0001752724-24-047858.txt : 20240229
0001752724-24-047858.hdr.sgml : 20240229
20240229104843
ACCESSION NUMBER: 0001752724-24-047858
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240229
DATE AS OF CHANGE: 20240229
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brighthouse Funds Trust I
CENTRAL INDEX KEY: 0001126087
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10183
FILM NUMBER: 24700111
BUSINESS ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: 11225 NORTH COMMUNITY HOUSE RD
CITY: CHARLOTTE
STATE: NC
ZIP: 28277
BUSINESS PHONE: 9809495121
MAIL ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: 11225 NORTH COMMUNITY HOUSE RD
CITY: CHARLOTTE
STATE: NC
ZIP: 28277
FORMER COMPANY:
FORMER CONFORMED NAME: MET INVESTORS SERIES TRUST
DATE OF NAME CHANGE: 20001010
0001126087
S000032434
PanAgora Global Diversified Risk Portfolio
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28277
980-949-5089
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Universal Music Group NV
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Universal Music Group NV
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St James's Place PLC
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Square Enix Holdings Co Ltd
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Kingfisher PLC
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Kingfisher PLC
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BOC Hong Kong Holdings Ltd
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EC
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EDP - Energias de Portugal SA
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EDP - Energias de Portugal SA
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EC
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PT
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OMV AG
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OMV AG
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BHP Group Ltd
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Imperial Brands PLC
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Imperial Brands PLC
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Washington H Soul Pattinson & Co Ltd
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Washington H Soul Pattinson & Co Ltd
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United Kingdom Inflation-Linked Gilt
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Umicore SA
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Umicore SA
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ICE Futures Europe
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BRENT CRUDE FUTR APR24
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LEG Immobilien SE
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Hargreaves Lansdown PLC
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Hargreaves Lansdown PLC
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EC
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Kone Oyj
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Kone Oyj
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EC
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BT Group PLC
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BT Group PLC
000000000
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EC
CORP
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Nokia Oyj
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Nokia Oyj
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The Dreyfus Corporation
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Dreyfus Treasury & Agency Cash Management Institutional Shares
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Seiko Epson Corp
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Seiko Epson Corp
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ITOCHU Corp
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ITOCHU Corp
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EC
CORP
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SoftBank Corp
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SoftBank Corp
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L'Oreal SA
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L'Oreal SA
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Mapletree Pan Asia Commercial Trust
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Mapletree Pan Asia Commercial Trust
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Boliden AB
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United States Treasury
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MS&AD Insurance Group Holdings Inc
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Chocoladefabriken Lindt & Spruengli AG
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Amundi SA
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Yakult Honsha Co Ltd
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Italy Buoni Poliennali Del Tesoro
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Ampol Ltd
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Chugai Pharmaceutical Co Ltd
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Chugai Pharmaceutical Co Ltd
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EC
CORP
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Azbil Corp
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Azbil Corp
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EC
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Amplifon SpA
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Amplifon SpA
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KBC Group NV
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KBC Group NV
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Mercury NZ Ltd
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Mercury NZ Ltd
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La Francaise des Jeux SAEM
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La Francaise des Jeux SAEM
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UNITED KINGDOM I/L GILT
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United Kingdom Inflation-Linked Gilt
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Beiersdorf AG
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Beiersdorf AG
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Argenx SE
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Argenx SE
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Parkland Corp
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Parkland Corp
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EC
CORP
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Swire Properties Ltd
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Swire Properties Ltd
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EC
CORP
HK
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N
N
N
Marubeni Corp
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Marubeni Corp
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EC
CORP
JP
N
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N
N
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REA Group Ltd
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REA Group Ltd
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EC
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AU
N
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N
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MEG Energy Corp
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MEG Energy Corp
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EC
CORP
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N
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N
N
N
Rolls-Royce Holdings PLC
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Rolls-Royce Holdings PLC
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EC
CORP
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N
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Mitsui Chemicals Inc
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Mitsui Chemicals Inc
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EC
CORP
JP
N
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N
N
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Keisei Electric Railway Co Ltd
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Keisei Electric Railway Co Ltd
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EC
CORP
JP
N
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N
N
N
Heineken Holding NV
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Heineken Holding NV
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EC
CORP
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N
N
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Snam SpA
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Snam SpA
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EC
CORP
IT
N
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N
N
N
Aisin Corp
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Aisin Corp
000000000
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EC
CORP
JP
N
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N
N
N
Ricoh Co Ltd
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Ricoh Co Ltd
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EC
CORP
JP
N
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N
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BP PLC
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BP PLC
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EC
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GB
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N
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TOPPAN Holdings Inc
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TOPPAN Holdings Inc
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EC
CORP
JP
N
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N
N
N
Bank of Montreal
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Bank of Montreal
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EC
CORP
CA
N
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N
N
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Stora Enso Oyj
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Stora Enso Oyj
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EC
CORP
FI
N
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N
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N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
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274302.40000000
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EC
CORP
AU
N
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N
N
N
Toromont Industries Ltd
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Toromont Industries Ltd
891102105
4128.00000000
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EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
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EC
CORP
NL
N
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N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
11322.00000000
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EC
CORP
ES
N
2
N
N
N
Brookfield Corp
C6J3FGIWG6MBDGTE8F80
Brookfield Corp
11271J107
3596.00000000
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144241.65000000
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EC
CORP
CA
N
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N
N
N
Svenska Cellulosa AB SCA
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Svenska Cellulosa AB SCA
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EC
CORP
SE
N
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N
N
N
FRANCE (GOVT OF)
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French Republic Government Bond OAT
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DBT
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Y
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2038-07-25
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0.10000000
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N
N
N
N
N
Nomura Real Estate Master Fund Inc
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
306.00000000
NS
357406.89000000
0.018224733897
Long
EC
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
10714.00000000
NS
312658.73000000
0.015942955534
Long
EC
CORP
GB
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR24
000000000
401.00000000
NC
USD
1310361.94000000
0.066817395899
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAH24 Comdty
2024-03-18
22559163.06000000
USD
1310361.94000000
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
36000.00000000
NS
309805.09000000
0.015797443987
Long
EC
CORP
JP
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
75506.00000000
NS
153137.24000000
0.007808706342
Long
EC
AU
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
3770.00000000
NS
609882.81000000
0.031098874230
Long
EC
CORP
CH
N
2
N
N
N
State Street Global Advisors
549300PNASLVKQG64331
State Street Institutional Treasury Plus Money Market Fund
857492854
218221539.15000000
NS
USD
218221539.15000000
11.12745610969
Long
STIV
RF
US
N
1
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
830900.00000000
NS
1552736.31000000
0.079176442466
Long
EC
CORP
SG
N
2
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
134156.00000000
NS
496250.95000000
0.025304608733
Long
EC
CORP
GB
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
10173.00000000
NS
701042.73000000
0.035747260510
Long
EC
CORP
IE
N
2
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
201000.00000000
NS
278883.83000000
0.014220720787
Long
EC
CORP
HK
N
2
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
2460.00000000
NS
209223.87000000
0.010668650947
Long
EC
CORP
DE
N
2
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
53134.00000000
NS
443330.20000000
0.022606097279
Long
EC
CORP
IT
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
14868.00000000
NS
266189.69000000
0.013573426820
Long
EC
CORP
NO
N
2
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
000000000
394900.00000000
NS
1585286.44000000
0.080836224284
Long
EC
CORP
SG
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
9000.00000000
NS
370136.10000000
0.018873816138
Long
EC
CORP
JP
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
5299120.00000000
PA
6182172.12000000
0.315238583669
Long
DBT
NUSS
FR
Y
2
2027-07-25
Fixed
1.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGK1
9296100.00000000
PA
USD
8793161.28000000
0.448376986936
Long
DBT
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
000000000
77212.00000000
NS
297479.34000000
0.015168934800
Long
EC
CORP
AU
N
2
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
18700.00000000
NS
696025.90000000
0.035491444536
Long
EC
CORP
JP
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
6251.00000000
NS
581309.34000000
0.029641868498
Long
EC
CORP
FR
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
4337.00000000
NS
USD
662650.23000000
0.033789567148
Long
EC
CORP
IL
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
12473.00000000
NS
603492.50000000
0.030773022371
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
2217.00000000
NS
168475.77000000
0.008590841873
Long
EC
CORP
AU
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR24
000000000
10.00000000
NC
-20590.64000000
-0.00104994879
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXH4 Index
2024-03-15
4246901.78000000
EUR
-20590.64000000
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
8000.00000000
NS
142035.69000000
0.007242621020
Long
EC
CORP
JP
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
9033280.00000000
PA
9748033.98000000
0.497067432897
Long
DBT
NUSS
FR
Y
2
2032-03-01
Fixed
0.10000000
N
N
N
N
N
N
Disco Corp
N/A
Disco Corp
000000000
2268.00000000
NS
558102.88000000
0.028458534964
Long
EC
CORP
JP
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
22200.00000000
NS
165016.87000000
0.008414467176
Long
EC
CORP
SG
N
2
N
N
N
ARC Resources Ltd
5493000OCGNQZEVTDT08
ARC Resources Ltd
00208D408
46922.00000000
NS
696544.09000000
0.035517867851
Long
EC
CORP
CA
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
3012.00000000
NS
277583.82000000
0.014154431252
Long
EC
CORP
AU
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT MAR24
000000000
13.00000000
NC
USD
-8202.87000000
-0.00041827711
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOH4 Comdty
2024-02-29
1370582.07000000
USD
-8202.87000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
1811.00000000
NS
592211.96000000
0.030197810070
Long
EC
CORP
CH
N
2
N
N
N
