NPORT-P
false
0001444822
XXXXXXXX
S000024171
C000135924
C000070952
C000070953
AQR Funds
811-22235
0001444822
549300V0TAB4ICSX2404
One Greenwich Plaza
Greenwich
06830
203-742-3600
AQR International Equity Fund
S000024171
LV6KC6PDTP56I8J0MN25
2023-09-30
2022-12-31
Y
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531043.87
14638382.53
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
54717.98000000
N
MSCI EAFE Net Index USD End of Day
NDDUEAFE
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2518.02000000
-0.01720149063
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9002500.00000000
JPY
66730.97000000
USD
2023-03-15
-2518.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2401.69000000
0.016406799009
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
195363.56000000
USD
1931583.00000000
NOK
2023-03-15
2401.69000000
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
N/A
673.00000000
NS
19012.82000000
0.129883338962
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.12000000
0.000144278235
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
ILS
592.30000000
USD
2023-03-15
21.12000000
N
N
N
Square Enix Holdings Co. Ltd.
529900KCRNRDF8DIA489
Square Enix Holdings Co. Ltd.
N/A
119.00000000
NS
5524.63000000
0.037740713420
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1504.65000000
0.010278799566
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65998.05000000
USD
62756.00000000
EUR
2023-03-15
1504.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.88000000
-0.00001967430
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29500.00000000
HKD
3781.58000000
USD
2023-03-15
-2.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-615.04000000
-0.00420155709
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33904.00000000
GBP
40445.17000000
USD
2023-03-15
-615.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16.97000000
-0.00011592810
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
75000.00000000
HKD
9604.54000000
USD
2023-03-15
-16.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
511.21000000
0.003492257419
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
129000.00000000
AUD
88591.34000000
USD
2023-03-15
511.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6341.06000000
-0.04331803726
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16774500.00000000
JPY
122691.67000000
USD
2023-03-15
-6341.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.30000000
-0.00012501381
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20000.00000000
DKK
2876.37000000
USD
2023-03-15
-18.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.43000000
0.000679241711
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
75500.00000000
SEK
7363.99000000
USD
2023-03-15
99.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26.00000000
-0.00017761525
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3500.00000000
SGD
2590.07000000
USD
2023-03-15
-26.00000000
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
14649.00000000
NS
145349.16000000
0.992931833159
Long
EC
CORP
FR
N
2
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
12588.00000000
NS
177343.45000000
1.211496213031
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.32000000
0.000050005524
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
ILS
292.91000000
USD
2023-03-15
7.32000000
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
1131.00000000
NS
32941.20000000
0.225033059031
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.82000000
0.000265193233
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1456.08000000
USD
2000.00000000
SGD
2023-03-15
38.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
454.33000000
0.003103689899
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
55500.00000000
GBP
67668.86000000
USD
2023-03-15
454.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6.72000000
0.000045906711
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
104000.00000000
AUD
71017.05000000
USD
2023-03-15
6.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.26000000
-0.00018622276
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32500.00000000
DKK
4676.58000000
USD
2023-03-15
-27.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1520.55000000
0.010387418124
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
86681.71000000
USD
82000.00000000
EUR
2023-03-15
1520.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.15000000
-0.00028794164
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
SGD
1452.75000000
USD
2023-03-15
-42.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.64000000
0.000059022914
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2017.63000000
USD
14000.00000000
DKK
2023-03-15
8.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4399.83000000
-0.03005680437
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
14337500.00000000
JPY
105887.02000000
USD
2023-03-15
-4399.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.62000000
-0.00008621171
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
SGD
1482.28000000
USD
2023-03-15
-12.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.64000000
0.000079516981
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8500.00000000
SEK
829.50000000
USD
2023-03-15
11.64000000
N
N
N
N/A
N/A
DAX Index
N/A
-1.00000000
NC
14422.43000000
0.098524751422
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
DAX Index
DE0008469008
2023-03-17
-349700.00000000
EUR
14422.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
561.60000000
0.003836489440
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
115276.74000000
USD
169654.00000000
AUD
2023-03-15
561.60000000
N
N
N
Idemitsu Kosan Co. Ltd.
549300P0R46FF6DUA630
Idemitsu Kosan Co. Ltd.
N/A
500.00000000
NS
11705.79000000
0.079966416890
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-280.46000000
-0.00191592205
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37572.00000000
CHF
40666.84000000
USD
2023-03-15
-280.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3160.16000000
-0.02158817747
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1488000.00000000
NOK
149188.82000000
USD
2023-03-15
-3160.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
510.77000000
0.003489251622
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
129000.00000000
AUD
88590.90000000
USD
2023-03-15
510.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-751.59000000
-0.00513437873
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2072500.00000000
JPY
15190.48000000
USD
2023-03-15
-751.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.60000000
0.000304678470
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1692.20000000
USD
12000.00000000
DKK
2023-03-15
44.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2655.17000000
0.018138411088
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
88001.19000000
USD
11785500.00000000
JPY
2023-03-15
2655.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.76000000
-0.00008716810
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500.00000000
SGD
1855.86000000
USD
2023-03-15
-12.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80.66000000
-0.00055101716
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
15500.00000000
DKK
2162.71000000
USD
2023-03-15
-80.66000000
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
773.00000000
NS
75293.64000000
0.514357647408
Long
EC
CORP
SE
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
117.65000000
0.000803709014
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9599.19000000
USD
13000.00000000
SGD
2023-03-15
117.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.47000000
0.000003210737
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
318.17000000
USD
2023-03-15
0.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1465.56000000
0.010011761866
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66381.34000000
USD
63076.00000000
EUR
2023-03-15
1465.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.42000000
0.000651847974
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6761.88000000
USD
10792.00000000
NZD
2023-03-15
95.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.65000000
-0.00012057343
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
EUR
520.17000000
USD
2023-03-15
-17.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.37000000
0.000508047933
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32500.00000000
SEK
3201.50000000
USD
2023-03-15
74.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.17000000
-0.00022659607
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
CHF
4871.09000000
USD
2023-03-15
-33.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.17000000
0.000028486753
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
17500.00000000
HKD
2249.19000000
USD
2023-03-15
4.17000000
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
80.00000000
NS
4182.10000000
0.028569413262
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.15000000
0.000055675550
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
NZD
643.56000000
USD
2023-03-15
8.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.58000000
-0.00024305964
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
42000.00000000
SEK
4005.63000000
USD
2023-03-15
-35.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-888.28000000
-0.00606815676
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
286500.00000000
NOK
28445.04000000
USD
2023-03-15
-888.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.89000000
-0.00003340533
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
SGD
368.83000000
USD
2023-03-15
-4.89000000
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
340.00000000
NS
26834.70000000
0.183317384588
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2228.18000000
0.015221490457
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65618.72000000
USD
63076.00000000
EUR
2023-03-15
2228.18000000
N
N
N
N/A
N/A
CAC 40 10 Euro Index
N/A
2.00000000
NC
-5283.24000000
-0.03609169243
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
CAC 40 10 Euro Index
FR0003500008
2023-01-20
129410.00000000
EUR
-5283.24000000
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
4149.00000000
NS
6002.45000000
0.041004871868
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
ETRSI
N/A
1701797.24000000
PA
-38009.78000000
-0.25965833262
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
MSCI Italy Net Return Index
M7IT Index
Y
2023-03-15
0.00000000
USD
0.00000000
USD
1701797.24000000
EUR
-38009.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-862.45000000
-0.00589170284
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
165666.88000000
USD
1609653.00000000
NOK
2023-03-15
-862.45000000
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
574.00000000
NS
13222.81000000
0.090329720328
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9.19000000
-0.00006278016
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
DKK
642.11000000
USD
2023-03-15
-9.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2412.30000000
0.016479279695
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65088.25000000
USD
62754.00000000
EUR
2023-03-15
2412.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.59000000
-0.00024312795
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
42000.00000000
SEK
4005.62000000
USD
2023-03-15
-35.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.86000000
-0.00000587496
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
316.84000000
USD
2023-03-15
-0.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
151.68000000
0.001036180053
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
27814.89000000
USD
26000.00000000
EUR
2023-03-15
151.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-949.94000000
-0.00648937816
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37518.00000000
CHF
39938.51000000
USD
2023-03-15
-949.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.03000000
0.000348604088
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3494.94000000
USD
24500.00000000
DKK
2023-03-15
51.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
185.21000000
0.001265235415
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6672.09000000
USD
10792.00000000
NZD
2023-03-15
185.21000000
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
1986.00000000
NS
21189.93000000
0.144755952077
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.82000000
0.000067083914
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4000.00000000
SEK
394.70000000
USD
2023-03-15
9.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1202.60000000
-0.00821538853
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
145925.78000000
USD
119500.00000000
GBP
2023-03-15
-1202.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.41000000
0.000002800855
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1500.00000000
HKD
192.84000000
USD
2023-03-15
0.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
470.28000000
0.003212650024
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16139.54000000
USD
22222.00000000
SGD
2023-03-15
470.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2737.93000000
0.018703774097
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
197328.73000000
USD
1954061.00000000
NOK
2023-03-15
2737.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-631.33000000
-0.00431283988
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
116894.31000000
USD
96000.00000000
GBP
2023-03-15
-631.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.15000000
0.000028350126
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
17500.00000000
HKD
2249.17000000
USD
2023-03-15
4.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.47000000
0.000180825989
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
94000.00000000
HKD
12085.43000000
USD
2023-03-15
26.47000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
2758.00000000
NS
33595.66000000
0.229503908175
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.12000000
-0.00015794094
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5500.00000000
DKK
772.91000000
USD
2023-03-15
-23.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1133.68000000
-0.00774457148
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5000000.00000000
JPY
37327.29000000
USD
2023-03-15
-1133.68000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
3276.00000000
NS
133962.86000000
0.915147966146
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.08000000
0.000000546508
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
544.84000000
USD
500.00000000
CHF
2023-03-15
0.08000000
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
1450.00000000
NS
4937.85000000
0.033732210439
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1021.08000000
0.006975360822
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66625.75000000
USD
62890.00000000
EUR
2023-03-15
1021.08000000
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
500.00000000
NS
7570.04000000
0.051713636971
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
182.78000000
0.001248635220
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
164621.54000000
USD
1609652.00000000
NOK
2023-03-15
182.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2245.00000000
0.015336393863
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65601.90000000
USD
63076.00000000
EUR
2023-03-15
2245.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.28000000
-0.00134085852
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500000.00000000
NOK
50996.25000000
USD
2023-03-15
-196.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.91000000
-0.00003354195
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
SGD
368.81000000
USD
2023-03-15
-4.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.03000000
0.000382760867
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1753.14000000
USD
12500.00000000
DKK
2023-03-15
56.03000000
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
N/A
4197.00000000
NS
30710.88000000
0.209796949472
Long
EC
CORP
HK
N
2
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
8500.00000000
NS
129055.94000000
0.881627049542
Long
EC
CORP
JP
N
2
N
N
N
CK Infrastructure Holdings Ltd.
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
N/A
1047.00000000
NS
5463.29000000
0.037321678052
Long
EC
CORP
BM
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1921.55000000
0.013126791816
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
82744.62000000
USD
124000.00000000
AUD
2023-03-15
1921.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.93000000
0.000026847228
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
337.47000000
USD
500.00000000
AUD
2023-03-15
3.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3038.43000000
0.020756596528
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
194726.72000000
USD
1931582.00000000
NOK
2023-03-15
3038.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.70000000
-0.00003210737
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
SGD
369.02000000
USD
2023-03-15
-4.70000000
N
N
N
Goodman Group
N/A
Goodman Group
N/A
517.00000000
NS
6080.11000000
0.041535394962
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.64000000
0.000079516981
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8500.00000000
SEK
829.50000000
USD
2023-03-15
11.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
422.36000000
0.002885291453
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20846.56000000
USD
2765000.00000000
JPY
2023-03-15
422.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2344.27000000
0.016014542557
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
90669.75000000
USD
12092000.00000000
JPY
2023-03-15
2344.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102.79000000
0.000702195066
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7526.06000000
USD
7000.00000000
CHF
2023-03-15
102.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
470.32000000
0.003212923279
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16140.24000000
USD
22223.00000000
SGD
2023-03-15
470.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.61000000
-0.00016128831
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1563.12000000
USD
16000.00000000
SEK
2023-03-15
-23.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.20000000
-0.00011749932
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3000.00000000
DKK
417.00000000
USD
2023-03-15
-17.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.79000000
-0.00014202388
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4783.65000000
USD
49500.00000000
SEK
2023-03-15
-20.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1432.86000000
0.009788376530
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66412.96000000
USD
63075.00000000
EUR
2023-03-15
1432.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2464.32000000
0.016834646826
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65378.28000000
USD
63072.00000000
EUR
2023-03-15
2464.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.57000000
0.000222497259
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32928.25000000
USD
321930.00000000
NOK
2023-03-15
32.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.35000000
0.000002390974
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1089.49000000
USD
1000.00000000
CHF
2023-03-15
0.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.67000000
-0.00007289056
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1500.00000000
SGD
1110.50000000
USD
2023-03-15
-10.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.19000000
-0.00008327422
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
231689.55000000
USD
339309.00000000
AUD
2023-03-15
-12.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2522.08000000
0.017229225939
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65081.73000000
USD
62850.00000000
EUR
2023-03-15
2522.08000000
N
N
N
Japan Metropolitan Fund Investment Corp.
