.008078311004
Long
EC
CORP
JP
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
675.00000000
NS
15196.74000000
0.011252211641
Long
EC
CORP
GB
N
2
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
100.00000000
NS
7725.25000000
0.005720052325
Long
EC
CORP
JP
N
2
N
N
N
Wharf Real Estate Investment Co. Ltd.
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co. Ltd.
N/A
1000.00000000
NS
5081.24000000
0.003762332439
Long
EC
CORP
KY
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
89000.00000000
PA
60868.10000000
0.045068925533
Long
DBT
NUSS
AU
Y
2
2031-11-21
Fixed
1.00000000
N
N
N
N
N
N
Capitaland Investment Ltd.
254900AT4UQDU7SNXX49
Capitaland Investment Ltd.
N/A
2800.00000000
NS
7079.59000000
0.005241982491
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.69000000
0.000018281362
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
260651.72000000
EUR
296782.45000000
USD
2022-01-05
24.69000000
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG (Registered)
N/A
303.00000000
NS
23150.48000000
0.017141446162
Long
EC
CORP
DE
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
166000.00000000
PA
208076.83000000
0.154067551910
Long
DBT
NUSS
IT
Y
2
2036-09-01
Fixed
2.25000000
N
N
N
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
N/A
404.00000000
NS
24876.69000000
0.018419593992
Long
EC
CORP
FI
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
312.00000000
NS
15898.71000000
0.011771975420
Long
EC
CORP
CH
N
2
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NJ88
250000.00000000
PA
USD
249144.16000000
0.184475276771
Long
STIV
CORP
US
Y
2
2022-09-08
None
0.00000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
19000.00000000
PA
28812.26000000
0.021333631251
Long
DBT
NUSS
IT
Y
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
494.00000000
NS
USD
80818.40000000
0.059840843583
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
110.00000000
NS
23416.47000000
0.017338394703
Long
EC
CORP
FR
N
2
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
1467.00000000
NS
USD
47589.48000000
0.035236958772
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
767.00000000
NS
USD
52347.75000000
0.038760152634
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
614.00000000
NS
108110.19000000
0.080048664283
Long
EC
CORP
DK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-581.72000000
-0.00043072636
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1746099.00000000
EUR
1987390.67000000
USD
2022-01-05
-581.72000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
712.00000000
NS
USD
121801.84000000
0.090186453277
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
40000.00000000
PA
4629.11000000
0.003427559162
Long
DBT
NUSS
SE
Y
2
2029-11-12
Fixed
0.75000000
N
N
N
N
N
N
Endeavour Group Ltd.
254900JAN9FOLMWAD533
Endeavour Group Ltd.
N/A
718.00000000
NS
3523.48000000
0.002608911034
Long
EC
CORP
AU
N
2
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
600.00000000
NS
10770.23000000
0.007974664789
Long
EC
CORP
JP
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
655.00000000
NS
USD
50199.20000000
0.037169289112
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
2259.00000000
NS
USD
811703.88000000
0.601014681298
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
19874.00000000
NS
50624.33000000
0.037484070620
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
85881.00000000
NS
55770.47000000
0.041294457349
Long
EC
CORP
GB
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
90000.00000000
PA
104342.16000000
0.077258679653
Long
DBT
NUSS
ES
Y
2
2024-07-30
Fixed
0.25000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
31000.00000000
PA
51867.33000000
0.038404432426
Long
DBT
NUSS
ES
Y
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
1378.00000000
NS
USD
60094.58000000
0.044496183566
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
24000.00000000
PA
28819.74000000
0.021339169711
Long
DBT
NUSS
IT
Y
2
2026-06-01
Fixed
1.60000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
318.00000000
NS
34937.06000000
0.025868652964
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
1233.00000000
NS
136481.47000000
0.101055778118
Long
EC
CORP
DE
Y
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
1010.00000000
NS
69832.47000000
0.051706466773
Long
EC
CORP
FR
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H98
20000.00000000
PA
16095.34000000
0.011917567328
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
2.00000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
10000.00000000
PA
10682.24000000
0.007909513835
Long
DBT
NUSS
IT
Y
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
739.00000000
NS
USD
237462.87000000
0.175826030464
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
130.00000000
NS
USD
29611.40000000
0.021925343185
Long
EC
CORP
NL
N
1
N
N
N
Confluent, Inc.
254900MRZ83YWUV7SN74
Confluent, Inc., Class A
20717M103
993.00000000
NS
USD
75706.32000000
0.056055676100
Long
EC
CORP
US
N
1
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
183.18000000
0.000135633045
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
38836.96000000
USD
34252.02000000
EUR
2022-02-03
183.18000000
N
N
N
Bright Horizons Family Solutions, Inc.
N/A
Bright Horizons Family Solutions, Inc.
109194100
676.00000000
NS
USD
85094.88000000
0.063007302839
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
977.00000000
NS
USD
36774.28000000
0.027228996582
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
1301.00000000
NS
41957.31000000
0.031066697990
Long
EC
CORP
ES
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF49, Class B
30307PAA9
3325.78000000
PA
USD
3264.88000000
0.002417434314
Long
ABS-MBS
USGSE
US
Y
2
2025-06-25
Floating
1.99400040
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
500.00000000
NS
16719.18000000
0.012379480851
Long
EC
CORP
JP
N
2
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
846.00000000
NS
USD
894035.88000000
0.661976248638
Long
EC
CORP
US
N
1
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO, Inc.
N/A
300.00000000
NS
9354.04000000
0.006926066892
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087C93
3000.00000000
PA
3077.13000000
0.002278417476
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
69.00000000
NS
55362.32000000
0.040992248442
Long
EC
CORP
FR
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
2000.00000000
PA
2578.66000000
0.001909332400
Long
DBT
NUSS
ES
Y
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
36000.00000000
PA
5724.56000000
0.004238669653
Long
DBT
NUSS
DK
N
2
2023-11-15
Fixed
1.50000000
N
N
N
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
90000.00000000
PA
10811.31000000
0.008005081895
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG (Registered)
N/A
4017.00000000
NS
258376.66000000
0.191311351086
Long
EC
CORP
DE
N
2
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
559.00000000
NS
USD
80356.25000000
0.059498651138
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
N/A
1200.00000000
NS
42939.32000000
0.031793813434
Long
EC
CORP
SE
N
2
N
N
N
Dentsu Group, Inc.
5299007PBBE83ZLJZG91
Dentsu Group, Inc.
N/A
500.00000000
NS
17796.63000000
0.013177263496
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
12600000.00000000
PA
110107.33000000
0.081527418408
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.10000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
25000.00000000
PA
37366.71000000
0.027667653013
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
500.00000000
NS
6067.12000000
0.004492313370
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
SPI 200 Index
N/A
2.00000000
NC
3069.61000000
0.002272849399
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SPI 200 Index
XC0006013624
2022-03-17
367350.00000000
AUD
3069.61000000
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
6700.00000000
NS
190619.99000000
0.141141881124
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
300.00000000
NS
4161.75000000
0.003081509047
Long
EC
CORP
JP
N
2
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
100.00000000
NS
2516.68000000
0.001863440184
Long
EC
CORP
JP
N
2
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
50.00000000
NS
USD
10101.50000000
0.007479513099
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
3 Month SONIA Index
N/A
2.00000000
NC
-996.90000000
-0.00073814053
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month SONIA Index
2023-03-14
494125.00000000
GBP
-996.90000000
N
N
N
N/A
N/A
Euro-Bund
N/A
-2.00000000
NC
6234.75000000
0.004616432638
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bund
2022-03-08
-342920.00000000
EUR
6234.75000000
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
200.00000000
NS
6158.46000000
0.004559944784
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
142000.00000000
PA
299585.47000000
0.221823832816
Long
DBT
NUSS
GB
Y
2
2038-12-07
Fixed
4.75000000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
86.00000000
NS
7315.73000000
0.005416829021
Long
EC
CORP
FR
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
2055.00000000
NS
36885.81000000
0.027311577396
Long
EC
CORP
CH
N
2
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55380TUD0
250000.00000000
PA
USD
249852.78000000
0.184999964449
Long
STIV
CORP
JP
N
2
2022-07-15
Fixed
0.23000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
155500.00000000
PA
188720.82000000
0.139735667503
Long
DBT
NUSS
FR
Y
2
2024-11-25
Fixed
1.75000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
5767.00000000
NS
609080.92000000
0.450985370451
Long
EC
CORP
FR
N
2
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
595.00000000
NS
USD
97300.35000000
0.072044670829
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
931.00000000
NS
769409.96000000
0.569698745184
Long
EC
CORP
FR
N
2
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
549.00000000
NS
USD
113373.99000000
0.083946170698
Long
EC
CORP
US
N
1
N
N
N
Panasonic Corp.
254900GE1G59KGWPHX32
Panasonic Corp.
N/A
800.00000000
NS
8794.24000000
0.006511570883
Long
EC
CORP
JP
N
2
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
2535.00000000
NS
82759.97000000
0.061278451685
Long
EC
CORP
GB
N
2
N
N
N
Nihon M&A Center Holdings, Inc.
N/A
Nihon M&A Center Holdings, Inc.
N/A
100.00000000
NS
2452.92000000
0.001816229992
Long
EC
CORP
JP
N
2
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
1388.00000000
NS
24002.49000000
0.017772304941
Long
EC
CORP
GB
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
5000.00000000
PA
8817.65000000
0.006528904487
Long
DBT
NUSS
IT
Y
2
2044-09-01
Fixed
4.75000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1276.00000000
NS
USD
88095.04000000
0.065228728966
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
11000.00000000
PA
14610.81000000
0.010818368042
Long
DBT
NUSS
BE
Y
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
4897.00000000
NS
USD
502677.05000000
0.372200126728
Long
EC
CORP
US
N
1
N
N
N
CommScope Holding Co., Inc.
254900AW4CEPCQWSRI58
CommScope Holding Co., Inc.
20337X109
2144.00000000
NS
USD
23669.76000000
0.017525939709
Long
EC
CORP
US
N
1
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
600.00000000
NS
6019.96000000
0.004457394414
Long
EC
CORP
JP
N
2
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
1944.00000000
NS
9905.22000000
0.007334180343
Long
EC
CORP
JE
N
2
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
1052.00000000
NS
6635.98000000
0.004913517728
Long
EC
CORP
KY
N
2
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc., Class A
65336K103
338.00000000
NS
USD
51031.24000000
0.037785361386
Long
EC
CORP
US
N
1
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
178000.00000000
PA
203239.48000000
0.150485804379
Long
DBT
NUSS
DE
Y
2
2035-05-15
Fixed
0.00000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
12175.00000000
NS
37841.18000000
0.028018967628
Long
EC
CORP
NL
N
1
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
522.00000000
NS
27877.06000000
0.020641175611
Long
EC
CORP
DE
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
719.00000000
NS
USD
298392.19000000
0.220940285482
Long
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
875.00000000
NS
7225.52000000
0.005350034300
Long
EC
CORP
AU
N
2
N
N
N
Enbridge US, Inc.
5493003FRODSVHJWFS32
Enbridge US, Inc.
29251VCM6
400000.00000000
PA
USD
399664.89000000
0.295926226802
Long
STIV
CORP
US
Y
2
2022-03-21
None
0.00000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
3242.00000000
NS
414794.00000000
0.307128362765
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-287.61000000
-0.00021295676
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
28661.38000000
EUR
32344.01000000
USD
2022-01-05
-287.61000000
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
1400.00000000
NS
35632.00000000
0.026383211478
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
55000.00000000
PA
100405.34000000
0.074343716849
Long
DBT
NUSS
GB
Y
2
2028-12-07
Fixed
6.00000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
725.00000000
NS
21578.38000000
0.015977406906
Long
EC
CORP
FR
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
110000.00000000
PA
132319.54000000
0.097974135792
Long
DBT
NUSS
DE
Y
2
2028-02-15
Fixed
0.50000000
N
N
N
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
310.00000000
NS
USD
40520.10000000
0.030002536131
Long
EC
CORP
US
N
1
N
N
N
HKT Trust & HKT Ltd.