Daiwa House REIT Investment Corp
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp
000000000
9.00000000
NS
16046.65000000
0.000818243672
Long
EC
JP
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
3373.00000000
NS
518853.24000000
0.026457134698
Long
EC
CORP
DE
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
1208993.85000000
PA
1625454.14000000
0.082884437858
Long
DBT
NUSS
GB
Y
2
2027-11-22
Fixed
1.25000000
N
N
N
N
N
N
Tourmaline Oil Corp
894500GP43D062PMZ018
Tourmaline Oil Corp
89156V106
11328.00000000
NS
509441.55000000
0.025977217969
Long
EC
CORP
CA
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
2448.00000000
NS
175570.68000000
0.008952622383
Long
EC
CORP
ES
N
2
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
15500.00000000
NS
223689.17000000
0.011406259121
Long
EC
CORP
JP
N
2
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
11200.00000000
NS
385666.39000000
0.019665729810
Long
EC
CORP
JP
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
1744940.00000000
PA
2202380.21000000
0.112302796594
Long
DBT
NUSS
GB
Y
2
2040-03-22
Fixed
0.62500000
N
N
N
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
2825.00000000
NS
417213.43000000
0.021274362506
Long
EC
CORP
ES
N
2
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
240.00000000
NS
166846.81000000
0.008507778666
Long
EC
CORP
CH
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
3381.00000000
NS
429565.03000000
0.021904189825
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
4600.00000000
NS
138018.74000000
0.007037790484
Long
EC
CORP
JP
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
8408.00000000
NS
660261.15000000
0.033667744239
Long
EC
CORP
CH
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3094050.00000000
PA
3413579.75000000
0.174063747295
Long
DBT
NUSS
IT
Y
2
2028-05-15
Fixed
1.30000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
15075.00000000
NS
307351.38000000
0.015672325493
Long
EC
CORP
ES
N
2
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
15871.00000000
NS
290472.81000000
0.014811660924
Long
EC
CORP
FR
N
2
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp Ltd
000000000
48000.00000000
NS
187143.48000000
0.009542737476
Long
EC
CORP
HK
N
2
N
N
N
Daiwa House Industry Co Ltd
353800K9WXR9XRZJZI46
Daiwa House Industry Co Ltd
000000000
9100.00000000
NS
274924.31000000
0.014018818696
Long
EC
CORP
JP
N
2
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037X100
179.00000000
NS
443804.63000000
0.022630289204
Long
EC
CORP
CA
N
1
N
N
N
Aeroports de Paris SA
969500PJMBSFHYC37989
Aeroports de Paris SA
000000000
1227.00000000
NS
158914.82000000
0.008103314144
Long
EC
CORP
FR
N
2
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
53500.00000000
NS
440974.28000000
0.022485965250
Long
EC
CORP
HK
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
15034.00000000
NS
2675408.10000000
0.136423225334
Long
EC
CORP
CH
N
2
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
23315.00000000
NS
563585.86000000
0.028738120653
Long
EC
CORP
CA
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
4400.00000000
NS
257778.20000000
0.013144511846
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
16973.00000000
NS
152084.21000000
0.007755010703
Long
EC
CORP
IL
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1022630.00000000
PA
1175038.15000000
0.059917025112
Long
DBT
NUSS
IT
Y
2
2039-05-15
Fixed
2.40000000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
59626.00000000
NS
436731.51000000
0.022269619800
Long
EC
CORP
AU
N
2
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
2700.00000000
NS
255837.63000000
0.013045559160
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
5400.00000000
NS
314213.34000000
0.016022227519
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
52631.00000000
NS
1709938.31000000
0.087192417251
Long
EC
CORP
GB
N
2
N
N
N
TFI International Inc
5493007R9W7KO7SJN678
TFI International Inc
87241L109
3547.00000000
NS
482480.87000000
0.024602450911
Long
EC
CORP
CA
N
1
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
5600.00000000
NS
94447.26000000
0.004816012866
Long
EC
CORP
JP
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
3710580.00000000
PA
3597899.11000000
0.183462478495
Long
DBT
NUSS
FR
Y
2
2047-07-25
Fixed
0.10000000
N
N
N
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
000000000
14367.00000000
NS
513764.79000000
0.026197666709
Long
EC
CORP
AU
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
6438.00000000
NS
374462.48000000
0.019094424991
Long
EC
CORP
DE
Y
2
N
N
N
Covivio SA/France
969500P8M3W2XX376054
Covivio SA/France
000000000
1553.00000000
NS
83935.14000000
0.004279983497
Long
EC
FR
N
2
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAR24
000000000
26.00000000
NC
USD
-26073.84000000
-0.00132954570
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIH4 Comdty
2024-03-26
3157253.84000000
USD
-26073.84000000
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
47811.00000000
NS
1215664.71000000
0.061988636673
Long
EC
CORP
PT
N
2
N
N
N
WI TSY BILL
254900HROIFWPRGM1V77
United States Treasury Bill - WI Post Auction
912797JB4
160000000.00000000
PA
USD
159341315.20000000
8.125061798459
Long
STIV
UST
US
N
2
2024-01-30
None
0.00000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
16700.00000000
NS
299714.95000000
0.015282932035
Long
EC
CORP
JP
N
2
N
N
N
Daifuku Co Ltd
3538006FG1W4X3MYHL36
Daifuku Co Ltd
000000000
7800.00000000
NS
157172.68000000
0.008014479712
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
4333450.00000000
PA
USD
4847354.36000000
0.247174147424
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
7800.00000000
NS
190645.71000000
0.009721321638
Long
EC
CORP
JP
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR24
000000000
1378.00000000
NC
3252424.40000000
0.165846185037
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMH4 Comdty
2024-03-15
155992562.70000000
AUD
3252424.40000000
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd
87262K105
23240.00000000
NS
562123.69000000
0.028663562327
Long
EC
CORP
CA
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
1113.00000000
NS
229151.67000000
0.011684800502
Long
EC
CORP
DE
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
17078.00000000
NS
137268.77000000
0.006999548345
Long
EC
CORP
IL
N
2
N
N
N
Capcom Co Ltd
529900JJWQKXS3TC8744
Capcom Co Ltd
000000000
21600.00000000
NS
697483.27000000
0.035565758102
Long
EC
CORP
JP
N
2
N
N
N
Syensqo SA
549300060XNJ90PLNS10
Syensqo SA
000000000
6011.00000000
NS
625494.69000000
0.031894948303
Long
EC
CORP
BE
N
1
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
377.00000000
NS
291265.55000000
0.014852083971
Long
EC
CORP
DE
N
2
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
2236.00000000
NS
191293.13000000
0.009754334592
Long
EC
CORP
CA
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
12290.00000000
NS
USD
497745.00000000
0.025380792670
Long
EC
CORP
KY
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
17608833.00000000
PA
USD
16931528.61000000
0.863365010675
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
21932.00000000
NS
721320.96000000
0.036781279037
Long
EC
CORP
GB
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
3540940.00000000
PA
4032412.20000000
0.205618977606
Long
DBT
NUSS
GB
Y
2
2050-03-22
Fixed
0.50000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR24
000000000
38.00000000
NC
246306.98000000
0.012559576475
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH4 Index
2024-03-14
9328670.94000000
CAD
246306.98000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAR24
000000000
53.00000000
NC
USD
180983.16000000
0.009228613166
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Futures
CCH4 Comdty
2024-03-13
2042896.84000000
USD
180983.16000000
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
4642.00000000
NS
179454.87000000
0.009150683279
Long
EC
CORP
IL
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
4753160.00000000
PA
3328835.50000000
0.169742506018
Long
DBT
NUSS
IT
Y
2
2051-05-15
Fixed
0.15000000
N
N
N
N
N
N
Seatrium Ltd
254900MQNHWMN6X1NV39
Seatrium Ltd
000000000
1612685.00000000
NS
143965.51000000
0.007341025547
Long
EC
CORP
SG
N
2
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
20000.00000000
NS
232363.89000000
0.011848596602
Long
EC
CORP
HK
N
2
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
9584.00000000
NS
213771.09000000
0.010900520777
Long
EC
CORP
SE
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
29000.00000000
NS
379265.25000000
0.019339325713
Long
EC
CORP
ES
N
2
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
000000000
120828.00000000
NS
756658.48000000
0.038583194211
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
174000.00000000
NS
908324.80000000
0.046316896053
Long
EC
CORP
JP
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
4197830.00000000
PA
4329329.92000000
0.220759274528
Long
DBT
NUSS
IT
Y
2
2030-05-15
Fixed
0.40000000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
1400.00000000
NS
211352.04000000
0.010777169650
Long
EC
CORP
JP
N
2
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
000000000
8300.00000000
NS
506765.60000000
0.025840767111
Long
EC
CORP
JP
N
2
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
3657.00000000
NS
236302.28000000
0.012049421242
Long
EC
CORP
CA
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
3482.00000000
NS
167655.26000000
0.008549002790
Long
EC
CORP
CA
N
1
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
153123.00000000
NS
770666.23000000
0.039297471198
Long
EC
CORP
IL
N
2
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
517000.00000000
NS
679476.87000000
0.034647583725
Long
EC
SG
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
9639.00000000
NS
427852.25000000
0.021816852506
Long
EC
CORP
ES
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
36900.00000000
NS
192064.10000000
0.009793647553
Long
EC
CORP
JP
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
10120.00000000
NS
771474.62000000
0.039338692263
Long
EC
CORP
NZ
N
2
N
N
N
Nomura Real Estate Holdings Inc
353800UZ91CT24OL9P59
Nomura Real Estate Holdings Inc
000000000
4800.00000000
NS
125927.21000000
0.006421224539
Long
EC
CORP
JP
N
2
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
2828.00000000
NS
233665.29000000
0.011914957015
Long
EC
CORP
NL
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
120724.00000000
NS
1373411.25000000
0.070032378400
Long
EC
CORP
FR
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR24
000000000
308.00000000
NC
USD
898624.52000000
0.045822263669
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXH4 Comdty
2024-03-18
19610325.48000000
USD
898624.52000000
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
4611.00000000
NS
191909.01000000
0.009785739272
Long
EC
CORP
DE
N
2
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
14100.00000000
NS
283063.43000000
0.014433845100
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
881.00000000
NS
39150.84000000
0.001996362299
Long
EC
CORP
CH
N
2
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
5567.00000000
NS
270987.13000000
0.013818055757
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
5443.00000000
NS
145116.01000000
0.007399691333
Long
EC
CORP
FR
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
1343.00000000
NS
699356.09000000
0.035661256110
Long
EC
CORP
NL
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
2900.00000000
NS
209587.09000000
0.010687172101
Long
EC
CORP
JP
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
88388.00000000
NS
946597.72000000
0.048268491844
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1970.88000000
-0.00010049824
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
86430000.00000000
HKD
11073500.47000000
USD
2024-01-31
-1970.88000000
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
22400.00000000
NS
499765.94000000
0.025483843547
Long
EC
CORP
JP
N
2
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
5789.00000000
NS
299662.28000000
0.015280246310
Long
EC
CORP
CA
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
2457.00000000
NS
253637.97000000
0.012933395071
Long
EC
CORP
GB
N
2
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
8208.00000000
NS
566267.71000000
0.028874872360
Long
EC
CORP
GB
N
2
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
12200.00000000
NS
USD
502187.33000000
0.025607313994
Long
EC
CORP
BM
N
2
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
6000.00000000
NS
245938.51000000
0.012540787615
Long
EC
CORP
JP
N
2
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
10700.00000000
NS
169810.72000000
0.008658913052
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810TP3
1035060.00000000
PA
USD
937254.07000000
0.047792044580
Long
DBT
UST
US
N
2
2053-02-15
Fixed
1.50000000
N
N
N
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
22300.00000000
NS
658013.07000000
0.033553111139
Long
EC
CORP
JP
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
1394.00000000
NS
206166.83000000
0.010512767717
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1500.00000000
NS
266625.90000000
0.013595669847
Long
EC
CORP
JP
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
25700.00000000
NS
170765.00000000
0.008707573276
Long
EC
CORP
JP
N
2
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
9755.00000000
NS
399155.24000000
0.020353547277
Long
EC
CORP
FR
N
2
N
N
N
Avolta AG
549300X53WDBVW7TIF57
Avolta AG
000000000
10613.00000000
NS
418637.96000000
0.021347001510
Long
EC
CORP
CH
N
2
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
297851.00000000
NS
1043389.90000000
0.053204075833
Long
EC
CORP
NZ
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
441.00000000
NS
745299.40000000
0.038003977033
Long
EC
CORP
CH
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
101210.00000000
NS
869813.38000000
0.044353138774
Long
EC
CORP
SE
N
2
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
16600.00000000
NS
301475.75000000
0.015372717969
Long
EC
CORP
JP
N
2
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
11795.00000000
NS
192540.55000000
0.009817942480
Long
EC
CORP
CA
N
1
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
2200.00000000
NS
254657.65000000
0.012985390142
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
14782446.00000000
PA
USD
14069897.51000000
0.717445984572
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
800270.00000000
NS
615636.43000000
0.031392260273
Long
EC
CORP
HK
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
1386.00000000
NS
441484.41000000
0.022511977573
Long
EC
CORP
DK
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
68479.00000000
NS
993754.09000000
0.050673068586
Long
EC
CORP
FI
N
2
N
N
N
Oji Holdings Corp
529900LVC9GIIYUGE243
Oji Holdings Corp
000000000
243400.00000000
NS
935597.03000000
0.047707549530
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
5312.00000000
NS
230956.73000000
0.011776843323
Long
EC
CORP
BE
N
2
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
15752.00000000
NS
567050.60000000
0.028914793141
Long
EC
CORP
CA
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
3729.00000000
NS
515168.05000000
0.026269221121
Long
EC
CORP
DK
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
4771040.00000000
PA
5225381.12000000
0.266450320603
Long
DBT
NUSS
FR
Y
2
2029-03-01
Fixed
0.10000000
N
N
N
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
000000000
6600.00000000
NS
363585.86000000
0.018539809200
Long
EC
CORP
JP
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
3277.00000000
NS
360762.40000000
0.018395836578
Long
EC
CORP
FR
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
48650.00000000
NS
482986.66000000
0.024628241930
Long
EC
CORP
GB
N
2
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
14937.00000000
NS
146580.45000000
0.007474365409
Long
EC
CORP
SE
N
2
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
16700.00000000
NS
428047.33000000
0.021826799939
Long
EC
CORP
JP
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
7171.00000000
NS
416711.75000000
0.021248781062
Long
EC
CORP
DE
Y
2
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
3212.00000000
NS
140567.51000000
0.007167756235
Long
EC
CORP
FI
N
2
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 IND FUTURE JAN24
000000000
253.00000000
NC
122764.09000000
0.006259932125
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Futures
QCF4 Index
2024-01-19
59513420.23000000
SEK
122764.09000000
N
N
N
CONSTELLATION SOFTWARE INC
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC
000000000
179.00000000
NS
0.00000000
0.000000
N/A
DE
CA
N
2
N/A
N/A
Call
Purchased
Constellation Software, Inc.