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Investment Corp.
N/A
8.00000000
NS
6364.11000000
0.043475500021
Long
EC
CORP
JP
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
87.00000000
NS
8796.23000000
0.060090177189
Long
EC
CORP
BE
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
557.00000000
NS
53709.60000000
0.366909389681
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.49000000
0.000098986346
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5758.41000000
USD
45000.00000000
HKD
2023-03-15
14.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4007.21000000
0.027374677439
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
99072.05000000
USD
13400500.00000000
JPY
2023-03-15
4007.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-39.98000000
-0.00027311760
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6000.00000000
CHF
6499.03000000
USD
2023-03-15
-39.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.95000000
0.000026983855
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6853.35000000
USD
10792.00000000
NZD
2023-03-15
3.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-624.52000000
-0.00426631834
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37574.00000000
CHF
40324.96000000
USD
2023-03-15
-624.52000000
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
4322.00000000
NS
71844.99000000
0.490798692087
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-735.23000000
-0.00502261775
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
27028.02000000
USD
92065.00000000
ILS
2023-03-15
-735.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-622.01000000
-0.00424917164
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37806.00000000
CHF
40580.31000000
USD
2023-03-15
-622.01000000
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
165.00000000
NS
16893.17000000
0.115403255553
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
982.15000000
0.006709416139
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33000.00000000
GBP
40947.55000000
USD
2023-03-15
982.15000000
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
274.00000000
NS
17474.31000000
0.119373229687
Long
EC
CORP
DE
N
2
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
4256.00000000
NS
168359.50000000
1.150123653723
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5426.31000000
0.037069054513
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
226251.05000000
USD
339309.00000000
AUD
2023-03-15
5426.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.67000000
-0.00001823972
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
CHF
2177.00000000
USD
2023-03-15
-2.67000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
204.00000000
NS
3469.85000000
0.023703780065
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Hang Seng Index
N/A
-2.00000000
NC
-515.36000000
-0.00352060754
N/A
DE
HK
N
1
HKCC & SEOCH
213800NM8ZN1F16ARD34
Short
Hang Seng Index
HK0000004322
2023-01-30
-1991500.00000000
HKD
-515.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-949.91000000
-0.00648917322
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37519.00000000
CHF
39939.63000000
USD
2023-03-15
-949.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.40000000
0.000016395254
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
ILS
145.19000000
USD
2023-03-15
2.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1600.27000000
-0.01093201381
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
48000.00000000
EUR
50030.32000000
USD
2023-03-15
-1600.27000000
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
700.00000000
NS
21911.38000000
0.149684433748
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
451.57000000
0.003084835357
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
52835.63000000
USD
44000.00000000
GBP
2023-03-15
451.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.42000000
0.000071182727
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
363.30000000
USD
500.00000000
SGD
2023-03-15
10.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-128.53000000
-0.00087803416
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
17000.00000000
CHF
18398.68000000
USD
2023-03-15
-128.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.00000000
0.000006831355
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6000.00000000
ILS
1714.54000000
USD
2023-03-15
1.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.03000000
-0.00007534985
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
231688.39000000
USD
339309.00000000
AUD
2023-03-15
-11.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
468.92000000
0.003203359380
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29102.34000000
USD
288824.00000000
NOK
2023-03-15
468.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6032.24000000
-0.04120837795
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
179564.44000000
USD
2023-03-15
-6032.24000000
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
7784.00000000
NS
175788.98000000
1.200877075317
Long
EC
CORP
JP
N
2
N
N
N
NGK Insulators Ltd.
353800701BNCL25VYY16
NGK Insulators Ltd.
N/A
952.00000000
NS
12069.07000000
0.082448111840
Long
EC
CORP
JP
N
2
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
657.00000000
NS
20313.50000000
0.138768746877
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.02000000
0.000102606964
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1866.52000000
USD
13000.00000000
DKK
2023-03-15
15.02000000
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
1263.00000000
NS
50821.27000000
0.347178179664
Long
EC
CORP
FR
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2544.21000000
0.017380403844
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65298.39000000
USD
63072.00000000
EUR
2023-03-15
2544.21000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
168.00000000
NS
28927.95000000
0.197617120202
Long
EC
CORP
DE
N
2
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
6004.00000000
NS
122187.55000000
0.834706633397
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
876.37000000
0.005986795318
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
84472.59000000
USD
125000.00000000
AUD
2023-03-15
876.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.07000000
-0.00000047819
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
CHF
4904.19000000
USD
2023-03-15
-0.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.51000000
-0.00001031534
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
319.21000000
USD
500.00000000
NZD
2023-03-15
-1.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.38000000
0.000002595915
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
317.32000000
USD
500.00000000
NZD
2023-03-15
0.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11058.03000000
-0.07554133783
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
174538.65000000
USD
2023-03-15
-11058.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40.01000000
-0.00027332254
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6000.00000000
CHF
6499.00000000
USD
2023-03-15
-40.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9132.70000000
-0.06238872348
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
176463.98000000
USD
2023-03-15
-9132.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.37000000
-0.00007084116
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13000.00000000
DKK
1871.17000000
USD
2023-03-15
-10.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-620.14000000
-0.00423639701
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
26913.22000000
USD
92066.00000000
ILS
2023-03-15
-620.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60.95000000
0.000416371138
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5171.19000000
USD
7000.00000000
SGD
2023-03-15
60.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.09000000
0.000185061429
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2124.18000000
USD
2000.00000000
EUR
2023-03-15
27.09000000
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
7000.00000000
NS
83241.47000000
0.568652102302
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.94000000
-0.00024551892
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
SGD
1458.96000000
USD
2023-03-15
-35.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30.60000000
-0.00020903948
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
102500.00000000
HKD
13118.79000000
USD
2023-03-15
-30.60000000
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
34.00000000
NS
76112.57000000
0.519952049647
Long
EC
CORP
DK
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
659.00000000
NS
43095.27000000
0.294399124436
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.67000000
-0.00007289056
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
11000.00000000
DKK
1581.40000000
USD
2023-03-15
-10.67000000
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
N/A
168.00000000
NS
8904.87000000
0.060832335688
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-149.83000000
-0.00102354204
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29721.09000000
USD
288824.00000000
NOK
2023-03-15
-149.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1752.54000000
0.011972224365
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
74000.00000000
GBP
91371.92000000
USD
2023-03-15
1752.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.51000000
-0.00020159331
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16000.00000000
DKK
2286.23000000
USD
2023-03-15
-29.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2262.75000000
0.015457650429
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65668.05000000
USD
63154.00000000
EUR
2023-03-15
2262.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.29000000
0.000015643804
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500.00000000
CHF
2726.88000000
USD
2023-03-15
2.29000000
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
1932.00000000
NS
19451.37000000
0.132879230066
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.63000000
0.000216075785
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
ILS
1316.78000000
USD
2023-03-15
31.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60.93000000
0.000416234511
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5171.21000000
USD
7000.00000000
SGD
2023-03-15
60.93000000
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
N/A
982.00000000
NS
20901.41000000
0.142784969289
Long
EC
CORP
NL
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2522.00000000
0.017228679431
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65081.81000000
USD
62850.00000000
EUR
2023-03-15
2522.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.99000000
0.000006763042
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6000.00000000
ILS
1714.53000000
USD
2023-03-15
0.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-542.53000000
-0.00370621548
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
332500.00000000
NOK
33500.50000000
USD
2023-03-15
-542.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.32000000
0.000371079249
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9500.00000000
ILS
2767.42000000
USD
2023-03-15
54.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-693.76000000
-0.00473932142
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37518.00000000
CHF
40194.69000000
USD
2023-03-15
-693.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.47000000
-0.00009884971
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9122.83000000
USD
71000.00000000
HKD
2023-03-15
-14.47000000
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
N/A
139.00000000
NS
11108.56000000
0.075886526241
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
334.15000000
0.002282697554
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29237.11000000
USD
288824.00000000
NOK
2023-03-15
334.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.26000000
0.000104246490
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
ILS
586.44000000
USD
2023-03-15
15.26000000
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
79019.00000000
NS
150358.36000000
1.027151460838
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
127350.00000000
NS
69496.62000000
0.474756140970
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2343.82000000
0.016011468447
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
90670.20000000
USD
12092000.00000000
JPY
2023-03-15
2343.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.19000000
-0.00022673270
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
CHF
4871.07000000
USD
2023-03-15
-33.19000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
825.00000000
NS
46974.84000000
0.320901847616
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1865.04000000
0.012740751897
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
113186.86000000
USD
95000.00000000
GBP
2023-03-15
1865.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.19000000
0.000069611516
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
737.26000000
USD
1000.00000000
SGD
2023-03-15
10.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2228.10000000
0.015220943949
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65618.80000000
USD
63076.00000000
EUR
2023-03-15
2228.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.05000000
-0.00024627037
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
201335.00000000
HKD
25792.57000000
USD
2023-03-15
-36.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.32000000
-0.00000218603
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1475.62000000
USD
11500.00000000
HKD
2023-03-15
-0.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-47.30000000
-0.00032312313
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
170500.00000000
HKD
21825.59000000
USD
2023-03-15
-47.30000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG (Registered)
N/A
171.00000000
NS
40612.30000000
0.277437072823
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
SPI 200 Index
N/A
1.00000000
NC
451.17000000
0.003082102814
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SPI 200 Index
XC0006013624
2023-03-16
174800.00000000
AUD
451.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-227.10000000
-0.00155140091
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
40000.00000000
EUR
42798.39000000
USD
2023-03-15
-227.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-604.15000000
-0.00412716363
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37806.00000000
CHF
40598.17000000
USD
2023-03-15
-604.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.87000000
0.000074256837
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
ILS
582.05000000
USD
2023-03-15
10.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.62000000
0.000058886287
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1081.22000000
USD
1000.00000000
CHF
2023-03-15
8.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-170.42000000
-0.00116419966
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31000.00000000
DKK
4316.32000000
USD
2023-03-15
-170.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.45000000
-0.00000307411
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
DKK
71.92000000
USD
2023-03-15
-0.45000000
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
3108.00000000
NS
82551.74000000
0.563940311238
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.37000000
0.000002527601
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
317.33000000
USD
500.00000000
NZD
2023-03-15
0.37000000
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
6359.00000000
NS
311087.66000000
2.125150503222
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.36000000
0.000022953355
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1824.81000000
USD
19000.00000000
SEK
2023-03-15
3.36000000
N
N
N
Dexus
N/A
Dexus
N/A
4206.00000000
NS
22081.77000000
0.150848428470
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1465.89000000
0.010014016213
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66381.01000000
USD
63076.00000000
EUR
2023-03-15
1465.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3038.68000000
0.020758304367
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
194726.57000000
USD
1931583.00000000
NOK
2023-03-15
3038.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-476.44000000
-0.00325473117
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
26769.23000000
USD
92065.00000000
ILS
2023-03-15
-476.44000000
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG (Registered)
N/A
1499.00000000
NS
56102.58000000
0.383256687581
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.91000000
0.000265808055
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33904.00000000
GBP
41099.12000000
USD
2023-03-15
38.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-283.51000000
-0.00193675769
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20871.75000000
USD
17000.00000000
GBP
2023-03-15
-283.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.69000000
-0.00001837634
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
NZD
632.72000000
USD
2023-03-15
-2.69000000
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
413.00000000
NS
44422.54000000
0.303466178103
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1504.32000000
0.010276545218
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65998.38000000
USD
62756.00000000
EUR
2023-03-15
1504.32000000
N
N
N
Dentsu Group, Inc.
5299007PBBE83ZLJZG91
Dentsu Group, Inc.
N/A
700.00000000
NS
21959.48000000
0.150013021964
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1520.12000000
0.010384480641
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
86682.14000000
USD
82000.00000000
EUR
2023-03-15
1520.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.48000000
-0.00005109854
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
310.22000000
USD
2023-03-15
-7.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.43000000
0.000112239176
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2163.24000000
USD
2000.00000000
CHF
2023-03-15
16.43000000
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
1103.00000000
NS
60679.67000000
0.414524418088
Long
EC
CORP
CH
N
2
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
1606.00000000
NS
20803.44000000
0.142115701358
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
N/A
1357.00000000
NS
60212.67000000
0.411334174910
Long
EC
CORP
BE
N
2
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
223.00000000
NS
12225.55000000
0.083517082402
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-704.38000000
-0.00481187042
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
26997.46000000
USD
92066.00000000
ILS
2023-03-15
-704.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.38000000
0.000002595915
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
HKD
577.67000000
USD
2023-03-15
0.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-322.12000000
-0.00220051634
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37258.00000000
CHF
40282.97000000
USD
2023-03-15
-322.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1860.88000000
-0.01271233345
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7738000.00000000
JPY
57661.32000000
USD
2023-03-15
-1860.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.83000000
-0.00012180307
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
731.80000000
USD
2500.00000000
ILS
2023-03-15
-17.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2654.73000000
0.018135405291
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
88001.63000000
USD
11785500.00000000
JPY
2023-03-15
2654.73000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
3179.00000000
NS
59085.61000000
0.403634826996
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-227.32000000
-0.00155290380
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
40000.00000000
EUR
42798.17000000
USD
2023-03-15
-227.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4007.71000000
0.027378093117
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
99071.55000000
USD
13400500.00000000
JPY
2023-03-15
4007.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
438.78000000
0.002997462315
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
26831.07000000
USD
266346.00000000
NOK
2023-03-15
438.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3090.83000000
0.021114559574
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
73831.12000000
USD
10000000.00000000
JPY
2023-03-15
3090.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-730.87000000
-0.00499283304
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
54500.00000000
AUD
36481.28000000
USD
2023-03-15
-730.87000000
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
2361.00000000
NS
33572.17000000
0.229343439626
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.08000000
-0.00012351091
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
SGD
1476.82000000
USD
2023-03-15
-18.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2246.89000000
0.015349305125
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65255.81000000
USD
62756.00000000
EUR
2023-03-15
2246.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.12000000
0.000246748572
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1598.63000000
USD
1500.00000000
CHF
2023-03-15
36.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2140.01000000
0.014619169813
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
81221.88000000
USD
77500.00000000
EUR
2023-03-15
2140.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.99000000
-0.00005458253
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1500.00000000
SGD
1113.18000000
USD
2023-03-15
-7.99000000
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
230.00000000
NS
14692.93000000
0.100372633177
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9123.83000000
-0.06232812936
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127920.00000000
JPY
176472.84000000
USD
2023-03-15
-9123.83000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
30.00000000
NS
21830.80000000
0.149133963095
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.87000000
-0.00016989581
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1500.00000000
CHF
1609.88000000
USD
2023-03-15
-24.87000000
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
N/A
104.00000000
NS
24862.81000000
0.169846702318
Long
EC
CORP
FR
N
2
N
N
N
Mitsui OSK Lines Ltd.
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
1500.00000000
NS
37481.77000000
0.256051308422
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.79000000
-0.00003272219
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
147.58000000
USD
500.00000000
ILS
2023-03-15
-4.79000000
N
N
N
City Developments Ltd.
254900BPLPJS0RJ72373
City Developments Ltd.
N/A
4992.00000000
NS
30687.43000000
0.209636754177
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
IBEX 35 Index
N/A
-1.00000000
NC
938.99000000
0.006414574821
N/A
DE
ES
N
1
BME Clearing
5299009QA8BBE2OOB349
Short
IBEX 35 Index
ES0SI0000005
2023-01-20
-81943.00000000
EUR
938.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55.24000000
0.000377364096
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7500.00000000
ILS
2197.16000000
USD
2023-03-15
55.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2263.70000000
0.015464140217
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65239.00000000
USD
62756.00000000
EUR
2023-03-15
2263.70000000
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
1923.00000000
NS
12823.80000000
0.087603941034
Long
EC
CORP
JE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-438.76000000
-0.00299732568
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
161500.00000000
NOK
16096.43000000
USD
2023-03-15
-438.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.08000000
0.000184993116
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2124.19000000
USD
2000.00000000
EUR
2023-03-15
27.08000000
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
N/A
2090.00000000
NS
45613.95000000
0.311605123766
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.18000000
0.000479424552
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5050.76000000
USD
7500.00000000
AUD
2023-03-15
70.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
67.67000000
0.000462277849
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3500.00000000
GBP
4306.42000000
USD
2023-03-15
67.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.96000000
-0.00000655810
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
316.74000000
USD
2023-03-15
-0.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16.95000000
-0.00011579148
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
75000.00000000
HKD
9604.56000000
USD
2023-03-15
-16.95000000
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
3056.00000000
NS
157292.64000000
1.074521995019
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-758.96000000
-0.00518472582
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
358000.00000000
NOK
35894.89000000
USD
2023-03-15
-758.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2263.62000000
0.015463593708
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65239.08000000
USD
62756.00000000
EUR
2023-03-15
2263.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1522.31000000
0.010399441310
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65724.38000000
USD
62518.00000000
EUR
2023-03-15
1522.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-59.62000000
-0.00040728543
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6917.55000000
USD
10793.00000000
NZD
2023-03-15
-59.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2738.92000000
0.018710537140
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
197327.64000000
USD
1954060.00000000
NOK
2023-03-15
2738.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.12000000
0.000144278235
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
ILS
592.30000000
USD
2023-03-15
21.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.52000000
-0.00024948111
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
23500.00000000
DKK
3364.72000000
USD
2023-03-15
-36.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.93000000
0.000183968412
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2215.42000000
USD
3000.00000000
SGD
2023-03-15
26.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.87000000
0.000074256837
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
ILS
582.05000000
USD
2023-03-15
10.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.55000000
0.000058408092
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
309.15000000
USD
500.00000000
NZD
2023-03-15
8.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1600.21000000
-0.01093160393
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
48000.00000000
EUR
50030.38000000
USD
2023-03-15
-1600.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-548.86000000
-0.00374945796
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
100919.24000000
USD
147000.00000000
AUD
2023-03-15
-548.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-363.23000000
-0.00248135338
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29950.67000000
USD
307500.00000000
SEK
2023-03-15
-363.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.44000000
-0.00127363798
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24407.89000000
USD
20000.00000000
GBP
2023-03-15
-186.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3450.27000000
0.023570022117
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
196616.29000000
USD
1954060.00000000
NOK
2023-03-15
3450.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.75000000
0.000968344690
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
60411.88000000
USD
50000.00000000
GBP
2023-03-15
141.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6571.37000000
-0.04489136683
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
708500.00000000
AUD
477186.53000000
USD
2023-03-15
-6571.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-861.63000000
-0.00588610113
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
165665.95000000
USD
1609652.00000000
NOK
2023-03-15
-861.63000000
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N/A
7368.00000000
NS
37331.27000000
0.255023189368
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3583.80000000
-0.02448221306
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
182012.88000000
USD
2023-03-15
-3583.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30359.81000000
0.207398665377
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
892703.59000000
USD
120000000.00000000
JPY
2023-03-15
30359.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.44000000
0.000112307490
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2163.23000000
USD
2000.00000000
CHF
2023-03-15
16.44000000
N
N
N
New World Development Co. Ltd.
2549008GWMWXTIRL4S48
New World Development Co. Ltd.
N/A
10000.00000000
NS
28051.77000000
0.191631622841
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1155.02000000
0.007890352623
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66746.74000000
USD
63127.00000000
EUR
2023-03-15
1155.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.40000000
0.000036889321
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1586.67000000
USD
11000.00000000
DKK
2023-03-15
5.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-620.10000000
-0.00423612375
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
26912.89000000
USD
92065.00000000
ILS
2023-03-15
-620.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-930.71000000
-0.00635801119
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37834.00000000
CHF
40302.13000000
USD
2023-03-15
-930.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41.21000000
-0.00028152017
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
SGD
1453.69000000
USD
2023-03-15
-41.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.42000000
0.000084845439
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
61500.00000000
HKD
7902.06000000
USD
2023-03-15
12.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-740.84000000
-0.00506094166
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2561500.00000000
JPY
18962.72000000
USD
2023-03-15
-740.84000000
N
N
N
ANZ Group Holdings Ltd.
N/A
ANZ Group Holdings Ltd.
N/A
674.00000000
NS
10857.41000000
0.074170831222
Long
EC
CORP
AU
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6340.91000000
-0.04331701256
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16774500.00000000
JPY
122691.82000000
USD
2023-03-15
-6340.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.53000000
0.000345188410
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29520.73000000
USD
288824.00000000
NOK
2023-03-15
50.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.26000000
-0.00007692106
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
CHF
533.66000000
USD
2023-03-15
-11.26000000
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
2638.00000000
NS
15457.13000000
0.105593155311
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1347.15000000
-0.00920286102
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
160603.21000000
USD
131500.00000000
GBP
2023-03-15
-1347.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-597.19000000
-0.00407961739
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37834.00000000
CHF
40635.65000000
USD
2023-03-15
-597.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6680.21000000
-0.04563489160
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127921.00000000
JPY
178916.46000000
USD
2023-03-15
-6680.21000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
14943.00000000
NS
44681.29000000
0.305233791427
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-346.27000000
-0.00236549358
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
306970.00000000
SEK
29190.17000000
USD
2023-03-15
-346.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.44000000
0.000016668508
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29500.00000000
HKD
3786.90000000
USD
2023-03-15
2.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1174.38000000
-0.00802260767
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
193500.00000000
EUR
206961.44000000
USD
2023-03-15
-1174.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
613.15000000
0.004188645833
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
115225.87000000
USD
169655.00000000
AUD
2023-03-15
613.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.50000000
-0.00033815211
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31159.04000000
USD
242500.00000000
HKD
2023-03-15
-49.50000000
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
462.00000000
NS
45444.24000000
0.310445774366
Long
EC
CORP
FR
N
2
N
N
N
Sumitomo Chemical Co. Ltd.
353800RSAU9BD8U4DM91
Sumitomo Chemical Co. Ltd.