N/A
HKT Trust & HKT Ltd.
N/A
2000.00000000
NS
2687.34000000
0.001989802973
Long
EC
CORP
HK
N
2
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
2709.00000000
NS
USD
49520.52000000
0.036666770085
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054AT6
39000.00000000
PA
USD
39443.67000000
0.029205508730
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.05000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434RGF3
250000.00000000
PA
USD
249312.64000000
0.184600025409
Long
STIV
CORP
US
Y
2
2022-07-15
None
0.00000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
1816.00000000
NS
357017.57000000
0.264348620646
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
100.00000000
NS
57557.28000000
0.042617475594
Long
EC
CORP
JP
N
2
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
N/A
2738.00000000
NS
8321.32000000
0.006161403944
Long
EC
CORP
AU
N
2
N
N
N
New World Development Co. Ltd.
2549008GWMWXTIRL4S48
New World Development Co. Ltd.
N/A
500.00000000
NS
1979.64000000
0.001465796496
Long
EC
CORP
HK
N
2
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
-1956.00000000
NS
USD
-140714.64000000
-0.10419016909
Short
EC
CORP
CA
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
2712.00000000
NS
USD
547905.36000000
0.405688790500
Long
EC
CORP
IE
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
45000.00000000
PA
50758.78000000
0.037583622225
Long
DBT
NUSS
FR
Y
2
2030-11-25
Fixed
0.00000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
28000.00000000
PA
33940.54000000
0.025130793795
Long
DBT
NUSS
NL
Y
2
2040-01-15
Fixed
0.50000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
2372.00000000
NS
USD
61766.88000000
0.045734414498
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
28000.00000000
PA
4636.34000000
0.003432912514
Long
DBT
NUSS
DK
N
2
2025-11-15
Fixed
1.75000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
11000.00000000
PA
12080.17000000
0.008944591373
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
33000.00000000
PA
47104.54000000
0.034877891794
Long
DBT
NUSS
FR
Y
2
2066-05-25
Fixed
1.75000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AH7
45000.00000000
PA
USD
45977.14000000
0.034043124376
Long
DBT
CORP
US
Y
2
2022-07-11
Fixed
4.87500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
629.00000000
NS
USD
126127.08000000
0.093389016188
Long
EC
CORP
US
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
N/A
9.00000000
NS
15726.37000000
0.011644368699
Long
EC
CORP
FR
N
2
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
3049.00000000
NS
USD
125557.82000000
0.092967515655
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
726.00000000
NS
7988.21000000
0.005914757346
Long
EC
CORP
SE
N
2
N
N
N
Resona Holdings, Inc.
52990067JE75XZCYYT81
Resona Holdings, Inc.
N/A
700.00000000
NS
2720.33000000
0.002014229952
Long
EC
CORP
JP
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
362.00000000
NS
12854.79000000
0.009518147818
Long
EC
CORP
FR
N
2
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
398900.00000000
NS
204296.93000000
0.151268778306
Long
EC
CORP
ID
N
2
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
551.00000000
NS
USD
71756.73000000
0.053131257931
Long
EC
CORP
US
N
1
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
800.00000000
NS
43338.67000000
0.032089506505
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
4094.00000000
NS
13596.49000000
0.010067329115
Long
EC
CORP
ES
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
1015.00000000
NS
USD
158776.45000000
0.117563781380
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
3050.00000000
NS
24388.07000000
0.018057802210
Long
EC
CORP
IT
N
2
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
100.00000000
NS
5676.78000000
0.004203291627
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.10000000
0.000153344271
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
27296.29000000
USD
24157.10000000
EUR
2022-01-05
207.10000000
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
1702.00000000
NS
26404.01000000
0.019550476529
Long
EC
CORP
AU
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
460.00000000
NS
80226.01000000
0.059402216768
Long
EC
CORP
FR
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
19200000.00000000
PA
176695.75000000
0.130831874147
Long
DBT
NUSS
JP
N
2
2057-03-20
Fixed
0.90000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
14500.00000000
PA
37217.55000000
0.027557209597
Long
DBT
NUSS
GB
Y
2
2055-12-07
Fixed
4.25000000
N
N
N
N
N
N
Alteryx, Inc.
549300XWZG0JHL7I0827
Alteryx, Inc., Class A
02156B103
-114.00000000
NS
USD
-6897.00000000
-0.00510678630
Short
EC
CORP
US
N
1
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
300.00000000
NS
35488.32000000
0.026276825650
Long
EC
CORP
JP
N
2
N
N
N
Venture Corp. Ltd.
254900B1NLZC3J1MAE72
Venture Corp. Ltd.
N/A
200.00000000
NS
2717.77000000
0.002012334437
Long
EC
CORP
SG
N
2
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
2015.00000000
NS
247512.31000000
0.183266996471
Long
EC
CORP
CA
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
36000.00000000
PA
43338.03000000
0.032089032626
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
3.00000000
NC
-458.95000000
-0.00033982304
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month Euro Euribor
2022-12-19
752362.50000000
EUR
-458.95000000
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class A
531229409
1177.00000000
NS
USD
59850.45000000
0.044315420954
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd.
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
N/A
500.00000000
NS
3116.66000000
0.002307686907
Long
EC
CORP
HK
N
2
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
-756.00000000
NS
USD
-32855.76000000
-0.02432758375
Short
EC
CORP
US
N
1
N
N
N
ROBLOX Corp.
N/A
ROBLOX Corp., Class A
771049103
585.00000000
NS
USD
60348.60000000
0.044684269090
Long
EC
CORP
US
N
1
N
N
N
Daiwa Securities Group, Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group, Inc.
N/A
500.00000000
NS
2821.50000000
0.002089139851
Long
EC
CORP
JP
N
2
N
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
233.00000000
NS
7391.36000000
0.005472828187
Long
EC
CORP
AU
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
419.00000000
NS
49316.72000000
0.036515869252
Long
EC
CORP
NL
N
2
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
354.00000000
NS
USD
73798.38000000
0.054642968857
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
300.00000000
NS
21103.91000000
0.015626092292
Long
EC
CORP
JP
N
2
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
243.00000000
NS
USD
57306.69000000
0.042431929765
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Japan 10 Year Bond Mini
N/A
6.00000000
NC
-2365.32000000
-0.00175136780
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
Japan
Japan 10 Year Bond Mini
2022-03-11
91026000.00000000
JPY
-2365.32000000
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
453.00000000
NS
USD
53843.58000000
0.039867718845
Long
EC
CORP
US
N
1
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
75102.00000000
NS
279567.02000000
0.207001454060
Long
EC
CORP
MX
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
490.00000000
NS
USD
168016.10000000
0.124405149812
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
807.00000000
NS
USD
63389.85000000
0.046936119727
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
1328.00000000
NS
USD
102123.20000000
0.075615682040
Long
EC
CORP
LR
N
1
N
N
N
Lyft, Inc.
549300H7I5VN334XVZ52
Lyft, Inc., Class A
55087P104
10735.00000000
NS
USD
458706.55000000
0.339642790616
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
-84.00000000
NS
USD
-7143.36000000
-0.00528920008
Short
EC
CORP
US
N
1
N
N
N
Shiseido Co. Ltd.
5299008QCD0YDT5OF506
Shiseido Co. Ltd.
N/A
300.00000000
NS
16735.96000000
0.012391905365
Long
EC
CORP
JP
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WAZ3
185000.00000000
PA
USD
187670.94000000
0.138958298675
Long
DBT
CORP
GB
N
2
2022-09-26
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Income Fund
549300J9G10ZQTTAFU03
JPMorgan Income Fund, Class R6
46637K216
947497.87100000
NS
USD
8897005.01000000
6.587661784484
Long
RF
US
N
1
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
4782.00000000
NS
18827.10000000
0.013940260463
Long
EC
CORP
GB
N
2
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
200.00000000
NS
42512.40000000
0.031477706546
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
34536.00000000
NS
408905.70000000
0.302768454139
Long
EC
CORP
ES
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
187.00000000
NS
27944.33000000
0.020690984733
Long
EC
CORP
CH
N
2
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
300.00000000
NS
18757.81000000
0.013888955660
Long
EC
CORP
JP
N
2
N
N
N
CNA Financial Corp.
549300YX2GSZD7YG1R84
CNA Financial Corp.
126117100
662.00000000
NS
USD
29180.96000000
0.021606629962
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
2855.00000000
NS
USD
62353.20000000
0.046168546867
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
2598.00000000
NS
USD
108414.54000000
0.080274015945
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
683.00000000
NS
USD
63785.37000000
0.047228976929
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
3657.00000000
NS
USD
90145.05000000
0.066746629936
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
178.00000000
NS
USD
29914.68000000
0.022149902580
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
265.00000000
NS
USD
28580.25000000
0.021161842721
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
1181.00000000
NS
USD
71320.59000000
0.052808324223
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
2821.00000000
NS
55300.80000000
0.040946696826
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-1.00000000
NC
USD
240.24000000
0.000177882317
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2022-03-31
-218132.81000000
USD
240.24000000
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
60000.00000000
PA
8972.83000000
0.006643805328
Long
DBT
NUSS
DK
Y
2
2052-11-15
Fixed
0.25000000
N
N
N
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
N/A
100000.00000000
PA
136353.24000000
0.100960832024
Long
DBT
NUSS
KR
Y
2
2022-12-15
Fixed
1.75000000
N
N
N
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
54572.00000000
NS
244516.63000000
0.181048887497
Long
EC
CORP
GB
N
2
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Province of Ontario
N/A
230000.00000000
PA
259019.16000000
0.191787081142
Long
DBT
NUSS
CA
Y
2
2028-05-19
Fixed
0.10000000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
52458.87000000
PA
57167.26000000
0.042328690790
Long
DBT
NUSS
DE
Y
2
2050-08-15
Fixed
0.00000000
N
N
N
N
N
N
Airbnb, Inc.
549300HMUDNO0RY56D37
Airbnb, Inc., Class A
009066101
218.00000000
NS
USD
36294.82000000
0.026873987192
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
2000.00000000
NS
3442.97000000
0.002549298541
Long
EC
CORP
SG
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
22250000.00000000
PA
180466.21000000
0.133623658036
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
Bilibili, Inc.
5493008V60M52L3PIS45
Bilibili, Inc., Class Z
N/A
1430.00000000
NS
66416.55000000
0.049177197023
Long
EC
CORP
KY
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z60
1991000.00000000
PA
USD
1992983.83000000
1.475676747313
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.37500000
N
N
N
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
45000.00000000
PA
7438.61000000
0.005507813783
Long
DBT
NUSS
SE
N
2
2039-03-30
Fixed
3.50000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
84000.00000000
PA
96387.40000000
0.071368689887
Long
DBT
NUSS
ES
N
2
2023-04-30
Fixed
0.00000000
N
N
N
N
N
N
CyberAgent, Inc.
3538006T5KZABPGS8Q08
CyberAgent, Inc.