Constellation Software, Inc.
1.00000000
1.00000000
CAD
2040-03-31
XXXX
0.00000000
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
18700.00000000
NS
699894.53000000
0.035688712004
Long
EC
CORP
JP
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
6391.00000000
NS
239998.37000000
0.012237890626
Long
EC
CORP
DE
N
2
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
16800.00000000
NS
450071.61000000
0.022949852273
Long
EC
CORP
JP
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
10206.00000000
NS
206209.03000000
0.010514919561
Long
EC
CORP
SE
N
2
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
129000.00000000
NS
2957238.32000000
0.150794187136
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
1289500.00000000
NS
1574340.41000000
0.080278069168
Long
EC
CORP
JP
N
2
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
24624.00000000
NS
610213.07000000
0.031115714701
Long
EC
CORP
SE
N
2
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
1990000.00000000
NS
2380412.85000000
0.121380958151
Long
EC
CORP
KY
N
2
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
5862.00000000
NS
1032361.42000000
0.052641716464
Long
EC
CORP
IE
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
9488.00000000
NS
292062.33000000
0.014892713024
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
2349.00000000
NS
215646.59000000
0.010996155442
Long
EC
CORP
DE
N
2
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
25675T107
4255.00000000
NS
306637.45000000
0.015635921090
Long
EC
CORP
CA
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
40341.00000000
NS
383482.38000000
0.019554363739
Long
EC
CORP
JE
N
2
N
N
N
Sumitomo Realty & Development Co Ltd
353800SO2DCLOI3LNZ64
Sumitomo Realty & Development Co Ltd
000000000
5900.00000000
NS
174862.19000000
0.008916495374
Long
EC
CORP
JP
N
2
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
291843407
14251.00000000
NS
376965.06000000
0.019222035443
Long
EC
CORP
CA
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
36926.00000000
NS
2508326.21000000
0.127903459572
Long
EC
CORP
FR
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
1687.00000000
NS
124278.56000000
0.006337157308
Long
EC
XX
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR24
000000000
36.00000000
NC
-29604.26000000
-0.00150956731
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH4 Index
2024-03-07
855934200.00000000
JPY
-29604.26000000
N
N
N
ILA GOVT
N/A
ILA GOVT
000000000
258734270.38000000
NS
USD
258734270.38000000
13.19326336410
Long
STIV
RF
US
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
6458.00000000
NS
685838.09000000
0.034971952239
Long
EC
CORP
CA
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
5509.00000000
NS
569822.50000000
0.029056136638
Long
EC
CORP
DK
N
2
N
N
N
CONTRA ABIOMED INC
N/A
CONTRA ABIOMED INC
003CVR016
1165.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
ABIOMED Inc.
ABIOMED Inc.
2499-12-31
XXXX
-1188.30000000
N
N
N
Lottery Corp Ltd/The
N/A
Lottery Corp Ltd/The
000000000
75512.00000000
NS
248461.29000000
0.012669428096
Long
EC
CORP
AU
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
14261.00000000
NS
250276.27000000
0.012761976753
Long
EC
CORP
SE
N
2
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
44359.00000000
NS
123804.36000000
0.006312977112
Long
EC
CORP
GB
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
7389.00000000
NS
214811.68000000
0.010953582081
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
4885.00000000
NS
134890.96000000
0.006878300111
Long
EC
CORP
DE
Y
2
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
151817.00000000
NS
367908.54000000
0.018760229385
Long
EC
CORP
AU
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE MAR24
000000000
19.00000000
NC
USD
2086.99000000
0.000106418870
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLH4 Comdty
2024-02-20
1362873.01000000
USD
2086.99000000
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
19000.00000000
NS
526002.33000000
0.026821677930
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
7862.00000000
NS
311809.20000000
0.015899636677
Long
EC
CORP
GB
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR24
000000000
307.00000000
NC
1120402.12000000
0.057131048860
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXH4 Comdty
2024-03-07
41111637.18000000
EUR
1120402.12000000
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
23306.00000000
NS
544292.06000000
0.027754299745
Long
EC
CORP
NL
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
92.00000000
NS
163189.77000000
0.008321300501
Long
EC
CORP
DK
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
10000.00000000
NS
371421.11000000
0.018939340799
Long
EC
CORP
JP
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P148
10304.00000000
NS
606785.49000000
0.030940937059
Long
EC
CORP
CA
N
1
N
N
N
LY Corp
52990078MD2OL792YM35
LY Corp
000000000
147000.00000000
NS
519739.04000000
0.026502303020
Long
EC
CORP
JP
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
939.00000000
NS
345476.93000000
0.017616406659
Long
EP
CORP
DE
N
2
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
530662.83000000
NS
USD
530662.83000000
0.027059324083
Long
STIV
RF
US
N
1
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
12600.00000000
NS
517787.87000000
0.026402809823
Long
EC
CORP
JP
N
2
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
7275.00000000
NS
307515.00000000
0.015680668731
Long
EC
CORP
CA
N
1
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd
000000000
2898.00000000
NS
187047.00000000
0.009537817811
Long
EC
CORP
IL
N
2
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
12071.00000000
NS
170263.00000000
0.008681975514
Long
EC
CORP
CA
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
20594.00000000
NS
1457045.31000000
0.074297009360
Long
EC
CORP
DE
Y
2
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
16650.00000000
NS
533408.17000000
0.027199313245
Long
EC
CORP
CA
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
41848.00000000
NS
311481.91000000
0.015882947650
Long
EC
CORP
IT
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
7162.00000000
NS
312380.81000000
0.015928783961
Long
EC
CORP
ES
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
5404.00000000
NS
271153.47000000
0.013826537692
Long
EC
CORP
NL
N
2
N
N
N
Japan Post Bank Co Ltd
5493006JVO6N2HC2XZ76
Japan Post Bank Co Ltd
000000000
37600.00000000
NS
382758.33000000
0.019517443302
Long
EC
CORP
JP
N
2
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
22186.00000000
NS
788248.88000000
0.040194037902
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
321.00000000
NS
142453.71000000
0.007263936510
Long
EC
CORP
FR
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
81652.00000000
NS
474244.51000000
0.024182466088
Long
EC
CORP
AU
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
16878.00000000
NS
645569.27000000
0.032918582398
Long
EC
CORP
FR
N
2
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
8200.00000000
NS
174089.14000000
0.008877076351
Long
EC
CORP
JP
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
15410.00000000
NS
530549.19000000
0.027053529402
Long
EC
CORP
CA
N
1
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
000000000
53158.00000000
NS
306794.38000000
0.015643923195
Long
EC
CORP
AU
N
2
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
84500.00000000
NS
451797.80000000
0.023037873390
Long
EC
CORP
SG
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
12549.00000000
NS
900153.50000000
0.045900228741
Long
EC
CORP
DE
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
23231.00000000
NS
1007269.24000000
0.051362227131
Long
EC
CORP
FI
N
2
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
6726.00000000
NS
146285.51000000
0.007459325959
Long
EC
CORP
DK
N
2
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
62852.00000000
NS
771754.53000000
0.039352965309
Long
EC
CORP
GB
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
57.00000000
NS
73479.62000000
0.003746840250
Long
EC
CORP
NL
N
2
N
N
N
M3 Inc
3538001UOKRWIODYM055
M3 Inc
000000000
22141.00000000
NS
364622.79000000
0.018592683875
Long
EC
CORP
JP
N
2
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
12269.00000000
NS
1064089.26000000
0.054259568434
Long
EC
CORP
IE
N
2
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
15200.00000000
NS
388857.80000000
0.019828464776
Long
EC
CORP
JP
N
2
N
N
N
Monday.com Ltd
984500MDAFVD86E3B328
Monday.com Ltd
000000000
917.00000000
NS
USD
172221.77000000
0.008781856246
Long
EC
CORP
IL
N
1
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1231.00000000
NS
164438.59000000
0.008384979778
Long
EC
CORP
GB
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
4724320.00000000
PA
5164198.43000000
0.263330519963
Long
DBT
NUSS
FR
Y
2
2026-03-01
Fixed
0.10000000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
14700.00000000
NS
409625.65000000
0.020887449788
Long
EC
CORP
JP
N
2
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
94000.00000000
NS
544189.25000000
0.027749057303
Long
EC
CORP
HK
N
2
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd
000000000
30500.00000000
NS
646124.21000000
0.032946879653
Long
EC
CORP
AU
N
2
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
99473.15000000
0.005072290824
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
33150000.00000000
CAD
25127675.50000000
USD
2024-01-31
99473.15000000
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
248000.00000000
NS
270385.87000000
0.013787396573
Long
EC
CORP
HK
N
2
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
14600.00000000
NS
279993.72000000
0.014277315806
Long
EC
CORP
JP
N
2
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
17427.00000000
NS
321899.29000000
0.016414146079
Long
EC
CORP
GB
N
2
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
2900.00000000
NS
164558.78000000
0.008391108453
Long
EC
CORP
JP
N
2
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
28277.00000000
NS
1311345.09000000
0.066867528248
Long
EC
CORP
FI
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR24
000000000
-271.00000000
NC
USD
-1295125.26000000
-0.06604045385
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXH4 Comdty
2024-03-18
-16750087.24000000
USD
-1295125.26000000
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
28672.00000000
NS
601981.09000000
0.030695953222
Long
EC
CORP
CA
N
1
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
11870.00000000
NS
266351.52000000
0.013581678784
Long
EC
CORP
GB
N
2
N
N
N
Open House Group Co Ltd
529900WQOGPBIJEHW865
Open House Group Co Ltd
000000000
3900.00000000
NS
115257.33000000
0.005877150742
Long
EC
CORP
JP
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
6107.00000000
NS
208613.98000000
0.010637551707
Long
EC
CORP
GB
N
2
N
N
N
JSR Corp
353800TL8FC0AWR22506
JSR Corp
000000000
7100.00000000
NS
202273.31000000
0.010314231069
Long
EC
CORP
JP
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
3305.00000000
NS
455869.62000000
0.023245501832
Long
EC
CORP
CH
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
1458.00000000
NS
288501.10000000
0.014711120361
Long
EC
CORP
FR
N
2
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
548388.00000000
NS
USD
60684616.08000000
3.094403075855
Long
EC
RF
US
N
1
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
341.00000000
NS
339028.63000000
0.017287597800
Long
EC
JP
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
539.00000000
NS
116172.00000000
0.005923791190
Long
EC
CORP
DE
N
2
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
53596.00000000
NS
182307.01000000
0.009296118339
Long
EC
CORP
KY
N
2
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
000000000
7239.00000000
NS
264260.99000000
0.013475079404
Long
EC
CORP
NL
N
2
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
1726.00000000
NS
USD
378080.30000000
0.019278903267
Long
EC
CORP
IL
N
1
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
000000000
110275.00000000
NS
297131.76000000
0.015151211154
Long
EC
CORP
AU
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
14344.00000000
NS
304733.70000000
0.015538845913
Long
EC
CORP
NO
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1856895.00000000
PA
1990258.67000000
0.101486388940
Long
DBT
NUSS
IT
Y
2
2032-09-15
Fixed
1.25000000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
14000.00000000
NS
461218.26000000
0.023518237315
Long
EC
CORP
JP
N
2
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
116860.00000000
NS
610258.77000000
0.031118045015
Long
EC
CORP
AU
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
17900.00000000
NS
326652.81000000
0.016656535466
Long
EC
CORP
JP
N
2
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
74002.00000000
NS
262262.75000000
0.013373186034
Long
EC
CORP
AU
N
2
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
23237.00000000
NS
223270.23000000
0.011384896718
Long
EC
CORP
GB
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
34500.00000000
NS
371280.50000000
0.018932170876
Long
EC
CORP
HK
N
2
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
6300.00000000
NS
234732.60000000
0.011969380814
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
3177.00000000
NS
349443.83000000
0.017818685067
Long
EC
CORP
DE
N
2
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
13600.00000000
NS
269257.93000000
0.013729881156
Long
EC
CORP
JP
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
9513.00000000
NS
259941.91000000
0.013254842788
Long
EC
CORP
GB
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
28000.00000000
NS
335721.87000000
0.017118980958
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas REIT
000000000
110100.00000000
NS
252102.43000000
0.012855095495
Long
EC
SG
N
2
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
51893.00000000
NS
710386.40000000
0.036223708794
Long
EC
CORP
GB
N
2
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
38067.24000000
0.001941107848
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
17420000.00000000
AUD
11919617.58000000
USD
2024-01-31
38067.24000000
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
12100.00000000
NS
605441.54000000
0.030872406956
Long
EC
CORP
JP
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
1324.00000000
NS
103078.25000000
0.005256120487
Long
EC
CORP
CA
N
1
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
6291500.00000000
PA
6879450.67000000
0.350793902780
Long
DBT
NUSS
DE
Y
2
2046-04-15
Fixed
0.10000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
2710.00000000
NS
274057.58000000
0.013974622784
Long
EC
CORP
CA
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
2632.00000000
NC
USD
5630158.19000000
0.287090533747
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
280661530.63000000
USD
5630158.19000000
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
7721040.00000000
PA
9983560.63000000
0.509077303558
Long
DBT
NUSS
GB
Y
2
2031-08-10
Fixed
0.12500000
N
N
N
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
7700.00000000
NS
151657.57000000
0.007733255665
Long
EC
CORP
JP
N
2
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
41365.00000000
NS
234924.90000000
0.011979186490
Long
EC
CORP
GB
N
2
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
9500.00000000
NS
240876.32000000
0.012282658664
Long
EC
CORP
JP
N
2
N
N
N
BlackRock Liquidity Funds
5493007YVNX55LTRQ706
BlackRock Liquidity Funds: T-Fund, Institutional Shares
09248U718
250910994.34000000
NS
USD
250910994.34000000
12.79434233592
Long
STIV
RF
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
10463.00000000
NS
413405.49000000
0.021080189716
Long
EC
CORP
ES
Y
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
4981680.00000000
PA
5508435.64000000
0.280883711369
Long
DBT
NUSS
IT
Y
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
12100.00000000
NS
174023.93000000
0.008873751191
Long
EC
CORP
JP
N
2
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876101
12898.00000000
NS
489618.81000000
0.024966425587
Long
EC
CORP
CA
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
10294.00000000
NS
889632.85000000
0.045363764414
Long
EC
CORP
IE
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
1799.00000000
NS
349961.86000000
0.017845100224
Long
EC
CORP
FR
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
7164.00000000
NS
829142.54000000
0.042279269307
Long
EC
CORP
CH
N
2
N
N
N
Concordia Financial Group Ltd
N/A
Concordia Financial Group Ltd
000000000
40400.00000000
NS
184258.39000000
0.009395622244
Long
EC
CORP
JP
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
655781.00000000
NS
2148096.36000000
0.109534778548
Long
EC
CORP
NZ
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT MAR24
000000000
17.00000000
NC
USD
-10547.88000000
-0.00053785282
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Feeder Cattle Futures
FCH4 Comdty
2024-03-28
1906897.88000000
USD
-10547.88000000
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG
000000000
5290.00000000
NS
409832.57000000
0.020898000961
Long
EC
CORP
CH
N
2
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
84000.00000000
NS
469496.83000000
0.023940374491
Long
EC
CORP
HK
N
2
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
9277.00000000
NS
1161379.47000000
0.059220547749
Long
EC
CORP
BE
N
2
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
652.00000000
NS
285799.89000000
0.014573381456
Long
EC
CORP
JP
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
7423.00000000
NS
406989.13000000
0.020753009528
Long
EC
CORP
CA
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
21557.00000000
NS
580396.88000000
0.029595340742
Long
EC
CORP
NL
N
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
32375.00000000
NS
641621.46000000
0.032717277419
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
3303.00000000
NS
469370.78000000
0.023933947006
Long
EC
CORP
NL
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
158000.00000000
NS
3297744.37000000
0.168157120883
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR24
000000000
91.00000000
NC
USD
1115168.87000000
0.056864197293
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNH4 Comdty
2024-03-19
11041862.38000000
USD
1115168.87000000
N
N
N
Pan Pacific International Holdings Corp
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
43600.00000000
NS
1037660.83000000
0.052911941633
Long
EC
CORP
JP
N
2
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
11000.00000000
NS
585262.61000000
0.029843451891
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAR24
000000000
-109.00000000
NC
USD
-1096.54000000
-0.00005591428
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNH4 Comdty
2024-03-18
-10850725.46000000
USD
-1096.54000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
2485460.00000000
PA
2827263.64000000
0.144166575798
Long
DBT
NUSS
FR
Y
2
2030-07-25
Fixed
0.70000000
N
N
N
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN24
000000000
54.00000000
NC
144446.79000000
0.007365566763
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Futures
HIF4 Index
2024-01-30
45128487.26000000
HKD
144446.79000000
N
N
N
JFE Holdings Inc
3538002Y11Y03NA9B530
JFE Holdings Inc
000000000
13400.00000000
NS
207151.44000000
0.010562974514
Long
EC
CORP
JP
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
1450730.00000000
PA
1379319.17000000
0.070333632441
Long
DBT
NUSS
GB
Y
2
2065-11-22
Fixed
0.12500000
N
N
N
N
N
N
McDonald's Holdings Co Japan Ltd
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
14100.00000000
NS
610716.50000000
0.031141385381
Long
EC
CORP
JP
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
4506.00000000
NS
97526.86000000
0.004973046466
Long
EC
CORP
SE
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
23200.00000000
NS
171671.31000000
0.008753787434
Long
EC
CORP
JP
N
2
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
23600.00000000
NS
131980.07000000
0.006729869297
Long
EC
HK
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
11700.00000000
NS
247091.44000000
0.012599577312
Long
EC
CORP
JP
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
828.00000000
NS
23854.19000000
0.001216362295
Long
EC
CORP
SE
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
2345.00000000
NS
277211.29000000
0.014135435368
Long
EC
CORP
GB
N
2
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-Firmenich AG
000000000
1713.00000000
NS
174411.51000000
0.008893514499
Long
EC
CORP
CH
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
2700.00000000
NS
201298.44000000
0.010264520930
Long
EC
CORP
JP
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
41184.00000000
NS
724185.76000000
0.036927359650
Long
EC
CORP
FR
N
2
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
17769.00000000
NS
404936.30000000
0.020648332529
Long
EC
CORP
GB
N
2
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
51269.00000000
NS
764807.83000000
0.038998742259
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
66530.00000000
NS
986680.40000000
0.050312370117
Long
EC
CORP
ES
N
2
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
10400.00000000
NS
301346.55000000
0.015366129860
Long
EC
CORP
JP
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
21923.00000000
NS
319332.52000000
0.016283262479
Long
EC
CORP
FI
N
2
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
47700.00000000
NS
241568.48000000
0.012317952980
Long
EC
CORP
JP
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-768104.38000000
-0.03916683847
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
11261020000.00000000
JPY
79423771.37000000
USD
2024-01-31
-768104.38000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-266507.99000000
-0.01358965743
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
17990000.00000000
CHF
21183549.27000000
USD
2024-01-31
-266507.99000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
3998.00000000
NS
225237.31000000
0.011485201190
Long
EC
CORP
CA
N
1
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
000000000
6149.00000000
NS
195483.19000000
0.009967992276
Long
EC
CORP
DK
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
31500.00000000
NS
1098395.00000000
0.056008871540
Long
EC
CORP
JP
N
2
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
1069.00000000
NS
255420.34000000
0.013024280893
Long
EC
CORP
DE
N
2
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
2700.00000000
NS
155325.47000000
0.007920287597
Long
EC
CORP
JP
N
2
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
52.00000000
NS
215101.71000000
0.010968371162
Long
EC
JP
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
4166.00000000
NS
561091.01000000
0.028610904366
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
360206.00000000
NS
1240019.77000000
0.063230539109
Long
EC
CORP
NL
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
1700.00000000
NS
31852.53000000
0.001624210107
Long
EC
CORP
JP
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR24
000000000
54.00000000
NC
172876.93000000
0.008815263875
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Futures
XPH4 Index
2024-03-21
9986060.20000000
AUD
172876.93000000
N
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
3110.00000000
NS
351474.50000000
0.017922232093
Long
EC
CORP
JP
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
000000000
11219.00000000
NS
940505.69000000
0.047957849748
Long
EC
CORP
DK
N
2
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
18269.00000000
NS
836268.75000000
0.042642645853
Long
EC
CORP
NO
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR24
000000000
678.00000000
NC
1126370.37000000
0.057435379221
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-Bobl Futures
OEH4 Comdty
2024-03-07
79851530.92000000
EUR
1126370.37000000
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
49001.00000000
NS
444170.24000000
0.022648932227
Long
EC
CORP
IE
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
19468.00000000
NS
309825.69000000
0.015798494413
Long
EC
CORP
AU
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
1094.00000000
NS
357447.12000000
0.018226785288
Long
EC
CORP
CH
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
13123.00000000
NS
407321.26000000
0.020769945353
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
9143987.90000000
PA
USD
8688136.24000000
0.443021596594
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
5632.00000000
NS
640653.87000000
0.032667938498
Long
EC
CORP
FR
N
2
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
SEEK Ltd
000000000
26506.00000000
NS
480912.11000000
0.024522457395
Long
EC
CORP
AU
N
2
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
11961.00000000
NS
669471.89000000
0.034137414215
Long
EC
CORP
NO
N
2
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1307.00000000
NS
231116.92000000
0.011785011660
Long
EC
CORP
FR
N
2
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
6500.00000000
NS
271610.51000000
0.013849842874
Long
EC
CORP
JP
N
2
N
N
N
Japan Metropolitan Fund Invest
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Invest
000000000
149.00000000
NS
107563.00000000
0.005484804873
Long
EC
JP
N
2
N
N
N
NTT Data Group Corp
353800SZGJGSLJRRWB43
NTT Data Group Corp
000000000
15300.00000000
NS
216076.13000000
0.011018058356
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
34400.00000000
NS
307001.41000000
0.015654479977
Long
EC
CORP
JP
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
8900.00000000
NS
381316.18000000
0.019443905827
Long
EC
CORP
JP
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
20750.00000000
NS
443874.95000000
0.022633874930
Long
EC
CORP
GB
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
26012.00000000
NS
369095.40000000
0.018820749224
Long
EC
CORP
FR
N
2
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
31655.00000000
NS
746772.51000000
0.038079093206
Long
EC
CORP
GB
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
274050.21000000
0.013974246976
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
76930000.00000000
EUR
85293983.46000000
USD
2024-01-31
274050.21000000
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
2700.00000000
NS
360709.07000000
0.018393117198
Long
EC
CORP
JP
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
15600.00000000
NS
286365.75000000
0.014602235539
Long
EC
CORP
JP
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
2385.00000000
NS
265268.83000000
0.013526470735
Long
EC
CORP
DE
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
8741.00000000
NS
350725.48000000
0.017884038397
Long
EC
CORP
SE
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
21675.00000000
NS
174671.11000000
0.008906751907
Long
EC
CORP
JP
N
2
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
11319.00000000
NS
536565.48000000
0.027360309399
Long
EC
CORP
JP
N
2
N
N
N
Shizuoka Financial Group Inc
353800MNO5C8V2SHGA81
Shizuoka Financial Group Inc
000000000
43800.00000000
NS
370541.24000000
0.018894474857
Long
EC
CORP
JP
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
6854.00000000
NS
160510.70000000
0.008184690550
Long
EC
CORP
NL
N
2
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
20178434.22000000
PA
22834890.05000000
1.164386603589
Long
DBT
NUSS
DE
Y
2
2030-04-15
Fixed
0.50000000
N
N
N
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
55.00000000
NS
237918.63000000
0.012131841445
Long
EC
JP
N
2
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
9482.00000000
NS
742787.31000000
0.037875881652
Long
EC
CORP
CH
N
2
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
10318.00000000
NS
568110.69000000
0.028968848781
Long
EC
CORP
DK
N
2
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
15.00000000
NS
28867.49000000
0.001471998269
Long
EC
JP
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
95900.00000000
NS
1292589.22000000
0.065911137229
Long
EC
CORP
JP
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
17400.00000000
NS
449141.89000000
0.022902444403
Long
EC
CORP
JP
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
4941.00000000
NS
2973284.62000000
0.151612412961
Long
EC
CORP
CH
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
33787.00000000
NS
811370.39000000
0.041373039703
Long
EC
CORP
DE
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR24
000000000
-350.00000000
NC
USD
-1600833.50000000
-0.08162899308
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAH24 Comdty
2024-03-18
-19232916.50000000
USD
-1600833.50000000
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
000000000
23493.00000000
NS
347754.53000000
0.017732545030
Long
EC
CORP
CH
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
1240.00000000
NS
294373.22000000
0.015010548904
Long
EC
CORP
CH
N
2
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
23369.00000000
NS
738113.55000000
0.037637559351
Long
EC
CORP
FR
N
2
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
2979.00000000
NS
325097.73000000
0.016577239515
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
369100.00000000
NS
996015.40000000
0.050788376304
Long
EC
CORP
SG
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
83375.00000000
NS
765566.97000000
0.039037451989
Long
EC
CORP
GB
Y
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
13190490.00000000
PA
14098406.53000000
0.718899703898
Long
DBT
NUSS
GB
Y
2
2046-03-22
Fixed
0.12500000
N
N
N
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
13749200.00000000
PA
14359085.13000000
0.732192111657
Long
DBT
NUSS
GB
Y
2
2048-08-10
Fixed
0.12500000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
7318.00000000
NS
543493.41000000
0.027713575338
Long
EC
CORP
GB
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
1467.00000000
NS
255967.14000000
0.013052163076
Long
EC
CORP
NL
N
2
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
32800.00000000
NS
585853.50000000
0.029873582293
Long
EC
CORP
JP
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
182746.00000000
NS
2688208.80000000
0.137075952961
Long
EC
CORP
PT
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
127900.00000000
NS
198953.96000000
0.010144972244
Long
EC
SG
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
63600.00000000
NS
657430.88000000
0.033523424364
Long
EC
CORP
JP
N
2
N
N
N
ILA GOVT
N/A
ILA GOVT
000000000
546743.53000000
NS
USD
546743.53000000
0.027879304018
Long
STIV
RF
US
N
1
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
12600.00000000
NS
265843.56000000
0.013555777112
Long
EC
CORP
JP
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
7477.00000000
NS
483061.60000000
0.024632063238
Long
EC
CORP
BE
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
9677.00000000
NS
145401.92000000
0.007414270329
Long
EC
CORP
NL
Y
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
5818.00000000
NS
167049.24000000
0.008518100887
Long
EC
CORP
NL
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
11820.00000000
NS
1098914.01000000
0.056035336668
Long
EC
CORP
AT
N
2
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
900.00000000
NS
13699.75000000
0.000698571586
Long
EC
CORP
JP
N
2
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
10083.00000000
NS
201575.85000000
0.010278666498
Long
EC
CORP
JP
N
2
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
30100.00000000
NS
676756.63000000
0.034508874452
Long
EC
CORP
SG
N
2
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
12000.00000000
NS
179263.17000000
0.009140908198
Long
EC
CORP
JP
N
2
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
4700.00000000
NS
195725.36000000
0.009980340902
Long
EC
CORP
JP
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
4236652.00000000
PA
4026251.50000000
0.205304833919
Long
DBT
NUSS
GB
Y
2
2068-03-22
Fixed
0.12500000
N
N
N
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
170804.00000000
NS
657406.49000000
0.033522180680
Long
EC
CORP
GB
N
2
N
N
N
Toho Co Ltd/Tokyo
529900IYHHYWU4O3H185
Toho Co Ltd/Tokyo
000000000
16100.00000000
NS
543602.78000000
0.027719152284
Long
EC
CORP
JP
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
8202.00000000
NS
410964.41000000
0.020955715245
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR24
000000000
785.00000000
NC
5630450.37000000
0.287105432461
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G H4 Comdty
2024-03-26
76162998.40000000
GBP
5630450.37000000
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
207800.00000000
NS
387956.23000000
0.019782492317
Long
EC
CORP
KY
Y
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
69183.00000000
NS
284680.68000000
0.014516311196
Long
EC
CORP
ES
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR MAR24
000000000
126.00000000
NC
USD
-953681.10000000
-0.04862968442
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGH24 Comdty
2024-02-27
3885701.10000000
USD
-953681.10000000
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
148690.00000000
NS
210586.49000000
0.010738133063
Long
EC
AU
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
1039.00000000
NS
437124.87000000
0.022289677839
Long
EC
CORP
CH
N
2
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
59624.00000000
NS
803585.83000000
0.040976092866
Long
EC
CORP
GB
N
2
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
11507.00000000
NS
248368.14000000
0.012664678233
Long
EC
CORP
CA
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
7710525.00000000
PA
8527271.81000000
0.434818868800
Long
DBT
NUSS
IT
Y
2
2029-05-15
Fixed
1.50000000
N
N
N
N
N
N
Brookfield Asset Management Ltd
549300CZ84WPNJZKY093
Brookfield Asset Management Ltd
113004105
899.00000000
NS
36107.91000000
0.001841198560
Long
EC
CORP
CA
N
1
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
13000.00000000
NS
263540.69000000
0.013438350185
Long
EC
CORP
JP
N
2
N
N
N
The Dreyfus Corporation
549300MKKM9KT7BF6329
Dreyfus Treasury & Agency Cash Management Institutional Shares
261908107
34439976.98000000
NS
USD
34439976.98000000
1.756148058328
Long
STIV
RF
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
22371.00000000
NS
656671.29000000
0.033484691687
Long
EC
CORP
CH
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
13554.00000000
NS
1286280.17000000
0.065589428945
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
12000.00000000
NS
265879.88000000
0.013557629126
Long
EC
CORP
JP
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
16195.00000000
NS
243325.46000000
0.012407544127
Long
EC
CORP
IT
N
2
N
N
N
Mitsubishi Chemical Group Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp
000000000
40300.00000000
NS
246257.43000000
0.012557049843
Long
EC
CORP
JP
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
4554.00000000
NS
543528.25000000
0.027715351884
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
1000.00000000
NS
13737.35000000
0.000700488869
Long
EC
CORP
JP
N
2
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
8158.00000000
NS
534467.36000000
0.027253322992
Long
EC
CORP
CA
N
1
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear Inc
375916103
15275.00000000
NS
505151.13000000
0.025758442772
Long
EC
CORP
CA
N
1
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
11000.00000000
NS
658972.97000000
0.033602057934
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
7000.00000000
NS
340970.75000000
0.017386629523
Long
EC
CORP
JP
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
2037.00000000
NS
141144.71000000
0.007197188562
Long
EC
CORP
GB
N
2
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
1910.00000000
NS
107323.08000000
0.005472570979
Long
EC
CORP
CH
N
2
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
000000000
5298.00000000
NS
396002.19000000
0.020192768347
Long
EC
CORP
JP
N
2
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
Sandoz Group AG
000000000
9527.00000000
NS
307323.89000000
0.015670923735
Long
EC
CORP
CH
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
141.00000000
NS
586565.96000000
0.029909911738
Long
EC
CORP
CH
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
17559.00000000
NS
343293.34000000
0.017505062004
Long
EC
CORP
GB
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
8406.00000000
NS
250642.66000000
0.012780659550
Long
EC
CORP
NL
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
1757603.00000000
NS
1133679.93000000
0.057808105069
Long
EC
CORP
KY
Y
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
12300.00000000
NS
320439.67000000
0.016339717782
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR24
000000000
145.00000000
NC
1427950.46000000
0.072813417650
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 30 Year Euro BUXL Futures
UBH4 Comdty
2024-03-07
19255908.21000000
EUR
1427950.46000000
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
5240.00000000
NS
656779.59000000
0.033490214072
Long
EC
CORP
DK
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
3010.00000000
NS
310404.08000000
0.015827987420
Long
EC
CORP
IT
N
2
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
23153.00000000
NS
693690.12000000
0.035372339477
Long
EC
CORP
CA
Y
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
1951.00000000
NS
219434.48000000
0.011189305852
Long
EC
CORP
CH
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
304.00000000
NS
158933.64000000
0.008104273805
Long
EC
CORP
CH
N
2
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
105500.00000000
NS
1361270.82000000
0.069413318969
Long
EC
CORP
JP
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
4466.00000000
NS
289670.52000000
0.014770750908
Long
EC
CORP
FR
N
2
N
N
N
NMC Health PLC
2138008YQEVWBE1V2M52
NMC Health PLC
000000000
1427.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2911.00000000
NS
904841.35000000
0.046139269512
Long
EC
CORP
CH
N
2
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
000000000
49944.00000000
NS
1028221.67000000
0.052430624165
Long
EC
CORP
ES
N
2
N
N
N
Orica Ltd
N/A
Orica Ltd
000000000
43374.00000000
NS
469923.62000000
0.023962137178
Long
EC
CORP
AU
N
2
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
165496.00000000
NS
649854.22000000
0.033137078672
Long
EC
CORP
ES
N
2
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
7380.00000000
NS
134026.73000000
0.006834231677
Long
EC
CORP
GB
N
2
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
2900.00000000
NS
360670.46000000
0.018391148414
Long
EC
CORP
JP
N
2
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
57795.00000000
NS
775325.69000000
0.039535064319
Long
EC
CORP
DE
N
2
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
5900.00000000
NS
454503.29000000
0.023175830538
Long
EC
CORP
JP
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
1594.00000000
NS
289397.73000000
0.014756840921
Long
EC
CORP
ES
Y
2
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
4995680.00000000
PA
5409590.41000000
0.275843439163
Long
DBT
NUSS
DE
Y
2
2026-04-15
Fixed
0.10000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
7179.00000000
NS
222970.89000000
0.011369632905
Long
EC
CORP
CH
N
2
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global Inc
92938W202
3379.00000000
NS
473654.17000000
0.024152363732
Long
EC
CORP
CA
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
13100.00000000
NS
166957.66000000
0.008513431080
Long
EC
CORP
JP
N
2
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
000000000
11900.00000000
NS
494570.55000000
0.025218922521
Long
EC
CORP
JP
N
2
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
10438.00000000
NS
357820.35000000
0.018245816867
Long
EC
CORP
AU
N
2
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
29829.00000000
NS
899163.43000000
0.045849743530
Long
EC
CORP
GB
N
2
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
13092.00000000
NS
250804.54000000
0.012788914063
Long
EC
CORP
JP
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
7675.00000000
NS
668413.04000000
0.034083421804
Long
EC
CORP
BE
N
2
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
800.00000000
NS
209075.71000000
0.010661096038
Long
EC
CORP
JP
N
2
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
5900.00000000
NS
162254.29000000
0.008273598919
Long
EC
CORP
JP
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
4290.00000000
NS
523900.81000000
0.026714518153
Long
EC
FR
N
2
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
4806.00000000
NS
596646.92000000
0.030423955587
Long
EC
CORP
CA
N
1
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
15232.00000000
NS
125559.27000000
0.006402462706
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
11819300.00000000
PA
USD
10548353.89000000
0.537876991417
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901102
368.00000000
NS
339522.04000000
0.017312757544
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
24042.39000000
0.001225958906
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
22430000.00000000
GBP
28618786.91000000
USD
2024-01-31
24042.39000000
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
43895.00000000
NS
745054.82000000
0.037991505518
Long
EC
CORP
IT
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE FEB24
000000000
19.00000000
NC
USD
-54667.02000000
-0.00278755648
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHG4 Comdty
2024-02-14
571277.02000000
USD
-54667.02000000
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
000000000
351.00000000
NS
284298.96000000
0.014496846698
Long
EC
CORP
CH
N
2
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
4900.00000000
NS
190762.34000000
0.009727268783
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
13900.00000000
NS
317622.08000000
0.016196044480
Long
EC
CORP
JP
N
2
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
4665.00000000
NS
912530.82000000
0.046531367562
Long
EC
CORP
BE
N
2
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
4816.00000000
NS
219568.54000000
0.011196141780
Long
EC
CORP
IT
N
2
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
26538.00000000
NS
1465357.47000000
0.074720859342
Long
EC
CORP
DK
Y
2
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
3920.00000000
NS
436705.83000000
0.022268310337
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
7180320.00000000
PA
USD
6992770.90000000
0.356572277777
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
Ivanhoe Mines Ltd
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579R104
23597.00000000
NS
228837.74000000
0.011668792723
Long
EC
CORP
CA
N
1
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
35367.00000000
NS
289974.31000000
0.014786241633
Long
EC
CORP
IT
Y
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
365.00000000
NS
123019.52000000
0.006272956898
Long
EC
CORP
NL
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
11900.00000000
NS
129524.44000000
0.006604652899
Long
EC
CORP
JP
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
3153.00000000
NS
194434.28000000
0.009914506722
Long
EC
CORP
IT
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
9000.00000000
NS
195032.62000000
0.009945017010
Long
EC
CORP
JP
N
2
N
N
N
Redeia Corp SA
5493009HMD0C90GUV498
Redeia Corp SA
000000000
15619.00000000
NS
257433.42000000
0.013126930977
Long
EC
CORP
ES
N
2
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
37930.00000000
NS
630186.08000000
0.032134169584
Long
EC
CORP
AU
N
2
N
N
N
Konami Group Corp
353800FC4A5QCMIZFV94
Konami Group Corp
000000000
11400.00000000
NS
594755.38000000
0.030327503017
Long
EC
CORP
JP
N
2
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
7800.00000000
NS
322142.13000000
0.016426528868
Long
EC
CORP
JP
N
2
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
10611.00000000
NS
523482.94000000
0.026693210311
Long
EC
CORP
CA
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR24
000000000
27.00000000
NC
USD
153.17000000
0.000007810376
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Futures
CTH4 Comdty
2024-03-06
1093346.83000000
USD
153.17000000
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
000000000
2883.00000000
NS
257590.82000000
0.013134957048
Long
EC
CORP
DE
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
9400.00000000
NS
415310.31000000
0.021177319454
Long
EC
CORP
JP
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
4100.00000000
NS
200203.76000000
0.010208701492
Long
EC
CORP
JP
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
4838.00000000
NS
179604.95000000
0.009158336092
Long
EC
CORP
DE
N
2
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902404
17491.00000000
NS
105866.06000000
0.005398275260
Long
EC
CORP
CA
N
1
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823T106
1865.00000000
NS
286931.74000000
0.014631096250
Long
EC
CORP
CA
N
1
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
286.00000000
NS
606970.26000000
0.030950358770
Long
EC
CORP
FR
N
2
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
000000000
3012.00000000
NS
298613.89000000
0.015226787271
Long
EC
CORP
FR
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
32200.00000000
NS
413104.06000000
0.021064819331
Long
EC
CORP
JP
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1087.00000000
NS
227393.28000000
0.011595137458
Long
EC
CORP
FR
N
2
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S
000000000
543.00000000
NS
158849.06000000
0.008099960939
Long
EC
CORP
DK
N
2
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
88223.00000000
NS
377504.29000000
0.019249531620
Long
EC
CORP
IE
N
2
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
435500.00000000
NS
1724194.46000000
0.087919360540
Long
EC
CORP
JP
N
2
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB24
000000000
38.00000000
NC
USD
257240.49000000
0.013117093176
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCG4 Comdty
2024-02-27
7615599.51000000
USD
257240.49000000
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
19021.00000000
NS
864799.88000000
0.044097492602
Long
EC
CORP
DE
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
11119.00000000
NS
479399.62000000
0.024445333175
Long
EC
CORP
CA
N
1
N
N
N
TOTO Ltd
N/A
TOTO Ltd
000000000
6600.00000000
NS
173767.33000000
0.008860666758
Long
EC
CORP
JP
N
2
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
15849.00000000
NS
619104.37000000
0.031569095934
Long
EC
CORP
CA
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
24645.00000000
NS
971548.86000000
0.049540789328
Long
EC
CORP
IE
N
2
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
7945.00000000
NS
333917.25000000
0.017026960574
Long
EC
CORP
CA
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
4000.00000000
NS
185733.79000000
0.009470855188
Long
EC
CORP
JP
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
30881.00000000
NS
220898.96000000
0.011263981968
Long
EC
CORP
GB
N
2
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
771.00000000
NS
13720.37000000
0.000699623032
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797GX9
70000000.00000000
PA
USD
69273610.00000000
3.532369251163
Long
STIV
UST
US
N
2
2024-03-14
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR24
000000000
65.00000000
NC
USD
-27837.55000000
-0.00141948002
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C H4 Comdty
2024-03-14
1559400.05000000
USD
-27837.55000000
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
41829.00000000
NS
727295.91000000
0.037085951042
Long
EC
CORP
LU
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
9000.00000000
NS
196311.76000000
0.010010242351
Long
EC
CORP
JP
N
2
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-664259.77000000
-0.03387164009
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
79000000.00000000
GBP
100062664.00000000
USD
2024-02-28
-664259.77000000
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
8000.00000000
NS
240840.03000000
0.012280808181
Long
EC
CORP
JP
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
3654080.52000000
PA
5151007.61000000
0.262657899509
Long
DBT
NUSS
GB
Y
2
2032-11-22
Fixed
1.25000000
N
N
N
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
45657.00000000
NS
578296.30000000
0.029488228896
Long
EC
CORP
IT
Y
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
58451.00000000
NS
393196.58000000
0.020049705924
Long
EC
CORP
NO
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
75000.00000000
NS
403677.37000000
0.020584137728
Long
EC
CORP
KY
N
2
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Unicharm Corp
000000000
17100.00000000
NS
617763.58000000
0.031500726964
Long
EC
CORP
JP
N
2
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-530949.43000000
-0.02707393826
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
121000000.00000000
EUR
133341915.30000000
USD
2024-02-28
-530949.43000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
7097364.60000000
PA
USD
6715405.16000000
0.342428966763
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
Chiba Bank Ltd/The
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd/The
000000000
25700.00000000
NS
185293.60000000
0.009448409214
Long
EC
CORP
JP
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
124519.00000000
NS
321593.83000000
0.016398570198
Long
EC
CORP
AU
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
3392.00000000
NS
677031.16000000
0.034522873164
Long
EC
CORP
IL
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR24
000000000
274.00000000
NC
1088874.20000000
0.055523391122
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKH4 Comdty
2024-03-07
31660756.37000000
EUR
1088874.20000000
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
12700.00000000
NS
470688.88000000
0.024001158977
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
7603440.00000000
PA
USD
7275804.88000000
0.371004621176
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
164165.00000000
NS
912135.37000000
0.046511202951
Long
EC
CORP
BM
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
8206308.90000000
PA
10588153.01000000
0.539906410523
Long
DBT
NUSS
GB
Y
2
2028-08-10
Fixed
0.12500000
N
N
N
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