N/A
1000.00000000
NS
3585.62000000
0.024494646130
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
6553.00000000
NS
115248.45000000
0.787303172080
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39.29000000
0.000268403970
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1263.31000000
USD
9000.00000000
DKK
2023-03-15
39.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-751.57000000
-0.00513424210
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2072500.00000000
JPY
15190.50000000
USD
2023-03-15
-751.57000000
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
1325.00000000
NS
33007.26000000
0.225484338398
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.19000000
0.000745915744
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4667.02000000
USD
33000.00000000
DKK
2023-03-15
109.19000000
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG (Registered)
N/A
495.00000000
NS
76332.34000000
0.521453376720
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.03000000
0.000007036296
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
318.73000000
USD
2023-03-15
1.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1769.07000000
0.012085146677
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
458141.55000000
USD
422000.00000000
CHF
2023-03-15
1769.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.08000000
0.000000546508
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
544.84000000
USD
500.00000000
CHF
2023-03-15
0.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.18000000
-0.00045209912
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
13000.00000000
EUR
13917.11000000
USD
2023-03-15
-66.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1048.83000000
-0.00716493094
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37832.00000000
CHF
40181.83000000
USD
2023-03-15
-1048.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.91000000
-0.00003354195
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
SGD
368.81000000
USD
2023-03-15
-4.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.38000000
-0.00007090947
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
13000.00000000
DKK
1871.16000000
USD
2023-03-15
-10.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.09000000
-0.00011674787
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2500.00000000
SGD
1851.53000000
USD
2023-03-15
-17.09000000
N
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
3148.00000000
NS
64867.08000000
0.443130105850
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
223.47000000
0.001526603089
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9040.13000000
USD
8500.00000000
CHF
2023-03-15
223.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-730.69000000
-0.00499160339
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
54500.00000000
AUD
36481.46000000
USD
2023-03-15
-730.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3594.68000000
0.024556538214
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
228082.00000000
USD
339308.00000000
AUD
2023-03-15
3594.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-715.50000000
-0.00488783510
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5000000.00000000
JPY
37745.47000000
USD
2023-03-15
-715.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.08000000
0.000048365999
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
104000.00000000
AUD
71017.41000000
USD
2023-03-15
7.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
381.17000000
0.002603907905
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
26888.68000000
USD
266346.00000000
NOK
2023-03-15
381.17000000
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
42683.00000000
NS
115025.11000000
0.785777457067
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.45000000
0.000652052915
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6763.12000000
USD
10794.00000000
NZD
2023-03-15
95.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.09000000
-0.00012357922
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
SGD
1476.81000000
USD
2023-03-15
-18.09000000
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
72.00000000
NS
3916.97000000
0.026758215888
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1542.83000000
0.010539620732
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66304.07000000
USD
63076.00000000
EUR
2023-03-15
1542.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-202.80000000
-0.00138539896
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11000.00000000
CHF
11785.39000000
USD
2023-03-15
-202.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39.29000000
0.000268403970
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1263.31000000
USD
9000.00000000
DKK
2023-03-15
39.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.67000000
0.000018239720
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
320.37000000
USD
2023-03-15
2.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
284.84000000
0.001945843397
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29140.72000000
USD
27000.00000000
CHF
2023-03-15
284.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.21000000
0.000083410854
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1856.41000000
USD
2500.00000000
SGD
2023-03-15
12.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
890.98000000
0.006086601427
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
38493.81000000
USD
57682.00000000
AUD
2023-03-15
890.98000000
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
766.00000000
NS
12353.55000000
0.084391495950
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.00000000
-0.00005465084
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1500.00000000
SGD
1113.17000000
USD
2023-03-15
-8.00000000
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
22692.00000000
NS
130931.52000000
0.894439803930
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
75.43000000
0.000515289171
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5302.76000000
USD
5000.00000000
EUR
2023-03-15
75.43000000
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
3285.00000000
NS
62279.55000000
0.425453767671
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1766.78000000
0.012069502872
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
458143.84000000
USD
422000.00000000
CHF
2023-03-15
1766.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.77000000
-0.00012822454
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2183.70000000
USD
22500.00000000
SEK
2023-03-15
-18.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1759.66000000
-0.01202086361
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1534852.00000000
SEK
145922.73000000
USD
2023-03-15
-1759.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
378.69000000
0.002586966143
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
115459.65000000
USD
169654.00000000
AUD
2023-03-15
378.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.92000000
0.000183900099
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2215.43000000
USD
3000.00000000
SGD
2023-03-15
26.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3449.29000000
0.023563327389
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
196617.47000000
USD
1954062.00000000
NOK
2023-03-15
3449.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.80000000
0.000230899827
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
35000.00000000
SEK
3401.48000000
USD
2023-03-15
33.80000000
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
728.00000000
NS
24292.37000000
0.165949823692
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-636.15000000
-0.00434576701
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37834.00000000
CHF
40596.69000000
USD
2023-03-15
-636.15000000
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
100.00000000
NS
14075.43000000
0.096154270945
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
133.57000000
0.000912464199
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6320.25000000
USD
6000.00000000
EUR
2023-03-15
133.57000000
N
N
N
Ricoh Co. Ltd.
549300HFIB2GRUMDID72
Ricoh Co. Ltd.
N/A
5800.00000000
NS
44144.64000000
0.301567744315
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.60000000
-0.00007241237
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
SGD
736.85000000
USD
2023-03-15
-10.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.57000000
0.000051713363
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
55500.00000000
HKD
7127.49000000
USD
2023-03-15
7.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.73000000
-0.00003914366
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
DKK
283.74000000
USD
2023-03-15
-5.73000000
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
122.00000000
NS
11672.78000000
0.079740913834
Long
EC
CORP
FR
N
2
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
1509.00000000
NS
26582.60000000
0.181595199780
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-200.14000000
-0.00136722755
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33904.00000000
GBP
40860.07000000
USD
2023-03-15
-200.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3091.20000000
0.021117087175
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
73830.75000000
USD
10000000.00000000
JPY
2023-03-15
3091.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.83000000
0.000265261547
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1456.07000000
USD
2000.00000000
SGD
2023-03-15
38.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2412.22000000
0.016478733186
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65088.33000000
USD
62754.00000000
EUR
2023-03-15
2412.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.94000000
-0.00024551892
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
SGD
1458.96000000
USD
2023-03-15
-35.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-740.75000000
-0.00506032683
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2561500.00000000
JPY
18962.81000000
USD
2023-03-15
-740.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80.66000000
-0.00055101716
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
15500.00000000
DKK
2162.71000000
USD
2023-03-15
-80.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1346.35000000
-0.00919739593
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
160602.41000000
USD
131500.00000000
GBP
2023-03-15
-1346.35000000
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
771.00000000
NS
37510.84000000
0.256249895937
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
ETRSI
N/A
89761.31000000
PA
880.49000000
0.006014940504
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
MSCI Spain Net Return Index
M7ES Index
Y
2023-03-15
0.00000000
USD
0.00000000
USD
89761.31000000
EUR
880.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.05000000
0.000348740715
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3494.92000000
USD
24500.00000000
DKK
2023-03-15
51.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1138.43000000
0.007777020430
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
191166.44000000
USD
25000000.00000000
JPY
2023-03-15
1138.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1759.47000000
-0.01201956566
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1534854.00000000
SEK
145923.11000000
USD
2023-03-15
-1759.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.21000000
-0.00011756763
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3000.00000000
DKK
416.99000000
USD
2023-03-15
-17.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-302.35000000
-0.00206546043
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
38355.00000000
CHF
41498.29000000
USD
2023-03-15
-302.35000000
N
N
N
N/A
N/A
ETRSI
N/A
1082873.20000000
PA
3403.67000000
0.023251680935
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
MSCI Sweden Net Return Index
M7SE Index
Y
2023-03-15
0.00000000
USD
0.00000000
USD
1082873.20000000
SEK
3403.67000000
N
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
5479.00000000
NS
63760.85000000
0.435573055078
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-626.28000000
-0.00427834153
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1628500.00000000
JPY
11900.46000000
USD
2023-03-15
-626.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1020.74000000
0.006973038161
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66626.09000000
USD
62890.00000000
EUR
2023-03-15
1020.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.93000000
-0.00004734129
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
292.52000000
USD
1000.00000000
ILS
2023-03-15
-6.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2018.25000000
-0.01378738392
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
451000.00000000
EUR
483094.19000000
USD
2023-03-15
-2018.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.45000000
-0.00000307411
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
DKK
71.92000000
USD
2023-03-15
-0.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6573.75000000
-0.04490762546
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
708500.00000000
AUD
477184.15000000
USD
2023-03-15
-6573.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.20000000
0.000083342541
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1856.42000000
USD
2500.00000000
SGD
2023-03-15
12.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
268.57000000
0.001834697238
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
47348.75000000
USD
329000.00000000
DKK
2023-03-15
268.57000000
N
N
N
Goldman Sachs Financial Square Funds - Treasury Instruments Fund
N/A
Goldman Sachs Financial Square Funds - Treasury Instruments Fund
N/A
650879.42000000
NS
USD
650879.42000000
4.446388927643
Long
STIV
RF
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
592.00000000
NS
14849.53000000
0.101442423502
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-653.03000000
-0.00446108030
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37832.00000000
CHF
40577.63000000
USD
2023-03-15
-653.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.51000000
-0.00003764077
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
17000.00000000
HKD
2175.37000000
USD
2023-03-15
-5.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3555.77000000
-0.02429073015
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
113184.00000000
CHF
119796.18000000
USD
2023-03-15
-3555.77000000
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
2300.00000000
NS
37060.13000000
0.253170935545
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
1798.00000000
NS
54798.57000000
0.374348531251
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.32000000
-0.00127281822
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24407.77000000
USD
20000.00000000
GBP
2023-03-15
-186.32000000
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
285.00000000
NS
24487.54000000
0.167283099412
Long
EC
CORP
GB
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
875.00000000
NS
17257.72000000
0.117893626325
Long
EC
CORP
DK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
574.13000000
0.003922086329
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
17173.89000000
USD
16500.00000000
EUR
2023-03-15
574.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.90000000
0.000750766006
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
353000.00000000
NOK
36251.83000000
USD
2023-03-15
109.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.49000000
0.000098986346
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5758.41000000
USD
45000.00000000
HKD
2023-03-15
14.49000000
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
1533.00000000
NS
27748.77000000
0.189561722021
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.51000000
-0.00007862890
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31000.00000000
SEK
2971.29000000
USD
2023-03-15
-11.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1194.67000000
0.008161215882
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66453.24000000
USD
62891.00000000
EUR
2023-03-15
1194.67000000
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
1159.00000000
NS
42633.06000000
0.291241603453
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.42000000
-0.00009850815
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9122.78000000
USD
71000.00000000
HKD
2023-03-15
-14.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.32000000
0.000371079249
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9500.00000000
ILS
2767.42000000
USD
2023-03-15
54.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1155.33000000
0.007892470343
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66745.35000000
USD
63126.00000000
EUR
2023-03-15
1155.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1864.90000000
0.012739795507
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
113187.00000000
USD
95000.00000000
GBP
2023-03-15
1864.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.00000000
-0.00001366271
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1028.29000000
USD
8000.00000000
HKD
2023-03-15
-2.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-360.09000000
-0.00245990292
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
260298.00000000
SEK
24685.60000000
USD
2023-03-15
-360.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1452.64000000
0.009923500748
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
93011.03000000
USD
78000.00000000
GBP
2023-03-15
1452.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.26000000
0.000104246490
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
ILS
586.44000000
USD
2023-03-15
15.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.93000000
0.000026847228
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
337.47000000
USD
500.00000000
AUD
2023-03-15
3.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1747.31000000
0.011936496374
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
123203.57000000
USD
183000.00000000
AUD
2023-03-15
1747.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.69000000
-0.00001154499
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2503.28000000
USD
19500.00000000
HKD
2023-03-15
-1.69000000
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
38250.00000000
NS
177698.08000000
1.213918816753
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.35000000
0.000002390974
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1089.49000000
USD
1000.00000000
CHF
2023-03-15
0.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.07000000
0.000007309550
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
CHF
545.99000000
USD
2023-03-15
1.07000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
160.00000000
NS
87240.34000000
0.595969806235
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1753.00000000
0.011975366789
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
74000.00000000
GBP
91372.38000000
USD
2023-03-15
1753.00000000
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
914.00000000
NS
22221.32000000
0.151801744178
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.84000000
0.001296864592
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8415.26000000
USD
8000.00000000
EUR
2023-03-15
189.84000000
N
N
N
N/A
N/A
TOPIX Index
N/A
21.00000000
NC
-77712.52000000
-0.53088187742
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2023-03-09
397215000.00000000
JPY
-77712.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.37000000
0.000023021669
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1824.80000000
USD
19000.00000000
SEK
2023-03-15
3.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-363.37000000
-0.00248230977
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29950.81000000
USD
307500.00000000
SEK
2023-03-15
-363.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-280.66000000
-0.00191728833
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37572.00000000
CHF
40666.64000000
USD
2023-03-15
-280.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.95000000
0.000040646567
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
599.59000000
USD
500.00000000
GBP
2023-03-15
5.95000000
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG (Registered)
N/A
75.00000000
NS
17436.21000000
0.119112955029
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
67.65000000
0.000462141222
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3500.00000000
GBP
4306.40000000
USD
2023-03-15
67.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.66000000
-0.00007282225
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11000.00000000
DKK
1581.41000000
USD
2023-03-15
-10.66000000
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
242.00000000
NS
16774.56000000
0.114592988437
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
695.60000000
0.004751891123
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37000.00000000
GBP
45505.29000000
USD
2023-03-15
695.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6031.34000000
-0.04120222973
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127921.00000000
JPY
179565.33000000
USD
2023-03-15
-6031.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1747.16000000
0.011935471671
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
123203.72000000
USD
183000.00000000
AUD
2023-03-15
1747.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-931.68000000
-0.00636463760
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
61485.31000000
USD
50000.00000000
GBP
2023-03-15
-931.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.65000000
-0.00012057343
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
EUR
520.17000000
USD
2023-03-15
-17.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.35000000
0.000507911306
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32500.00000000
SEK
3201.48000000
USD
2023-03-15
74.35000000
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
5581.00000000
NS
172882.33000000
1.181020714861
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.41000000
0.000002800855
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1500.00000000
HKD
192.84000000
USD
2023-03-15
0.41000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
466.00000000
NS
18748.32000000
0.128076445342
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
8600.00000000
NS
149219.80000000
1.019373552331
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-624.32000000
-0.00426495207
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37574.00000000
CHF
40325.16000000
USD
2023-03-15
-624.32000000
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
922.00000000
NS
39618.58000000
0.270648617897
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-888.24000000
-0.00606788351
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
286500.00000000
NOK
28445.08000000
USD
2023-03-15
-888.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2246.81000000
0.015348758617
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65255.89000000
USD
62756.00000000
EUR
2023-03-15
2246.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102.75000000
0.000701921812
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7526.10000000
USD
7000.00000000
CHF
2023-03-15
102.75000000
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
16743.00000000
NS
125506.41000000
0.857378947044
Long
EC
CORP
JP
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
3354.00000000
NS
119187.95000000
0.814215298416
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.38000000
0.000002595915
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
HKD
577.67000000
USD
2023-03-15
0.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.22000000
0.000028828321
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
743.23000000
USD
1000.00000000
SGD
2023-03-15
4.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5014.58000000
0.034256380373
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
111133.72000000
USD
15099500.00000000
JPY
2023-03-15
5014.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.07000000
-0.00009611717
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
38500.00000000
HKD
4924.97000000
USD
2023-03-15
-14.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.53000000
-0.00134256636
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500000.00000000
NOK
50996.00000000
USD
2023-03-15
-196.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-715.31000000
-0.00488653714
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5000000.00000000
JPY
37745.66000000
USD
2023-03-15
-715.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.34000000
0.000063804863
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
13500.00000000
SEK
1308.30000000
USD
2023-03-15
9.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.96000000
0.000874140293
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3098.95000000
USD
3000.00000000
EUR
2023-03-15
127.96000000
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
24826.00000000
NS
148728.89000000
1.016019971436
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-128.44000000
-0.00087741934
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
17000.00000000
CHF
18398.77000000
USD
2023-03-15
-128.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.32000000
0.000050005524
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
ILS
292.91000000
USD
2023-03-15
7.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-476.47000000
-0.00325493611
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
26769.26000000
USD
92065.00000000
ILS
2023-03-15
-476.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-328.64000000
-0.00224505678
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10500.00000000
CHF
11114.63000000
USD
2023-03-15
-328.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
574.15000000
0.003922222956
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
17173.87000000
USD
16500.00000000
EUR
2023-03-15
574.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-322.32000000
-0.00220188261
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37258.00000000
CHF
40282.77000000
USD
2023-03-15
-322.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1147.16000000
-0.00783665816
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37520.00000000
CHF
39743.47000000
USD
2023-03-15
-1147.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
695.83000000
0.004753462334
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37000.00000000
GBP
45505.52000000
USD
2023-03-15
695.83000000
N
N
N
JFE Holdings, Inc.