N/A
400.00000000
NS
6667.93000000
0.004937174655
Long
EC
CORP
JP
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
293.00000000
NS
35887.52000000
0.026572407656
Long
EC
CORP
IE
N
2
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
649.00000000
NS
USD
50511.67000000
0.037400653113
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
220.00000000
NS
USD
56940.40000000
0.042160715505
Long
EC
CORP
NL
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
39550000.00000000
PA
347282.21000000
0.257140210742
Long
DBT
NUSS
JP
N
2
2027-12-20
Fixed
0.10000000
N
N
N
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
7653.00000000
NS
248491.38000000
0.183991935034
Long
EC
CORP
GB
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
61.00000000
NS
7144.38000000
0.005289955332
Long
EC
CORP
FR
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
55000.00000000
PA
63744.01000000
0.047198352501
Long
DBT
NUSS
DE
Y
2
2031-08-15
Fixed
0.00000000
N
N
N
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
143.00000000
NS
2081.67000000
0.001541343170
Long
EC
CORP
AU
N
2
N
N
N
Bear Stearns Asset-Backed Securities Trust
N/A
Bear Stearns Asset-Backed Securities Trust, Series 2004-HE5, Class M2
073879CD8
7250.18000000
PA
USD
7325.37000000
0.005423966823
Long
ABS-O
CORP
US
N
3
2034-07-25
Floating
1.97775000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-570.15000000
-0.00042215952
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
48651.07000000
AUD
34826.03000000
USD
2022-01-05
-570.15000000
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
635.00000000
NS
USD
72618.60000000
0.053769417407
Long
EC
CORP
US
N
1
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
218.00000000
NS
USD
102880.74000000
0.076176591841
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
424.00000000
NS
USD
41314.56000000
0.030590782825
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
245.00000000
NS
USD
42718.20000000
0.031630088251
Long
EC
CORP
US
N
1
N
N
N
Export-Import Bank of China (The)
300300C1020211000045
Export-Import Bank of China (The)
N/A
100000.00000000
PA
114810.61000000
0.085009895700
Long
DBT
NUSS
CN
Y
2
2023-05-28
Fixed
0.75000000
N
N
N
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
417.00000000
NS
31811.88000000
0.023554657542
Long
EC
CORP
GB
N
2
N
N
N
Wesfarmers Ltd.
5493003L32ZX9557ST85
Wesfarmers Ltd.
N/A
430.00000000
NS
18552.97000000
0.013737284773
Long
EC
CORP
AU
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
71.00000000
NS
USD
148843.69000000
0.110209209433
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
100000.00000000
PA
224398.61000000
0.166152783540
Long
DBT
NUSS
GB
Y
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
3 Month SONIA Index
N/A
-2.00000000
NC
1241.34000000
0.000919132682
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month SONIA Index
2023-09-19
-493600.00000000
GBP
1241.34000000
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
300.00000000
NS
6057.58000000
0.004485249612
Long
EC
CORP
JP
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
498.00000000
NS
USD
57548.88000000
0.042611255932
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed, Inc.
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
692.00000000
NS
USD
77344.84000000
0.057268895108
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
1122.00000000
NS
USD
53844.78000000
0.039868607368
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
364.00000000
NS
USD
49620.48000000
0.036740784056
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
184000.00000000
PA
223122.25000000
0.165207720793
Long
DBT
NUSS
ES
Y
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
4800.00000000
NS
280085.38000000
0.207385266406
Long
EC
CORP
KY
N
2
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
2202.00000000
NS
USD
50690.04000000
0.037532724662
Long
EC
CORP
BM
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
1000.00000000
NS
148391.82000000
0.109874628669
Long
EC
CORP
JP
N
2
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
468.00000000
NS
USD
116330.76000000
0.086135469312
Long
EC
CORP
US
N
1
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
3700.00000000
NS
100883.14000000
0.074697497116
Long
EC
CORP
JP
N
2
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760108
3084.00000000
NS
USD
54432.60000000
0.040303850390
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
6000.00000000
PA
6881.59000000
0.005095376186
Long
DBT
NUSS
IT
Y
2
2025-02-01
Fixed
0.35000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
-1123.00000000
NS
USD
-38350.45000000
-0.02839604941
Short
EC
CORP
US
N
1
N
N
N
Ibiden Co. Ltd.
52990051DBFIQEY37C91
Ibiden Co. Ltd.
N/A
100.00000000
NS
5938.56000000
0.004397122933
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
9068.00000000
NS
311655.67000000
0.230761042043
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Electric Industries Ltd.
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
700.00000000
NS
9135.69000000
0.006764392716
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
805.00000000
NS
30680.81000000
0.022717172725
Long
EC
CORP
CH
N
2
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
1218.00000000
NS
114577.49000000
0.084837285287
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
857.00000000
NS
6390.81000000
0.004731985062
Long
EC
CORP
GB
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
532.00000000
NS
13349.64000000
0.009884552516
Long
EC
CORP
SE
N
2
N
N
N
WestRock Co.
N/A
WestRock Co.
96145D105
1066.00000000
NS
USD
47287.76000000
0.035013554457
Long
EC
CORP
US
N
1
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
400.00000000
NS
20949.73000000
0.015511931887
Long
EC
CORP
JP
N
2
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
942.00000000
NS
USD
316841.70000000
0.234600964760
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
100.00000000
NS
4609.68000000
0.003413172493
Long
EC
CORP
JP
N
2
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
491.00000000
NS
USD
50793.95000000
0.037609663355
Long
EC
CORP
IE
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
951.00000000
NS
32634.86000000
0.024164021468
Long
EC
CORP
NL
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1157.00000000
NS
USD
167869.13000000
0.124296327949
Long
EC
CORP
US
N
1
N
N
N
FUJIFILM Holdings Corp.
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp.
N/A
200.00000000
NS
14826.86000000
0.010978339215
Long
EC
CORP
JP
N
2
N
N
N
East Japan Railway Co.
353800SENYJ2DSM6PS44
East Japan Railway Co.
N/A
200.00000000
NS
12295.11000000
0.009103740662
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2268.96000000
0.001680019407
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
17260706.00000000
JPY
152323.91000000
USD
2022-01-05
2268.96000000
N
N
N
N/A
N/A
Long Gilt
N/A
1.00000000
NC
-556.76000000
-0.00041224508
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2022-03-29
124900.00000000
GBP
-556.76000000
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
367.00000000
NS
USD
129154.64000000
0.095630730258
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
125.26000000
0.000092746999
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
32147.55000000
USD
23844.83000000
GBP
2022-02-03
125.26000000
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
755.00000000
NS
261990.80000000
0.193987390038
Long
EC
CORP
IE
N
2
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
194.00000000
NS
USD
127875.10000000
0.094683312925
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-122.78000000
-0.00009091071
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
22855.71000000
EUR
25898.95000000
USD
2022-01-05
-122.78000000
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesschatzanweisungen
N/A
185000.00000000
PA
212644.48000000
0.157449603883
Long
DBT
NUSS
DE
Y
2
2023-06-16
Fixed
0.00000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
2673.00000000
NS
16929.95000000
0.012535542522
Long
EC
CORP
FI
N
2
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
700.00000000
NS
15061.03000000
0.011151727087
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
743.00000000
NS
595158.48000000
0.440676696259
Long
EC
CORP
NL
N
2
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
679.00000000
NS
USD
140220.29000000
0.103824134616
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-707.15000000
-0.00052359923
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
33062.09000000
GBP
44043.95000000
USD
2022-01-05
-707.15000000
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
613.00000000
NS
USD
58235.00000000
0.043119283802
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
124.00000000
NS
USD
84101.76000000
0.062271961152
Long
EC
CORP
US
N
1
N
N
N
Kubota Corp.
549300CSY4INHEHQQT13
Kubota Corp.
N/A
1100.00000000
NS
24459.65000000
0.018110802611
Long
EC
CORP
JP
N
2
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
N/A
400000.00000000
PA
463640.01000000
0.343295701441
Long
DBT
NUSS
CA
Y
2
2025-05-06
Fixed
0.50000000
N
N
N
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
568.00000000
NS
USD
96321.44000000
0.071319850736
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
22000.00000000
NS
532817.19000000
0.394516967983
Long
EC
CORP
SG
N
2
N
N
N
Hang Seng Bank Ltd.
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
N/A
300.00000000
NS
5493.47000000
0.004067562324
Long
EC
CORP
HK
N
2
N
N
N
GlaxoSmithKline plc
5493000HZTVUYLO1D793
GlaxoSmithKline plc
N/A
2345.00000000
NS
51057.12000000
0.037804523867
Long
EC
CORP
GB
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
902.00000000
NS
77647.45000000
0.057492958411
Long
EC
CORP
GB
N
2
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
400.00000000
NS
9757.46000000
0.007224773537
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
20000.00000000
PA
23542.81000000
0.017431941373
Long
DBT
NUSS
NL
Y
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
1200.00000000
NS
36712.68000000
0.027183385731
Long
EC
CORP
JP
N
2
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
1445.00000000
NS
USD
53262.70000000
0.039437614448
Long
EC
CORP
US
N
1
N
N
N
Korea Development Bank (The)
549300ML2LNRZUCS7149
Korea Development Bank (The)
500630BX5
200000.00000000
PA
USD
203287.50000000
0.150521360110
Long
DBT
NUSS
KR
N
2
2022-09-14
Fixed
3.00000000
N
N
N
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
551.00000000
NS
29169.96000000
0.021598485167
Long
EC
CORP
IE
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
149.00000000
NS
17773.48000000
0.013160122405
Long
EC
CORP
IE
N
2
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
270000.00000000
PA
31030.27000000
0.022975925450
Long
DBT
NUSS
SE
N
2
2028-05-12
Fixed
0.75000000
N
N
N
N
N
N
Banco del Estado de Chile
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05972DGE8
250000.00000000
PA
USD
249584.27000000
0.184801150009
Long
STIV
CORP
CL
Y
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
5332.00000000
NS
USD
268359.56000000
0.198703048489
Long
EC
CORP
US
N
1
N
N
N
M3, Inc.
N/A
M3, Inc.
N/A
300.00000000
NS
15126.41000000
0.011200136785
Long
EC
CORP
JP
N
2
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
1731.00000000
NS
5364.41000000
0.003972001669
Long
EC
CORP
AU
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
750000.00000000
PA
6590.26000000
0.004879664999
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
0.10000000
N
N
N
N
N
N
Liberty Broadband Corp.
549300MIX43II8JLN536
Liberty Broadband Corp., Class C
530307305
512.00000000
NS
USD
82483.20000000
0.061073521245
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
1543.00000000
NS
USD
104461.10000000
0.077346747097
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
1287.00000000
NS
38856.76000000
0.028770939505
Long
EC
CORP
AU
N
2
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
300.00000000
NS
14304.79000000
0.010591779853
Long
EC
CORP
JP
N
2
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
-100.00000000
NS
USD
-21814.00000000
-0.01615186841
Short
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
1100.00000000
NS
37562.04000000
0.027812282355
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
700.00000000
NS
11435.23000000
0.008467054653
Long
EC
CORP
JP
N
2
N
N
N
Nippon Paint Holdings Co. Ltd.
529900RYRJUN78A7PL87
Nippon Paint Holdings Co. Ltd.