3117080.00000000
PA
3934646.55000000
0.200633754865
Long
DBT
NUSS
GB
Y
2
2024-03-22
Fixed
0.12500000
N
N
N
N
N
N
Koei Tecmo Holdings Co Ltd
353800RQ25FIYLPYXP11
Koei Tecmo Holdings Co Ltd
000000000
51060.00000000
NS
580987.11000000
0.029625437488
Long
EC
CORP
JP
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
6912060.00000000
PA
6550050.52000000
0.333997276169
Long
DBT
NUSS
IT
Y
2
2033-05-15
Fixed
0.10000000
N
N
N
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
1970.00000000
NS
319127.96000000
0.016272831646
Long
EC
CORP
CA
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
000000000
65198.00000000
NS
785512.02000000
0.040054481148
Long
EC
CORP
SE
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
1325.00000000
NS
207726.26000000
0.010592285481
Long
EC
CORP
CH
N
2
N
N
N
Global-e Online Ltd
N/A
Global-e Online Ltd
000000000
27114.00000000
NS
USD
1074527.82000000
0.054791846864
Long
EC
CORP
IL
N
1
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
128000.00000000
NS
395653.14000000
0.020174969744
Long
EC
CORP
HK
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
2294.00000000
NS
364878.46000000
0.018605720887
Long
EC
CORP
DE
N
2
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global Inc
74935Q107
7135.00000000
NS
477461.57000000
0.024346508987
Long
EC
CORP
CA
N
1
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
12532H104
3195.00000000
NS
342274.07000000
0.017453087840
Long
EC
CORP
CA
N
1
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
9144.00000000
NS
128494.23000000
0.006552120887
Long
EC
CA
N
1
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
000000000
4862.00000000
NS
270160.44000000
0.013775901546
Long
EC
CORP
JP
N
2
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
10115.00000000
NS
367318.12000000
0.018730122949
Long
EC
CORP
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
1330.00000000
NS
249468.21000000
0.012720772515
Long
EC
CORP
DE
N
2
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
17088.00000000
NS
614022.77000000
0.031309977237
Long
EC
CORP
FR
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
2183.00000000
NS
86360.23000000
0.004403642613
Long
EC
CORP
NL
N
2
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
2000.00000000
NS
29855.83000000
0.001522395265
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR24
000000000
117.00000000
NC
USD
925111.22000000
0.047172861749
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH4 Index
2024-03-15
11053933.78000000
USD
925111.22000000
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
1407.00000000
NS
282801.06000000
0.014420466445
Long
EC
CORP
FR
N
2
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
1015000.00000000
NS
770491.71000000
0.039288572151
Long
EC
CORP
SG
N
2
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
92055.00000000
NS
376888.92000000
0.019218152946
Long
EC
CORP
GB
N
2
N
N
N
Yamaha Corp
529900S5TENP3IJS7S02
Yamaha Corp
000000000
12400.00000000
NS
285838.58000000
0.014575354320
Long
EC
CORP
JP
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
10183.00000000
NS
580063.27000000
0.029578329448
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
31200.00000000
NS
209218.08000000
0.010668355706
Long
EC
CORP
JP
N
2
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
000000000
11400.00000000
NS
371999.29000000
0.018968823098
Long
EC
CORP
JP
N
2
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
61350.00000000
NS
368053.32000000
0.018767611942
Long
EC
CORP
JE
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
191182.00000000
NS
1208184.87000000
0.061607227983
Long
EC
CORP
SE
N
2
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
33100.00000000
NS
1279186.15000000
0.065227693818
Long
EC
CORP
JP
N
2
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
23538.00000000
NS
675713.64000000
0.034455690767
Long
EC
CORP
JP
N
2
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
1400.00000000
NS
216116.11000000
0.011020096998
Long
EC
CORP
JP
N
2
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
266880.00000000
NS
1453543.34000000
0.074118438456
Long
EC
CORP
JP
N
2
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
10076.00000000
NS
138698.72000000
0.007072463723
Long
EC
CORP
SE
N
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
34300.00000000
NS
546078.07000000
0.027845371176
Long
EC
CORP
JP
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
1800.00000000
NS
155456.83000000
0.007926985848
Long
EC
CORP
CH
N
2
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
2573.00000000
NS
179676.00000000
0.009161959042
Long
EC
CORP
CA
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
2412.00000000
NS
156464.43000000
0.007978364942
Long
EC
CORP
DE
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
2251.00000000
NC
USD
7429163.49000000
0.378824615520
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
246687633.39000000
USD
7429163.49000000
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
59000.00000000
NS
66078.27000000
0.003369433888
Long
EC
CORP
KY
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
12900.00000000
NS
283676.14000000
0.014465088137
Long
EC
CORP
JP
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
6011.00000000
NS
184072.68000000
0.009386152602
Long
EC
CORP
BE
N
2
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
0.60000000
NS
2.13000000
0.000000108612
Long
EC
CORP
IL
N
2
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
13250.00000000
NS
226617.69000000
0.011555588916
Long
EC
CORP
JP
N
2
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
5031.00000000
NS
185285.69000000
0.009448005871
Long
EC
CA
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
15647.00000000
NS
588572.78000000
0.030012242615
Long
EC
CORP
FI
N
2
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
31100.00000000
NS
138187.47000000
0.007046394289
Long
EC
CORP
JP
N
2
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
3816.00000000
NS
479645.90000000
0.024457891376
Long
EC
CORP
CA
N
1
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
449586106
4548.00000000
NS
120165.64000000
0.006127433113
Long
EC
CORP
CA
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
14610.00000000
NS
763462.42000000
0.038930137707
Long
EC
CORP
JP
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
18530.00000000
NS
751821.93000000
0.038336570995
Long
EC
CORP
AT
N
2
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
7531.00000000
NS
492739.29000000
0.025125543722
Long
EC
CORP
LU
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
4462.00000000
NS
219580.29000000
0.011196740931
Long
EC
CORP
CH
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
7307.00000000
NS
357711.51000000
0.018240266945
Long
EC
CORP
FR
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
23752.00000000
NS
749282.81000000
0.038207097312
Long
EC
CORP
AT
N
2
N
N
N
MatsukiyoCocokara & Co
N/A
MatsukiyoCocokara & Co
000000000
22800.00000000
NS
402984.88000000
0.020548826584
Long
EC
CORP
JP
N
2
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
176704.00000000
NS
981992.50000000
0.050073326796
Long
EC
CORP
NZ
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAR24
000000000
126.00000000
NC
USD
-38383.56000000
-0.00195723749
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNH4 Comdty
2024-03-18
12582691.56000000
USD
-38383.56000000
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
51200.00000000
NS
1625503.84000000
0.082886972139
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FH6
3743160.00000000
PA
USD
4125720.01000000
0.210376888143
Long
DBT
UST
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
28976.00000000
NS
328750.27000000
0.016763488218
Long
EC
CORP
IT
Y
2
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
26700.00000000
NS
USD
92762.21000000
0.004730089543
Long
EC
CORP
BM
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
601513.00000000
NS
522518.75000000
0.026644044761
Long
EC
CORP
GB
N
2
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN24
000000000
40.00000000
NC
-17833.53000000
-0.00090935946
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBF4 Index
2024-01-19
4050634.29000000
EUR
-17833.53000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
3215.00000000
NS
322306.23000000
0.016434896583
Long
EC
CORP
NL
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
12600.00000000
NS
499023.76000000
0.025445998633
Long
EC
CORP
JP
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
8800.00000000
NS
423679.63000000
0.021604084114
Long
EC
CORP
JP
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
972.00000000
NS
241896.73000000
0.012334690959
Long
EC
CORP
BE
N
2
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
000000000
12077.00000000
NS
530931.81000000
0.027073039792
Long
EC
CORP
DK
N
2
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553107
8904.00000000
NS
366293.38000000
0.018677869861
Long
EC
CORP
CA
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
4218.00000000
NS
132913.89000000
0.006777486233
Long
EC
CORP
DE
N
2
N
N
N
Edenred SE
9695006LOD5B2D7Y0N70
Edenred SE
000000000
4628.00000000
NS
277879.99000000
0.014169533422
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
2445400.00000000
PA
USD
1966644.77000000
0.100282279406
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Kyocera Corp
N/A
Kyocera Corp
000000000
44000.00000000
NS
639565.56000000
0.032612443876
Long
EC
CORP
JP
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
15810.00000000
NS
349357.99000000
0.017814307952
Long
EC
CORP
CA
N
1
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
98033.00000000
NS
222749.76000000
0.011358357142
Long
EC
CORP
AU
N
2
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
000000000
104000.00000000
NS
303493.22000000
0.015475591906
Long
EC
CORP
KY
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
13341.00000000
NS
378342.31000000
0.019292263565
Long
EC
CORP
LU
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
21496.00000000
NS
624733.91000000
0.031856154946
Long
EC
CORP
NO
N
2
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
13300.00000000
NS
252635.79000000
0.012882292352
Long
EC
CORP
JP
N
2
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co AB
000000000
352549.00000000
NS
899286.73000000
0.045856030789
Long
EC
CORP
SE
N
2
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
50266.00000000
NS
861523.98000000
0.043930449360
Long
EC
CORP
ES
N
2
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR24
000000000
23.00000000
NC
USD
69161.38000000
0.003526646468
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGH4 Comdty
2024-03-26
2167876.12000000
USD
69161.38000000
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
10000.00000000
NS
298226.01000000
0.015207008666
Long
EC
CORP
ES
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
52700.00000000
NS
128371.19000000
0.006545846885
Long
EC
CORP
JP
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
3056.00000000
NS
338499.77000000
0.017260630405
Long
EC
CORP
CA
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
1040.00000000
NS
276225.77000000
0.014085182168
Long
EC
CORP
FR
N
2
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
3556540.00000000
PA
4411878.69000000
0.224968564860
Long
DBT
NUSS
GB
Y
2
2042-11-22
Fixed
0.62500000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
8824.00000000
NS
99332.99000000
0.005065143847
Long
EC
CORP
GB
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
12166.00000000
NS
1228395.14000000
0.062637781123
Long
EC
CORP
CH
N
2
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
13306.00000000
NS
149769.99000000
0.007637005021
Long
EC
GB
N
2
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
11300.00000000
NS
357734.52000000
0.018241440261
Long
EC
CORP
JP
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
56837.00000000
NS
767432.04000000
0.039132554813
Long
EC
CORP
GB
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
2210.00000000
NS
162167.90000000
0.008269193759
Long
EC
CORP
IE
N
2
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
17800.00000000
NS
225907.31000000
0.011519365534
Long
EC
CORP
JP
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
42000.00000000
NS
364787.04000000
0.018601059239
Long
EC
CORP
HK
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR24
000000000
1079.00000000
NC
4051534.12000000
0.206594034084
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNH4 Comdty
2024-03-19
128621734.72000000
CAD