N/A
JFE Holdings, Inc.
N/A
10800.00000000
NS
125317.81000000
0.856090553332
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2401.45000000
0.016405159484
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
195363.70000000
USD
1931582.00000000
NOK
2023-03-15
2401.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1273.18000000
-0.00869754562
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
145602.14000000
USD
1500000.00000000
SEK
2023-03-15
-1273.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2188.09000000
0.014947621402
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65316.76000000
USD
62758.00000000
EUR
2023-03-15
2188.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.80000000
0.001296591338
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8415.30000000
USD
8000.00000000
EUR
2023-03-15
189.80000000
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
1660.00000000
NS
53527.05000000
0.365662325672
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1317.80000000
-0.00900236072
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
106000.00000000
AUD
71058.12000000
USD
2023-03-15
-1317.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9.50000000
-0.00006489788
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
DKK
279.97000000
USD
2023-03-15
-9.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.89000000
-0.00003340533
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
SGD
368.83000000
USD
2023-03-15
-4.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.32000000
-0.00000218603
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1475.62000000
USD
11500.00000000
HKD
2023-03-15
-0.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.59000000
0.000079175414
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
533.33000000
USD
500.00000000
CHF
2023-03-15
11.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.83000000
-0.00012180307
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
731.80000000
USD
2500.00000000
ILS
2023-03-15
-17.83000000
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
10588.00000000
NS
150459.34000000
1.027841291151
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-636.20000000
-0.00434610858
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37834.00000000
CHF
40596.64000000
USD
2023-03-15
-636.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.38000000
0.000344163707
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29520.88000000
USD
288824.00000000
NOK
2023-03-15
50.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-597.21000000
-0.00407975402
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37832.00000000
CHF
40633.45000000
USD
2023-03-15
-597.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9123.60000000
-0.06232655815
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
176473.08000000
USD
2023-03-15
-9123.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.54000000
0.000235955030
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2145.13000000
USD
2000.00000000
CHF
2023-03-15
34.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-243.26000000
-0.00166179562
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
230228.00000000
SEK
21909.12000000
USD
2023-03-15
-243.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-626.26000000
-0.00427820490
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1628500.00000000
JPY
11900.48000000
USD
2023-03-15
-626.26000000
N
N
N
N/A
N/A
ETRSI
N/A
388796.10000000
PA
-3457.40000000
-0.02361872968
N/A
DE
US
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Tel Aviv Stock Exchange 35 Index
TA-35 Index
Y
2023-03-15
0.00000000
USD
0.00000000
USD
388796.10000000
ILS
-3457.40000000
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG (Registered)
N/A
50.00000000
NS
98737.55000000
0.674511338924
Long
EC
CORP
CH
N
2
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
60.00000000
NS
8286.45000000
0.056607688609
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.47000000
0.000679514965
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
75500.00000000
SEK
7364.03000000
USD
2023-03-15
99.47000000
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
261.00000000
NS
74181.61000000
0.506760974772
Long
EC
CORP
CH
N
2
N
N
N
Hitachi Construction Machinery Co. Ltd.
5493009B7C53PDH8W826
Hitachi Construction Machinery Co. Ltd.
N/A
1500.00000000
NS
33429.67000000
0.228369971419
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12855.28000000
-0.08781899211
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127920.00000000
JPY
172741.39000000
USD
2023-03-15
-12855.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.74000000
-0.00034662299
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
84000.00000000
DKK
12106.87000000
USD
2023-03-15
-50.74000000
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
2100.00000000
NS
68176.07000000
0.465734994015
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-735.21000000
-0.00502248112
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
27028.57000000
USD
92067.00000000
ILS
2023-03-15
-735.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2954.78000000
0.020185153612
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
182000.00000000
GBP
223370.01000000
USD
2023-03-15
2954.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2144.66000000
-0.01465093561
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1482500.00000000
NOK
149641.20000000
USD
2023-03-15
-2144.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-72.58000000
-0.00049581980
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7500.00000000
CHF
8101.19000000
USD
2023-03-15
-72.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
454.67000000
0.003106012560
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
55500.00000000
GBP
67669.20000000
USD
2023-03-15
454.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
136.33000000
0.000931318741
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9127.27000000
USD
8500.00000000
CHF
2023-03-15
136.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1083.08000000
-0.00739890488
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37833.00000000
CHF
40148.67000000
USD
2023-03-15
-1083.08000000
N
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
2983.00000000
NS
11802.58000000
0.080627623822
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9758.59000000
0.066664400797
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
217577.82000000
USD
2220406.00000000
NOK
2023-03-15
9758.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1433.17000000
0.009790494250
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66411.58000000
USD
63074.00000000
EUR
2023-03-15
1433.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-149.98000000
-0.00102456674
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29721.24000000
USD
288824.00000000
NOK
2023-03-15
-149.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6100.73000000
-0.04167625752
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1555000.00000000
NOK
153108.05000000
USD
2023-03-15
-6100.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.48000000
-0.00005109854
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
310.22000000
USD
2023-03-15
-7.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.80000000
0.000510985416
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16500.00000000
NZD
10558.99000000
USD
2023-03-15
74.80000000
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
528.00000000
NS
12437.79000000
0.084966969366
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-653.27000000
-0.00446271983
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37834.00000000
CHF
40579.57000000
USD
2023-03-15
-653.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
334.12000000
0.002282492613
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29237.14000000
USD
288824.00000000
NOK
2023-03-15
334.12000000
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
176.00000000
NS
23903.54000000
0.163293587601
Long
EC
CORP
DK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.28000000
-0.00018635938
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32500.00000000
DKK
4676.56000000
USD
2023-03-15
-27.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1093.33000000
0.007468926281
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66553.50000000
USD
62890.00000000
EUR
2023-03-15
1093.33000000
N
N
N
N/A
N/A
ETRSI
N/A
100421.78000000
PA
3536.23000000
0.024157245465
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
MSCI Switzerland Net Return Index
M7CH Index
Y
2023-03-15
0.00000000
USD
0.00000000
USD
100421.78000000
CHF
3536.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.34000000
-0.00033705909
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
31158.88000000
USD
242500.00000000
HKD
2023-03-15
-49.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
381.04000000
0.002603019829
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
26888.81000000
USD
266346.00000000
NOK
2023-03-15
381.04000000
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
4.00000000
NS
17887.24000000
0.122194101454
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
468.89000000
0.003203154440
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29102.37000000
USD
288824.00000000
NOK
2023-03-15
468.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.78000000
-0.00012829286
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2183.71000000
USD
22500.00000000
SEK
2023-03-15
-18.78000000
N
N
N
SITC International Holdings Co. Ltd.
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
N/A
53000.00000000
NS
117471.32000000
0.802488388039
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2496.25000000
-0.01705277201
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7302500.00000000
JPY
53676.00000000
USD
2023-03-15
-2496.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.66000000
-0.00033924513
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
25500.00000000
DKK
3641.04000000
USD
2023-03-15
-49.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.31000000
0.000213889751
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
GBP
1242.38000000
USD
2023-03-15
31.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
459.77000000
0.003140852475
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
18612.35000000
USD
17500.00000000
CHF
2023-03-15
459.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11058.26000000
-0.07554290904
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127920.00000000
JPY
174538.41000000
USD
2023-03-15
-11058.26000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
116.00000000
NS
36451.55000000
0.249013509008
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-631.92000000
-0.00431687038
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
116894.90000000
USD
96000.00000000
GBP
2023-03-15
-631.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.38000000
0.000207536590
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4000.00000000
ILS
1172.74000000
USD
2023-03-15
30.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2144.85000000
-0.01465223357
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1482500.00000000
NOK
149641.01000000
USD
2023-03-15
-2144.85000000
N
N
N
Evraz plc
5493005B7DAN39RXLK23
Evraz plc
N/A
80070.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
4238.00000000
NS
12086.82000000
0.082569368406
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2493.41000000
0.017033370967
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65351.34000000
USD
63074.00000000
EUR
2023-03-15
2493.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3594.98000000
0.024558587621
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
228083.06000000
USD
339310.00000000
AUD
2023-03-15
3594.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.42000000
0.000016531881
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29500.00000000
HKD
3786.88000000
USD
2023-03-15
2.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.46000000
0.000085118693
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
61500.00000000
HKD
7902.10000000
USD
2023-03-15
12.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-614.99000000
-0.00420121552
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33904.00000000
GBP
40445.22000000
USD
2023-03-15
-614.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52.03000000
0.000355435444
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3059.74000000
USD
21500.00000000
DKK
2023-03-15
52.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.86000000
-0.00001953767
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29500.00000000
HKD
3781.60000000
USD
2023-03-15
-2.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2827.16000000
-0.01931333597
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7357000.00000000
JPY
53764.32000000
USD
2023-03-15
-2827.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55.24000000
0.000377364096
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7500.00000000
ILS
2197.16000000
USD
2023-03-15
55.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.47000000
0.000003210737
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
318.17000000
USD
2023-03-15
0.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6163.32000000
-0.04210383208
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2859500.00000000
NOK
286606.77000000
USD
2023-03-15
-6163.32000000
N
N
N
TOPPAN, Inc.
3538003H9W4KIDODQY20
TOPPAN, Inc.
890747108
1000.00000000
NS
14767.49000000
0.100881979069
Long
EC
CORP
JP
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
N/A
1850.00000000
NS
17672.95000000
0.120730210211
Long
EC
CORP
FR
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
939.00000000
NS
9877.66000000
0.067477810337
Long
EC
CORP
FR
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
N/A
739.00000000
NS
53158.34000000
0.363143536460
Long
EC
CORP
DK
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
597.00000000
NS
12841.03000000
0.087721645295
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-153.98000000
-0.00105189217
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33114.80000000
USD
321930.00000000
NOK
2023-03-15
-153.98000000
N
N
N
Aurizon Holdings Ltd.
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
51087.00000000
NS
129425.82000000
0.884153831441
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.67000000
0.000018239720
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
NZD
320.37000000
USD
2023-03-15
2.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.01000000
0.000102538651
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1866.53000000
USD
13000.00000000
DKK
2023-03-15
15.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-72.54000000
-0.00049554655
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7500.00000000
CHF
8101.23000000
USD
2023-03-15
-72.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.73000000
-0.00003914366
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000.00000000
DKK
283.74000000
USD
2023-03-15
-5.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-855.22000000
-0.00584231214
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37832.00000000
CHF
40375.44000000
USD
2023-03-15
-855.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1318.15000000
-0.00900475170
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
106000.00000000
AUD
71057.77000000
USD
2023-03-15
-1318.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.91000000
0.000026710601
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6854.66000000
USD
10794.00000000
NZD
2023-03-15
3.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30355.35000000
0.207368197529
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
892708.05000000
USD
120000000.00000000
JPY
2023-03-15
30355.35000000
N
N
N
Limited Purpose Cash Investment Fund
549300GUQBQJ6160QP80
Limited Purpose Cash Investment Fund
90262Y729
2290551.55400000
NS
USD
2289635.33000000
15.64131368549
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-137.87000000
-0.00094183902
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
CHF
4766.39000000
USD
2023-03-15
-137.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4399.30000000
-0.03005318375
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14337500.00000000
JPY
105887.55000000
USD
2023-03-15
-4399.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.50000000
-0.00020152499
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16000.00000000
DKK
2286.24000000
USD
2023-03-15
-29.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.86000000
-0.00000587496
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
316.84000000
USD
2023-03-15
-0.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-346.24000000
-0.00236528864
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
306970.00000000
SEK
29190.20000000
USD
2023-03-15
-346.24000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
3622.00000000
NS
36009.96000000
0.245996850582
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6141.57000000
0.041955250092
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
419810.81000000
USD
396000.00000000
EUR
2023-03-15
6141.57000000
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
6075.00000000
NS
9231.74000000
0.063065300972
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Amsterdam Exchange Index
N/A
-2.00000000
NC
17155.80000000
0.117197374538
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Short
Amsterdam Exchange Index
NL0000000107
2023-01-20
-275860.00000000
EUR
17155.80000000
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
2000.00000000
NS
51013.55000000
0.348491712765
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.37000000
-0.00000935895
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
SEK
94.85000000
USD
2023-03-15
-1.37000000
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
5559.00000000
NS
156712.76000000
1.070560628394
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.23000000
0.000199680531
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2286.51000000
USD
16000.00000000
DKK
2023-03-15
29.23000000
N
N
N
ASX Ltd.
549300VSBVYUCBIQKT71
ASX Ltd.
N/A
254.00000000
NS
11698.28000000
0.079915113408
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-59.65000000
-0.00040749037
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6918.22000000
USD
10794.00000000
NZD
2023-03-15
-59.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25.98000000
-0.00017747862
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3500.00000000
SGD
2590.09000000
USD
2023-03-15
-25.98000000
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ, Class B
N/A
1506.00000000
NS
33276.88000000
0.227326208560
Long
EC
CORP
FI
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
3900.00000000
NS
91964.52000000
0.628242360872
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.02000000
0.000047956118
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5060.31000000
USD
39500.00000000
HKD
2023-03-15
7.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.68000000
0.000967866495
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
60411.95000000
USD
50000.00000000
GBP
2023-03-15
141.68000000
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
891.00000000
NS
23624.86000000
0.161389825355
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.30000000
0.000015712118
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2500.00000000
CHF
2726.89000000
USD
2023-03-15
2.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.01000000
-0.00024599712
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
201334.00000000
HKD
25792.48000000
USD
2023-03-15
-36.01000000
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
4000.00000000
NS
45823.80000000
0.313038683789
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5426.02000000
0.037067073420
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
226250.66000000
USD
339308.00000000
AUD
2023-03-15
5426.02000000
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
5830.00000000
NS
35115.65000000
0.239887500740
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1092.63000000
0.007464144332
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66554.20000000
USD
62890.00000000
EUR
2023-03-15
1092.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-170.35000000
-0.00116372146
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
173000.00000000
SEK
16475.59000000
USD
2023-03-15
-170.35000000
N
N
N
N/A
N/A
OMXS30 Index
N/A
-4.00000000
NC
3389.85000000
0.023157271597
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Short
OMXS30 Index
SE0000337842
2023-01-20
-816800.00000000
SEK
3389.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-200.19000000
-0.00136756912
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33904.00000000
GBP
40860.02000000
USD
2023-03-15
-200.19000000
N
N
N
N/A
N/A
FTSE 100 Index
N/A
4.00000000
NC
464.70000000
0.003174531059
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2023-03-17
298640.00000000
GBP
464.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-836.77000000
-0.00571627362
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
75500.00000000
AUD
50714.00000000
USD
2023-03-15
-836.77000000
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
570.00000000
NS
28028.01000000
0.191469309826
Long
EC
CORP
IE
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
537.00000000
NS
26441.15000000
0.180628904496
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.47000000
-0.00002370480
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4493.51000000
USD
35000.00000000
HKD
2023-03-15
-3.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-939.71000000
-0.00641949339
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
213000.00000000
NOK
20868.31000000
USD
2023-03-15
-939.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30.62000000
-0.00020917611
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
102500.00000000
HKD
13118.77000000
USD
2023-03-15
-30.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.80000000
-0.00062028711
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66671.63000000
USD
519000.00000000
HKD
2023-03-15
-90.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.29000000
-0.00012494549
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20000.00000000
DKK
2876.38000000
USD
2023-03-15
-18.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9758.31000000
0.066662488017
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
217578.10000000
USD
2220406.00000000
NOK
2023-03-15
9758.31000000
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
1656.00000000
NS
27698.18000000
0.189216123729
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1860.59000000
-0.01271035236
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7738000.00000000
JPY
57661.61000000
USD
2023-03-15
-1860.59000000
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
N/A
6478.00000000
NS
62544.19000000
0.427261617680
Long
EC
CORP
BE
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
228.00000000
NS
96397.21000000
0.658523643595
Long
EC
CORP
DK
N
2
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
300.00000000
NS
11321.78000000
0.077343107934
Long
EC
CORP
JP
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
37301.00000000
NS
21755.37000000
0.148618673923
Long
EC
CORP
KY
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.09000000
-0.00003477160
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
322.79000000
USD
500.00000000
NZD
2023-03-15
-5.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
117.60000000
0.000803367446
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9599.24000000
USD
13000.00000000
SGD
2023-03-15
117.60000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
293.00000000
NS
8904.84000000
0.060832130747
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
20736.00000000
NS
64600.45000000
0.441308661442
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.21000000
0.000199543904
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2286.53000000
USD
16000.00000000
DKK
2023-03-15
29.21000000
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
2649.00000000
NS
22288.57000000
0.152261152858
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.69000000
-0.00003203905
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
SGD
369.03000000
USD
2023-03-15
-4.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.03000000
0.000382760867
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1753.14000000
USD
12500.00000000
DKK
2023-03-15
56.03000000
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
600.00000000
NS
18748.02000000
0.128074395935
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-693.71000000
-0.00473897986
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37518.00000000
CHF
40194.74000000
USD
2023-03-15
-693.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-202.78000000
-0.00138526233
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
11000.00000000
CHF
11785.41000000
USD
2023-03-15
-202.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
438.65000000
0.002996574239
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
26831.20000000
USD
266346.00000000
NOK
2023-03-15
438.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-603.95000000
-0.00412579736
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37806.00000000
CHF
40598.37000000
USD
2023-03-15
-603.95000000
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
1896.00000000
NS
16620.12000000
0.113537953841
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-850.11000000
-0.00580740391
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
205500.00000000
EUR
220193.36000000
USD
2023-03-15
-850.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2374.37000000
0.016220166368
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65126.18000000
USD
62754.00000000
EUR
2023-03-15
2374.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15.74000000
-0.00010752554
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3000.00000000
CHF
3253.77000000
USD
2023-03-15
-15.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.18000000
0.000479424552
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5050.76000000
USD
7500.00000000
AUD
2023-03-15
70.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
133.54000000
0.000912259259
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6320.28000000
USD
6000.00000000
EUR
2023-03-15
133.54000000
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
883.00000000
NS
16138.57000000
0.110248314435
Long
EC
CORP
JP
N
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
8186.00000000
NS
116155.76000000
0.793501329548
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26.99000000
-0.00018437829
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4000.00000000
SGD
2962.81000000
USD
2023-03-15
-26.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1048.88000000
-0.00716527251
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37832.00000000
CHF
40181.78000000
USD
2023-03-15
-1048.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3582.89000000
-0.02447599652
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127920.00000000
JPY
182013.78000000
USD
2023-03-15
-3582.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
815.00000000
0.005567555010
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
137500.00000000
ILS
40083.55000000
USD
2023-03-15
815.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6100.92000000
-0.04167755547
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1555000.00000000
NOK
153107.86000000
USD
2023-03-15
-6100.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.06000000
-0.00009604886
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
38500.00000000
HKD
4924.98000000
USD
2023-03-15
-14.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4685.78000000
-0.03201023057
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127921.00000000
JPY
180910.89000000
USD
2023-03-15
-4685.78000000
N
N
N
N/A
N/A
Total Return Swap
000000000
-426240.00000000
PA
14046.60000000
0.095957322957
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
N/A
N/A
Y
2023-03-17
0.00000000
USD
0.00000000
USD
-426240.00000000
CHF
14046.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
422.46000000
0.002885974588
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20846.46000000
USD
2765000.00000000
JPY
2023-03-15
422.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-360.06000000
-0.00245969798
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
260298.00000000
SEK
24685.63000000
USD
2023-03-15
-360.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.07000000
0.000007309550
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500.00000000
CHF
545.99000000
USD
2023-03-15
1.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2493.50000000
0.017033985789
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65351.25000000
USD
63074.00000000
EUR
2023-03-15
2493.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2517.69000000
-0.01719923628
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9002500.00000000
JPY
66731.30000000
USD
2023-03-15
-2517.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.40000000
-0.00002322660
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
EUR
1072.24000000
USD
2023-03-15
-3.40000000
N
N
N
N/A
N/A
Total Return Swap
000000000
-106560.00000000
PA
3279.67000000
0.022404592811
N/A
DE
US
N
2
J.P. Morgan Securities
ZBUT11V806EZRVTWT807
N/A
N/A
Y
2023-03-17
0.00000000
USD
0.00000000
USD
-106560.00000000
CHF
3279.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.51000000
-0.00001031534
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
319.21000000
USD
500.00000000
NZD
2023-03-15
-1.51000000
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
4591.00000000
NS
34678.54000000
0.236901446788
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.59000000
0.000079175414
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
533.33000000
USD
500.00000000
CHF
2023-03-15
11.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.04000000
-0.00007541816
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5000.00000000
DKK
712.63000000
USD
2023-03-15
-11.04000000
N
N
N
Xinyi Glass Holdings Ltd.
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd.
N/A
11000.00000000
NS
20323.33000000
0.138835899105
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52.01000000
0.000355298817
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3059.76000000
USD
21500.00000000
DKK
2023-03-15
52.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.75000000
0.000510643849
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16500.00000000
NZD
10558.94000000
USD
2023-03-15
74.75000000
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
N/A
683.00000000
NS
16516.78000000
0.112832001528
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
624.04000000
0.004263039299
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
115214.30000000
USD
169654.00000000
AUD
2023-03-15
624.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.10000000
-0.00011681618
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500.00000000
SGD
1851.52000000
USD
2023-03-15
-17.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
161.87000000
0.001105791569
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11281.40000000
USD
10500.00000000
CHF
2023-03-15
161.87000000
N
N
N
Sumitomo Realty & Development Co. Ltd.
N/A
Sumitomo Realty & Development Co. Ltd.
N/A
693.00000000
NS
16332.58000000
0.111573665782
Long
EC
CORP
JP
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
5255.00000000
NS
138638.23000000
0.947087082304
Long
EC
CORP
LU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-931.38000000
-0.00636258820
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
61485.01000000
USD
50000.00000000
GBP
2023-03-15
-931.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.09000000
-0.00000061482
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
192.52000000
USD
1500.00000000
HKD
2023-03-15
-0.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2496.52000000
-0.01705461648
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
7302500.00000000
JPY
53675.73000000
USD
2023-03-15
-2496.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9.20000000
-0.00006284847
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500.00000000
DKK
642.10000000
USD
2023-03-15
-9.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-659.90000000
-0.00450801171
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37518.00000000
CHF
40228.55000000
USD
2023-03-15
-659.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3555.68000000
-0.02429011533
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
113186.00000000
CHF
119798.45000000
USD
2023-03-15
-3555.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9132.93000000
-0.06239029470
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127920.00000000
JPY
176463.74000000
USD
2023-03-15
-9132.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
268.80000000
0.001836268450
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
47348.52000000
USD
329000.00000000
DKK
2023-03-15
268.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.31000000
0.000213889751
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
GBP
1242.38000000
USD
2023-03-15
31.31000000
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
185.00000000
NS
25034.09000000
0.171016776947
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2188.01000000
0.014947074893
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65316.84000000
USD
62758.00000000
EUR
2023-03-15
2188.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.81000000
-0.00014216051
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4783.67000000
USD
49500.00000000
SEK
2023-03-15
-20.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-302.57000000
-0.00206696333
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
38356.00000000
CHF
41499.16000000
USD
2023-03-15
-302.57000000
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
1200.00000000
NS
3936.27000000
0.026890061056
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.40000000
0.000016395254
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
ILS
145.19000000
USD
2023-03-15
2.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.68000000
-0.00034621311
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
84000.00000000
DKK
12106.93000000
USD
2023-03-15
-50.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12855.06000000
-0.08781748921
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127922.00000000
JPY
172741.62000000
USD
2023-03-15
-12855.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.68000000
-0.00007295888
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1500.00000000
SGD
1110.49000000
USD
2023-03-15
-10.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.62000000
-0.00008621171
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
SGD
1482.28000000
USD
2023-03-15
-12.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.64000000
-0.00033910850
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
25500.00000000
DKK
3641.06000000
USD
2023-03-15
-49.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.93000000
-0.00004734129
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
292.52000000
USD
1000.00000000
ILS
2023-03-15
-6.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1194.97000000
0.008163265289
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66451.86000000
USD
62890.00000000
EUR
2023-03-15
1194.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.50000000
-0.00024934448
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
23500.00000000
DKK
3364.74000000
USD
2023-03-15
-36.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.67000000
-0.00001140836
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2503.26000000
USD
19500.00000000
HKD
2023-03-15
-1.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2827.23000000
-0.01931381417
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7357000.00000000
JPY
53764.25000000
USD
2023-03-15
-2827.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.01000000
-0.00018451492
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4000.00000000
SGD
2962.79000000
USD
2023-03-15
-27.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
185.25000000
0.001265508669
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6673.32000000
USD
10794.00000000
NZD
2023-03-15
185.25000000
N
N
N
NIPPON EXPRESS HOLDINGS, Inc.
N/A
NIPPON EXPRESS HOLDINGS, Inc.
N/A
1500.00000000
NS
85664.22000000
0.585202769666
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
161.81000000
0.001105381688
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
11281.46000000
USD
10500.00000000
CHF
2023-03-15
161.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4037.77000000
0.027583443674
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
188254.12000000
USD
281626.00000000
AUD
2023-03-15
4037.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.51000000
-0.00003764077
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
17000.00000000
HKD
2175.37000000
USD
2023-03-15
-5.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.65000000
0.000059091228
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2017.62000000
USD
14000.00000000
DKK
2023-03-15
8.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-542.69000000
-0.00370730850
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
332500.00000000
NOK
33500.34000000
USD
2023-03-15
-542.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.88000000
0.000019674304
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16000.00000000
HKD
2055.47000000
USD
2023-03-15
2.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.52000000
0.000235818403
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2145.15000000
USD
2000.00000000
CHF
2023-03-15
34.52000000
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
1300.00000000
NS
13969.05000000
0.095427551311
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.17000000
0.000745779117
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4667.04000000
USD
33000.00000000
DKK
2023-03-15
109.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.03000000
0.000048024431
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
45500.00000000
HKD
5844.08000000
USD
2023-03-15
7.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1452.75000000
0.009924252198
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
93010.92000000
USD
78000.00000000
GBP
2023-03-15
1452.75000000
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
1228.00000000
NS
86431.61000000
0.590445083825
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
307.41000000
0.002100027099
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33904.00000000
GBP
41367.62000000
USD
2023-03-15
307.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.32000000
0.000118319083
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13000.00000000
SEK
1268.17000000
USD
2023-03-15
17.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
814.80000000
0.005566188739
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
137500.00000000
ILS
40083.35000000
USD
2023-03-15
814.80000000
N
N
N
Tabcorp Holdings Ltd.
213800OCCFUN67NEY278
Tabcorp Holdings Ltd.
N/A
9973.00000000
NS
7261.90000000
0.049608622982
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.09000000
-0.00003477160
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
322.79000000
USD
500.00000000
NZD
2023-03-15
-5.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-438.78000000
-0.00299746231
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
161500.00000000
NOK
16096.41000000
USD
2023-03-15
-438.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.10000000
-0.00008265940
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1500.00000000
EUR
1601.36000000
USD
2023-03-15
-12.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.14000000
-0.00062260977
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66671.97000000
USD
519000.00000000
HKD
2023-03-15
-91.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-170.42000000
-0.00116419966
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
31000.00000000
DKK
4316.32000000
USD
2023-03-15
-170.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.16000000
0.000055743863
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
NZD
643.57000000
USD
2023-03-15
8.16000000
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
685.00000000
NS
12373.56000000
0.084528191380
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
284.69000000
0.001944818694
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
29140.87000000
USD
27000.00000000
CHF
2023-03-15
284.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.68000000
-0.00001830803
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
CHF
2176.99000000
USD
2023-03-15
-2.68000000
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
391.00000000
NS
10921.38000000
0.074607833055
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-704.41000000
-0.00481207536
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
26997.20000000
USD
92065.00000000
ILS
2023-03-15
-704.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-759.14000000
-0.00518595547
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
358000.00000000
NOK
35894.71000000
USD
2023-03-15
-759.14000000
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB, Class B
N/A
2566.00000000
NS
40677.48000000
0.277882340597
Long
EC
CORP
SE
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
751.00000000
NS
99617.87000000
0.680525118098
Long
EC
CORP
DK
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
3957.00000000
NS
248393.57000000
1.696864865301
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
MSCI Singapore Index
N/A
3.00000000
NC
7.72000000
0.000052738067
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
SIMSCI Index
2023-01-30
87165.00000000
SGD
7.72000000
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
97.00000000
NS
5021.86000000
0.034306112643
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.95000000
0.000040646567
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
599.59000000
USD
500.00000000
GBP
2023-03-15
5.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.61000000
0.000058817973
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1081.23000000
USD
1000.00000000
CHF
2023-03-15
8.61000000
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
8342.00000000
NS
11263.99000000
0.076948323880
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
1733.00000000
NS
153431.28000000
1.048143670829
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.97000000
-0.00002712048
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
SGD
743.48000000
USD
2023-03-15
-3.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-283.41000000
-0.00193607455
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20871.65000000
USD
17000.00000000
GBP
2023-03-15
-283.41000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
901.00000000
NS
104074.00000000
0.710966527802
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-930.76000000
-0.00635835276
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37834.00000000
CHF
40302.08000000
USD
2023-03-15
-930.76000000
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
320.00000000
NS
20603.30000000
0.140748473800
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
136.34000000
0.000931387055
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
9127.26000000
USD
8500.00000000
CHF
2023-03-15
136.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.51000000
0.000146942464
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3000.00000000
ILS
878.28000000
USD
2023-03-15
21.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-851.21000000
-0.00581491840
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
205500.00000000
EUR
220192.26000000
USD
2023-03-15
-851.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.60000000
-0.00007241237
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
SGD
736.85000000
USD
2023-03-15
-10.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1543.16000000
0.010541875079
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66303.74000000
USD
63076.00000000
EUR
2023-03-15
1543.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.88000000
-0.00016996413
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1500.00000000
CHF
1609.87000000
USD
2023-03-15
-24.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.04000000
-0.00007541816
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5000.00000000
DKK
712.63000000
USD
2023-03-15
-11.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-698.38000000
-0.00477088229
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37834.00000000
CHF
40534.46000000
USD
2023-03-15
-698.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-153.82000000
-0.00105079915
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33114.64000000
USD
321930.00000000
NOK
2023-03-15
-153.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.96000000
0.000874140293
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3098.95000000
USD
3000.00000000
EUR
2023-03-15
127.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.41000000
0.000180416107
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
94000.00000000
HKD
12085.37000000
USD
2023-03-15
26.41000000
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
828.00000000
NS
140423.11000000
0.959280232718
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
966.43000000
0.006602027225
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66680.40000000
USD
62890.00000000
EUR
2023-03-15
966.43000000
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
1900.00000000
NS
63052.90000000
0.430736796710
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1093.66000000
0.007471180629
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66553.17000000
USD
62890.00000000
EUR
2023-03-15
1093.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2262.84000000
0.015458265251
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65667.96000000
USD
63154.00000000
EUR
2023-03-15
2262.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5014.02000000
0.034252554814
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
111134.28000000
USD
15099500.00000000
JPY
2023-03-15
5014.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1044.86000000
0.007137810464
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
230633.18000000
USD
339310.00000000
AUD
2023-03-15
1044.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1046.01000000
0.007145666523
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
230630.67000000
USD
339308.00000000
AUD
2023-03-15
1046.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-198.04000000
-0.00135288171
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
231876.08000000
USD
339310.00000000
AUD
2023-03-15
-198.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1633.11000000
-0.01115635553
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5000000.00000000
JPY
36827.86000000
USD
2023-03-15
-1633.11000000
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG (Registered)
N/A
341.00000000
NS
6876.13000000
0.046973290839
Long
EC
CORP
DE
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
3833.00000000
NS
41058.93000000
0.280488161283
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.51000000
0.000146942464
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3000.00000000
ILS
878.28000000
USD
2023-03-15
21.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.14000000
-0.00028787333
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
SGD
1452.76000000
USD
2023-03-15
-42.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2374.46000000
0.016220781190
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65126.09000000
USD
62754.00000000
EUR
2023-03-15
2374.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.26000000
-0.00007692106
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
CHF
533.66000000
USD
2023-03-15
-11.26000000
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
92605.00000000
NS
253888.54000000
1.734402960707
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.35000000
0.000063873177
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13500.00000000
SEK
1308.31000000
USD
2023-03-15
9.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.31000000
0.000118250769
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
13000.00000000
SEK
1268.16000000
USD
2023-03-15
17.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1522.01000000
0.010397391903
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65725.76000000
USD
62519.00000000
EUR
2023-03-15
1522.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.55000000
0.000058408092
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
309.15000000
USD
500.00000000
NZD
2023-03-15
8.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.38000000
0.000207536590
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4000.00000000
ILS
1172.74000000
USD
2023-03-15
30.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.87000000
0.000019605991
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16000.00000000
HKD
2055.46000000
USD
2023-03-15
2.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.88000000
-0.00134495733
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
231873.56000000
USD
339308.00000000
AUD
2023-03-15
-196.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1092.97000000
0.007466466993
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66553.86000000
USD
62890.00000000
EUR
2023-03-15
1092.97000000
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
7900.00000000
NS
24722.46000000
0.168887921526
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2544.29000000
0.017380950352
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65298.31000000
USD
63072.00000000
EUR
2023-03-15
2544.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
307.22000000
0.002098729141
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33905.00000000
GBP
41368.64000000
USD
2023-03-15
307.22000000
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
384.00000000
NS
36169.83000000
0.247088979440
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2953.67000000
0.020177570807
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
182000.00000000
GBP
223368.90000000
USD
2023-03-15
2953.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2249.28000000
-0.01536563206
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
258000.00000000
AUD
173910.97000000
USD
2023-03-15
-2249.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1272.45000000
-0.00869255873
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
145601.41000000
USD
1500000.00000000
SEK
2023-03-15
-1272.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
223.45000000
0.001526466462
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9040.15000000
USD
8500.00000000
CHF
2023-03-15
223.45000000
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
N/A
2677.00000000
NS
95709.41000000
0.653825037047
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1921.45000000
0.013126108680
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
82744.72000000
USD
124000.00000000
AUD
2023-03-15
1921.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
459.74000000
0.003140647534
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
18612.38000000
USD
17500.00000000
CHF
2023-03-15
459.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2140.11000000
0.014619852949
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
81221.78000000
USD
77500.00000000
EUR
2023-03-15
2140.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41.21000000
-0.00028152017
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
SGD
1453.69000000
USD
2023-03-15
-41.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.64000000
0.000120505117
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
15240.06000000
USD
14000.00000000
CHF
2023-03-15
17.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
982.36000000
0.006710850724
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33000.00000000
GBP
40947.76000000
USD
2023-03-15
982.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1083.10000000
-0.00739904151
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37832.00000000
CHF
40147.56000000
USD
2023-03-15
-1083.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-328.63000000
-0.00224498847
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
10500.00000000
CHF
11114.64000000
USD
2023-03-15
-328.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2464.23000000
0.016834032004
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65378.37000000
USD
63072.00000000
EUR
2023-03-15
2464.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.96000000
0.000266149623
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33904.00000000
GBP
41099.17000000
USD
2023-03-15
38.96000000
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
3719.00000000
NS
14581.43000000
0.099610937001
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.49000000
-0.00002384143
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4493.53000000
USD
35000.00000000
HKD
2023-03-15
-3.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-549.36000000
-0.00375287364
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
100919.74000000
USD
147000.00000000
AUD
2023-03-15
-549.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
181.96000000
0.001243033508
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
164622.47000000
USD
1609653.00000000
NOK
2023-03-15
181.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.10000000
-0.00008265940
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1500.00000000
EUR
1601.36000000
USD
2023-03-15
-12.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.30000000
0.000166001946
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6000.00000000
ILS
1737.84000000
USD
2023-03-15
24.30000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
3063.00000000
NS
277193.71000000
1.893608869913
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1133.87000000
-0.00774586944
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5000000.00000000
JPY
37327.10000000
USD
2023-03-15
-1133.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.03000000
0.000007036296
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
318.73000000
USD
2023-03-15
1.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2244.91000000
0.015335779041
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
65601.99000000
USD
63076.00000000
EUR
2023-03-15
2244.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-47.27000000
-0.00032291819
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
170500.00000000
HKD
21825.62000000
USD
2023-03-15
-47.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4684.87000000
-0.03200401403
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
24127921.00000000
JPY
180911.80000000
USD
2023-03-15
-4684.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-939.74000000
-0.00641969833
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
213000.00000000
NOK
20868.28000000
USD
2023-03-15
-939.74000000
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
11159.00000000
NS
127181.72000000
0.868823585798
Long
EC
CORP
AU
N
2
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
8211.00000000
NS
39218.17000000
0.267913274705
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.59000000
-0.00037292371
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2500.00000000
SGD
1814.03000000
USD
2023-03-15
-54.59000000
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
1800.00000000
NS
6482.56000000
0.044284674121
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-855.19000000
-0.00584210720
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37833.00000000
CHF
40376.56000000
USD
2023-03-15
-855.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.52000000
-0.00007869721
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
31000.00000000
SEK
2971.28000000
USD
2023-03-15
-11.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1552.43000000
0.010605201748
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
66294.47000000
USD
63076.00000000
EUR
2023-03-15
1552.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.75000000
-0.00008709978
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2500.00000000
SGD
1855.87000000
USD
2023-03-15
-12.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
891.02000000
0.006086874681
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
38493.77000000
USD
57682.00000000
AUD
2023-03-15
891.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15.73000000
-0.00010745722
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3000.00000000
CHF
3253.78000000
USD
2023-03-15
-15.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
433.86000000
0.002963852045
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16175.96000000
USD
22222.00000000
SGD
2023-03-15
433.86000000
N
N
N
Japan Real Estate Investment Corp.