N/A
700.00000000
NS
7644.55000000
0.005660299149
Long
EC
CORP
JP
N
2
N
N
N
CWABS, Inc., Asset-Backed Certificates
N/A
CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2
126671Z33
34859.16000000
PA
USD
34783.37000000
0.025754855372
Long
ABS-O
CORP
US
N
3
2034-03-25
Floating
0.92688120
N
N
N
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
300.00000000
NS
2804.09000000
0.002076248862
Long
EC
CORP
JP
N
2
N
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
853.00000000
NS
USD
89104.38000000
0.065976080523
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
4700.00000000
NS
274874.72000000
0.203527106754
Long
EC
CORP
HK
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
23450000.00000000
PA
205019.83000000
0.151804039408
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.10000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
18000.00000000
PA
24321.42000000
0.018008452158
Long
DBT
NUSS
ES
Y
2
2033-07-30
Fixed
2.35000000
N
N
N
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
304.00000000
NS
12236.66000000
0.009060462184
Long
EC
CORP
IE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
100.00000000
NS
4917.49000000
0.003641086063
Long
EC
CORP
NL
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
100.00000000
NS
46785.75000000
0.034641848238
Long
EC
CORP
JP
N
2
N
N
N
Flutter Entertainment plc
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
32.00000000
NS
5066.04000000
0.003751077814
Long
EC
CORP
IE
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2019-KF63, Class B
30311FAC1
53382.76000000
PA
USD
53382.72000000
0.039526481563
Long
ABS-MBS
USGSE
US
Y
2
2029-05-25
Floating
2.44400040
N
N
N
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
598.00000000
NS
23058.73000000
0.017073511170
Long
EC
CORP
SE
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
488.00000000
NS
68680.90000000
0.050853803020
Long
EC
CORP
DE
N
2
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
1552.00000000
NS
9992.44000000
0.007398761161
Long
EC
CORP
KY
N
2
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
1746.00000000
NS
USD
225914.94000000
0.167275528687
Long
EC
CORP
US
N
1
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
9083.00000000
NS
496622.72000000
0.367717283532
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Foreign Exchange CAD/USD
N/A
38.00000000
NC
USD
-4056.70000000
-0.00300372625
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange CAD/USD
2022-03-15
3004280.00000000
USD
-4056.70000000
N
N
N
TC Energy Corp.
549300UGKOFV2IWJJG27
TC Energy Corp.
87807B107
1528.00000000
NS
71063.87000000
0.052618239523
Long
EC
CORP
CA
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
95.00000000
NS
USD
57231.80000000
0.042376478522
Long
EC
CORP
US
N
1
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
12000.00000000
PA
17698.09000000
0.013104300944
Long
DBT
NUSS
DE
Y
2
2048-08-15
Fixed
1.25000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N/A
254.00000000
NS
57202.43000000
0.042354731920
Long
EC
CORP
NL
N
2
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
600.00000000
NS
6337.51000000
0.004692519829
Long
EC
CORP
JP
N
2
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
008117AP8
96000.00000000
PA
USD
97247.80000000
0.072005760923
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
1512.00000000
NS
USD
84929.04000000
0.062884508952
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
582.00000000
NS
34539.00000000
0.025573915055
Long
EC
CORP
FR
N
2
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
900.00000000
NS
20724.52000000
0.015345178321
Long
EC
CORP
JP
N
2
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class A
N/A
7613.00000000
NS
166834.39000000
0.123530169321
Long
EC
CORP
GB
N
2
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
246.00000000
NS
USD
132089.70000000
0.097803954008
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
9178.00000000
NS
USD
440360.44000000
0.326058672410
Long
EC
CORP
US
N
1
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBH6
200000.00000000
PA
USD
199796.88000000
0.147936779799
Long
DBT
CORP
AU
Y
2
2023-04-06
Floating
0.34889040
N
N
N
N
N
N
Z Holdings Corp.
52990078MD2OL792YM35
Z Holdings Corp.
N/A
400.00000000
NS
2308.00000000
0.001708926024
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
300.00000000
NS
9123.03000000
0.006755018798
Long
EC
CORP
JP
N
2
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
607.00000000
NS
32539.00000000
0.024093043284
Long
EC
CORP
GB
N
2
N
N
N
Rohm Co. Ltd.
5493009V2FGDEP7JFE59
Rohm Co. Ltd.
N/A
200.00000000
NS
18193.89000000
0.013471409056
Long
EC
CORP
JP
N
2
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
956.00000000
NS
USD
60581.72000000
0.044856879504
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
9900.00000000
NS
53878.54000000
0.039893604484
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
9100.00000000
PA
9906.30000000
0.007334980014
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
56400000.00000000
PA
479848.63000000
0.355297145346
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
168000.00000000
PA
USD
171095.14000000
0.126684981521
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
276000.00000000
PA
322917.49000000
0.239099697709
Long
DBT
NUSS
FR
Y
2
2026-11-25
Fixed
0.25000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAF2
359000.00000000
PA
USD
359152.01000000
0.265929036618
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.57100000
N
N
N
N
N
N
Mitsubishi Heavy Industries Ltd.
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
N/A
100.00000000
NS
2312.04000000
0.001711917385
Long
EC
CORP
JP
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
7501.00000000
NS
141608.34000000
0.104851896647
Long
EC
CORP
NL
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
57000.00000000
PA
65379.82000000
0.048409564927
Long
DBT
NUSS
IT
Y
2
2026-02-01
Fixed
0.50000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
25000.00000000
PA
27712.38000000
0.020519240629
Long
DBT
NUSS
ES
Y
2
2042-07-30
Fixed
1.00000000
N
N
N
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
800.00000000
NS
35190.42000000
0.026056249800
Long
EC
CORP
JP
N
2
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
493738AE8
200000.00000000
PA
USD
205140.00000000
0.151893017588
Long
DBT
CORP
KR
Y
2
2023-04-25
Fixed
3.00000000
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
12000.00000000
PA
9748.53000000
0.007218161444
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Ono Pharmaceutical Co. Ltd.
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co. Ltd.
N/A
600.00000000
NS
14913.24000000
0.011042298067
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp.
N/A
1400.00000000
NS
10384.33000000
0.007688930580
Long
EC
CORP
JP
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
N/A
151.50000000
NS
5569.47000000
0.004123835452
Long
EC
CORP
DE
N
1
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
19.00000000
NS
2982.06000000
0.002208024237
Long
EC
CORP
AU
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
1100.00000000
NS
34928.43000000
0.025862263002
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-3.00000000
NC
1096.72000000
0.000812050844
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2024-03-18
-749137.50000000
EUR
1096.72000000
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
50000.00000000
PA
57329.19000000
0.042448589573
Long
DBT
NUSS
BE
Y
2
2030-06-22
Fixed
0.10000000
N
N
N
N
N
N
Stockland
N/A
Stockland
N/A
1110.00000000
NS
3424.37000000
0.002535526433
Long
EC
CORP
AU
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
30000.00000000
PA
41512.67000000
0.030737470578
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
495.00000000
NS
23205.81000000
0.017182414480
Long
EC
CORP
AT
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
42000.00000000
PA
52054.54000000
0.038543049428
Long
DBT
NUSS
ES
Y
2
2029-04-30
Fixed
1.45000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
5000.00000000
PA
7916.08000000
0.005861349705
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
14000.00000000
PA
18501.50000000
0.013699174538
Long
DBT
NUSS
IT
Y
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
294.00000000
NS
USD
60093.60000000
0.044495457939
Long
EC
CORP
US
N
1
N
N
N
DraftKings, Inc.
5493008P45UYYL683Z97
DraftKings, Inc., Class A
26142R104
1726.00000000
NS
USD
47413.22000000
0.035106449543
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
19000.00000000
PA
23548.48000000
0.017436139645
Long
DBT
NUSS
ES
Y
2
2029-04-30
Fixed
1.45000000
N
N
N
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
819.00000000
NS
USD
244881.00000000
0.181318680121
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
590.00000000
NS
USD
57914.40000000
0.042881900057
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
800.00000000
NS
3484.52000000
0.002580063652
Long
EC
CORP
JP
N
2
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
548.00000000
NS
29398.27000000
0.021767534084
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund, Class R6
4812C0126
1745103.30400000
NS
USD
12669449.99000000
9.380915424432
Long
RF
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
2198.00000000
NS
USD
254924.04000000
0.188754907338
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
52000000.00000000
PA
456558.46000000
0.338052267695
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
0.10000000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
1380.00000000
NS
USD
158230.80000000
0.117159762539
Long
EC
CORP
US
N
1
N
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
200.00000000
NS
26614.40000000
0.019706256835
Long
EC
CORP
JP
N
2
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
1054.00000000
NS
USD
34908.48000000
0.025847491306
Long
EC
CORP
BM
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
1000.00000000
PA
782.04000000
0.000579050480
Long
DBT
NUSS
AU
Y
2
2041-05-21
Fixed
2.75000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
922.00000000
NS
50804.22000000
0.037617267632
Long
EC
CORP
DE
N
2
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
2363.00000000
NS
USD
340035.70000000
0.251774634692
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-3, Class 2A1
25151KAC3
1.68640000
PA
USD
1.58000000
0.000001169888
Long
ABS-MBS
CORP
US
N
2
2047-10-25
Floating
0.85275000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
36000.00000000
PA
64006.77000000
0.047392909434
Long
DBT
NUSS
DE
Y
2
2044-07-04
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
324581.00000000
NS
USD
324581.00000000
0.240331420210
Long
STIV
RF
US
N
1
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
171.00000000
NS
10044.59000000
0.007437374892
Long
EC
CORP
SE
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
9634.00000000
NS
1082147.48000000
0.801260827790
Long
EC
CORP
DK
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
14200.00000000
PA
30433.65000000
0.022534166592
Long
DBT
NUSS
FR
Y
2
2055-04-25
Fixed
4.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
780.00000000
NS
USD
171288.00000000
0.126827781986
Long
EC
CORP
US
N
1
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
2.00000000
NS
11649.31000000
0.008625567167
Long
EC
CORP
JP
N
2
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
778.00000000
NS
USD
87703.94000000
0.064939144491
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Mortgage-Backed Securities Fund
5493003VJIZTX1Q7MD45
JPMorgan Mortgage-Backed Securities Fund, Class R6
4812C0159
0.00100000
NS
USD
0.01000000
0.000000007404
Long
RF
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
574.00000000
NS
USD
148367.52000000
0.109856636077
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
262000.00000000
PA
USD
264487.60000000
0.195836110357
Long
DBT
CORP
FR
Y
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
2308.00000000
NS
USD
405677.16000000
0.300377927265
Long
EC
CORP
US
N
1
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
13000.00000000
PA
13516.65000000
0.010008212714
Long
DBT
NUSS
NL
Y
2
2052-01-15
Fixed
0.00000000
N
N
N
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
1128.00000000
NS
USD
55711.92000000
0.041251104828
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
33550000.00000000
PA
296145.91000000
0.219277059161
Long
DBT
NUSS
JP
N
2
2025-12-20
Fixed
0.30000000
N
N
N
N
N
N
MISUMI Group, Inc.
353800SJWGE5BEK2V032
MISUMI Group, Inc.
N/A
400.00000000
NS
16432.79000000
0.012167427417
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-545.44000000
-0.00040386334
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
153190.95000000
EUR
173865.85000000
USD
2022-01-05
-545.44000000
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
50000.00000000
PA
541.95000000
0.000401279228
Long
DBT
NUSS
JP
N
2
2044-09-20
Fixed
1.70000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
N/A
171.00000000
NS
25561.98000000
0.018927007301
Long
EC
CORP
AU
N
2
N
N
N
Direct Line Insurance Group plc
213800FF2R23ALJQOP04
Direct Line Insurance Group plc
N/A
3410.00000000
NS
12885.04000000
0.009540546004
Long
EC
CORP
GB
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
541.00000000
NS
224439.94000000
0.166183385756
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
3120.00000000
NS
735879.63000000
0.544871685593
Long
EC
CORP
DE
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
98000.00000000
PA
112688.73000000
0.083438779603
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-611.61000000
-0.00045285799
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
30299.68000000
GBP
40400.44000000
USD
2022-01-05
-611.61000000
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
200.00000000
NS
16574.17000000
0.012272110243
Long
EC
CORP
JP
N
2
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
1960.00000000
NS
7728.67000000
0.005722584616
Long
EC
CORP
AU
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
13000.00000000
PA
17661.35000000
0.013077097329
Long
DBT
NUSS
GB
Y
2
2023-07-22
Fixed
0.75000000
N
N
N
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
1000.00000000
NS
29243.73000000
0.021653107123
Long
EC
CORP
JP
N
2
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CN0
244000.00000000
PA
USD
243682.52000000
0.180431282521
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.39929760
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
2779.00000000
NS
USD
326115.65000000
0.241467730142
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
207.00000000
NS
USD
47533.41000000
0.035195442532
Long
EC
CORP
US
N
1
N
N
N
TOPPAN, Inc.