4051534.12000000
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
Saputo Inc
802912105
16806.00000000
NS
340292.80000000
0.017352059797
Long
EC
CORP
CA
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
15800.00000000
NS
932339.95000000
0.047541465949
Long
EC
CORP
JP
N
2
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG
000000000
9922.00000000
NS
925950.82000000
0.047215674261
Long
EC
CORP
CH
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
22139.00000000
NS
483302.73000000
0.024644358832
Long
EC
CORP
AU
N
2
N
N
N
The Dreyfus Corporation
549300MKKM9KT7BF6329
Dreyfus Treasury & Agency Cash Management Institutional Shares
261908107
46516213.13000000
NS
USD
46516213.13000000
2.371934145498
Long
STIV
RF
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
63500.00000000
NS
317554.14000000
0.016192580114
Long
EC
CORP
KY
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
116169.00000000
NS
USD
1212804.36000000
0.061842782972
Long
EC
CORP
IL
N
1
N
N
N
UNITED KINGDOM I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Inflation-Linked Gilt
000000000
3198613.50000000
PA
4112665.57000000
0.209711221918
Long
DBT
NUSS
GB
Y
2
2029-03-22
Fixed
0.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR MAR24
000000000
34.00000000
NC
USD
-93827.43000000
-0.00478440676
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOH4 Comdty
2024-03-14
1076699.43000000
USD
-93827.43000000
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
7101.00000000
NS
886690.29000000
0.045213718697
Long
EC
CORP
FR
N
2
N
N
N
Vicinity Ltd
N/A
Vicinity Ltd
000000000
133085.00000000
NS
184141.46000000
0.009389659802
Long
EC
AU
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
3413.00000000
NS
190175.88000000
0.009697364275
Long
EC
CORP
DE
N
2
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
000000000
9800.00000000
NS
258763.06000000
0.013194731391
Long
EC
CORP
JP
N
2
N
N
N
CCL Industries Inc
549300TD3EMSRRC0YH75
CCL Industries Inc
124900309
4654.00000000
NS
209299.17000000
0.010672490612
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR24
000000000
1356.00000000
NC
USD
12090153.02000000
0.616495730043
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESH4 Index
2024-03-15
314705846.98000000
USD
12090153.02000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QF8
6690450.00000000
PA
USD
6868200.47000000
0.350220237563
Long
DBT
UST
US
N
2
2040-02-15
Fixed
2.12500000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
12048.00000000
NS
489040.79000000
0.024936951447
Long
EC
CORP
GB
N
2
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
2655.00000000
NS
USD
177194.70000000
0.009035433691
Long
EC
CORP
GB
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
2598020.00000000
PA
USD
2521722.08000000
0.128586535844
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
2140.00000000
NS
377505.27000000
0.019249581592
Long
EC
CORP
FR
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
26700.00000000
NS
449067.73000000
0.022898662869
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR APR24
000000000
25.00000000
NC
USD
-250584.50000000
-0.01277769388
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCJ4 Comdty
2024-04-30
1973084.50000000
USD
-250584.50000000
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd
000000000
5168.00000000
NS
1095300.66000000
0.055851086325
Long
EC
CORP
IL
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
14254.00000000
NS
180047.03000000
0.009180878440
Long
EC
CORP
IM
N
2
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings Inc
000000000
8400.00000000
NS
267003.24000000
0.013614911001
Long
EC
CORP
JP
N
2
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
6489.00000000
NS
741876.33000000
0.037829429363
Long
EC
CORP
DK
N
2
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
37200.00000000
NS
882169.92000000
0.044983217991
Long
EC
CORP
JP
N
2
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
2622.00000000
NS
280502.65000000
0.014303266940
Long
EC
CORP
CH
N
2
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
000000000
10700.00000000
NS
315772.43000000
0.016101727946
Long
EC
CORP
JP
N
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
4021.00000000
NS
258399.10000000
0.013176172504
Long
EC
CORP
GB
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
000000000
66182.00000000
NS
330302.22000000
0.016842624565
Long
EC
CORP
IL
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
45537.00000000
NS
513570.41000000
0.026187754970
Long
EC
CORP
NL
N
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
33059.00000000
NS
306096.93000000
0.015608359134
Long
EC
CORP
AU
N
2
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
126100.00000000
NS
1670028.43000000
0.085157350319
Long
EC
CORP
JP
N
2
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
12600.00000000
NS
314564.01000000
0.016040108728
Long
EC
CORP
JP
N
2
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109200
10540.00000000
NS
493412.48000000
0.025159870728
Long
EC
CORP
CA
N
1
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
3320.00000000
NS
226327.76000000
0.011540804934
Long
EC
CORP
CA
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
4274.00000000
NS
386021.52000000
0.019683838442
Long
EC
CORP
GB
N
2
N
N
N
Obic Co Ltd
N/A
Obic Co Ltd
000000000
1800.00000000
NS
309103.11000000
0.015761648933
Long
EC
CORP
JP
N
2
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
13019.00000000
NS
566435.02000000
0.028883403758
Long
EC
CORP
NL
N
2
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
2108.00000000
NS
USD
259326.16000000
0.013223444737
Long
EC
CORP
IL
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
39514.00000000
NS
728818.06000000
0.037163567841
Long
EC
CORP
NO
N
2
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB
000000000
6397.00000000
NS
270592.04000000
0.013797909502
Long
EC
CORP
SE
N
2
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
1660.00000000
NS
452614.86000000
0.023079536551
Long
EC
CORP
CH
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
31168.00000000
NS
987390.10000000
0.050348558825
Long
EC
CORP
NO
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
10049.00000000
NS
419129.48000000
0.021372064880
Long
EC
CORP
DE
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
14968.00000000
NS
531858.07000000
0.027120271232
Long
EC
CORP
NO
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
8257.00000000
NS
445942.59000000
0.022739307114
Long
EC
CORP
IT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
4800080.00000000
PA
USD
4335920.14000000
0.221095320108
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
68124.00000000
NS
782325.61000000
0.039892001141
Long
EC
CORP
NO
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
7138.00000000
NS
179115.35000000
0.009133370626
Long
EC
CORP
GB
N
2
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
49578.00000000
NS
312797.31000000
0.015950021944
Long
EC
CORP
CA
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
6982.00000000
NS
165326.58000000
0.008430259771
Long
EC
CORP
DE
Y
2
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
152574.00000000
NS
272986.90000000
0.013920027143
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
17800.00000000
NS
153684.29000000
0.007836601274
Long
EC
CORP
JP
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
5100.00000000
NS
158059.21000000
0.008059685257
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
4419.00000000
NS
263293.43000000
0.013425742012
Long
EC
CORP
GB
N
2
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
1200.00000000
NS
297525.18000000
0.015171272253
Long
EC
CORP
JP
N
2
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
2448.00000000
NS
132187.83000000
0.006740463302
Long
EC
CORP
GB
N
2
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
42499.00000000
NS
465662.69000000
0.023744865722
Long
EC
CORP
AU
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
12400.00000000
NS
185986.86000000
0.009483759621
Long
EC
CORP
JP
N
2
N
N
N
DEUTSCHLAND I/L BOND
529900AQBND3S6YJLY83
Deutsche Bundesrepublik Inflation Linked Bond
000000000
9507840.00000000
PA
10514591.74000000
0.536155406812
Long
DBT
NUSS
DE
Y
2
2033-04-15
Fixed
0.10000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR24
000000000
2321.00000000
NC
USD
5651751.05000000
0.288191587305
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESH4 Index
2024-03-15
114309133.95000000
USD
5651751.05000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR MAR24
000000000
31.00000000
NC
USD
-116894.07000000
-0.00596061066
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMH4 Comdty
2024-03-14
1313494.07000000
USD
-116894.07000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1125920.00000000
PA
1174437.68000000
0.059886406212
Long
DBT
NUSS
FR
Y
2
2036-03-01
Fixed
0.10000000
N
N
N
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd
000000000
22084.00000000
NS
207931.84000000
0.010602768326
Long
EC
CORP
AU
N
2
N
N
N
Teleperformance SE
9695004GI61FHFFNRG61
Teleperformance SE
000000000
1754.00000000
NS
256370.02000000
0.013072706555
Long
EC
CORP
FR
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G MAR24
000000000
20.00000000
NC
USD
-1993.00000000
-0.00010162617
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSH4 Comdty
2024-03-12
1471493.00000000
USD
-1993.00000000
N
N
N
Canadian Pacific Kansas City Ltd
N/A
Canadian Pacific Kansas City Ltd
13646K108
6019.00000000
NS
476232.56000000
0.024283839853
Long
EC
CORP
CA
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934105
8075.00000000
NS
66121.09000000
0.003371617347
Long
EC
CORP
CA
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
40567.00000000
NS
147895.41000000
0.007541417268
Long
EC
CORP
AU
N
2
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
18234.00000000
NS
529783.31000000
0.027014475989
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR24
000000000
72.00000000
NC
145359.65000000
0.007412114916
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H4 Index
2024-03-15
5470641.14000000
GBP
145359.65000000
N
N
N
EBOS Group Ltd
254900KJ40C7HBYTWC21
EBOS Group Ltd
000000000
27383.00000000
NS
614251.49000000
0.031321640026
Long
EC
CORP
NZ
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) MAR24
000000000
277.00000000
NC
1781528.45000000
0.090842909974
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Japanese 10 Year Bond Futures
JBH4 Comdty
2024-03-13
40387474489.00000000
JPY
1781528.45000000
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
7992.00000000
NS
773717.04000000
0.039453036750
Long
EC
CORP
CA
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR24
000000000
17.00000000
NC
USD
157439.00000000
0.008028059784
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Futures
KCH4 Comdty
2024-03-18
1042973.50000000
USD
157439.00000000
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
20631.00000000
NS
187976.11000000
0.009585194577
Long
EC
CORP
ES
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR24
000000000
1014.00000000
NC
USD
8930494.00000000
0.455379796192
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH4 Comdty
2024-03-19
117756131.00000000
USD
8930494.00000000
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
22800.00000000
NS
333818.35000000
0.017021917509
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
30900.00000000
NS
492160.68000000
0.025096039497
Long
EC
CORP
JP
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT FEB24
000000000
16.00000000
NC
USD
46420.80000000
0.002367068881
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBG4 Comdty
2024-01-31
1369012.80000000
USD
46420.80000000
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
7204.00000000
NS
334672.04000000
0.017065448492
Long
EC
CORP
GB
N
2
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
8568.00000000
NS
154800.14000000
0.007893500203
Long
EC
CORP
CA
N
1
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
11100.00000000
NS
296004.54000000
0.015093732451
Long
EC
CORP
JP
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
22205.00000000
NS
179351.75000000
0.009145425030
Long
EC
CORP
GB
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
5887440.00000000
PA
7581064.15000000
0.386570266722
Long
DBT
NUSS
FR
Y
2
2029-07-25
Fixed
3.40000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
3983.00000000
NS
405250.87000000
0.020664372943
Long
EC
CORP
NL
N
2
N
N
N
2024-02-26
Brighthouse Funds Trust I
Alan Otis
Alan Otis
Treasurer