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp.
N/A
5.00000000
NS
21961.48000000
0.150026684676
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
667.08000000
0.004557060854
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
968000.00000000
NOK
99775.82000000
USD
2023-03-15
667.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1552.10000000
0.010602947400
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66294.80000000
USD
63076.00000000
EUR
2023-03-15
1552.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.22000000
0.000028828321
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
743.23000000
USD
1000.00000000
SGD
2023-03-15
4.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.60000000
-0.00016121999
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1563.11000000
USD
16000.00000000
SEK
2023-03-15
-23.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.31000000
0.000166070260
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6000.00000000
ILS
1737.85000000
USD
2023-03-15
24.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.60000000
0.000304678470
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1692.20000000
USD
12000.00000000
DKK
2023-03-15
44.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.79000000
0.000230831513
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
35000.00000000
SEK
3401.47000000
USD
2023-03-15
33.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
451.63000000
0.003085245238
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
52835.57000000
USD
44000.00000000
GBP
2023-03-15
451.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.01000000
-0.00004788780
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3150.04000000
USD
24500.00000000
HKD
2023-03-15
-7.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-137.88000000
-0.00094190734
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
CHF
4766.38000000
USD
2023-03-15
-137.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2250.15000000
-0.01537157534
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
258000.00000000
AUD
173910.10000000
USD
2023-03-15
-2250.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.70000000
-0.00001844466
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
NZD
632.71000000
USD
2023-03-15
-2.70000000
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ, Class R
N/A
840.00000000
NS
11843.59000000
0.080907777725
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
433.90000000
0.002964125299
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16176.66000000
USD
22223.00000000
SGD
2023-03-15
433.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1175.42000000
-0.00802971228
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
193500.00000000
EUR
206960.40000000
USD
2023-03-15
-1175.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2618.52000000
-0.01788804189
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
304500.00000000
AUD
205291.54000000
USD
2023-03-15
-2618.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
269.02000000
0.001837771348
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8487.36000000
USD
60500.00000000
DKK
2023-03-15
269.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1633.29000000
-0.01115758518
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5000000.00000000
JPY
36827.68000000
USD
2023-03-15
-1633.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.59000000
-0.00037292371
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500.00000000
SGD
1814.03000000
USD
2023-03-15
-54.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.19000000
0.000069611516
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
737.26000000
USD
1000.00000000
SGD
2023-03-15
10.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.99000000
-0.00004775117
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3150.02000000
USD
24500.00000000
HKD
2023-03-15
-6.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
966.10000000
0.006599772878
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
66680.73000000
USD
62890.00000000
EUR
2023-03-15
966.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.12000000
0.000246748572
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1598.63000000
USD
1500.00000000
CHF
2023-03-15
36.12000000
N
N
N
Hulic Co. Ltd.
3538002E12E7IHAKTB10
Hulic Co. Ltd.
N/A
432.00000000
NS
3392.30000000
0.023174008419
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas REIT
N/A
20447.00000000
NS
41876.89000000
0.286075937106
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6139.47000000
0.041940904245
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
419812.91000000
USD
396000.00000000
EUR
2023-03-15
6139.47000000
N
N
N
Seiko Epson Corp.
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
2900.00000000
NS
42192.20000000
0.288229931917
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-836.70000000
-0.00571579543
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
75500.00000000
AUD
50714.07000000
USD
2023-03-15
-836.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2014.49000000
-0.01376169802
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
15000000.00000000
JPY
113368.43000000
USD
2023-03-15
-2014.49000000
N
N
N
Nomura Real Estate Holdings, Inc.
N/A
Nomura Real Estate Holdings, Inc.
N/A
208.00000000
NS
4447.62000000
0.030383274865
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.03000000
0.000048024431
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5060.30000000
USD
39500.00000000
HKD
2023-03-15
7.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2617.49000000
-0.01788100560
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
304500.00000000
AUD
205292.57000000
USD
2023-03-15
-2617.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2015.83000000
-0.01377085204
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
451000.00000000
EUR
483096.61000000
USD
2023-03-15
-2015.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1139.39000000
0.007783578531
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
191165.48000000
USD
25000000.00000000
JPY
2023-03-15
1139.39000000
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
17855.00000000
NS
110657.04000000
0.755937616558
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3160.34000000
-0.02158940711
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1488000.00000000
NOK
149188.64000000
USD
2023-03-15
-3160.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6681.10000000
-0.04564097150
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
24127921.00000000
JPY
178915.57000000
USD
2023-03-15
-6681.10000000
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
600.00000000
NS
73267.33000000
0.500515202754
Long
EC
CORP
JP
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE (Preference)
N/A
240.00000000
NS
13088.63000000
0.089413089001
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4038.01000000
0.027585083199
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
188254.56000000
USD
281627.00000000
AUD
2023-03-15
4038.01000000
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
2300.00000000
NS
51659.84000000
0.352906749732
Long
EC
CORP
JP
N
2
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
2376.00000000
NS
14796.19000000
0.101078038981
Long
EC
CORP
GB
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
269.01000000
0.001837703034
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8487.37000000
USD
60500.00000000
DKK
2023-03-15
269.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
151.54000000
0.001035223664
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
27815.03000000
USD
26000.00000000
EUR
2023-03-15
151.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.39000000
-0.00002315829
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
EUR
1072.25000000
USD
2023-03-15
-3.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.96000000
-0.00000655810
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500.00000000
NZD
316.74000000
USD
2023-03-15
-0.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1147.14000000
-0.00783652153
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37521.00000000
CHF
39744.58000000
USD
2023-03-15
-1147.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.79000000
-0.00003272219
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
147.58000000
USD
500.00000000
ILS
2023-03-15
-4.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.11000000
-0.00045162093
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13000.00000000
EUR
13917.18000000
USD
2023-03-15
-66.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-243.29000000
-0.00166200056
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
230228.00000000
SEK
21909.09000000
USD
2023-03-15
-243.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-659.70000000
-0.00450664544
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37518.00000000
CHF
40228.75000000
USD
2023-03-15
-659.70000000
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
9952.00000000
NS
158406.21000000
1.082129187943
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6161.89000000
-0.04209406324
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2859500.00000000
NOK
286608.20000000
USD
2023-03-15
-6161.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
667.58000000
0.004560476532
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
968000.00000000
NOK
99776.32000000
USD
2023-03-15
667.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.01000000
-0.00001373102
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1028.30000000
USD
8000.00000000
HKD
2023-03-15
-2.01000000
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
748.00000000
NS
69939.04000000
0.477778469422
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.05000000
-0.00000034156
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
CHF
4904.21000000
USD
2023-03-15
-0.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.09000000
-0.00000061482
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
192.52000000
USD
1500.00000000
HKD
2023-03-15
-0.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-621.81000000
-0.00424780537
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
37806.00000000
CHF
40580.51000000
USD
2023-03-15
-621.81000000
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
2316.00000000
NS
132889.31000000
0.907814164083
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9.50000000
-0.00006489788
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000.00000000
DKK
279.97000000
USD
2023-03-15
-9.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.82000000
0.000067083914
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4000.00000000
SEK
394.70000000
USD
2023-03-15
9.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-698.58000000
-0.00477224856
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37834.00000000
CHF
40534.26000000
USD
2023-03-15
-698.58000000
N
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
1027.00000000
NS
6867.43000000
0.046913858043
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.12000000
-0.00015794094
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5500.00000000
DKK
772.91000000
USD
2023-03-15
-23.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.97000000
-0.00002712048
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1000.00000000
SGD
743.48000000
USD
2023-03-15
-3.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.63000000
0.000216075785
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500.00000000
ILS
1316.78000000
USD
2023-03-15
31.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.41000000
0.000036957635
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1586.66000000
USD
11000.00000000
DKK
2023-03-15
5.41000000
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
28.00000000
NS
6023.79000000
0.041150653001
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.72000000
0.000749536362
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
353000.00000000
NOK
36251.65000000
USD
2023-03-15
109.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.57000000
0.000120026922
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
15240.13000000
USD
14000.00000000
CHF
2023-03-15
17.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
876.79000000
0.005989664487
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
84472.17000000
USD
125000.00000000
AUD
2023-03-15
876.79000000
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
1500.00000000
NS
52708.28000000
0.360069016450
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.37000000
-0.00000935895
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1000.00000000
SEK
94.85000000
USD
2023-03-15
-1.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.42000000
0.000071182727
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
363.30000000
USD
500.00000000
SGD
2023-03-15
10.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1201.87000000
-0.00821040164
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
145925.05000000
USD
119500.00000000
GBP
2023-03-15
-1201.87000000
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
N/A
11891.00000000
NS
18136.30000000
0.123895518940
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.60000000
0.000051918304
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
55500.00000000
HKD
7127.52000000
USD
2023-03-15
7.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.41000000
0.000221404242
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32928.41000000
USD
321930.00000000
NOK
2023-03-15
32.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
75.40000000
0.000515084230
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5302.79000000
USD
5000.00000000
EUR
2023-03-15
75.40000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
13971.00000000
NS
157055.96000000
1.072905149719
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2015.05000000
-0.01376552358
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
15000000.00000000
JPY
113367.87000000
USD
2023-03-15
-2015.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.00000000
0.000047819490
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
45500.00000000
HKD
5844.05000000
USD
2023-03-15
7.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-170.37000000
-0.00116385809
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
173000.00000000
SEK
16475.57000000
USD
2023-03-15
-170.37000000
N
N
N
Lendlease Corp. Ltd.
549300MQ0F0TIIEK5592
Lendlease Corp. Ltd.
N/A
890.00000000
NS
4724.19000000
0.032272622950
Long
EC
CORP
AU
N
2
N
N
N
2023-01-30
AQR Funds
Matt Plastina
Matt Plastina
Principal Financial Officer
XXXX