3538003H9W4KIDODQY20
TOPPAN, Inc.
890747108
100.00000000
NS
1876.57000000
0.001389479769
Long
EC
CORP
JP
N
2
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
431.00000000
NS
USD
78519.58000000
0.058138714760
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
242.00000000
NS
7376.40000000
0.005461751267
Long
EC
CORP
SE
N
2
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
N/A
30000.00000000
PA
21741.03000000
0.016097838803
Long
DBT
NUSS
AU
N
2
2023-06-21
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-505.41000000
-0.00037422370
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
78488.78000000
USD
8970368.00000000
JPY
2022-01-05
-505.41000000
N
N
N
Aurizon Holdings Ltd.
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
841.00000000
NS
2136.67000000
0.001582067143
Long
EC
CORP
AU
N
2
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
1992.00000000
NS
USD
225056.16000000
0.166639657157
Long
EC
CORP
IE
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
5000.00000000
PA
6802.54000000
0.005036844729
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
3500000.00000000
PA
30614.58000000
0.022668133657
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.10000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
20000.00000000
PA
37035.50000000
0.027422413244
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
1077.00000000
NS
USD
203143.74000000
0.150414915047
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
3088.00000000
NS
USD
392299.52000000
0.290472642543
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
16000.00000000
PA
24204.62000000
0.017921969247
Long
DBT
NUSS
BE
Y
2
2034-06-22
Fixed
3.00000000
N
N
N
N
N
N
Insulet Corp.
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
172.00000000
NS
USD
45764.04000000
0.033885337489
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
4789.00000000
NS
USD
345670.02000000
0.255946487411
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
1109.00000000
NS
22214.76000000
0.016448605495
Long
EC
CORP
AU
N
2
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
719.00000000
NS
USD
63969.43000000
0.047365261558
Long
EC
CORP
US
N
1
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
600.00000000
NS
14094.91000000
0.010436377169
Long
EC
CORP
JP
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesobligation
N/A
30000.00000000
PA
34866.45000000
0.025816370786
Long
DBT
NUSS
DE
Y
2
2025-10-10
Fixed
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2018-KF45, Class B
30296TAG1
10315.40000000
PA
USD
10267.10000000
0.007602129281
Long
ABS-MBS
USGSE
US
Y
2
2025-03-25
Floating
2.04400080
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
25000.00000000
PA
32109.12000000
0.023774744705
Long
DBT
NUSS
ES
Y
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
70000.00000000
PA
79988.51000000
0.059226363246
Long
DBT
NUSS
NL
Y
2
2031-07-15
Fixed
0.00000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
3303.00000000
NS
USD
277782.30000000
0.205679983326
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
300.00000000
NS
9778.81000000
0.007240581843
Long
EC
CORP
JP
N
2
N
N
N
ASX Ltd.
N/A
ASX Ltd.
N/A
96.00000000
NS
6488.09000000
0.004804014665
Long
EC
CORP
AU
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
50000.00000000
PA
59651.82000000
0.044168348174
Long
DBT
NUSS
IT
Y
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023U101
3763.00000000
NS
USD
176973.89000000
0.131037818984
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBN1
196000.00000000
PA
USD
198463.06000000
0.146949171605
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.62500000
N
N
N
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
400.00000000
NS
17100.32000000
0.012661690584
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
1750.00000000
PA
2562.00000000
0.001896996739
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z78V9
1893000.00000000
PA
1496352.19000000
1.107952859092
Long
STIV
NUSS
CA
N
2
2022-02-03
None
0.00000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
Dexia Credit Local SA
N/A
100000.00000000
PA
136978.18000000
0.101423560027
Long
DBT
NUSS
FR
Y
2
2023-12-08
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
265.79000000
0.000196800454
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
24523.22000000
USD
21772.97000000
EUR
2022-01-05
265.79000000
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
100.00000000
NS
7625.30000000
0.005646045759
Long
EC
CORP
JP
N
2
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
-168.00000000
NS
USD
-33821.76000000
-0.02504284482
Short
EC
CORP
US
N
1
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
249.00000000
NS
USD
104316.06000000
0.077239354276
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98844.86000000
0.073188281459
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
5628901.86000000
CAD
4548685.12000000
USD
2022-01-19
98844.86000000
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z78X5
954000.00000000
PA
754006.55000000
0.558293507658
Long
STIV
NUSS
CA
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
100.00000000
NS
3836.76000000
0.002840874788
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A3, Class 4A1
466247QC0
25.44000000
PA
USD
25.87000000
0.000019155076
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
2.58190920
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1849.80000000
-0.00136965830
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3100313.00000000
EUR
3527925.22000000
USD
2022-01-05
-1849.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2307.10000000
-0.00170825963
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
66781.34000000
GBP
88084.59000000
USD
2022-01-05
-2307.10000000
N
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
100.00000000
NS
3621.30000000
0.002681340472
Long
EC
CORP
JP
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
8257.00000000
NS
48972.13000000
0.036260722450
Long
EC
CORP
ES
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
115000.00000000
PA
145426.52000000
0.107679014137
Long
DBT
NUSS
GB
Y
2
2031-07-31
Fixed
0.25000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
1604.00000000
NS
58905.17000000
0.043615501720
Long
EC
CORP
FR
N
2
N
N
N
WaMu Mortgage Pass-Through Certificates Trust
N/A
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6
92922FM21
13000.30000000
PA
USD
13623.53000000
0.010087350501
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
2.82861360
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
53000.00000000
PA
80177.80000000
0.059366520354
Long
DBT
NUSS
BE
Y
2
2034-06-22
Fixed
3.00000000
N
N
N
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
348.00000000
NS
28488.38000000
0.021093818876
Long
EC
CORP
IE
N
2
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
1026.00000000
NS
USD
31241.70000000
0.023132475809
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
700.00000000
NS
38968.75000000
0.028853860920
Long
EC
CORP
JP
N
2
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
8631.00000000
NS
USD
533999.97000000
0.395392740740
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
510.00000000
NS
35794.54000000
0.026503561927
Long
EC
CORP
DE
N
2
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
290.00000000
NS
USD
57025.60000000
0.042223800642
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MSCI Emerging Markets E-Mini Index
N/A
-46.00000000
NC
USD
-21410.22000000
-0.01585289520
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI Emerging Markets E-Mini Index
US55353S1050
2022-03-18
-2820030.00000000
USD
-21410.22000000
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
86000.00000000
PA
13725.01000000
0.010162489935
Long
DBT
NUSS
DK
Y
2
2029-11-15
Fixed
0.50000000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
2980.00000000
NS
USD
40319.40000000
0.029853930649
Long
EC
CORP
US
N
1
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
68333ZAF4
80000.00000000
PA
64857.58000000
0.048022879690
Long
DBT
NUSS
CA
N
2
2024-09-08
Fixed
2.30000000
N
N
N
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
6800.00000000
NS
125681.63000000
0.093059189022
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
7177.00000000
NS
USD
424950.17000000
0.314648355494
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
6951.00000000
NS
USD
452301.57000000
0.334900313577
Long
EC
CORP
IN
N
1
N
N
N
Jardine Matheson Holdings Ltd.
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
N/A
100.00000000
NS
USD
5498.76000000
0.004071479230
Long
EC
CORP
BM
N
2
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
28.00000000
NS
USD
5412.68000000
0.004007742509
Long
EC
CORP
CH
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
36.00000000
NS
14369.51000000
0.010639700863
Long
EC
CORP
DK
N
2
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
211.00000000
NS
USD
125587.20000000
0.092989269662
Long
EC
CORP
US
N
1
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
400.00000000
NS
21851.26000000
0.016179457051
Long
EC
CORP
JP
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
5000.00000000
NS
3138.77000000
0.002324057944
Long
EC
CORP
KY
Y
2
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
46.00000000
NC
USD
227989.12000000
0.168811325992
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2022-03-18
10943975.00000000
USD
227989.12000000
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
292.00000000
NS
USD
50755.44000000
0.037581149169
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
600.00000000
NS
25344.36000000
0.018765873643
Long
EC
CORP
JP
N
2
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia
110709GJ5
10000.00000000
PA
8783.75000000
0.006503803710
Long
DBT
NUSS
CA
N
2
2050-06-18
Fixed
2.95000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
1273.00000000
NS
58606.97000000
0.043394703739
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
1400.00000000
NS
4308.60000000
0.003190242057
Long
EC
CORP
SG
N
2
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
332.00000000
NS
USD
28475.64000000
0.021084385723
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
41800000.00000000
PA
368350.92000000
0.272740239691
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
0.60000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
3182.00000000
NS
USD
60458.00000000
0.044765272776
Long
EC
CORP
US
N
1
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
200.00000000
NS
1558.05000000
0.001153636131
Long
EC
CORP
JP
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
160000.00000000
PA
186384.29000000
0.138005616843
Long
DBT
NUSS
DE
Y
2
2026-08-15
Fixed
0.00000000
N
N
N
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
185.00000000
NS
USD
120085.35000000
0.088915502484
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
16000.00000000
PA
31706.99000000
0.023476993222
Long
DBT
NUSS
GB
Y
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
863.00000000
NS
USD
256923.73000000
0.190235549574
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
700.00000000
NS
19115.82000000
0.014154039112
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Mortgage Loan Trust
N/A
Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 4A
61748HAW1
70.44000000
PA
USD
71.65000000
0.000053052231
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
2.58025680
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
60000.00000000
PA
72490.57000000
0.053674619401
Long
DBT
NUSS
BE
Y
2
2027-06-22
Fixed
0.80000000
N
N
N
N
N
N
Stanley Electric Co. Ltd.
N/A
Stanley Electric Co. Ltd.
N/A
100.00000000
NS
2510.71000000
0.001859019782
Long
EC
CORP
JP
N
2
N
N
N
Westpac Securities NZ Ltd.
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd.
96122HLR2
250000.00000000
PA
USD
249042.70000000
0.184400152146
Long
STIV
CORP
NZ
Y
2
2022-11-25
None
0.00000000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
474.00000000
NS
207649.44000000
0.153751097017
Long
EC
CORP
CH
N
2
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
1000.00000000
NS
19820.77000000
0.014676009389
Long
EC
CORP
JP
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
3478.00000000
NS
USD
568931.24000000
0.421257106580
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
30395.00000000
NS
467212.37000000
0.345940804981
Long
EC
CORP
IT
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
100000.00000000
PA
109819.71000000
0.081314454239
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
88515.09000000
PA
109266.70000000
0.080904985789
Long
DBT
NUSS
IT
Y
2
2025-05-26
Fixed
1.40000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
5610.00000000
NS
USD
328465.50000000
0.243207643408
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
138000.00000000
PA
164130.97000000
0.121528460139
Long
DBT
NUSS
GB
Y
2
2050-10-22
Fixed
0.62500000
N
N
N
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
701.00000000
NS
USD
94761.18000000
0.070164578241
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
6310.00000000
NS
38369.77000000
0.028410354633
Long
EC
CORP
GB
N
2
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
232000.00000000
PA
USD
234240.92000000
0.173440383062
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
1431.00000000
NS
32943.68000000
0.024392682878
Long
EC
CORP
ES
N
2
N
N
N
Secom Co. Ltd.
529900TYCL9N3E9PGE47
Secom Co. Ltd.
