0001752724-22-045467.txt : 20220225
0001752724-22-045467.hdr.sgml : 20220225
20220225083029
ACCESSION NUMBER: 0001752724-22-045467
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: LAZARD RETIREMENT SERIES INC
CENTRAL INDEX KEY: 0001033669
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08071
FILM NUMBER: 22674619
BUSINESS ADDRESS:
STREET 1: 30 ROCKEFELLER PLAZA
CITY: NEW YORK
STATE: NY
ZIP: 10020
BUSINESS PHONE: 212-632-6000
MAIL ADDRESS:
STREET 1: 30 ROCKEFELLER PLAZA
CITY: NEW YORK
STATE: NY
ZIP: 10020
0001033669
S000037000
Lazard Retirement Global Dynamic Multi-Asset Portfolio
C000113248
Investor Shares
C000113249
Service Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001033669
XXXXXXXX
S000037000
C000113248
C000113249
LAZARD RETIREMENT SERIES INC
811-08071
0001033669
25490040TBDMVOE6GX23
30 ROCKEFELLER PLAZA
NEW YORK
10112
212-632-6000
Lazard Retirement Global Dynamic Multi-Asset Portfolio
S000037000
WEFFLRJ7PRJS2YM55M69
2021-12-31
2021-12-31
N
346082085.90
1549199.57
344532886.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
AUD
CAD
EUR
GBP
NZD
USD
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3592.00000000
NS
USD
748967.92000000
0.217386481731
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2369.00000000
NS
USD
273761.64000000
0.079458783431
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HS5
2100000.00000000
PA
1685793.90000000
0.489298399916
Long
DBT
NUSS
XX
N
2
2025-01-16
Fixed
1.90000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
270.48000000
0.000078506293
N/A
DFE
RO
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
82000.00000000
USD
358053.00000000
RON
2022-01-20
270.48000000
N
N
N
Orient Overseas International Ltd
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
9500.00000000
NS
233072.16000000
0.067648741019
Long
EC
CORP
BM
N
2
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
10008.00000000
NS
USD
698358.24000000
0.202697120567
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
630.00000000
NS
USD
421123.50000000
0.122230276617
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
654445303
11496.00000000
NS
USD
671021.52000000
0.194762690768
Long
EC
CORP
JP
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
4527.00000000
NS
USD
148440.33000000
0.043084517005
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
8176.00000000
NS
USD
518113.12000000
0.150381325138
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498AV8
680000.00000000
PA
USD
749020.00000000
0.217401597849
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
85661.00000000
NS
205933.76000000
0.059771873214
Long
EC
CORP
GB
N
2
N
N
N
Daiwa Securities Living Investments Corp
N/A
Daiwa Securities Living Investments Corp
000000000
77.00000000
NS
79279.95000000
0.023010851255
Long
EC
JP
N
2
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
2297.00000000
NS
USD
1477476.34000000
0.428834633389
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
773000.00000000
PA
USD
786570.23000000
0.228300479056
Long
DBT
CORP
FR
N
2
2022-09-27
Fixed
2.95000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
3425.00000000
NS
USD
194266.00000000
0.056385328573
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-17515.33000000
-0.00508379045
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
652008.72000000
GBP
864982.15000000
USD
2022-01-20
-17515.33000000
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
12873.00000000
NS
281499.03000000
0.081704545826
Long
EC
CORP
GB
N
2
N
N
N
Laureate Education Inc
5JL7TMOH5TY3IUYSUP91
Laureate Education Inc
518613203
5485.00000000
NS
USD
67136.40000000
0.019486209492
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
10496.31000000
0.003046533557
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2374700.00000000
USD
15177063.91000000
CNY
2022-01-20
10496.31000000
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1623.00000000
NS
USD
347873.82000000
0.100969699498
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
5693.00000000
NS
USD
1342580.19000000
0.389681288280
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
13800.00000000
NS
174505.47000000
0.050649873183
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
29371.07000000
0.008524895928
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1595449.78000000
CAD
1290627.97000000
USD
2022-01-20
29371.07000000
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
6791.00000000
NS
USD
2815209.05000000
0.817108950030
Long
EC
CORP
IE
N
1
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
1705000.00000000
PA
1294385.40000000
0.375692844241
Long
DBT
NUSS
XX
N
2
2028-01-28
Fixed
1.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
855000.00000000
PA
USD
1211029.75000000
0.351499028989
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.87500000
N
N
N
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp
646025106
1607.00000000
NS
USD
65983.42000000
0.019151559290
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-6440.05000000
-0.00186921198
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2755599.33000000
NOK
306372.45000000
USD
2022-01-20
-6440.05000000
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
4008.00000000
NS
USD
209137.44000000
0.060701735102
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
1417.00000000
NS
USD
126070.49000000
0.036591714463
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
1250000.00000000
PA
USD
1181571.69000000
0.342948884382
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
82455C101
26541.00000000
NS
USD
709706.34000000
0.205990884516
Long
EC
CORP
JP
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
1155000.00000000
PA
USD
1216865.06000000
0.353192716365
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
21200.00000000
NS
216025.01000000
0.062700838895
Long
EC
CORP
JP
N
2
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services Inc
001744101
939.00000000
NS
USD
114867.87000000
0.033340175802
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
5617.00000000
NS
248865.80000000
0.072232814304
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
1150000.00000000
PA
USD
1114960.94000000
0.323615243780
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
726.00000000
NS
USD
121234.74000000
0.035188147433
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
000000000
560000.00000000
PA
USD
573300.00000000
0.166399209697
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TED3
640000.00000000
PA
USD
621659.83000000
0.180435556275
Long
DBT
NUSS
NL
Y
2
2025-12-02
Fixed
0.50000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
687.00000000
NS
USD
150865.20000000
0.043788330805
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
10036.00000000
NS
USD
63728.60000000
0.018497102171
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000375204
26996.00000000
NS
USD
1030437.32000000
0.299082427508
Long
EC
CORP
CH
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-2583.42000000
-0.00074983262
N/A
DFE
RU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
148400.00000000
USD
10973067.00000000
RUB
2022-01-20
-2583.42000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
13745.00000000
NS
USD
2351357.15000000
0.682476838436
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
4313.00000000
NS
USD
308767.67000000
0.089619215538
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
6074.00000000
NS
USD
1628257.18000000
0.472598478869
Long
EC
CORP
US
N
1
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
1630000.00000000
PA
1117808.35000000
0.324441698993
Long
DBT
NUSS
AU
N
2
2030-11-20
Fixed
1.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FZ2
1690000.00000000
PA
1320563.42000000
0.383290963619
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.97800000
N
N
N
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
4296.00000000
NS
USD
123853.68000000
0.035948289673
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
3509.00000000
NS
USD
1762009.26000000
0.511419759886
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
12099.00000000
NS
53825.02000000
0.015622607343
Long
EC
CORP
GB
N
2
N
N
N
OSLO KOMMUNE
5967007LIEEXZXGVU850
City of Oslo Norway
000000000
10000000.00000000
PA
1147861.53000000
0.333164576022
Long
DBT
NUSS
NO
N
2
2024-09-04
Fixed
2.35000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-572.21000000
-0.00016608283
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5646685.00000000
THB
168447.14000000
USD
2022-01-20
-572.21000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
806.00000000
NS
642682.38000000
0.186537310515
Long
EC
CORP
NL
N
2
N
N
N
Bezeq The Israeli Telecommunication Corp Ltd
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
32556.00000000
NS
53839.64000000
0.015626850769
Long
EC
CORP
IL
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
165000.00000000
PA
248014.34000000
0.071985679695
Long
DBT
NUSS
MX
N
2
2024-02-06
Fixed
6.75000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-216076.78000000
-0.06271586503
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
10074542.18000000
USD
8656421.28000000
EUR
2022-01-20
-216076.78000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
2975000000.00000000
PA
808477.03000000
0.234658885139
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
5933.00000000
NS
63708.65000000
0.018491311723
Long
EC
CORP
GB
N
2
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
13136.00000000
NS
USD
1148874.56000000
0.333458606009
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
18634.00000000
NS
USD
415724.54000000
0.120663238980
Long
EC
CORP
US
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
759530108
39879.00000000
NS
USD
1300454.19000000
0.377454298732
Long
EC
CORP
GB
N
1
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
39800.00000000
NS
216231.28000000
0.062760708361
Long
EC
CORP
JP
N
2
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
1403.00000000
NS
USD
98280.15000000
0.028525622342
Long
EC
CORP
US
N
1
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
3290000.00000000
PA
2253853.96000000
0.654176727222
Long
DBT
NUSS
NZ
N
2
2024-04-15
Fixed
2.25000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
000000000
330000.00000000
PA
271395.94000000
0.078772143608
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.12500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7837.64000000
0.002274859762
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
691183.54000000
EUR
795000.00000000
USD
2022-01-20
7837.64000000
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
1600000.00000000
PA
USD
1625570.06000000
0.471818547516
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