N/A
100.00000000
NS
6948.62000000
0.005145007603
Long
EC
CORP
JP
N
2
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
4318.00000000
NS
167361.59000000
0.123920527120
Long
EC
CORP
GB
N
2
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
342.00000000
NS
USD
39326.58000000
0.029118811093
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
1200.00000000
NS
9287.22000000
0.006876590966
Long
EC
CORP
JP
N
2
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
700.00000000
NS
11392.87000000
0.008435689788
Long
EC
CORP
JP
N
2
N
N
N
Xinyi Glass Holdings Ltd.
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd.
N/A
1000.00000000
NS
2504.82000000
0.001854658615
Long
EC
CORP
KY
N
2
N
N
N
Nippon Express Co. Ltd.
529900NTHOQWZAW95H82
Nippon Express Co. Ltd.
N/A
100.00000000
NS
5902.21000000
0.004370208088
Long
EC
CORP
JP
N
2
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EB9
55000.00000000
PA
46422.27000000
0.034372714602
Long
DBT
NUSS
CA
N
2
2028-12-01
Fixed
2.90000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
3852.00000000
NS
266176.45000000
0.197086595503
Long
EC
CORP
SE
N
2
N
N
N
Capcom Co. Ltd.
529900JJWQKXS3TC8744
Capcom Co. Ltd.
N/A
300.00000000
NS
7065.40000000
0.005231475706
Long
EC
CORP
JP
N
2
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
350.00000000
NS
USD
129570.00000000
0.095938277707
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
61.00000000
NC
USD
56677.85000000
0.041966314063
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange EUR/USD
2022-03-14
8686400.00000000
USD
56677.85000000
N
N
N
Sumitomo Realty & Development Co. Ltd.
N/A
Sumitomo Realty & Development Co. Ltd.
N/A
100.00000000
NS
2948.08000000
0.002182864225
Long
EC
CORP
JP
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367CJH1
250000.00000000
PA
USD
249758.55000000
0.184930193175
Long
STIV
CORP
CA
N
2
2022-07-26
Fixed
0.20000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-368.93000000
-0.00027316901
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
38624.71000000
EUR
43606.16000000
USD
2022-01-05
-368.93000000
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
-243.00000000
NS
USD
-43164.09000000
-0.03196024120
Short
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
438.00000000
NS
75862.87000000
0.056171591338
Long
EC
CORP
DE
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
3087.00000000
NS
USD
160400.52000000
0.118766301089
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
2787.00000000
NS
52875.59000000
0.039150984312
Long
EC
CORP
NL
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
1025.00000000
NS
28570.39000000
0.021154542023
Long
EC
CORP
SE
N
2
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
528.00000000
NS
USD
148140.96000000
0.109688882923
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
145500.00000000
PA
224502.21000000
0.166229492698
Long
DBT
NUSS
GB
Y
2
2049-01-22
Fixed
1.75000000
N
N
N
N
N
N
REA Group Ltd.
N/A
REA Group Ltd.
N/A
22.00000000
NS
2682.72000000
0.001986382159
Long
EC
CORP
AU
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
219.00000000
NS
USD
33920.91000000
0.025116259038
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Euro-Bund
N/A
9.00000000
NC
-28381.95000000
-0.02101501428
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Bund
2022-03-08
1543140.00000000
EUR
-28381.95000000
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
997.00000000
NS
116419.13000000
0.086200901631
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-579.48000000
-0.00042906778
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
70182.18000000
EUR
79324.49000000
USD
2022-01-05
-579.48000000
N
N
N
TDK Corp.
3538005O8WNU39U8NX03
TDK Corp.
N/A
100.00000000
NS
3902.59000000
0.002889617683
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.52000000
0.000138846537
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
31755.21000000
USD
28039.44000000
EUR
2022-02-03
187.52000000
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
246.00000000
NS
5511.28000000
0.004080749488
Long
EC
CORP
NZ
N
2
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
3200.00000000
NS
7426.55000000
0.005498884126
Long
EC
CORP
KY
N
2
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust, Series 2017-KF32, Class B
30300WAC7
5861.86000000
PA
USD
5861.86000000
0.004340331500
Long
ABS-MBS
USGSE
US
Y
2
2024-05-25
Floating
2.64399840
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.76000000
-0.00006720196
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
454275.70000000
DKK
69456.35000000
USD
2022-01-05
-90.76000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust, Series 2012-GC8, Class D
17318UAJ3
100000.00000000
PA
USD
91455.38000000
0.067716845290
Long
ABS-MBS
CORP
US
Y
3
2045-09-10
Variable
4.87553760
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
1989.00000000
NS
399556.94000000
0.295846296748
Long
EC
CORP
DE
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
200.00000000
NS
7276.19000000
0.005387552187
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
9150000.00000000
PA
79690.83000000
0.059005950291
Long
DBT
NUSS
JP
N
2
2022-12-20
Fixed
0.10000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
6629.00000000
NS
USD
2229465.28000000
1.650776099191
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
1100.00000000
NS
22449.00000000
0.016622045197
Long
EC
CORP
JP
N
2
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
600.00000000
NS
7452.42000000
0.005518039203
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley ABS Capital I, Inc. Trust
N/A
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1
61746RDX6
25367.37000000
PA
USD
25359.51000000
0.018777091247
Long
ABS-O
CORP
US
N
3
2033-10-25
Floating
1.12187880
N
N
N
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
300.00000000
NS
5800.87000000
0.004295172316
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
8496.00000000
NS
USD
377987.04000000
0.279875168738
Long
EC
CORP
US
N
1
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
1254.00000000
NS
160596.15000000
0.118911152562
Long
EC
CORP
DK
Y
2
N
N
N
Afterpay Ltd.
529900P6ROPAX0QTB720
Afterpay Ltd.
N/A
35.00000000
NS
2112.86000000
0.001564437365
Long
EC
CORP
AU
N
2
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
1747.00000000
NS
USD
123652.66000000
0.091556866823
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
188.00000000
NS
USD
70417.28000000
0.052139481084
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
12000.00000000
PA
18998.59000000
0.014067237813
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
700.00000000
NS
6086.93000000
0.004506981405
Long
EC
CORP
JP
N
2
N
N
N
Rivian Automotive, Inc.
N/A
Rivian Automotive, Inc., Class A
76954A103
340.00000000
NS
USD
35254.60000000
0.026103770975
Long
EC
CORP
US
N
1
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
1328.00000000
NS
USD
223582.08000000
0.165548195427
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
4093.00000000
NS
269918.19000000
0.199857114073
Long
EC
CORP
GB
N
2
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
1045.00000000
NS
USD
174170.15000000
0.128961829274
Long
EC
CORP
US
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
13040.00000000
NS
USD
205380.00000000
0.152070722201
Long
EC
CORP
RU
N
1
N
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
300.00000000
NS
13052.16000000
0.009664287649
Long
EC
CORP
JP
N
2
N
N
N
Tabcorp Holdings Ltd.
213800OCCFUN67NEY278
Tabcorp Holdings Ltd.
N/A
772.00000000
NS
2820.35000000
0.002088288350
Long
EC
CORP
AU
N
2
N
N
N
China Development Bank
300300C1020111000029
China Development Bank
N/A
200000.00000000
PA
230446.63000000
0.170630954586
Long
DBT
NUSS
CN
Y
2
2024-01-24
Fixed
0.87500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
2290.00000000
NS
280349.41000000
0.207580763693
Long
EC
CORP
FR
N
2
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
137.00000000
NS
11044.20000000
0.008177522008
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
40000.00000000
PA
28552.32000000
0.021141162347
Long
DBT
NUSS
AU
Y
2
2024-11-21
Fixed
0.25000000
N
N
N
N
N
N
FHLMC
S6XOOCT0IEG5ABCC6L87
FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class X1
3137FJXX2
14540687.17000000
PA
USD
73493.00000000
0.054416854546
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
0.03373920
N
N
N
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
450.00000000
NS
USD
89658.00000000
0.066386000638
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903AK5
19000.00000000
PA
USD
18874.53000000
0.013975379337
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.35000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
35950000.00000000
PA
324931.37000000
0.240590846731
Long
DBT
NUSS
JP
N
2
2037-12-20
Fixed
0.60000000
N
N
N
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
1977.05000000
NS
9107.23000000
0.006743319911
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
-27.00000000
NC
USD
-88525.89000000
-0.06554774576
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
MSCI EAFE E-Mini Index
MSDUEAFE Index
2022-03-18
-3132270.00000000
USD
-88525.89000000
N
N
N
Aeon Co. Ltd.
5299009MXFL34SA71416
Aeon Co. Ltd.
N/A
200.00000000
NS
4713.24000000
0.003489852033
Long
EC
CORP
JP
N
2
N
N
N
Techtronic Industries Co. Ltd.
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
N/A
500.00000000
NS
9967.45000000
0.007380257668
Long
EC
CORP
HK
N
2
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
N/A
150000.00000000
PA
170967.98000000
0.126590827694
Long
DBT
CORP
SG
Y
2
2022-03-01
Fixed
0.50000000
N
N
N
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
900.00000000
NS
11367.52000000
0.008416919739
Long
EC
CORP
JP
N
2
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
2082.00000000
NS
USD
84029.52000000
0.062218472064
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
1300.00000000
NS
35552.74000000
0.026324524530
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
17322.00000000
NS
400597.36000000
0.296616661052
Long
EC
CORP
SE
N
2
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
100.00000000
NS
14957.16000000
0.011074818011
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
48.00000000
NC
78189.97000000
0.057894659688
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2022-03-18
2054880.00000000
EUR
78189.97000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
6000.00000000
PA
15898.14000000
0.011771553371
Long
DBT
NUSS
GB
Y
2
2068-07-22
Fixed
3.50000000
N
N
N
N
N
N
Hongkong Land Holdings Ltd.
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd.
N/A
700.00000000
NS
USD
3639.73000000
0.002694986706
Long
EC
CORP
BM
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4582.55000000
-0.00339308446
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
507269391.00000000
JPY
4406378.92000000
USD
2022-02-03
-4582.55000000
N
N
N
MTR Corp. Ltd.
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
N/A
1000.00000000
NS
5368.05000000
0.003974696856
Long
EC
CORP
HK
N
2
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
33800.00000000
NS
341138.25000000
0.252591002278
Long
EC
CORP
HK
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
500000.00000000
PA
5813.18000000
0.004304287081
Long
DBT
NUSS
JP
N
2
2038-03-20
Fixed
2.50000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia
110709FL1
25000.00000000
PA
25856.95000000
0.019145413674
Long
DBT
NUSS
CA
N
2
2037-06-18
Fixed
4.70000000
N
N
N
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
1509.00000000
NS
260525.48000000
0.192902414526
Long
EC
CORP
DK
N
2
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
377.00000000
NS
USD
78608.27000000
0.058204384019
Long
EC
CORP
US
N
1
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
651.00000000
NS
USD
66525.69000000
0.049258008195
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
1421.00000000
NS
72329.22000000
0.053555150071
Long
EC
CORP
FR
N
2
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
718.00000000
NS
19848.07000000
0.014696223289
Long
EC
CORP
AU
N
2
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
2505.00000000
NS
179755.67000000
0.133097548722
Long
EC
CORP
FI
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
7000.00000000
PA
5686.64000000
0.004210592324
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Large Cap Value Fund
549300JPSGHFE3RK0F55
JPMorgan Large Cap Value Fund, Class R6
48121L833
257490.67300000
NS
USD
4892322.79000000
3.622451358049
Long
RF
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
30000.00000000
PA
33502.37000000
0.024806357003
Long
DBT
NUSS
FR
Y
2
2031-11-25
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange JPY/USD
N/A
22.00000000
NC
USD
-34389.30000000
-0.02546307180
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange JPY/USD
2022-03-14
2390437.50000000
USD
-34389.30000000
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
337.00000000
NS
280582.28000000
0.207753188998
Long
EC
CORP
CH
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
4736.00000000
NS
661227.61000000
0.489596651046
Long
EC
CORP
CH
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
73.00000000
NS
243360.00000000
0.180192477139
Long
EC
CORP
CH
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
974.00000000
NS
9783.15000000
0.007243795334
Long
EC
CORP
AU
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canadian Treasury Bills
1350Z7AA2
1892000.00000000
PA
1494993.35000000
1.106946725193
Long
STIV
NUSS
CA
N
2
2022-03-31
None
0.00000000
N
N
N
N
N
N
Coles Group Ltd.
549300OHQRG2HN8LZ793
Coles Group Ltd.
N/A
953.00000000
NS
12434.83000000
0.009207194364
Long
EC
CORP
AU
N
2
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
N/A
56.00000000
NS
13049.58000000
0.009662377325
Long
EC
CORP
DK
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
5279.00000000
NS
453578.62000000
0.335845887225
Long
EC
CORP
BE
N
2
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
900.00000000
NS
19718.46000000
0.014600255394
Long
EC
CORP
JP
N
2
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
213.00000000
NS
USD
93830.76000000
0.069475661884
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
1239.00000000
NS
USD
106628.34000000
0.078951449366
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
38000.00000000
PA
44700.72000000
0.033098017203
Long
DBT
NUSS
IT
Y
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
430.00000000
NS
USD
154103.40000000
0.114103687465
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
127.00000000
NS
USD
32628.84000000
0.024159564044
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell plc
21380068P1DRHMJ8KU70
Royal Dutch Shell plc, Class B
N/A
2021.00000000
NS
44374.26000000
0.032856294504
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Euro-Bobl
N/A
-4.00000000
NC
4040.48000000
0.002991716387
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2022-03-08
-533080.00000000
EUR
4040.48000000
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
435.00000000
NS
USD
156295.50000000
0.115726796970
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
3260.00000000
NS
USD
303180.00000000
0.224485351820
Long
EC
CORP
US
N
1
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
517.00000000
NS
9022.89000000
0.006680871548
Long
EC
CORP
GB
N
2
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
200.00000000
NS
9554.62000000
0.007074583522
Long
EC
CORP
JP
N
2
N
N
N
Yakult Honsha Co. Ltd.
353800YJPSPGG7KI0S71
Yakult Honsha Co. Ltd.
N/A
200.00000000
NS
10433.84000000
0.007725589561
Long
EC
CORP
JP
N
2
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
628.00000000
NS
USD
75115.08000000
0.055617900787
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
5138.00000000
NS
USD
695685.20000000
0.515110287216
Long
EC
CORP
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087D35
69000.00000000
PA
67317.75000000
0.049844477843
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
2.75000000
N
N
N
N
N
N
BOC Hong Kong Holdings Ltd.
N/A
BOC Hong Kong Holdings Ltd.
N/A
3000.00000000
NS
9838.52000000
0.007284793269
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-292.17000000
-0.00021633315
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
52066.45000000
EUR
58986.64000000
USD
2022-01-05
-292.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.53000000
0.000015941584
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
629621.23000000
SEK
69699.76000000
USD
2022-01-05
21.53000000
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
11235.00000000
NS
137050.71000000
0.101477263842
Long
EC
CORP
FI
N
2
N
N
N
CLP Holdings Ltd.
25490002BUTSMP94GO68
CLP Holdings Ltd.
N/A
1000.00000000
NS
10104.77000000
0.007481934324
Long
EC
CORP
HK
N
2
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
980.00000000
NS
USD
28135.80000000
0.020832755992
Long
EC
CORP
US
N
1
N
N
N
Shimadzu Corp.
N/A
Shimadzu Corp.
N/A
300.00000000
NS
12671.40000000
0.009382359281
Long
EC
CORP
JP
N
2
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
929.00000000
NS
USD
59446.71000000
0.044016477369
Long
EC
CORP
US
N
1
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
100.00000000
NS
16862.71000000
0.012485755613
Long
EC
CORP
JP
N
2
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
1547.00000000
NS
4524.33000000
0.003349976290
Long
EC
CORP
AU
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
2905.00000000
NS
USD
661700.90000000
0.489947091947
Long
EC
CORP
NL
N
1
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
100.00000000
NS
22651.93000000
0.016772301851
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087M68
10000.00000000
PA
7979.76000000
0.005908500663
Long
DBT
NUSS
CA
N
2
2053-12-01
Fixed
1.75000000
N
N
N
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
764.00000000
NS
USD
482481.28000000
0.357246453881
Long
EC
CORP
US
N
1
N
N
N
Ryanair Holdings plc
635400BR2ROC1FVEBQ56
Ryanair Holdings plc
783513203
1711.00000000
NS
USD
175086.63000000
0.129640423954
Long
EC
CORP
IE
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
187.00000000
NS
USD
448656.01000000
0.332201010130
Long
EC
CORP
US
N
1
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
177.00000000
NS
15612.36000000
0.011559951604
Long
EC
CORP
CH
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
294.00000000
NS
17030.72000000
0.012610156246
Long
EC
CORP
ES
Y
2
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
1300.00000000
NS
6261.51000000
0.004636246702
Long
EC
CORP
JP
N
2
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
-91.00000000
NS
USD
-32698.12000000
-0.02421086144
Short
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
77.00000000
NS
8665.56000000
0.006416291593
Long
EC
CORP
NL
N
2
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
N/A
140000.00000000
PA
110059.14000000
0.081491736803
Long
DBT
NUSS
AU
Y
2
2027-09-10
Fixed
3.40000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
10000.00000000
PA
14957.84000000
0.011075321508
Long
DBT
NUSS
IT
Y
2
2048-03-01
Fixed
3.45000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
163000.00000000
PA
201121.54000000
0.148917605599
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
100.00000000
NS
17182.66000000
0.012722658075
Long
EC
CORP
JP
N
2
N
N
N
Restaurant Brands International, Inc.
5299009RXTX9DN9AKJ98
Restaurant Brands International, Inc.
76131D103
-489.00000000
NS
USD
-29672.52000000
-0.02197059862
Short
EC
CORP
CA
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
917.00000000
NS
USD
139035.54000000
0.102946903200
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
2659.00000000
NS
USD
151190.74000000
0.111947049478
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23415.59000000
-0.01733774312
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1439263.15000000
GBP
1924694.95000000
USD
2022-01-05
-23415.59000000
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
1384.00000000
NS
USD
122940.72000000
0.091029720899
Long
EC
CORP
US
N
1
N
N
N
Medibank Pvt Ltd.
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd.
N/A
1800.00000000
NS
4384.09000000
0.003246137562
Long
EC
CORP
AU
N
2
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
995.00000000
NS
20892.11000000
0.015469267971
Long
EC
CORP
AU
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
39000.00000000
PA
44754.05000000
0.033137504649
Long
DBT
NUSS
FR
Y
2
2023-03-25
Fixed
0.00000000
N
N
N
N
N
N
Ramsay Health Care Ltd.
549300QBX122KF2JPI10
Ramsay Health Care Ltd.
N/A
124.00000000
NS
6444.29000000
0.004771583573
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5119.38000000
-0.00379057266
N/A
DFE
N/A
N
2
Merrill Lynch International
AHYI0DDQ2LCHPGHJC422
648677.14000000
CAD
507688.85000000
USD
2022-01-05
-5119.38000000
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2076.00000000
NS
USD
1042442.64000000
0.771861939419
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Emerging Markets Equity Fund
YGO3SVACG8PL3FXK2G86
JPMorgan Emerging Markets Equity Fund, Class R6
48121L122
146583.62600000
NS
USD
5574575.30000000
4.127615599549
Long
RF
US
N
1
N
N
N
BHP Group plc
549300C116EOWV835768
BHP Group plc
N/A
10051.00000000
NS
299064.75000000
0.221438273042
Long
EC
CORP
GB
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA (Registered)
N/A
14.00000000
NS
73452.49000000
0.054386859488
Long
EC
CORP
CH
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558UDC3
250000.00000000
PA
USD
250030.16000000
0.185131302966
Long
STIV
CORP
FI
N
2
2022-06-24
Fixed
0.19000000
N
N
N
N
N
N
Bumble, Inc.
N/A
Bumble, Inc., Class A
12047B105
1578.00000000
NS
USD
53431.08000000
0.039562289042
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
612.00000000
NS
USD
408350.88000000
0.302357645501
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
10941.00000000
NS
29886.89000000
0.022129325867
Long
EC
CORP
ES
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
3981.00000000
NS
73558.94000000
0.054465678888
Long
EC
CORP
DE
N
2
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
890.00000000
NS
USD
230189.60000000
0.170440640350
Long
EC
CORP
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H98
42000.00000000
PA
33800.21000000
0.025026888427
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
2.00000000
N
N
N
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
354.00000000
NS
USD
130449.00000000
0.096589120851
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
1570.00000000
NS
137959.09000000
0.102149860991
Long
EC
CORP
CH
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
561.00000000
NS
USD
396195.03000000
0.293357017940
Long
EC
CORP
US
N
1
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
100.00000000
NS
4217.37000000
0.003122692091
Long
EC
CORP
JP
N
2
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
690.00000000
NS
USD
125304.00000000
0.092779578219
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
484.00000000
NS
40087.34000000
0.029682105097
Long
EC
CORP
NL
N
2
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
202.00000000
NS
USD
106928.70000000
0.079173846689
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
190000.00000000
PA
246703.83000000
0.182668368866
Long
DBT
NUSS
IT
Y
2
2028-12-01
Fixed
2.80000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
N/A
90000.00000000
PA
66133.92000000
0.048967927628
Long
DBT
NUSS
NL
Y
2
2025-11-26
Fixed
1.90000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
10000.00000000
PA
6307.44000000
0.004670254922
Long
DBT
NUSS
AU
Y
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
Kintetsu Group Holdings Co. Ltd.
N/A
Kintetsu Group Holdings Co. Ltd.
N/A
400.00000000
NS
11181.85000000
0.008279443008
Long
EC
CORP
JP
N
2
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
106.00000000
NS
1618.23000000
0.001198195563
Long
EC
CORP
AU
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
6300000.00000000
PA
50950.97000000
0.037725926598
Long
DBT
NUSS
JP
N
2
2049-12-20
Fixed
0.40000000
N
N
N
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
300.00000000
NS
775.56000000
0.000574252455
Long
EC
CORP
JP
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
400.00000000
NS
251503.29000000
0.186222061282
Long
EC
CORP
JP
N
2
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
2300.00000000
NS
USD
616561.00000000
0.456523890111
Long
EC
CORP
US
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
65000.00000000
PA
48109.54000000
0.035622029859
Long
DBT
NUSS
AU
N
2
2022-11-21
Fixed
2.25000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
4133.00000000
NS
USD
65549.38000000
0.048535113236
Long
EC
CORP
US
N
1
N
N
N
Singapore Technologies Engineering Ltd.
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
N/A
900.00000000
NS
2511.65000000
0.001859715792
Long
EC
CORP
SG
N
2
N
N
N
Japan Real Estate Investment Corp.
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp.
N/A
2.00000000
NS
11353.26000000
0.008406361123
Long
EC
CORP
JP
N
2
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
678.00000000
NS
USD
60274.20000000
0.044629180660
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
221.00000000
NS
13324.08000000
0.009865626975
Long
EC
CORP
BE
N
2
N
N
N
Ampol Ltd.
5493009TD1CGVRZ27U11
Ampol Ltd.