H.U. Group Holdings Inc
N/A
H.U. Group Holdings Inc
000000000
8500.00000000
NS
215390.69000000
0.062516728749
Long
EC
CORP
JP
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
2420.00000000
NS
USD
163059.60000000
0.047327731682
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1131.00000000
NS
USD
122656.95000000
0.035600941119
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
6016.00000000
NS
USD
821184.00000000
0.238347058461
Long
EC
CORP
US
N
1
N
N
N
Kindred Group PLC
213800D1MJVOT6SNBX11
Kindred Group PLC
000000000
12488.00000000
NS
147645.87000000
0.042853926535
Long
EC
CORP
MT
N
2
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709GC0
680000.00000000
PA
611561.88000000
0.177504645932
Long
DBT
NUSS
CA
N
2
2044-06-18
Fixed
3.20000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-3469.69000000
-0.00100707077
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1902977.00000000
DKK
288353.09000000
USD
2022-03-24
-3469.69000000
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
41180.00000000
NS
903568.62000000
0.262259034144
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-6056.73000000
-0.00175795409
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5759091818.00000000
IDR
397315.75000000
USD
2022-01-28
-6056.73000000
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
2528.00000000
NS
USD
603180.80000000
0.175072053766
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
5431.75000000
0.001576554870
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
385800.00000000
USD
537715.34000000
AUD
2022-01-20
5431.75000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
3108.00000000
NS
276645.60000000
0.080295847211
Long
EC
CORP
NL
N
2
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield PLC
000000000
11088.00000000
NS
USD
246597.12000000
0.071574334347
Long
EC
CORP
GB
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
4364.00000000
NS
318846.31000000
0.092544521191
Long
EC
CORP
AU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
28858.83000000
0.008376219265
N/A
DFE
GB
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1484200.00000000
USD
1117881.43000000
GBP
2022-01-20
28858.83000000
N
N
N
Tourmaline Oil Corp
549300EWGW5PUCV5A109
Tourmaline Oil Corp
89156V106
20865.00000000
NS
673644.49000000
0.195524002708
Long
EC
CORP
CA
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
29429L105
55958.00000000
NS
USD
1411820.34000000
0.409778107117
Long
EC
CORP
SE
N
1
N
N
N
MaxLinear Inc
549300EMOI0SM2IY4F64
MaxLinear Inc
57776J100
2954.00000000
NS
USD
222702.06000000
0.064638839668
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5868.12000000
-0.00170321041
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
412170.12000000
USD
300184.93000000
GBP
2022-01-20
-5868.12000000
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
045387107
39876.00000000
NS
USD
608906.52000000
0.176733932857
Long
EC
CORP
SE
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
3661.00000000
NS
USD
2442765.64000000
0.709007974832
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1056.00000000
NS
USD
599491.20000000
0.174001154544
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
1145.00000000
NS
USD
206924.40000000
0.060059404547
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
103724.00000000
0.030105689214
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
729236819.17000000
HUF
2347832.64000000
USD
2022-01-20
103724.00000000
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
656.00000000
NS
USD
94969.12000000
0.027564602326
Long
EC
CORP
US
N
1
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
17500.00000000
NS
503304.81000000
0.146083241968
Long
EC
CORP
JP
N
2
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
1541.00000000
NS
USD
251999.73000000
0.073142431390
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1470000.00000000
PA
1629486.86000000
0.472955391097
Long
DBT
NUSS
ES
N
2
2042-07-30
Fixed
1.00000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
13919.00000000
NS
USD
1234893.68000000
0.358425488247
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
19965.96000000
0.005795081048
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1337441.81000000
AUD
993063.92000000
USD
2022-01-20
19965.96000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
16470.00000000
NS
1137978.99000000
0.330296188013
Long
EC
CORP
FR
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
24551.00000000
NS
252816.52000000
0.073379503098
Long
EC
CORP
IL
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
1056.00000000
NS
USD
102505.92000000
0.029752143864
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
124470.04000000
0.036127186964
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1565523351.00000000
CLP
1959966.64000000
USD
2022-01-13
124470.04000000
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
6387.00000000
NS
USD
1064521.29000000
0.308975233493
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1653.00000000
NS
USD
263901.45000000
0.076596882466
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
25243Q205
8478.00000000
NS
USD
1866346.92000000
0.541703562722
Long
EC
CORP
GB
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
895000.00000000
PA
USD
966618.76000000
0.280559214621
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
1941.00000000
NS
USD
175660.50000000
0.050985118393
Long
EC
CORP
US
N
1
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
8627.00000000
NS
194711.93000000
0.056514758888
Long
EC
CORP
CA
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
589339209
16397.00000000
NS
USD
854283.70000000
0.247954181994
Long
EC
CORP
DE
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
5473.00000000
NS
337710.86000000
0.098019920129
Long
EC
CORP
DE
N
2
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
1455000.00000000
PA
1111627.15000000
0.322647617718
Long
DBT
NUSS
XX
N
2
2025-11-26
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-540.14000000
-0.00015677458
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
125862.66000000
EUR
142800.00000000
USD
2022-01-20
-540.14000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
7660.00000000
NS
USD
462587.40000000
0.134265092928
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
32219.00000000
NS
346199.16000000
0.100483632691
Long
EC
CORP
IL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
10996.00000000
NS
1229295.18000000
0.356800534513
Long
EC
CORP
DK
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
820.00000000
NS
USD
284072.60000000
0.082451519512
Long
EC
CORP
IE
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
405.00000000
NS
USD
78290.55000000
0.022723679830
Long
EC
CORP
CH
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
1358.00000000
NS
USD
99500.66000000
0.028879872995
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
708.00000000
NS
USD
65150.16000000
0.018909707196
Long
EC
CORP
US
N
1
N
N
N
Healius Ltd
529900MBZK3SLWK8SJ55
Healius Ltd
000000000
56627.00000000
NS
217617.14000000
0.063162951530
Long
EC
CORP
AU
N
2
N
N
N
Cohen & Steers Inc
549300XXIA338A0X2K65
Cohen & Steers Inc
19247A100
2902.00000000
NS
USD
268464.02000000
0.077921159532
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
485000.00000000
PA
USD
557406.40000000
0.161786123216
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806205
3288.00000000
NS
USD
197707.44000000
0.057384199838
Long
EC
CORP
US
N
1
N
N
N
Red Rock Resorts Inc
N/A
Red Rock Resorts Inc
75700L108
3487.00000000
NS
USD
191819.87000000
0.055675344099
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
1503.00000000
NS
USD
170981.28000000
0.049626983891
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-1037.98000000
-0.00030127167
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
281200.00000000
USD
333227624.00000000
KRW
2022-01-28
-1037.98000000
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
6355.00000000
NS
USD
249687.95000000
0.072471441742
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7630.11000000
0.002214624583
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
622437.28000000
EUR
716500.00000000
USD
2022-01-20
7630.11000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5761.52000000
0.001672269971
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
294731.51000000
GBP
404682.28000000
USD
2022-01-20
5761.52000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
13553.00000000
NS
USD
682122.49000000
0.197984725715
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
883.00000000
NS
USD
66083.72000000
0.019180671170
Long
EC
CORP
GG
N
1
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
8621.00000000
NS
346994.99000000
0.100714620800
Long
EC
CORP
IE
N
2
N
N
N
Dexus
N/A
Dexus
000000000
153201.00000000
NS
1239807.51000000
0.359851717845
Long
EC
AU
N
2
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
2560.00000000
NS
USD
999884.80000000
0.290214618015
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
1140.00000000
NS
USD
132262.80000000
0.038389020394
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Services Ltd
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
000000000
3912.00000000
NS
USD
230260.32000000
0.066832609929
Long
EC
CORP
IL
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
7444.00000000
NS
USD
274683.60000000
0.079726380528
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
2627.00000000
NS
USD
220431.57000000
0.063979834363
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
14547.00000000
NS
155842.78000000
0.045233063717
Long
EC
CORP
FR
N
2
N
N
N
Tecan Group AG
529900CSN9R3BLETSL26
Tecan Group AG
000000000
115.00000000
NS
69928.97000000
0.020296747502
Long
EC
CORP
CH
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
5779.00000000
NS
USD
659672.85000000
0.191468761379
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
3927.00000000
NS
76577.07000000
0.022226345593
Long
EC
CORP
BE
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
13933.00000000
NS
478452.93000000
0.138870032145
Long
EC
CORP
FR
N
2
N
N
N
Vista Outdoor Inc
549300QI2D33ESTJLN81
Vista Outdoor Inc
928377100
1888.00000000
NS
USD
86980.16000000
0.025245822228
Long
EC
CORP
US
N
1
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
6451.00000000
NS
343318.96000000
0.099647660244
Long
EC
CORP
CA
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
904767704
21853.00000000
NS
USD
1175472.87000000
0.341178713742
Long
EC
CORP
GB
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2959.00000000
NS
USD
306108.55000000
0.088847411131
Long
EC
CORP
IE
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
415.00000000
NS
USD
172303.85000000
0.050010857261
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
455793109
34254.00000000
NS
USD
554538.01000000
0.160953578599
Long
EC
CORP
ES
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9559.75000000
-0.00277469883
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
308681.27000000
GBP
408242.09000000
USD
2022-01-20
-9559.75000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
10781.00000000
NS
USD
509725.68000000
0.147946886995
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
5068.00000000
NS
USD
729285.20000000
0.211673610542
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-6461.41000000
-0.00187541168
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
407759.04000000
USD
342272937.00000000
CLP
2022-01-13
-6461.41000000
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
19389.00000000
NS
USD
368391.00000000
0.106924771078
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
4118.00000000
NS
USD
715337.78000000
0.207625399020
Long
EC
CORP
US
N
1
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc
171484108
776.00000000
NS
USD
186938.40000000
0.054258506928
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
930000.00000000
PA
1057004.68000000
0.306793552063
Long
DBT
NUSS
CL
N
2
2031-07-02
Fixed
0.83000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9268.03000000
-0.00269002767
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
492716.60000000
USD
611547.03000000
CAD
2022-01-20
-9268.03000000
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
6180.00000000
NS
USD
1164744.60000000
0.338064854245
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JZ7
444000.00000000
PA
USD
433281.45000000
0.125759097952
Long
DBT
NUSS
XX
N
2
2028-09-13
Fixed
1.12500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3876.70000000
0.001125204633
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
307373.42000000
GBP
419908.36000000
USD
2022-01-20
3876.70000000
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
1528.00000000
NS
USD
237588.72000000
0.068959663772
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
931.00000000
NS
USD
2697144.24000000
0.782840868612
Long
EC
CORP
US
N
1
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHL9
1590000.00000000
PA
1269284.95000000
0.368407487459
Long
DBT
NUSS
CA
N
2
2024-07-31
Fixed
1.65000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-3949.80000000
-0.00114642176
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
927715.56000000
PEN
228164.18000000
USD
2022-02-03
-3949.80000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJC4
610000.00000000
PA
USD
614417.72000000
0.178333547936
Long
DBT
CORP
US
N
2
2024-05-19
Fixed
1.48600000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAL2
1000000.00000000
PA
USD
1042088.34000000
0.302464113397
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25000000
N
N
N
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
500.00000000
NS
57122.11000000
0.016579581301
Long
EC
CORP
JP
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
300309.00000000
NS
193603.89000000
0.056193152433
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1927.66000000
0.000559499564
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
18404035.00000000
JPY
162029.17000000
USD
2022-03-24
1927.66000000
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
1725.00000000
NS
USD
71018.25000000
0.020612908902
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
6012.00000000
NS
USD
1302860.52000000
0.378152731333
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
1343.00000000
NS
69624.66000000
0.020208422116
Long
EC
CORP
BE
N
2
N
N
N
iShares MSCI World ETF
549300SBOOZR51TG3W64
iShares MSCI World ETF
464286392
132227.00000000
NS
USD
17892957.64000000
5.193396145894
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3297.73000000
-0.00095715971
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
285996.39000000
GBP
383800.00000000
USD
2022-01-20
-3297.73000000
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
519.00000000
NS
USD
70059.81000000
0.020334723557
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
15559.00000000
NS
156001.19000000
0.045279041911
Long
EC
CORP
NO
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
6991.00000000
NS
2898016.74000000
0.841143720957
Long
EC
CORP
CH
N
2
N
N
N
Perion Network Ltd
529900SL7HYNVD6HG708
Perion Network Ltd
000000000
9721.00000000
NS
USD
233790.05000000
0.067857107195
Long
EC
CORP
IL
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
8507.00000000
NS
USD
2075963.21000000
0.602544283105
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
7934.00000000
NS
USD
341796.72000000
0.099205833045
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
18357.00000000
NS
USD
779805.36000000
0.226336988699
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-83365.34000000
-0.02419662775
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3887351.53000000
USD
3340165.60000000
EUR
2022-01-20
-83365.34000000
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
9942.00000000
NS
USD
965666.46000000
0.280282811399
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
424.00000000
NS
USD
110443.52000000
0.032056016822
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1293.00000000
NS
USD
599357.22000000
0.173962267110
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
9200.00000000
NS
165362.75000000
0.047996216489
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
3200.00000000
NS
87494.28000000
0.025395044557
Long
EC
CORP
JP
N
2
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
470.00000000
NS
USD
63835.40000000
0.018528100664
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
4583.00000000
NS
USD
1043915.74000000
0.302994512692
Long
EC
CORP
NL
N
1
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
1635000000.00000000
PA
1580779.22000000
0.458818093343
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
27320000.00000000
PA
1129831.27000000
0.327931328133
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-14748.02000000
-0.00428058411
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
508365.86000000
GBP
673328.04000000
USD
2022-01-20
-14748.02000000
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
000000000
1070000.00000000
PA
1117541.26000000
0.324364176640
Long
DBT
NUSS
MA
N
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
97615.95000000
0.028332839584
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
19582455.78000000
NOK
2320594.04000000
USD
2022-01-20
97615.95000000
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
11485.00000000
NS
USD
1878716.30000000
0.545293751203
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-5527.65000000
-0.00160438965
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3281702.91000000
PEN
815552.80000000
USD
2022-02-03
-5527.65000000
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
291843407
4929.00000000
NS
150174.84000000
0.043587955158
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-8741.67000000
-0.00253725271
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
596785.63000000
CAD
462958.28000000
USD
2022-03-24
-8741.67000000
N
N
N
Charter Hall Long Wale REIT
N/A
Charter Hall Long Wale REIT
000000000
17142.00000000
NS
62990.45000000
0.018282855570
Long
EC
AU
N
2
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
494.00000000
NS
USD
57817.76000000
0.016781492360
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
6109.00000000
NS
USD
568137.00000000
0.164900658991
Long
EC
CORP
US
N
1
N
N
N
State of California
N/A
CALIFORNIA ST
13063DGD4
900000.00000000
PA
USD
1043963.91000000
0.303008493941
Long
DBT
MUN
US
N
2
2033-04-01
Fixed
4.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
4139.00000000
NS
USD
1471041.99000000
0.426967075819
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
1093.00000000
NS
USD
104075.46000000
0.030207699795
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
4383.00000000
NS
USD
293529.51000000
0.085196369242
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
1105000.00000000
PA
USD
1183860.58000000
0.343613230252
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
TESCO CORP TREASURY SERV
21380018AJDKNF3A6712
Tesco Corporate Treasury Services PLC
000000000
1185000.00000000
PA
1657772.65000000
0.481165286617
Long
DBT
CORP
GB
N
2
2030-04-27
Fixed
2.75000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
6725.00000000
NS
USD
1738278.00000000
0.504531807838
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
2482.00000000
NS
USD
889499.16000000
0.258175400750
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
547.00000000
NS
USD
118195.76000000
0.034306089400
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
3700146.95000000
NS
USD
3700146.95000000
1.073960453939
Long
STIV
RF
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
524671104
27445.00000000
NS
USD
641115.20000000
0.186082439568
Long
EC
CORP
FR
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
1071.00000000
NS
USD
233627.94000000
0.067810055083
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-621.97000000
-0.00018052558
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
520107.80000000
SGD
385290.72000000
USD
2022-01-20
-621.97000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
1155000.00000000
PA
USD
1151894.30000000
0.334335079669
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
138.00000000
NS
USD
74237.10000000
0.021547173853
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1719.48000000
-0.00049907572
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
305005.07000000
EUR
345639.07000000
USD
2022-01-20
-1719.48000000
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
515000.00000000
PA
USD
492876.14000000
0.143056340789
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
25697.00000000
NS
USD
8642415.04000000
2.508444152330
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
27979.00000000
NS
700055.61000000
0.203189778908
Long
EC
CORP
CA
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
1310000.00000000
PA
USD
1218257.74000000
0.353596939025
Long
DBT
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
6087.00000000
NS
USD
530542.92000000
0.153989050407
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
401.00000000
NS
USD
100843.48000000
0.029269623888
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
700000.00000000
PA
USD
735612.51000000
0.213510099960
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Japan Post Bank Co Ltd
5493006JVO6N2HC2XZ76
Japan Post Bank Co Ltd
000000000
83600.00000000
NS
766782.82000000
0.222557221799
Long
EC
CORP
JP
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAP7
465000.00000000
PA
USD
445754.85000000
0.129379478037
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.75000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
8191.00000000
NS
USD
2311008.74000000
0.670765790928
Long
EC
CORP
US
N
1
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
3570.00000000
NS
USD
253434.30000000
0.073558812541
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
902.00000000
NS
USD
230442.96000000
0.066885620834
Long
EC
CORP
US
N
1
N
N
N
Advance Residence Investment Corp
N/A
Advance Residence Investment Corp
000000000
84.00000000
NS
277947.08000000
0.080673599249
Long
EC
JP
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
12831.00000000
NS
USD
1754895.87000000
0.509355112277
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
7369.00000000
NS
USD
1159585.84000000
0.336567534191
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
31500.00000000
NS
636402.18000000
0.184714494682
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
11880.75000000
0.003448364574
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
139979840.00000000
CLP
176000.00000000
USD
2022-01-13
11880.75000000
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
2824.00000000
NS
USD
985152.40000000
0.285938567575
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
523.00000000
NS
USD
101550.91000000
0.029474954069
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
421.00000000
NS
USD
106925.58000000
0.031034941581
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
1188.00000000
NS
USD
76530.96000000
0.022212962256
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
393.56000000
0.000114230024
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
231900.00000000
USD
1490975.77000000
CNY
2022-06-02
393.56000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
29435.28000000
0.008543532756
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1278011.09000000
NZD
904601.81000000
USD
2022-01-20
29435.28000000
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
2362.00000000
NS
USD
205942.78000000
0.059774491252
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
904.68000000
0.000262581610
N/A
DFE
NO
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
59300.00000000
USD
530349.55000000
NOK
2022-01-20
904.68000000
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
56100.00000000
NS
744751.91000000
0.216162793030
Long
EC
CORP
JP
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
8638.00000000
NS
USD
2540522.18000000
0.737381620390
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
1503.00000000
NS
USD
254202.39000000
0.073781749169
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2167.11000000
-0.00062899946
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
148192.00000000
CHF
160807.34000000
USD
2022-03-24
-2167.11000000
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
2891.00000000
NS
USD
1639370.46000000
0.475824086769
Long
EC
CORP
US
N
1
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
000000000
1900.00000000
NS
114135.44000000
0.033127589419
Long
EC
CORP
JP
N
1
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
000000000
1916000.00000000
PA
1251151.73000000
0.363144355631
Long
DBT
NUSS
XX
N
2
2035-04-15
Fixed
1.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FM6
620000.00000000
PA
USD
586356.45000000
0.170188818909
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
4900.00000000
NS
163589.56000000
0.047481551541
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-27148.74000000
-0.00787986896
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
20576289.85000000
CZK
913187.19000000
USD
2022-01-20
-27148.74000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-6563.48000000
-0.00190503730
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
888649.87000000
NZD
601973.20000000
USD
2022-01-20
-6563.48000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
952.00000000
NS
USD
2754697.68000000
0.799545642607
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
1004.00000000
NS
USD
58483.00000000
0.016974576976
Long
EC
CORP
GB
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
769.00000000
NS
USD
72739.71000000
0.021112559319
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
1206.00000000
NS
USD
276933.78000000
0.080379490895
Long
EC
CORP
US
N
1
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
133000.00000000
NS
481394.06000000
0.139723689406
Long
EC
CORP
KY
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-197.29000000
-0.00005726303
N/A
DFE
HU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
59300.00000000
USD
19205787.50000000
HUF
2022-01-20
-197.29000000
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
42955000.00000000
PA
1170316.02000000
0.339681948062
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
3680000.00000000
PA
2295705.25000000
0.666323982727
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-6419.33000000
-0.00186319804
N/A
DFE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
136032.62000000
USD
1171063.57000000
SEK
2022-01-20
-6419.33000000
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP Inc
05577W200
8733.00000000
NS
USD
765971.43000000
0.222321717429
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
15486.38000000
0.004494891667
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
494824.44000000
NZD
353552.56000000
USD
2022-05-10
15486.38000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
23090000.00000000
PA
1132095.64000000
0.328588557121
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
440000.00000000
PA
USD
541588.12000000
0.157194898219
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
6315.00000000
NS
USD
651455.40000000
0.189083662502
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
392.00000000
NS
USD
81826.08000000
0.023749860534
Long
EC
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9215.94000000
-0.00267490865
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
312865.00000000
GBP
414115.94000000
USD
2022-03-24
-9215.94000000
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons Inc
968223206
1453.00000000
NS
USD
83213.31000000
0.024152501343
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-35744.02000000
-0.01037463226
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4998676.89000000
USD
570824857.00000000
JPY
2022-01-20
-35744.02000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
1372000.00000000
PA
USD
1520414.12000000
0.441297240503
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
4862.00000000
NS
USD
1125261.28000000
0.326604897426
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
1385.00000000
NS
USD
159261.15000000
0.046225238959
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
00687A107
3321.00000000
NS
USD
478224.00000000
0.138803585658
Long
EC
CORP
DE
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
11056.00000000
NS
USD
1599692.64000000
0.464307676703
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
502441306
4746.00000000
NS
USD
785463.00000000
0.227979107703
Long
EC
CORP
FR
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
27486.00000000
NS
USD
1627446.06000000
0.472363052867
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
1261.00000000
NS
USD
453203.40000000
0.131541405184
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
151.00000000
NS
207909.55000000
0.060345342418
Long
EC
CORP
CA
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
977874205
14016.00000000
NS
USD
1655850.24000000
0.480607310854
Long
EC
CORP
NL
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
574.00000000
NS
USD
214997.44000000
0.062402588702
Long
EC
US
N
1
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030104
879.00000000
NS
USD
75892.86000000
0.022027754972
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
4867.00000000
NS
USD
143868.52000000
0.041757558046
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
55665.64000000
0.016156843717
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2425613.20000000
NZD
1716696.21000000
USD
2022-01-20
55665.64000000
N
N
N
Corp Financiera Alba SA
959800CJH35NNZQQW653
Corp Financiera Alba SA
000000000
395.00000000
NS
23049.98000000
0.006690211853
Long
EC
CORP
ES
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
10934.01000000
0.003173575131
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
648683.46000000
NZD
454117.34000000
USD
2022-05-10
10934.01000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-1016.51000000
-0.00029504004
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2173499.52000000
CZK
98312.36000000
USD
2022-01-20
-1016.51000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
40971.00000000
NS
514251.68000000
0.149260549690
Long
EC
CORP
DE
N
2
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
6500358W1
420000.00000000
PA
USD
461506.75000000
0.133951436368
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
3.90000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-6385.36000000
-0.00185333831
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
36215374.69000000
CZK
1648656.36000000
USD
2022-01-20
-6385.36000000
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
3970.00000000
NS
USD
190321.80000000
0.055240532196
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
2069.00000000
NS
243180.96000000
0.070582800553
Long
EC
CORP
NL
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-28144.74000000
-0.00816895603
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2832059.87000000
NZD
1911215.60000000
USD
2022-01-20
-28144.74000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8835.20000000
-0.00256439961
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
980974.17000000
EUR
1108358.57000000
USD
2022-01-20
-8835.20000000
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
1377.00000000
NS
USD
207431.28000000
0.060206525481
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
2066.00000000
NS
USD
208108.18000000
0.060402994389
Long
EC
CORP
US
N
1
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
25900.00000000
NS
428878.80000000
0.124481237355
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
31079.87000000
0.009020871804
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
6144500.00000000
USD
5422590.52000000
EUR
2022-01-20
31079.87000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
1405000.00000000
PA
USD
1525877.43000000
0.442882955602
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
4823.00000000
NS
172964.27000000
0.050202542881
Long
EC
CORP
SE
N
2
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
000000000
1360000.00000000
PA
USD
1452055.00000000
0.421456138909
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Portland General Electric Co
GJOUP9M7C39GLSK9R870
Portland General Electric Co
736508847
1199.00000000
NS
USD
63451.08000000
0.018416552531
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
1188.00000000
NS
USD
79037.64000000
0.022940521249
Long
EC
CORP
US
N
1
N
N
N
City of Vancouver
549300WQBP3HPFWQXI92
City of Vancouver
921577RJ3
1175000.00000000
PA
976431.08000000
0.283407221412
Long
DBT
NUSS
CA
N
2
2025-11-20
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1006.77000000
0.000292213033
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
182693.08000000
USD
161301.30000000
EUR
2022-01-20
1006.77000000
N
N
N
McDonald's Holdings Co Japan Ltd
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
5800.00000000
NS
256651.23000000
0.074492520215
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-10531.67000000
-0.00305679672
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
793401.51000000
USD
3157512.70000000
PLN
2022-01-20
-10531.67000000
N
N
N
Mainfreight Ltd
5493007BE0VNXX7RYQ88
Mainfreight Ltd
000000000
927.00000000
NS
59656.62000000
0.017315217898
Long
EC
CORP
NZ
N
2
N
N
N
Nisshinbo Holdings Inc
353800YAM89GL5GPHB47
Nisshinbo Holdings Inc
000000000
52400.00000000
NS
397856.67000000
0.115477124473
Long
EC
CORP
JP
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
880.00000000
NS
USD
66809.60000000
0.019391356428
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
3819.00000000
NS
USD
280314.60000000
0.081360767323
Long
EC
CORP
US
N
1
N
N
N
Flow Traders
549300Z7LIC6NFIJL947
Flow Traders
000000000
1202.00000000
NS
44088.74000000
0.012796671014
Long
EC
CORP
NL
N
2
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp
88262P102
120.00000000
NS
USD
149864.40000000
0.043497850552
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
870123106
55172.00000000
NS
USD
849097.08000000
0.246448775629
Long
EC
CORP
CH
N
1
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SA2
2670000.00000000
PA
2140263.73000000
0.621207383944
Long
DBT
NUSS
CA
N
2
2027-02-13
Fixed
1.85000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
1087.00000000
NS
178179.16000000
0.051716154558
Long
EC
CORP
FR
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15205.87000000
0.004413474185
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1261805.51000000
USD
1119803.26000000
EUR
2022-03-24
15205.87000000
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
162.00000000
NS
USD
55520.64000000
0.016114757749
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
715.00000000
NS
USD
213785.00000000
0.062050680350
Long
EC
CORP
US
N
1
N
N
N
MUELLER WATER PRODUCTS
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758AF5
630000.00000000
PA
USD
636300.00000000
0.184684837136
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
890.00000000
NS
USD
136330.20000000
0.039569575332
Long
EC
US
N
1
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
51.00000000
NS
USD
62934.00000000
0.018266471067
Long
EC
CORP
US
N
1
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
386520000.00000000
PA
1105231.03000000
0.320791156331
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
846.00000000
NS
USD
78568.02000000
0.022804214958
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
2739.00000000
NS
USD
529914.33000000
0.153806603382
Long
EC
CORP
US
N
1
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
142795202
25277.00000000
NS
USD
877617.44000000
0.254726754635
Long
EC
CORP
DK
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-56051.02000000
-0.01626869951
N/A
DFE
JP
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3858900.00000000
USD
437394738.00000000
JPY
2022-01-20
-56051.02000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1401.00000000
NS
USD
844018.44000000
0.244974710249
Long
EC
CORP
US
N
1
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
836000.00000000
PA
USD
865267.61000000
0.251142240503
Long
DBT
NUSS
XX
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
3137.00000000
NS
USD
584579.95000000
0.169673193240
Long
EC
CORP
US
N
1
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
25610000000.00000000
PA
1862823.15000000
0.540680795335
Long
DBT
NUSS
XX
N
2
2023-03-14
Fixed
7.87500000
N
N
N
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
19.00000000
NS
107862.38000000
0.031306845958
Long
EC
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-12823.29000000
-0.00372193497
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
989730.66000000
USD
1161943798.00000000
KRW
2022-01-28
-12823.29000000
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1590.00000000
NS
185274.96000000
0.053775696704
Long
EC
CORP
GB
N
2
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
9025.00000000
NS
USD
222466.25000000
0.064570396274
Long
EC
US
N
1
N
N
N
ABB Finance USA Inc
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAC6
90000.00000000
PA
USD
112620.50000000
0.032687881032
Long
DBT
CORP
US
N
2
2042-05-08
Fixed
4.37500000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
2336.00000000
NS
279352.32000000
0.081081467425
Long
EC
CORP
CA
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
1613.00000000
NS
227502.48000000
0.066032152234
Long
EC
CORP
FR
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
7116.00000000
NS
USD
992326.20000000
0.288020749069
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
873.00000000
NS
USD
78596.19000000
0.022812391245
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
2114.00000000
NS
USD
179246.06000000
0.052025820208
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1556.00000000
NS
USD
1035377.96000000
0.300516438656
Long
EC
CORP
US
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
428263107
72248.00000000
NS
USD
1146575.76000000
0.332791383781
Long
EC
CORP
SE
N
1
N
N
N
Hachijuni Bank Ltd/The
FE70I3MHDCWOZWK19W48
Hachijuni Bank Ltd/The
000000000
18400.00000000
NS
62820.54000000
0.018233539523
Long
EC
CORP
JP
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
331.00000000
NS
USD
74465.07000000
0.021613341702
Long
EC
CORP
US
N
1
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
104500.00000000
NS
815629.61000000
0.236734907569
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
19339.00000000
NS
USD
860392.11000000
0.249727136113
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
25600.00000000
NS
472572.68000000
0.137163301022
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-4735.13000000
-0.00137436227
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
409426.28000000
SGD
299053.43000000
USD
2022-01-20
-4735.13000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-566.55000000
-0.00016444003
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
670000.00000000
USD
587809.33000000
EUR
2022-01-20
-566.55000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-664.81000000
-0.00019295980
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
55012.28000000
CHF
59733.24000000
USD
2022-01-20
-664.81000000
N
N
N
JOHN DEERE FINANCIALS IN
CWQ698NK2DINVLMZRZ97
John Deere Financial Inc
47788ZAG6
1725000.00000000
PA
1389777.66000000
0.403380262129
Long
DBT
CORP
CA
N
2
2025-01-14
Fixed
2.41000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1610.00000000
NS
325363.94000000
0.094436250619
Long
EP
CORP
DE
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-26067.44000000
-0.00756602374
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3929121.70000000
CAD
3080035.89000000
USD
2022-01-20
-26067.44000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
1229.00000000
NS
USD
59987.49000000
0.017411252272
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
2691.00000000
NS
USD
2843794.98000000
0.825405960601
Long
EC
CORP
US
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
53625.00000000
NS
211514.50000000
0.061391672142
Long
EC
AU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3361.19000000
-0.00097557885
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
414882.44000000
EUR
469132.47000000
USD
2022-01-20
-3361.19000000
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
436.00000000
NS
245966.21000000
0.071391213947
Long
EC
CORP
CH
N
2
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
1000000.00000000
PA
USD
1668855.00000000
0.484381917144
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4054.00000000
NS
USD
1682450.54000000
0.488327996181
Long
EC
CORP
US
N
1
N
N
N
OSLO KOMMUNE
5967007LIEEXZXGVU850
City of Oslo Norway
000000000
3000000.00000000
PA
344450.44000000
0.099976070113
Long
DBT
NUSS
NO
N
2
2024-03-14
Fixed
2.30000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
16594.00000000
NS
USD
854591.00000000
0.248043375221
Long
EC
CORP
US
N
1
N
N
N
WD-40 Co
549300UZHTN0CNKBOB19
WD-40 Co
929236107
569.00000000
NS
USD
139200.16000000
0.040402575638
Long
EC
CORP
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
2938.00000000
NS
65885.13000000
0.019123030808
Long
EC
CORP
NZ
N
2
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
1525000.00000000
PA
USD
1315598.44000000
0.381849887833
Long
DBT
NUSS
BS
N
2
2029-11-20
Fixed
6.95000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
44200.00000000
NS
519428.92000000
0.150763233528
Long
EC
CORP
FR
N
2
N
N
N
PSP Swiss Property AG
50670042Y437P8X44F56
PSP Swiss Property AG
000000000
1245.00000000
NS
154983.24000000
0.044983583904
Long
EC
CORP
CH
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
6640.00000000
NS
437783.17000000
0.127065713425
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
9652.11000000
0.002801506150
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
867238.93000000
USD
798697.57000000
CHF
2022-01-20
9652.11000000
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044105
607.00000000
NS
USD
56572.40000000
0.016420029043
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
786.00000000
NS
USD
67368.06000000
0.019553448356
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
1670.00000000
NS
USD
114578.70000000
0.033256244772
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
13420.29000000
0.003895213064
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
128061836.00000000
JPY
1127463.69000000
USD
2022-03-24
13420.29000000
N
N
N
CorVel Corp
N/A
CorVel Corp
221006109
307.00000000
NS
USD
63856.00000000
0.018534079773
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
23683.76000000
0.006874165265
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
948813.64000000
EUR
1104251.14000000
USD
2022-01-20
23683.76000000
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
000000000
6282.00000000
NS
USD
181612.62000000
0.052712709644
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
575000.00000000
PA
USD
572125.00000000
0.166058168233
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
734.00000000
NS
USD
189841.76000000
0.055101201520
Long
EC
CORP
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1430000.00000000
PA
1629356.90000000
0.472917670459
Long
DBT
NUSS
IT
N
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
Tohoku Electric Power Co Inc
353800KTF7EYIIYHY088
Tohoku Electric Power Co Inc
000000000
15600.00000000
NS
110902.56000000
0.032189252289
Long
EC
CORP
JP
N
2
N
N
N
Rengo Co Ltd
N/A
Rengo Co Ltd
000000000
8800.00000000
NS
66559.21000000
0.019318681217
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
831.88000000
0.000241451551
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
40001.38000000
USD
56112.83000000
AUD
2022-03-24
831.88000000
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
1180000.00000000
PA
USD
1206053.85000000
0.350054783694
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
1258.91000000
0.000365396178
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
114804.64000000
USD
105714.02000000
CHF
2022-01-20
1258.91000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
3076.08000000
0.000892826235
N/A
DFE
CH
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
326500.00000000
USD
300187.37000000
CHF
2022-01-20
3076.08000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
2922.00000000
NS
USD
386434.50000000
0.112161861851
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
424.00000000
NS
USD
164944.48000000
0.047874814435
Long
EC
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-5036.72000000
-0.00146189818
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
338158.00000000
CAD
262243.70000000
USD
2022-03-24
-5036.72000000
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
12117P109
9454.00000000
NS
USD
631810.82000000
0.183381861374
Long
EC
CORP
FR
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
33103.00000000
NS
123423.13000000
0.035823323374
Long
EC
CORP
GB
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
720.67000000
0.000209173065
N/A
DFE
PL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
59300.00000000
USD
242078.61000000
PLN
2022-01-20
720.67000000
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
162.00000000
NS
USD
91421.46000000
0.026534900912
Long
EC
CORP
US
N
1
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
Canadian Western Bank
13677F101
9675.00000000
NS
277641.41000000
0.080584879126
Long
EC
CORP
CA
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
24838.00000000
NS
USD
488563.46000000
0.141804593809
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
39181.18000000
0.011372261271
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
2617580.09000000
AUD
1943684.10000000
USD
2022-01-20
39181.18000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-11856.28000000
-0.00344126220
N/A
DFE
PL
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
661551.12000000
USD
2620384.15000000
PLN
2022-01-20
-11856.28000000
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AD6
960000.00000000
PA
USD
1292880.00000000
0.375255904819
Long
DBT
NUSS
PA
N
2
2027-09-30
Fixed
8.87500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
4635.42000000
0.001345421637
N/A
DFE
CA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
860800.00000000
USD
1094748.22000000
CAD
2022-01-20
4635.42000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
54870000.00000000
PA
2301142.98000000
0.667902273281
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
397220000.00000000
PA
989542.39000000
0.287212753633
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust Inc
720190206
10698.00000000
NS
USD
196629.24000000
0.057071254385
Long
EC
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
28.00000000
NS
USD
49376.60000000
0.014331462092
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
412.00000000
NS
USD
267433.32000000
0.077622000862
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
1150000.00000000
PA
USD
1152394.42000000
0.334480238526
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
11600.00000000
NS
202008.64000000
0.058632614770
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
35869.06000000
0.010410924885
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5022169.65000000
USD
32465012.17000000
CNY
2022-06-02
35869.06000000
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
1936.00000000
NS
409975.87000000
0.118994698696
Long
EC
CORP
AU
N
2
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
4967.00000000
NS
209878.77000000
0.060916904692
Long
EC
CORP
CA
N
1
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear Inc
375916103
7225.00000000
NS
306317.84000000
0.088908157146
Long
EC
CORP
CA
N
1
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
1500.00000000
NS
111193.26000000
0.032273627398
Long
EC
CORP
JP
N
2
N
N
N
Shopping Centres Australasia Property Group
N/A
Shopping Centres Australasia Property Group
000000000
29801.00000000
NS
64416.64000000
0.018696804443
Long
EC
AU
N
2
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
211.00000000
NS
USD
102548.11000000
0.029764389429
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
4900.00000000
NS
167488.62000000
0.048613246121
Long
EC
CORP
JP
N
2
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
800000.00000000
PA
USD
838087.02000000
0.243253127133
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
3222.00000000
NS
USD
252443.70000000
0.073271292818
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
3045.02000000
0.000883811131
N/A
DFE
RO
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
474900.00000000
USD
2080085.75000000
RON
2022-01-20
3045.02000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
1410000.00000000
PA
USD
1351875.53000000
0.392379242632
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
4230000.00000000
PA
857064.61000000
0.248761335711
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1892.00000000
NS
USD
648747.88000000
0.188297810090
Long
EC
CORP
US
N
1
N
N
N
QUEENSLAND TREASURY CORP
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
000000000
1645000.00000000
PA
1127222.45000000
0.327174123204
Long
DBT
NUSS
AU
N
2
2031-03-10
Fixed
1.25000000
N
N
N
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
5845.00000000
NS
152068.42000000
0.044137563069
Long
EC
CORP
CA
N
1
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
6700.00000000
NS
70739.60000000
0.020532031282
Long
EC
CORP
JP
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
12167.00000000
NS
USD
1023244.70000000
0.296994783545
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
8006.00000000
NS
USD
500294.94000000
0.145209633056
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-14728.98000000
-0.00427505779
N/A
DFE
SE
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
309655.41000000
USD
2664677.40000000
SEK
2022-01-20
-14728.98000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264306
14915.00000000
NS
USD
723079.20000000
0.209872331115
Long
EC
CORP
FR
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
1588.00000000
NS
USD
534123.80000000
0.155028393860
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
2287.00000000
NS
USD
261358.36000000
0.075858755541
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
1167.77000000
0.000338942970
N/A
DFE
SG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
127786.98000000
USD
173796.75000000
SGD
2022-01-20
1167.77000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
882.00000000
NS
USD
78506.82000000
0.022786451777
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
165.00000000
NS
USD
87291.60000000
0.025336217082
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
57788.00000000
NS
USD
3002664.48000000
0.871517523910
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
2457.39000000
0.000713252666
N/A
DFE
SG
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
207700.00000000
USD
283236.34000000
SGD
2022-01-20
2457.39000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
5980.00000000
NS
USD
521515.80000000
0.151368946388
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
527.00000000
NS
60223.50000000
0.017479753715
Long
EC
CORP
BE
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
101404.00000000
NS
612869.43000000
0.177884159775
Long
EC
CORP
GB
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
2800.00000000
NS
USD
606396.00000000
0.176005259311
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRR7
1405000.00000000
PA
USD
1375486.58000000
0.399232303961
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
1734.00000000
NS
USD
57880.92000000
0.016799824427
Long
EC
CORP
US
N
1
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
1330000.00000000
PA
1138171.19000000
0.330351973689
Long
DBT
NUSS
SG
N
2
2033-09-01
Fixed
3.37500000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
794.00000000
NS
USD
162571.50000000
0.047186061606
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
7049.00000000
NS
USD
2118647.44000000
0.614933297824
Long
EC
CORP
IE
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
21279.00000000
NS
USD
729231.33000000
0.211657974879
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
7020.00000000
NS
USD
862477.20000000
0.250332329429
Long
EC
CORP
CA
N
1
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
6322.00000000
NS
USD
173665.34000000
0.050406027084
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
1496.00000000
NS
USD
176004.40000000
0.051084934699
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
1300000.00000000
PA
1689409.83000000
0.490347916564
Long
DBT
CORP
NL
N
2
2028-12-07
Fixed
1.12500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
601.00000000
NS
USD
79866.89000000
0.023181209448
Long
EC
CORP
US
N
1
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
74435K204
19853.00000000
NS
USD
683538.79000000
0.198395804035
Long
EC
CORP
GB
N
1
N
N
N
ZipRecruiter Inc
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980B103
2400.00000000
NS
USD
59856.00000000
0.017373087555
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
17754.37000000
0.005153171352
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
964905.44000000
CAD
780544.69000000
USD
2022-01-20
17754.37000000
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
10986.00000000
NS
USD
474375.48000000
0.137686560215
Long
EC
CORP
US
N
1
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
947000.00000000
PA
USD
1110067.68000000
0.322194984584
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
14295.00000000
NS
USD
629694.75000000
0.182767676173
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
2793.93000000
0.000810932747
N/A
DFE
CZ
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
118700.00000000
USD
2658512.03000000
CZK
2022-01-20
2793.93000000
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
41.00000000
NS
71593.11000000
0.020779760899
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
92600.00000000
NS
1174226.56000000
0.340816974689
Long
EC
CORP
JP
N
2
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
000000000
146773.00000000
NS
447231.73000000
0.129808139583
Long
EC
CORP
GB
N
2
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
9680.00000000
NS
USD
182661.60000000
0.053017174048
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
189300.00000000
NS
708591.02000000
0.205667165055
Long
EC
CORP
JP
N
2
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co Inc
000000000
12600.00000000
NS
94024.88000000
0.027290538503
Long
EC
CORP
JP
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CN7
788000.00000000
PA
USD
844835.52000000
0.245211866129
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CD4
685000.00000000
PA
USD
714968.75000000
0.207518288781
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-8222.43000000
-0.00238654431
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
363368.97000000
USD
449249.05000000
CAD
2022-01-20
-8222.43000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
870.00000000
NS
USD
101763.90000000
0.029536774002
Long
EC
CORP
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
460000.00000000
PA
568539.38000000
0.165017449003
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
103980000.00000000
PA
297869.44000000
0.086456025482
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-21774.45000000
-0.00631999175
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1688266.15000000
AUD
1206576.81000000
USD
2022-01-20
-21774.45000000
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
7437.00000000
NS
USD
351398.25000000
0.101992658449
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
209608.00000000
NS
532778.28000000
0.154637859298
Long
EC
CORP
GB
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-4081.44000000
-0.00118463001
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
534811.04000000
EUR
604994.29000000
USD
2022-01-20
-4081.44000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
62944.52000000
0.018269524477
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3228060877.76000000
COP
846038.76000000
USD
2022-05-02
62944.52000000
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
8425000.00000000
PA
1941582.85000000
0.563540645040
Long
DBT
NUSS
RO
N
2
2025-02-24
Fixed
4.75000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
68.00000000
NS
244047.85000000
0.070834413689
Long
EC
CORP
DK
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-3961.70000000
-0.00114987571
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
2041843.42000000
RON
465196.32000000
USD
2022-01-20
-3961.70000000
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
1513.00000000
NS
USD
230445.03000000
0.066886221647
Long
EC
CORP
US
N
1
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
7671.00000000
NS
USD
236573.64000000
0.068665038777
Long
EC
CORP
US
N
1
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
290410000.00000000
PA
831931.77000000
0.241466577795
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
845000.00000000
PA
1123469.66000000
0.326084883207
Long
DBT
NUSS
GB
N
2
2033-07-31
Fixed
0.87500000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
4912.00000000
NS
106807.07000000
0.031000544284
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-1707.94000000
-0.00049572626
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11232272.28000000
CZK
511606.62000000
USD
2022-01-20
-1707.94000000
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
1600.00000000
NS
75714.51000000
0.021975989231
Long
EC
CORP
JP
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
2295.00000000
NS
USD
721111.95000000
0.209301340630
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
4600.00000000
NS
219565.34000000
0.063728412790
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1172.46000000
0.000340304234
N/A
DFE
NZ
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
148400.00000000
USD
218421.59000000
NZD
2022-01-20
1172.46000000
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
575000.00000000
PA
USD
602893.88000000
0.174988775794
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
3515.00000000
NS
USD
204151.20000000
0.059254488642
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
28040.00000000
NS
393462.37000000
0.114201687447
Long
EC
CORP
AU
N
2
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
6959.00000000
NS
USD
843082.85000000
0.244703157071
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
1111.00000000
NS
USD
458109.74000000
0.132965460824
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
1084.64000000
0.000314814649
N/A
DFE
RO
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
124670.85000000
USD
547306.03000000
RON
2022-01-20
1084.64000000
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
35900.00000000
NS
173483.21000000
0.050353164206
Long
EC
CORP
JP
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BZ5
1053000.00000000
PA
USD
1138213.68000000
0.330364306329
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
3.20000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
16813.48000000
0.004880079860
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5649049.37000000
RON
1314805.66000000
USD
2022-01-20
16813.48000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1205000.00000000
PA
USD
1306411.03000000
0.379183259954
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
298.00000000
NS
USD
61608.52000000
0.017881753076
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
1090.00000000
NS
USD
77150.20000000
0.022392695461
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
177.00000000
NS
USD
87319.41000000
0.025344288880
Long
EC
CORP
US
N
1
N
N
N
Yamazaki Baking Co Ltd
N/A
Yamazaki Baking Co Ltd
000000000
3600.00000000
NS
47822.10000000
0.013880271491
Long
EC
CORP
JP
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
8349.00000000
NS
USD
1526781.63000000
0.443145397893
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
10460000.00000000
PA
1162288.11000000
0.337351862802
Long
DBT
NUSS
XX
N
2
2026-03-16
Fixed
1.25000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-9331.11000000
-0.00270833652
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
6180896.60000000
MXN
291735.46000000
USD
2022-01-20
-9331.11000000
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
877.00000000
NS
USD
74694.09000000
0.021679814311
Long
EC
CORP
US
N
1
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
1015000.00000000
PA
586743.94000000
0.170301287128
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
2.00000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-51872.12000000
-0.01505578191
N/A
DFE
JP
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
7243654.96000000
USD
827181934.00000000
JPY
2022-01-20
-51872.12000000
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
352.00000000
NS
USD
737929.28000000
0.214182537945
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
26652.29000000
0.007735775322
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1448846.23000000
CAD
1172014.14000000
USD
2022-01-20
26652.29000000
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
63700.00000000
NS
700606.92000000
0.203349795563
Long
EC
CORP
JP
N
2
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
3563.00000000
NS
USD
915405.96000000
0.265694799051
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
24032.00000000
NS
1546862.37000000
0.448973793612
Long
EC
CORP
DE
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
102.00000000
NS
USD
77068.14000000
0.022368877705
Long
EC
CORP
US
N
1
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
9900.00000000
NS
164751.51000000
0.047818805268
Long
EC
CORP
JP
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
2803.00000000
NS
USD
1205598.33000000
0.349922569900
Long
EC
CORP
US
N
1
N
N
N
Birchcliff Energy Ltd
5493000BBN3EF2L0XW29
Birchcliff Energy Ltd
090697103
37984.00000000
NS
193981.30000000
0.056302694952
Long
EC
CORP
CA
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
192.00000000
NS
USD
74317.44000000
0.021570492382
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-2405.49000000
-0.00069818879
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
285424185.43000000
HUF
875941.38000000
USD
2022-01-20
-2405.49000000
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
11439.00000000
NS
125644.22000000
0.036467990425
Long
EC
CORP
SE
N
2
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
2000.00000000
NS
60806.58000000
0.017648991551
Long
EC
CORP
JP
N
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
1106.00000000
NS
USD
76358.24000000
0.022162830612
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
4255.00000000
NS
USD
458901.75000000
0.133195340186
Long
EC
CORP
US
N
1
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
74853.00000000
NS
224396.74000000
0.065130717241
Long
EC
CORP
IT
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135CD1
915000.00000000
PA
752506.94000000
0.218413675401
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.12500000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
442.00000000
NS
USD
58299.80000000
0.016921403533
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
10163.00000000
NS
USD
221553.40000000
0.064305443338
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
2017.00000000
NS
USD
416530.67000000
0.120897216645
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
1506.00000000
NS
USD
68161.56000000
0.019783760187
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1433.59000000
-0.00041609670
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
106498702.00000000
JPY
924500.00000000
USD
2022-01-20
-1433.59000000
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
1828.00000000
NS
USD
184628.00000000
0.053587917823
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
40.11000000
0.000011641849
N/A
DFE
SE
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
148400.00000000
USD
1341165.00000000
SEK
2022-01-20
40.11000000
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
48590.00000000
NS
618027.64000000
0.179381320193
Long
EC
CORP
JP
N
2
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
821.00000000
NS
USD
84152.50000000
0.024425099413
Long
EC
CORP
US
N
1
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
000000000
1125000.00000000
PA
USD
1200140.47000000
0.348338436653
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
8362.00000000
NS
588186.06000000
0.170719859652
Long
EC
CORP
FR
N
2
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
6390.00000000
NS
USD
2354715.00000000
0.683451447866
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
69047Q102
6167.00000000
NS
USD
207827.90000000
0.060321643664
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
50316.00000000
NS
USD
8934612.12000000
2.593253786357
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
870.00000000
NS
USD
46144.80000000
0.013393438429
Long
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
457.00000000
NS
USD
104287.40000000
0.030269214968
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-3852.11000000
-0.00111806743
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
145600.00000000
USD
120898960.00000000
CLP
2022-01-13
-3852.11000000
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
486.00000000
NS
USD
352947.78000000
0.102442406517
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
20000.00000000
NS
584577.65000000
0.169672525670
Long
EC
CORP
JP
N
2
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
5047.00000000
NS
USD
658128.80000000
0.191020603870
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
4079.00000000
NS
USD
349611.09000000
0.101473938736
Long
EC
CORP
US
N
1
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
403925407
22036.00000000
NS
283082.34000000
0.082164098474
Long
EC
CA
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
23543.34000000
0.006833408633
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5203367.04000000
PLN
1313659.80000000
USD
2022-01-20
23543.34000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1215.00000000
NS
USD
299594.70000000
0.086956778840
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
1224.00000000
NS
USD
59119.20000000
0.017159232788
Long
EC
CORP
US
N
1
N
N
N
Vermilion Energy Inc
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725105
27907.00000000
NS
350781.69000000
0.101813703108
Long
EC
CORP
CA
N
1
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
510000.00000000
PA
603134.40000000
0.175058586257
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Hokkaido Electric Power Co Inc
353800XDXIIZDHUO0J51
Hokkaido Electric Power Co Inc
000000000
36100.00000000
NS
160850.01000000
0.046686402483
Long
EC
CORP
JP
N
2
N
N
N
indie Semiconductor Inc
254900L1MFXFYGB1PV53
indie Semiconductor Inc
45569U101
5300.00000000
NS
USD
63547.00000000
0.018444393125
Long
EC
CORP
US
N
1
N
N
N
Eurocommercial Properties NV
724500SFK53FPNM68L95
Eurocommercial Properties NV
000000000
10485.00000000
NS
227942.83000000
0.066159962965
Long
EC
NL
N
2
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
20539.00000000
NS
USD
518404.36000000
0.150465856981
Long
EC
CORP
CA
N
1
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
3035.00000000
NS
145786.15000000
0.042314146423
Long
EC
BE
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
39500.00000000
NS
186140.12000000
0.054026807711
Long
EC
CORP
JP
N
2
N
N
N
Genus PLC
54930022EOITNKSIGH56
Genus PLC
000000000
900.00000000
NS
60044.56000000
0.017427816728
Long
EC
CORP
GB
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
23965.07000000
0.006955814945
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1339220.98000000
USD
8673986.99000000
CNY
2022-01-20
23965.07000000
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
205.00000000
NS
USD
347928.05000000
0.100985439650
Long
EC
CORP
US
N
1
N
N
N
DCM Holdings Co Ltd
353800S1QF5V2DN70A36
DCM Holdings Co Ltd
000000000
7300.00000000
NS
67590.70000000
0.019618069183
Long
EC
CORP
JP
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
8045.00000000
NS
116077.24000000
0.033691193092
Long
EC
CORP
GB
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
1873.00000000
NS
USD
70143.85000000
0.020359116004
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1348.00000000
NS
USD
878855.56000000
0.255086116556
Long
EC
CORP
US
N
1
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
000000000
620000.00000000
PA
USD
638600.00000000
0.185352407661
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
13688.00000000
NS
464954.38000000
0.134952104268
Long
EC
CORP
AU
N
2
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
578.00000000
NS
USD
131049.94000000
0.038036990139
Long
EC
US
N
1
N
N
N
HOUSING NEW ZEALAND LTD
254900JDUJGPMP204P63
Housing New Zealand Ltd
000000000
1630000.00000000
PA
1152228.33000000
0.334432031227
Long
DBT
NUSS
NZ
N
2
2028-10-18
Fixed
3.42000000
N
N
N
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
1132.00000000
NS
USD
60086.56000000
0.017440007147
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
12831.00000000
NS
USD
717637.83000000
0.208292984058
Long
EC
CORP
GB
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
825.00000000
NS
USD
63228.00000000
0.018351803995
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
4864.00000000
NS
USD
415093.76000000
0.120480156312
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
3830.00000000
NS
USD
662628.30000000
0.192326574992
Long
EC
CORP
US
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
865000.00000000
PA
1268897.71000000
0.368295091802
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
3064.00000000
NS
USD
1445993.52000000
0.419696806131
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-125.29000000
-0.00003636517
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
54253.96000000
CAD
42764.30000000
USD
2022-01-20
-125.29000000
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
5572.00000000
NS
USD
1539097.84000000
0.446720153885
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
8220.26000000
0.002385914473
N/A
DFE
GB
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
369375.56000000
USD
279063.60000000
GBP
2022-03-24
8220.26000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-54569.99000000
-0.01583883343
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
15836225.84000000
MXN
716800.00000000
USD
2022-01-20
-54569.99000000
N
N
N
DAIMLER AG
529900R27DL06UVNT076
Daimler AG
000000000
1100000.00000000
PA
1286661.45000000
0.373450982780
Long
DBT
CORP
DE
N
2
2030-09-10
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
2578.00000000
NS
USD
408226.30000000
0.118486889407
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
896.00000000
NS
USD
2987568.64000000
0.867135985717
Long
EC
CORP
US
N
1
N
N
N
Axfood AB
549300QIXCZWZLHE8L05
Axfood AB
000000000
4582.00000000
NS
131737.74000000
0.038236622751
Long
EC
CORP
SE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1620.08000000
0.000470225068
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
463403.07000000
USD
34655135.20000000
INR
2022-01-28
1620.08000000
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
3395.00000000
NS
53420.69000000
0.015505251347
Long
EC
CORP
NO
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1968.00000000
NS
USD
235254.72000000
0.068282224813
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
12116.00000000
NS
495942.77000000
0.143946424181
Long
EC
CORP
GB
N
2
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
17070.00000000
NS
USD
207059.10000000
0.060098500960
Long
EC
CORP
US
N
1
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
5298.00000000
NS
64469.42000000
0.018712123735
Long
EC
CORP
GB
N
2
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
1911.00000000
NS
USD
527264.01000000
0.153037353158
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
12398.00000000
NS
USD
950678.64000000
0.275932625801
Long
EC
CORP
CA
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
7388.00000000
NS
USD
2007319.60000000
0.582620608842
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
89997.98000000
0.026121738612
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4830844.99000000
CAD
3908944.00000000
USD
2022-01-20
89997.98000000
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
2284.00000000
NS
USD
1503922.64000000
0.436510620515
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1392.50000000
0.000404170416
N/A
DFE
MX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
59300.00000000
USD
1246016.94000000
MXN
2022-01-20
1392.50000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
550000.00000000
PA
798069.31000000
0.231638064656
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
490.00000000
NS
USD
56781.20000000
0.016480632837
Long
EC
CORP
US
N
1
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
4480000.00000000
PA
1127738.85000000
0.327324007299
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
5482.00000000
NS
USD
341802.70000000
0.099207568729
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
2457.00000000
NS
USD
401965.20000000
0.116669617313
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-2523.86000000
-0.00073254545
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
509307.68000000
USD
696532.00000000
AUD
2022-01-20
-2523.86000000
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
1140000.00000000
PA
USD
1080909.48000000
0.313731873759
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
6843.00000000
0.001986167437
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
67889971.00000000
JPY
597100.00000000
USD
2022-01-20
6843.00000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-15901.61000000
-0.00461541136
N/A
DFE
RU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
447669.87000000
USD
32491655.25000000
RUB
2022-01-20
-15901.61000000
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAE4
830000.00000000
PA
USD
827232.58000000
0.240102647039
Long
DBT
NUSS
JP
N
2
2031-04-28
Fixed
1.75000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
11491.00000000
NS
941481.67000000
0.273263223150
Long
EC
CORP
CA
N
1
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
885000.00000000
PA
USD
957072.19000000
0.277788341250
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
1873.00000000
NS
USD
135998.53000000
0.039473308759
Long
EC
CORP
US
N
1
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
1410000.00000000
PA
USD
1403655.00000000
0.407408133067
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
504.74000000
0.000146499803
N/A
DFE
MX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
90833.90000000
USD
1875182.21000000
MXN
2022-01-20
504.74000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
20119.00000000
NS
121742.09000000
0.035335404784
Long
EC
CORP
GB
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
001317205
14796.00000000
NS
USD
596641.30000000
0.173173976613
Long
EC
CORP
HK
N
1
N
N
N
2022-01-31
LAZARD RETIREMENT SERIES INC
Christopher Snively
Christopher Snively
Chief Financial Officer and Treasurer