N/A
118.00000000
NS
2547.97000000
0.001886608423
Long
EC
CORP
AU
N
2
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
870.00000000
NS
USD
111386.10000000
0.082474265606
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
438.00000000
NS
USD
285562.86000000
0.211440989161
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
210000.00000000
PA
283738.18000000
0.210089930609
Long
DBT
NUSS
GB
Y
2
2025-06-07
Fixed
0.62500000
N
N
N
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
171.00000000
NS
USD
70888.05000000
0.052488056085
Long
EC
CORP
IE
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
40000.00000000
PA
35777.93000000
0.026491263287
Long
DBT
NUSS
AU
Y
2
2037-04-21
Fixed
3.75000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
44660.00000000
PA
93677.02000000
0.069361827271
Long
DBT
NUSS
GB
Y
2
2065-07-22
Fixed
2.50000000
N
N
N
N
N
N
Alleghany Corp.
549300DCJE6AYX159479
Alleghany Corp.
017175100
78.00000000
NS
USD
52072.02000000
0.038555992247
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8124.89000000
-0.00601596012
N/A
DFE
N/A
N
2
Standard Chartered Bank
U4LOSYZ7YG4W3S5F2G91
561033.91000000
AUD
400056.45000000
USD
2022-01-05
-8124.89000000
N
N
N
Asahi Group Holdings Ltd.
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd.
N/A
600.00000000
NS
23357.28000000
0.017294568303
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
25000.00000000
PA
26876.00000000
0.019899954863
Long
DBT
NUSS
FR
Y
2
2053-05-25
Fixed
0.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
21350000.00000000
PA
194501.60000000
0.144015964462
Long
DBT
NUSS
JP
N
2
2047-03-20
Fixed
0.80000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
2199.00000000
NS
USD
226848.84000000
0.167967021761
Long
EC
CORP
US
N
1
N
N
N
Ascendas REIT
549300ILIBAEMQZK3L20
Ascendas
N/A
800.00000000
NS
1752.79000000
0.001297828616
Long
EC
CORP
SG
N
2
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
277.00000000
NS
USD
89601.19000000
0.066343936475
Long
EC
CORP
US
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
1837.00000000
NS
32170.53000000
0.023820214873
Long
EC
CORP
IT
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
415350.00000000
PA
482518.87000000
0.357274286866
Long
DBT
NUSS
DE
Y
2
2031-02-15
Fixed
0.00000000
N
N
N
N
N
N
Konami Holdings Corp.
353800FC4A5QCMIZFV94
Konami Holdings Corp.
N/A
200.00000000
NS
9599.90000000
0.007108110458
Long
EC
CORP
JP
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
1627.00000000
NS
398746.33000000
0.295246092015
Long
EC
CORP
FR
N
2
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
469.00000000
NS
USD
52832.85000000
0.039119338082
Long
EC
CORP
US
N
1
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
300.00000000
NS
11568.85000000
0.008565991696
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Foreign Exchange AUD/USD
N/A
20.00000000
NC
USD
26827.00000000
0.019863673505
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange AUD/USD
2022-03-14
1453500.00000000
USD
26827.00000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
1400.00000000
NS
USD
256018.00000000
0.189564914580
Long
EC
CORP
US
N
1
N
N
N
MINEBEA MITSUMI, Inc.
353800CCB0CZ75YZ4010
MINEBEA MITSUMI, Inc.
N/A
500.00000000
NS
14206.82000000
0.010519239349
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
4000.00000000
PA
6396.45000000
0.004736161120
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087N26
15000.00000000
PA
11882.96000000
0.008798570012
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
1.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
7048.00000000
NS
42564.72000000
0.031516446151
Long
EC
CORP
GB
N
2
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
306.00000000
NS
USD
220059.90000000
0.162940246959
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
300.00000000
NS
52072.62000000
0.038556436509
Long
EC
CORP
JP
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
5.00000000
NS
10572.96000000
0.007828599001
Long
EC
CORP
CH
N
2
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
458182CZ3
16000.00000000
PA
14089.54000000
0.010432401028
Long
DBT
NUSS
CA
N
2
2026-01-26
Fixed
4.40000000
N
N
N
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
400.00000000
NS
10752.09000000
0.007961233282
Long
EC
CORP
JP
N
2
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
1607.00000000
NS
USD
171788.30000000
0.127198222060
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
765.00000000
NS
364761.85000000
0.270082763467
Long
EC
CORP
FR
N
2
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
-105.00000000
NS
USD
-21707.70000000
-0.01607316007
Short
EC
CORP
US
N
1
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
1000.00000000
NS
12446.49000000
0.009215827846
Long
EC
CORP
JP
N
2
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
993.00000000
NS
USD
152504.94000000
0.112920130319
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Euro-Schatz
N/A
4.00000000
NC
-643.22000000
-0.00047626317
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
Federal Republic of Germany
Euro-Schatz
2022-03-08
448120.00000000
EUR
-643.22000000
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
692.00000000
NS
USD
91959.88000000
0.068090395194
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85923.79000000
0.063621057549
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
498979053.00000000
JPY
4423769.25000000
USD
2022-01-05
85923.79000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
3244.00000000
NS
USD
90540.04000000
0.067039094706
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
2601.00000000
NS
USD
122897.25000000
0.090997534151
Long
EC
CORP
US
N
1
N
N
N
Canada Housing Trust No. 1
549300M44WH89JG50067
Canada Housing Trust No. 1
13509PHT3
100000.00000000
PA
78202.30000000
0.057903789262
Long
DBT
NUSS
CA
Y
2
2026-06-15
Fixed
1.25000000
N
N
N
N
N
N
DH Europe Finance II SARL
222100KDGL314CKTZ511
DH Europe Finance II SARL
23291KAF2
166000.00000000
PA
USD
168128.01000000
0.124488011992
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
2338.00000000
NS
USD
282687.58000000
0.209312028668
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group, Inc.
5299007UXW6Y0W2EGZ95
Brixmor Property Group, Inc.
11120U105
3153.00000000
NS
USD
80117.73000000
0.059322042371
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
710.00000000
NS
USD
96666.50000000
0.071575345543
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
8600000.00000000
PA
88726.61000000
0.065696366058
Long
DBT
NUSS
JP
N
2
2045-12-20
Fixed
1.40000000
N
N
N
N
N
N
Burlington Stores, Inc.
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
296.00000000
NS
USD
86286.96000000
0.063889961650
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
1696.00000000
NS
USD
319645.12000000
0.236676717530
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
1275.00000000
NS
USD
51127.50000000
0.037856635745
Long
EC
CORP
US
N
1
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
N/A
40000.00000000
PA
31382.31000000
0.023236588499
Long
DBT
NUSS
NL
N
2
2027-07-20
Fixed
3.50000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
73150.00000000
PA
96595.95000000
0.071523107791
Long
DBT
NUSS
FR
Y
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
23.00000000
NS
5920.34000000
0.004383632191
Long
EC
CORP
NL
N
2
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
N/A
15000.00000000
PA
11445.34000000
0.008474540459
Long
DBT
NUSS
NL
Y
2
2023-03-06
Fixed
4.75000000
N
N
N
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
600.00000000
NS
25759.60000000
0.019073332240
Long
EC
CORP
JP
N
2
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
624.00000000
NS
40341.02000000
0.029869938872
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
1000.00000000
NS
12693.04000000
0.009398382314
Long
EC
CORP
JP
N
2
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
637.00000000
NS
USD
86740.29000000
0.064225623450
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
S&P/TSX 60 Index
N/A
5.00000000
NC
24368.90000000
0.018043608054
N/A
DE
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
S&P/TSX 60 Index
XC0009654721
2022-03-17
1280900.00000000
CAD
24368.90000000
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Class A
98138H101
691.00000000
NS
USD
188767.38000000
0.139770142197
Long
EC
CORP
US
N
1
N
N
N
Xero Ltd.
254900UG5D8YST164N14
Xero Ltd.
N/A
90.00000000
NS
9212.33000000
0.006821139722
Long
EC
CORP
NZ
N
2
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
700.00000000
NS
4832.08000000
0.003577845434
Long
EC
CORP
SG
N
2
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687CP9
45000.00000000
PA
USD
49645.73000000
0.036759480062
Long
DBT
CORP
US
N
2
2023-04-26
Fixed
8.87500000
N
N
N
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
2029.00000000
NS
360404.73000000
0.266856595461
Long
EC
CORP
JE
N
2
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
152.00000000
NS
USD
18437.60000000
0.013651860685
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co. Ltd.
529900QZG6DL8ZRI7140
Murata Manufacturing Co. Ltd.
N/A
500.00000000
NS
39881.23000000
0.029529493857
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
400.00000000
NS
15149.78000000
0.011217440772
Long
EC
CORP
JP
N
2
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
789.00000000
NS
USD
104873.88000000
0.077652384222
Long
EC
CORP
BM
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
221.00000000
NS
53167.70000000
0.039367273039
Long
EC
CORP
FR
N
2
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
N/A
63000.00000000
PA
49460.69000000
0.036622469806
Long
DBT
NUSS
CA
N
2
2023-05-23
Fixed
0.50000000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
9457.00000000
NS
621088.20000000
0.459875991452
Long
EC
CORP
KR
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
N/A
2633.00000000
NS
3983.65000000
0.002949637415
Long
EC
CORP
SG
N
2
N
N
N
FREMF
N/A
FREMF, Series 2018-KF46, Class B
302955AC3
3924.13000000
PA
USD
3826.09000000
0.002832974337
Long
ABS-MBS
USGSE
US
Y
2
2028-03-25
Floating
2.04400080
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
154.00000000
NS
39617.64000000
0.029334322361
Long
EC
CORP
DE
N
2
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
200.00000000
NS
3994.35000000
0.002957560079
Long
EC
CORP
SG
N
2
N
N
N
Roku, Inc.
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
412.00000000
NS
USD
94018.40000000
0.069614597274
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
50031.00000000
NS
119280.42000000
0.088319503427
Long
EC
CORP
GB
N
2
N
N
N
Snap, Inc.
549300JNC0L6VP8A2Q35
Snap, Inc., Class A
83304A106
1631.00000000
NS
USD
76705.93000000
0.056795823216
Long
EC
CORP
US
N
1
N
N
N
APA Group
N/A
APA Group
N/A
366.00000000
NS
2677.58000000
0.001982576318
Long
EC
CORP
AU
N
2
N
N
N
Sirius XM Holdings, Inc.
54930055RWDMVXAGZK98
Sirius XM Holdings, Inc.
82968B103
-18375.00000000
NS
USD
-116681.25000000
-0.08639498468
Short
EC
CORP
US
N
1
N
N
N
Origin Energy Ltd.
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd.
N/A
1135.00000000
NS
4331.72000000
0.003207360934
Long
EC
CORP
AU
N
2
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
240.00000000
NS
USD
133622.40000000
0.098938820090
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp.-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM, Class C
531229607
2601.00000000
NS
USD
132260.85000000
0.097930679610
Long
EC
CORP
US
N
1
N
N
N
LendLease Corp. Ltd.
549300MQ0F0TIIEK5592
LendLease Corp. Ltd.
N/A
458.00000000
NS
3566.24000000
0.002640572072
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-693.65000000
-0.00051360335
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1182787.00000000
EUR
1345935.55000000
USD
2022-01-05
-693.65000000
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
N/A
100.00000000
NS
7999.30000000
0.005922968780
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
633.00000000
NS
USD
64312.80000000
0.047619505028
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
1.00000000
NC
-3404.12000000
-0.00252053260
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
Japan
Japan 10 Year Bond
2022-03-14
151630000.00000000
JPY
-3404.12000000
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
135000.00000000
PA
150590.04000000
0.111502269642
Long
DBT
NUSS
IT
Y
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
2021-01-31
JPMORGAN INSURANCE TRUST
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer