0001752724-20-152973.txt : 20200810
0001752724-20-152973.hdr.sgml : 20200810
20200810110632
ACCESSION NUMBER: 0001752724-20-152973
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200810
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB VARIABLE PRODUCTS SERIES FUND, INC.
CENTRAL INDEX KEY: 0000825316
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05398
FILM NUMBER: 201087883
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000825316
S000031722
AB Dynamic Asset Allocation Portfolio
C000098721
Class A
C000098722
Class B
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000825316
XXXXXXXX
S000031722
C000098722
C000098721
AB VARIABLE PRODUCTS SERIES FUND, INC.
811-05398
0000825316
549300O75IUIQOS5Q596
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Dynamic Asset Allocation Portfolio
S000031722
PU3YHFETNEF9VU2VIV52
2020-12-31
2020-06-30
N
514860451.84
1188186.34
513672265.50
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
16719955.97000000
USD
JPY
UST
Mercury NZ Ltd
254900XLT925U953KK55
Mercury NZ Ltd
000000000
7840.00000000
NS
23885.60000000
0.004649968784
Long
EC
CORP
NZ
N
2
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
733.00000000
NS
USD
33637.37000000
0.006548410778
Long
EC
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
5191.00000000
NS
USD
382005.69000000
0.074367591099
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
1978000.00000000
PA
USD
2083081.25000000
0.405527296275
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
11170.00000000
NS
USD
1335596.90000000
0.260009541044
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
1118.00000000
NS
USD
18447.00000000
0.003591200311
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
25714.00000000
NS
139390.35000000
0.027136047507
Long
EC
CORP
GB
N
2
N
N
N
ASX Ltd
2549009UT2Q3C06VRA56
ASX Ltd
000000000
2229.00000000
NS
132488.00000000
0.025792321076
Long
EC
CORP
AU
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
2475.00000000
NS
142191.70000000
0.027681404963
Long
EC
CORP
BE
N
2
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
000000000
1132.00000000
NS
97049.84000000
0.018893338519
Long
EC
CORP
FR
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
179647.00000000
NS
253445.81000000
0.049339983297
Long
EC
CORP
GB
N
2
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
300.00000000
NS
USD
44712.00000000
0.008704382736
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
2137.00000000
NS
324823.91000000
0.063235633265
Long
EC
CORP
DE
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
81.00000000
NS
6707.64000000
0.001305820938
Long
EC
CORP
FR
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
21146.00000000
NS
62563.89000000
0.012179729022
Long
EC
CORP
NZ
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
2231.00000000
NS
44595.02000000
0.008681609460
Long
EC
FR
N
2
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
479.00000000
NS
20982.55000000
0.004084812712
Long
EC
CORP
DE
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
610.00000000
NS
USD
53045.60000000
0.010326740134
Long
EC
CORP
US
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
20597.00000000
NS
60884.00000000
0.011852693651
Long
EC
CORP
NL
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
879.00000000
NS
USD
356047.74000000
0.069314184142
Long
EC
CORP
US
N
1
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
2623.00000000
NS
89849.52000000
0.017491604284
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SF8
6374900.00000000
PA
USD
6563158.77000000
1.277693815844
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.00000000
N
N
N
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
6158.00000000
NS
72408.63000000
0.014096270105
Long
EC
CORP
GB
N
2
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
500.00000000
NS
USD
37475.00000000
0.007295507761
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
925000.00000000
PA
USD
953617.19000000
0.185647007644
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.63000000
N
N
N
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
15261.22000000
0.002971003307
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3171574.00000000
NZD
2061750.82000000
USD
2020-09-14
15261.22000000
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
11661.00000000
NS
55979.85000000
0.010897970118
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FB9
732000.00000000
PA
USD
1030976.25000000
0.200707010918
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.13000000
N
N
N
N
N
N
TOTO Ltd
N/A
TOTO Ltd
000000000
1651.00000000
NS
63478.33000000
0.012357749145
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828RR3
1255000.00000000
PA
USD
1286178.91000000
0.250389011901
Long
DBT
UST
US
N
2
2021-11-15
Fixed
2.00000000
N
N
N
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
13988.00000000
NS
59487.59000000
0.011580845218
Long
EC
CORP
NZ
N
2
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
2640.00000000
NS
USD
163759.20000000
0.031880093787
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
7925.00000000
NS
390673.99000000
0.076055106775
Long
EC
CORP
BE
N
2
N
N
N
Park24 Co Ltd
549300LFG2WZWCWM4M68
Park24 Co Ltd
000000000
1300.00000000
NS
22288.56000000
0.004339062374
Long
EC
CORP
JP
N
2
N
N
N
Disco Corp
N/A
Disco Corp
000000000
332.00000000
NS
80970.99000000
0.015763161735
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1000.00000000
NS
USD
87270.00000000
0.016989431951
Long
EC
CORP
US
N
1
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
1137.00000000
NS
16592.83000000
0.003230236692
Long
EC
CORP
SG
N
2
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
724.00000000
NS
USD
92570.64000000
0.018021342832
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
1171.00000000
NS
USD
100389.83000000
0.019543556610
Long
EC
CORP
US
N
1
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071101
1675.00000000
NS
USD
20518.75000000
0.003994521678
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2215.00000000
NS
USD
265644.95000000
0.051714871103
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
2900.00000000
NS
USD
44631.00000000
0.008688613927
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
2538.00000000
NS
USD
247759.56000000
0.048233003150
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
650.00000000
NS
USD
84253.00000000
0.016402092473
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
565.00000000
NS
USD
58743.05000000
0.011435900659
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
1180.00000000
NS
USD
349504.20000000
0.068040309643
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
334.00000000
NS
67037.69000000
0.013050673455
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
238400.00000000
PA
USD
278108.50000000
0.054141233365
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
1527000.00000000
PA
USD
1645342.50000000
0.320309779310
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC
000000000
6708.00000000
NS
61484.88000000
0.011969670961
Long
EC
CORP
IM
N
2
N
N
N
ALTICE EUROPE NV
724500354ATKLCM6EW21
Altice Europe NV
000000000
7169.00000000
NS
27726.32000000
0.005397667318
Long
EC
CORP
NL
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
2303.00000000
NS
304332.27000000
0.059246389271
Long
EC
CORP
JP
N
2
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
16745.00000000
NS
72119.39000000
0.014039961828
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
5160.00000000
NS
USD
249228.00000000
0.048518874141
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
232.00000000
NS
55000.57000000
0.010707327160
Long
EC
CORP
CH
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
730.00000000
NS
64677.83000000
0.012591263796
Long
EC
CORP
JP
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
4305.00000000
NS
USD
1269759.75000000
0.247192584704
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
590.00000000
NS
USD
34450.10000000
0.006706630338
Long
EC
CORP
US
N
1
N
N
N
Yamazaki Baking Co Ltd
N/A
Yamazaki Baking Co Ltd
000000000
1394.00000000
NS
23945.07000000
0.004661546205
Long
EC
CORP
JP
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
635.00000000
NS
127111.24000000
0.024745591408
Long
EC
CORP
CH
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
17778.00000000
NS
267502.38000000
0.052076469368
Long
EC
CORP
SG
N
2
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
2012.00000000
NS
USD
254759.44000000
0.049595716395
Long
EC
CORP
CH
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
7416.00000000
NS
324620.59000000
0.063196051607
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
20111.00000000
NS
465484.41000000
0.090618949330
Long
EC
CORP
GB
N
2
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
190.00000000
NS
USD
13778.80000000
0.002682410736
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
569.00000000
NS
USD
78106.63000000
0.015205537702
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
585.00000000
NS
USD
226833.75000000
0.044159236391
Long
EC
CORP
US
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
309.00000000
NS
29490.19000000
0.005741051635
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
14783.51000000
0.002878004321
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1612612.00000000
CAD
1202802.33000000
USD
2020-09-14
14783.51000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
6470.00000000
NS
USD
398681.40000000
0.077613962593
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
342.00000000
NS
35308.30000000
0.006873701846
Long
EC
CORP
FR
N
2
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
925.00000000
NS
USD
110408.00000000
0.021493860466
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
1180.00000000
NS
USD
15670.40000000
0.003050661102
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1161.00000000
NS
132022.14000000
0.025701629008
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U57
5977000.00000000
PA
USD
6369240.63000000
1.239942480406
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.13000000
N
N
N
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
800.00000000
NS
32155.03000000
0.006259833781
Long
EC
CORP
DE
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
10709.00000000
NS
190242.44000000
0.037035762445
Long
EC
CORP
JP
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
5172.00000000
NS
61840.86000000
0.012038971958
Long
EC
CORP
JP
N
2
N
N
N
Aisin Seiki Co Ltd
3538004IOK08PDY6I723
Aisin Seiki Co Ltd
000000000
1800.00000000
NS
52761.49000000
0.010271430548
Long
EC
CORP
JP
N
2
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
69609.00000000
NS
38296.99000000
0.007455530028
Long
EC
CORP
SG
N
2
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
000000000
1271.00000000
NS
33682.90000000
0.006557274406
Long
EC
CORP
DK
N
2
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
2363.00000000
NS
134857.55000000
0.026253617151
Long
EC
CORP
JP
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
11986.00000000
NS
35348.95000000
0.006881615452
Long
EC
CORP
DE
N
2
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
3986.00000000
NS
USD
72943.80000000
0.014200455212
Long
EC
CORP
US
N
1
N
N
N
Colruyt SA
5493000O0NZ1BCXO8K39
Colruyt SA
000000000
638.00000000
NS
35064.10000000
0.006826161806
Long
EC
CORP
BE
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
858.00000000
NS
454480.25000000
0.088476696236
Long
EC
CORP
CH
N
2
N
N
N
Vicinity Centres
N/A
Vicinity Centres
000000000
35201.00000000
NS
35282.14000000
0.006868609105
Long
EC
AU
N
2
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
768.00000000
NS
64327.72000000
0.012523105552
Long
EC
CORP
BE
N
2
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
3392.00000000
NS
262997.08000000
0.051199392621
Long
EC
CORP
CH
N
2
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
277.00000000
NS
USD
57219.89000000
0.011139376961
Long
EC
CORP
US
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
18719969.17000000
NS
USD
18719969.17000000
3.644341037524
Long
STIV
RF
US
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
4658.00000000
NS
92042.51000000
0.017918528248
Long
EC
CORP
GB
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
29761.00000000
NS
178470.48000000
0.034744036613
Long
EC
CORP
KY
N
2
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
2899.00000000
NS
88152.81000000
0.017161294451
Long
EC
CORP
ES
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
17220.00000000
NS
USD
769389.60000000
0.149782196095
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
1860.00000000
NS
USD
23882.40000000
0.004649345819
Long
EC
US
N
1
N
N
N
Nomura Real Estate Master Fund Inc
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
49.00000000
NS
58687.15000000
0.011425018234
Long
EC
JP
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
7083.00000000
NS
148315.67000000
0.028873598977
Long
EC
CORP
JP
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
957.00000000
NS
USD
162374.19000000
0.031610464668
Long
EC
CORP
US
N
1
N
N
N
Pan Pacific International Holdings Corp
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
4742.00000000
NS
104403.11000000
0.020324848548
Long
EC
CORP
JP
N
2
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
8006.00000000
NS
77578.01000000
0.015102627727
Long
EC
CORP
JP
N
2
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
96254.00000000
NS
37956.31000000
0.007389207584
Long
EC
CORP
IT
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
527.00000000
NS
17005.82000000
0.003310636205
Long
EC
CORP
DE
N
2
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
2430.00000000
NS
40884.51000000
0.007959259774
Long
EC
CORP
SE
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP20 IFUS 20200918
000000000
527.00000000
NC
USD
172938.71000000
0.033667130116
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESU0 Index
2020-09-18
25800256.29000000
USD
172938.71000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
1220.00000000
NS
USD
71272.40000000
0.013875072645
Long
EC
CORP
US
N
1
N
N
N
M3 Inc
N/A
M3 Inc
000000000
5078.00000000
NS
215719.09000000
0.041995471526
Long
EC
CORP
JP
N
2
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
555.00000000
NS
USD
95393.40000000
0.018570868315
Long
EC
CORP
US
N
1
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
529.00000000
NS
9939.97000000
0.001935080141
Long
EC
CORP
IL
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1166.00000000
NS
USD
85642.70000000
0.016672634625
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1940.00000000
NS
USD
139486.00000000
0.027154668330
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
2778.00000000
NS
64444.94000000
0.012545925549
Long
EC
CORP
IT
N
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
3874.00000000
NS
22294.88000000
0.004340292730
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
2752.00000000
NS
27609.44000000
0.005374913510
Long
EC
CORP
DE
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
1225.00000000
NS
USD
73144.75000000
0.014239575486
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
171325.00000000
NS
329233.51000000
0.064094079457
Long
EC
CORP
IT
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
1115.00000000
NS
USD
37943.45000000
0.007386704042
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3738.85000000
-0.00072786682
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1491219.73000000
USD
1321820.50000000
EUR
2020-09-14
-3738.85000000
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
20378.00000000
NS
52737.38000000
0.010266736894
Long
EC
CORP
GB
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
738.00000000
NS
96891.27000000
0.018862468641
Long
EC
CORP
AU
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
7308.00000000
NS
2531853.22000000
0.492892723638
Long
EC
CORP
CH
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
1675.00000000
NS
USD
28743.00000000
0.005595591183
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
1530.00000000
NS
USD
89994.60000000
0.017519847973
Long
EC
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
9447.00000000
NS
331578.86000000
0.064550664357
Long
EC
CORP
JE
N
2
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
000000000
936.00000000
NS
7940.99000000
0.001545925395
Long
EC
CORP
NZ
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-12467.80000000
-0.00242718963
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
334505.81000000
USD
3098848.06000000
NOK
2020-09-14
-12467.80000000
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
14642.00000000
NS
503540.87000000
0.098027653782
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP20 IFLL 20200928
000000000
13.00000000
NC
4658.04000000
0.000906811660
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
United Kingdom Gilt
G U0 Comdty
2020-09-28
1785560.79000000
GBP
4658.04000000
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
3143.00000000
NS
245486.18000000
0.047790429129
Long
EC
CORP
NL
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
11643.00000000
NS
72701.91000000
0.014153364875
Long
EC
CORP
JP
N
2
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
236.00000000
NS
USD
50865.08000000
0.009902243787
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
677.00000000
NS
USD
34053.10000000
0.006629343705
Long
EC
CORP
LR
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1110.00000000
NS
USD
405061.20000000
0.078855960737
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1160.00000000
NS
USD
305056.80000000
0.059387438351
Long
EC
CORP
US
N
1
N
N
N
MINEBEA MITSUMI Inc
353800CCB0CZ75YZ4010
MINEBEA MITSUMI Inc
000000000
4131.00000000
NS
75298.32000000
0.014658825297
Long
EC
CORP
JP
N
2
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
TOTAL SA
000000000
28454.00000000
NS
1097140.95000000
0.213587733597
Long
EC
CORP
FR
N
2
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
1255.00000000
NS
27976.68000000
0.005446406566
Long
EC
CORP
JP
N
2
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
000000000
24747.00000000
NS
34626.14000000
0.006740901217
Long
EC
SG
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
1451.00000000
NS
248549.34000000
0.048386754881
Long
EC
CORP
NL
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
5932.00000000
NS
550034.09000000
0.107078798475
Long
EC
CORP
FR
N
2
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
1601.00000000
NS
62468.19000000
0.012161098466
Long
EC
CORP
JP
N
2
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
532.00000000
NS
USD
136309.04000000
0.026536188374
Long
EC
CORP
IL
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
780.00000000
NS
104318.45000000
0.020308367222
Long
EC
CORP
ES
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
1555000.00000000
PA
USD
1650729.69000000
0.321358539455
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
000000000
2636.00000000
NS
69525.38000000
0.013534968630
Long
EC
CORP
FR
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
3108.00000000
NS
81817.25000000
0.015927908803
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
1968.00000000
NS
19492.05000000
0.003794647153
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
7796000.00000000
PA
USD
8065205.63000000
1.570107278840
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-13728.81000000
-0.00267267885
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7444889.00000000
CHF
7861277.27000000
USD
2020-09-14
-13728.81000000
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
873.00000000
NS
477285.60000000
0.092916365561
Long
EC
CORP
FR
N
2
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
2849.00000000
NS
136882.16000000
0.026647761460
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS226X7 CDS USD R F 5.00000 IS226X7 CCPCDX / Short: SS226X7 CDS USD P V 03MEVENT IS226Y8 CCPCDX
000000000
23721500.00000000
OU
Notional Amount
USD
-185279.00000000
-0.03606949653
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-1570663.16000000
USD
23721500.00000000
USD
1385384.16000000
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
3813.00000000
NS
31220.32000000
0.006077867562
Long
EC
CORP
JP
N
2
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp Ltd
000000000
5081.00000000
NS
26425.00000000
0.005144330689
Long
EC
CORP
HK
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1409.00000000
NS
USD
1998032.45000000
0.388970280117
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
1735.00000000
NS
USD
89786.25000000
0.017479287092
Long
EC
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
2851.00000000
NS
USD
106570.38000000
0.020746765429
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
17370.00000000
NS
USD
105609.60000000
0.020559723990
Long
EC
CORP
US
N
1
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
2165.00000000
NS
71530.27000000
0.013925273915
Long
EC
CORP
JP
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
5114.00000000
NS
USD
466447.94000000
0.090806526131
Long
EC
CORP
US
N
1
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
3971.00000000
NS
273877.40000000
0.053317536957
Long
EC
CORP
FI
N
2
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
840.00000000
NS
USD
30903.60000000
0.006016209570
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
22061.00000000
NS
1387285.33000000
0.270072071858
Long
EC
CORP
JP
N
2
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
3380.00000000
NS
USD
235721.20000000
0.045889415456
Long
EC
CORP
US
N
1
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
35402.00000000
NS
81226.71000000
0.015812944450
Long
EC
SG
N
2
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605P101
807.00000000
NS
USD
41560.50000000
0.008090859248
Long
EC
CORP
US
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
9300.00000000
NS
206218.96000000
0.040146017967
Long
EC
CORP
AU
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
14800.00000000
NS
344831.65000000
0.067130673224
Long
EC
CORP
JP
N
2
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
543.00000000
NS
USD
19689.18000000
0.003833023762
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
1228.00000000
NS
USD
45902.64000000
0.008936172552
Long
EC
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
1954.00000000
NS
203671.28000000
0.039650044138
Long
EC
CORP
FR
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
1605.00000000
NS
USD
36497.70000000
0.007105250263
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
6238.00000000
NS
42621.85000000
0.008297479319
Long
EC
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
7957.00000000
NS
938425.46000000
0.182689532417
Long
EC
CORP
DE
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
5243.00000000
NS
278130.13000000
0.054145444221
Long
EC
CORP
SE
N
2
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
1391.00000000
NS
40414.55000000
0.007867769532
Long
EC
CORP
DK
N
2
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
43580.00000000
NS
63952.26000000
0.012450012253
Long
EC
CORP
XX
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
4830.00000000
NS
USD
202956.60000000
0.039510912624
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
357.00000000
NS
USD
119173.74000000
0.023200345435
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
410.00000000
NS
USD
30540.90000000
0.005945600346
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
3415.00000000
NS
USD
179116.75000000
0.034869850297
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
2192.00000000
NS
577924.12000000
0.112508336310
Long
EC
CORP
DE
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
2240.00000000
NS
USD
37632.00000000
0.007326071997
Long
EC
CORP
US
N
1
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
13612.00000000
NS
202843.54000000
0.039488902481
Long
EC
CORP
JP
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
1050.00000000
NS
USD
253533.00000000
0.049356957155
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
1331.00000000
NS
24779.76000000
0.004824040865
Long
EC
CORP
JP
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
1531.00000000
NS
92694.36000000
0.018045428228
Long
EC
CORP
GB
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
3169.00000000
NS
37035.13000000
0.007209875340
Long
EC
CORP
SG
N
2
N
N
N
Cosmos Pharmaceutical Corp
N/A
Cosmos Pharmaceutical Corp
000000000
231.00000000
NS
35443.34000000
0.006899990982
Long
EC
CORP
JP
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
3780.00000000
NS
USD
276922.80000000
0.053910405252
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
985.00000000
NS
USD
58400.65000000
0.011369243372
Long
EC
CORP
US
N
1
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
71734.00000000
NS
127607.46000000
0.024842193859
Long
EC
CORP
SG
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
710.00000000
NS
USD
138080.80000000
0.026881108690
Long
EC
CORP
US
N
1
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
1608.00000000
NS
93225.23000000
0.018148776225
Long
EC
CORP
DK
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
1826.00000000
NS
41621.86000000
0.008102804608
Long
EC
CORP
SE
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
5930.00000000
NS
362459.58000000
0.070562419726
Long
EC
CORP
DE
N
2
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
14518.00000000
NS
374227.11000000
0.072853283140
Long
EC
CORP
AU
N
2
N
N
N
Shinsei Bank Ltd
549300PZYOQ2NW83V760
Shinsei Bank Ltd
000000000
1789.00000000
NS
21638.33000000
0.004212477771
Long
EC
CORP
JP
N
2
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
365.00000000
NS
306456.73000000
0.059659972044
Long
EC
CORP
FR
N
2
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
3415.00000000
NS
USD
88448.50000000
0.017218858392
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-30844.61000000
-0.00600472559
N/A
DFE
NO
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
750062.57000000
USD
6920758.25000000
NOK
2020-09-14
-30844.61000000
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
213.00000000
NS
USD
94156.65000000
0.018330101958
Long
EC
CORP
US
N
1
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
2197.00000000
NS
62304.63000000
0.012129257151
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
1475000.00000000
PA
USD
1601296.88000000
0.311735125205
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
720.00000000
NS
USD
64476.00000000
0.012551972206
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
550.00000000
NS
USD
20955.00000000
0.004079449370
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-10518.88000000
-0.00204778040
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2440806.31000000
USD
1960487.00000000
GBP
2020-09-14
-10518.88000000
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
1211.00000000
NS
58726.64000000
0.011432706015
Long
EC
CORP
FI
N
2
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
582.00000000
NS
USD
94429.50000000
0.018383219484
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
973500.00000000
PA
USD
1098533.91000000
0.213858910395
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
19493.00000000
NS
189504.53000000
0.036892108592
Long
EC
CORP
AU
N
2
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
20382.00000000
NS
75751.21000000
0.014746992408
Long
EC
CORP
AU
N
2
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
1870.00000000
NS
USD
312944.50000000
0.060922989427
Long
EC
US
N
1
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
1324.00000000
NS
30257.30000000
0.005890390046
Long
EC
CORP
JP
N
2
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
2232.00000000
NS
400130.39000000
0.077896047124
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
102052.03000000
0.019867148151
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4108301.00000000
GBP
5194843.91000000
USD
2020-09-14
102052.03000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
1425.00000000
NS
371062.59000000
0.072237224962
Long
EC
CORP
DE
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
680.00000000
NS
USD
25833.20000000
0.005029121043
Long
EC
CORP
IE
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
3689.00000000
NS
371081.19000000
0.072240845948
Long
EC
CORP
FR
N
2
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
13541.00000000
NS
197859.24000000
0.038518575615
Long
EC
CORP
SG
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
107.00000000
NS
399962.48000000
0.077863358966
Long
EC
CORP
CH
N
2
N
N
N
Hennes & Mauritz AB
529900O5RR7R39FRDM42
Hennes & Mauritz AB
000000000
9038.00000000
NS
131921.27000000
0.025681991974
Long
EC
CORP
SE
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
7866.00000000
NS
USD
772283.88000000
0.150345644853
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
37296.00000000
NS
258659.06000000
0.050354881384
Long
EC
CORP
FI
N
2
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
3959.00000000
NS
27051.39000000
0.005266274201
Long
EC
CORP
LU
N
2
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
3392.00000000
NS
USD
115802.88000000
0.022544117675
Long
EC
CORP
IE
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
3242.00000000
NS
USD
259003.38000000
0.050421912451
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
13792.00000000
NS
587424.64000000
0.114357865793
Long
EC
CORP
HK
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
2390.00000000
NS
USD
135799.80000000
0.026437051233
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
37797.00000000
NS
66712.02000000
0.012987273107
Long
EC
CORP
GB
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
950.00000000
NS
USD
26733.00000000
0.005204291100
Long
EC
CORP
US
N
1
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
4614.00000000
NS
294006.94000000
0.057236288533
Long
EC
CORP
JP
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
2535.00000000
NS
26731.38000000
0.005203975724
Long
EC
CORP
JP
N
2
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
150.00000000
NS
1091.38000000
0.000212466211
Long
EC
CORP
AU
N
2
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
4329.00000000
NS
103656.17000000
0.020179436765
Long
EC
CORP
JP
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
2185.00000000
NS
USD
174013.40000000
0.033876347174
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1759.00000000
NS
USD
555157.99000000
0.108076302204
Long
EC
CORP
US
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
1267.00000000
NS
124560.32000000
0.024248986827
Long
EC
CORP
DE
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
15507.00000000
NS
335537.68000000
0.065321354204
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
2037000.00000000
PA
USD
2293852.97000000
0.446559630344
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Coca-Cola Amatil Ltd
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd
000000000
5833.00000000
NS
35134.88000000
0.006839941020
Long
EC
CORP
AU
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
1200.00000000
NS
63378.79000000
0.012338371030
Long
EC
CORP
JP
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
11367.00000000
NS
USD
140155.11000000
0.027284928428
Long
EC
CORP
IL
N
1
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
1002.00000000
NS
27694.92000000
0.005391554471
Long
EC
CORP
JP
N
2
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
SEEK Ltd
000000000
3727.00000000
NS
57018.88000000
0.011100245006
Long
EC
CORP
AU
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
632.00000000
NS
USD
16962.88000000
0.003302276789
Long
EC
CORP
US
N
1
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
5770.00000000
NS
66931.89000000
0.013030076664
Long
EC
CORP
PT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
650000.00000000
PA
USD
965656.25000000
0.187990731611
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.38000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
6365.00000000
NS
708021.03000000
0.137835167976
Long
EC
CORP
FR
N
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
2478.00000000
NS
USD
54912.48000000
0.010690178093
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
411.00000000
NS
USD
31733.31000000
0.006177734740
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
6731000.00000000
PA
USD
7034946.72000000
1.369539917276
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
693.00000000
NS
USD
353457.72000000
0.068809967704
Long
EC
CORP
US
N
1
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord A/S
000000000
1474.00000000
NS
78903.75000000
0.015360718360
Long
EC
CORP
DK
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
635.00000000
NS
USD
24263.35000000
0.004723507892
Long
EC
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
210663.00000000
NS
807058.64000000
0.157115478916
Long
EC
CORP
GB
N
2
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
8302.00000000
NS
121216.38000000
0.023597999763
Long
EC
CORP
NO
N
2
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
19005.00000000
NS
86328.28000000
0.016806101048
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
3689.00000000
NS
87097.61000000
0.016955871642
Long
EC
CORP
JP
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
3589.00000000
NS
79603.39000000
0.015496921937
Long
EC
CORP
SE
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
2785.00000000
NS
73516.46000000
0.014311938747
Long
EC
CORP
SE
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
6673.00000000
NS
393363.18000000
0.076578629297
Long
EC
CORP
JP
N
2
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
1447.00000000
NS
63878.03000000
0.012435561405
Long
EC
CORP
GB
N
2
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
000000000
2058.00000000
NS
95043.31000000
0.018502713964
Long
EC
CORP
AU
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
22228.00000000
NS
78478.48000000
0.015277928218
Long
EC
CORP
GB
N
2
N
N
N
Seven Bank Ltd
N/A
Seven Bank Ltd
000000000
6786.00000000
NS
18599.29000000
0.003620847620
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
12671.00000000
NS
345336.13000000
0.067228883705
Long
EC
CORP
NL
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
2536.00000000
NS
USD
161162.80000000
0.031374635312
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
15558.00000000
NS
328767.28000000
0.064003315359
Long
EC
CORP
JP
N
2
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
29283.00000000
NS
280706.92000000
0.054647085087
Long
EC
CORP
IT
N
2
N
N
N
Toho Co Ltd/Tokyo
529900IYHHYWU4O3H185
Toho Co Ltd/Tokyo
000000000
115.00000000
NS
4153.93000000
0.000808673210
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
53392.55000000
0.010394283200
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1551498.00000000
GBP
1976683.08000000
USD
2020-09-14
53392.55000000
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
555.00000000
NS
USD
26151.60000000
0.005091106091
Long
EC
CORP
US
N
1
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-8913.84000000
-0.00173531658
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
105914125.00000000
JPY
972956.20000000
USD
2020-09-14
-8913.84000000
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR Systems Inc
302445101
510.00000000
NS
USD
20690.70000000
0.004027996329
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
300.00000000
NS
USD
38859.00000000
0.007564940256
Long
EC
CORP
US
N
1
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets PLC
000000000
27684.00000000
NS
65216.19000000
0.012696069922
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
15017.00000000
NS
423806.64000000
0.082505260350
Long
EC
CORP
JP
N
2
N
N
N
Vanguard Real Estate ETF
B1HNOZOSPCLXHIVBEI82
Vanguard Real Estate ETF
922908553
143971.00000000
NS
USD
11306042.63000000
2.201022595408
Long
EC
RF
US
N
1
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
1450.00000000
NS
USD
88363.00000000
0.017202213538
Long
EC
CORP
US
N
1
N
N
N
United Urban Investment Corp
353800GYZWBD7BDCN841
United Urban Investment Corp
000000000
35.00000000
NS
37696.71000000
0.007338669523
Long
EC
JP
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
1372.00000000
NS
61349.00000000
0.011943218297
Long
EC
CORP
NL
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
3365.00000000
NS
USD
86951.60000000
0.016927446903
Long
EC
CORP
US
N
1
N
N
N
Toyoda Gosei Co Ltd
353800ZV4HXVM4DWPO50
Toyoda Gosei Co Ltd
000000000
748.00000000
NS
15628.38000000
0.003042480789
Long
EC
CORP
JP
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
8699.00000000
NS
USD
131963.83000000
0.025690277412
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
459.00000000
NS
USD
31592.97000000
0.006150413818
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
3207.00000000
NS
75742.03000000
0.014745205277
Long
EC
CORP
AT
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
61140.54000000
0.011902636000
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
39441521.98000000
SEK
4297690.07000000
USD
2020-09-14
61140.54000000
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
920.00000000
NS
USD
32476.00000000
0.006322319148
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
1651000.00000000
PA
USD
1713428.44000000
0.333564522572
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.38000000
N
N
N
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
000000000
21969.00000000
NS
449553.12000000
0.087517499034
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
18413.00000000
NS
889243.29000000
0.173114911924
Long
EC
CORP
AU
N
2
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
18130.00000000
NS
129387.93000000
0.025188809809
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
408000.00000000
PA
USD
412207.50000000
0.080247178538
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
1345.00000000
NS
USD
101883.75000000
0.019834387963
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
1414300.00000000
PA
USD
1530095.81000000
0.297873938845
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S
000000000
1232.00000000
NS
163373.22000000
0.031804952490
Long
EC
CORP
DK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
725000.00000000
PA
USD
947144.53000000
0.184386931826
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Sumitomo Realty & Development Co Ltd
N/A
Sumitomo Realty & Development Co Ltd
000000000
3562.00000000
NS
98320.73000000
0.019140751137
Long
EC
CORP
JP
N
2
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
4125.00000000
NS
USD
91657.50000000
0.017843575788
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
7474.00000000
NS
70266.50000000
0.013679247395
Long
EC
CORP
JP
N
2
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
5099.00000000
NS
98250.62000000
0.019127102356
Long
EC
CORP
IE
N
2
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
748.00000000
NS
46054.21000000
0.008965679693
Long
EC
CORP
DE
N
2
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
3559.00000000
NS
101396.62000000
0.019739555123
Long
EC
CORP
GB
N
2
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
1.00000000
NS
1318.13000000
0.000256609143
Long
EC
JP
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
725.00000000
NS
USD
101594.25000000
0.019778029070
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
3381.00000000
NS
71709.11000000
0.013960089889
Long
EC
CORP
FR
N
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
000000000
65083.00000000
NS
284403.85000000
0.055366791065
Long
EC
CORP
FI
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
1565.00000000
NS
USD
99455.75000000
0.019361713037
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
496.00000000
NS
USD
56876.32000000
0.011072491901
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
1566000.00000000
PA
USD
1749026.25000000
0.340494585258
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
2556.00000000
NS
68237.96000000
0.013284338007
Long
EC
CORP
JP
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
2390.00000000
NS
USD
506942.90000000
0.098689949613
Long
EC
CORP
IE
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
391.00000000
NS
USD
59995.04000000
0.011679633889
Long
EC
CORP
IE
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
22965.00000000
NS
274614.41000000
0.053461015601
Long
EC
CORP
FR
N
2
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
565.00000000
NS
USD
22164.95000000
0.004314998392
Long
EC
CORP
US
N
1
N
N
N
Kobe Bussan Co Ltd
353800CJIFNHN2DXRD59
Kobe Bussan Co Ltd
000000000
709.00000000
NS
40260.95000000
0.007837867197
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
183989.39000000
0.035818439568
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5902119.00000000
GBP
7500460.04000000
USD
2020-09-14
183989.39000000
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
7265.00000000
NS
81225.44000000
0.015812697210
Long
EC
CORP
JP
N
2
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ
000000000
6696.00000000
NS
80146.61000000
0.015602674191
Long
EC
CORP
FI
N
2
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
0.70000000
NS
86.17000000
0.000016775287
Long
EC
CORP
US
N
2
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
000000000
5340.00000000
NS
26255.17000000
0.005111268753
Long
EC
CORP
SG
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
1260.00000000
NS
USD
52176.60000000
0.010157566118
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
93625.00000000
NS
809710.32000000
0.157631699116
Long
EC
CORP
IT
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
1293.00000000
NS
16603.25000000
0.003232265223
Long
EC
CORP
SE
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
2575.00000000
NS
USD
401674.25000000
0.078196600629
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
595.00000000
NS
USD
55733.65000000
0.010850040725
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
1675.00000000
NS
USD
58976.75000000
0.011481396594
Long
EC
CORP
US
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
1761.00000000
NS
14506.84000000
0.002824143130
Long
EC
CORP
AU
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
21431.00000000
NS
357888.27000000
0.069672492372
Long
EC
CORP
JP
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-27857.74000000
-0.00542325172
N/A
DFE
CA
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2050761.15000000
USD
2745881.00000000
CAD
2020-09-14
-27857.74000000
N
N
N
Aeon Mall Co Ltd
N/A
Aeon Mall Co Ltd
000000000
1178.00000000
NS
15654.15000000
0.003047497607
Long
EC
CORP
JP
N
2
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
610.00000000
NS
USD
39058.30000000
0.007603739314
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2890.00000000
NS
USD
511038.70000000
0.099487306269
Long
EC
CORP
US
N
1
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
4200.00000000
NS
179767.05000000
0.034996448528
Long
EC
CORP
JP
N
2
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3938.00000000
NS
USD
475592.26000000
0.092586711789
Long
EC
CORP
US
N
1
N
N
N
Orica Ltd
N/A
Orica Ltd
000000000
4656.00000000
NS
53844.84000000
0.010482333506
Long
EC
CORP
AU
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-41037.97000000
-0.00798913485
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1101030.78000000
USD
10199903.75000000
NOK
2020-09-14
-41037.97000000
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
299.00000000
NS
156795.89000000
0.030524499867
Long
EC
CORP
CH
N
2
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
1547.00000000
NS
39408.65000000
0.007671944281
Long
EC
CORP
JP
N
2
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
1698.00000000
NS
90253.17000000
0.017570185517
Long
EC
CORP
JP
N
2
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
70787.76000000
0.013780724550
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
44971582.02000000
SEK
4901340.05000000
USD
2020-09-14
70787.76000000
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
1474.00000000
NS
151478.91000000
0.029489407969
Long
EC
CORP
DE
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
1050.00000000
NS
USD
156933.00000000
0.030551191983
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
16224.00000000
NS
143354.78000000
0.027907829491
Long
EC
CORP
ES
N
2
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
21000.00000000
NS
274286.58000000
0.053397194752
Long
EC
CORP
JP
N
2
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
000000000
795.00000000
NS
100834.31000000
0.019630086491
Long
EC
CORP
DE
N
2
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
2165.00000000
NS
USD
76143.05000000
0.014823274510
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
1552800.00000000
PA
USD
1691096.25000000
0.329216966455
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.88000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP20 XSFE 20200915
000000000
38.00000000
NC
50303.44000000
0.009792905589
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMU0 Comdty
2020-09-15
5581065.10000000
AUD
50303.44000000
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
8106.00000000
NS
24145.37000000
0.004700539939
Long
EC
CORP
IL
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
638.00000000
NS
53375.27000000
0.010390919188
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
821000.00000000
PA
USD
962109.38000000
0.187300238813
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
000000000
7432.00000000
NS
282882.55000000
0.055070629465
Long
EC
CORP
JP
N
2
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
000000000
285.00000000
NS
25359.12000000
0.004936828733
Long
EC
CORP
DE
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
4610.00000000
NS
USD
239028.50000000
0.046533269567
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
1580.00000000
NS
USD
17000.80000000
0.003309658928
Long
EC
CORP
BM
N
1
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
4539.00000000
NS
52535.99000000
0.010227530962
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
2570.00000000
NS
USD
267665.50000000
0.052108225025
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
422000.00000000
PA
USD
574645.31000000
0.111870028536
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1444100.00000000
PA
USD
1985863.14000000
0.386601199515
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
12154.00000000
NS
655599.92000000
0.127630001468
Long
EC
CORP
GB
N
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
1484.00000000
NS
96387.03000000
0.018764304883
Long
EC
CORP
GB
N
2
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
510.00000000
NS
USD
60929.70000000
0.011861590374
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
39919.00000000
NS
85398.20000000
0.016625036182
Long
EC
CORP
ES
N
2
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
1984.00000000
NS
275414.78000000
0.053616828958
Long
EC
CORP
NL
N
2
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
6723.00000000
NS
235352.41000000
0.045817620651
Long
EC
CORP
DE
N
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
1565.00000000
NS
USD
60330.75000000
0.011744988789
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
3360.00000000
NS
USD
454003.20000000
0.088383825737
Long
EC
CORP
US
N
1
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
1600.00000000
NS
89415.11000000
0.017407034797
Long
EC
CORP
JP
N
2
N
N
N
Bank of Kyoto Ltd/The
549300LRPVT8N6FNFC04
Bank of Kyoto Ltd/The
000000000
655.00000000
NS
23272.07000000
0.004530528814
Long
EC
CORP
JP
N
2
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
1410.00000000
NS
USD
32232.60000000
0.006274934849
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EL8
9123000.00000000
PA
USD
10096595.16000000
1.965571403815
Long
DBT
UST
US
N
2
2021-11-15
Fixed
8.00000000
N
N
N
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
24078.00000000
NS
82392.28000000
0.016039853722
Long
EC
CORP
JP
N
2
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis SA
000000000
10888.00000000
NS
28717.50000000
0.005590626928
Long
EC
CORP
FR
N
2
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
24308.00000000
NS
807933.40000000
0.157285774269
Long
EC
CORP
GB
N
2
N
N
N
Telenet Group Holding NV
213800FA3K4S56INQI67
Telenet Group Holding NV
000000000
528.00000000
NS
21755.25000000
0.004235239365
Long
EC
CORP
BE
N
2
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
455.00000000
NS
USD
44630.95000000
0.008688604193
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828UN8
3338000.00000000
PA
USD
3497598.13000000
0.680900715283
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.00000000
N
N
N
N
N
N
HK Electric Investments & HK Electric Investments Ltd
N/A
HK Electric Investments & HK Electric Investments Ltd
000000000
30514.00000000
NS
31694.54000000
0.006170187126
Long
EC
CORP
XX
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
1469.00000000
NS
USD
41308.28000000
0.008041757901
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
23447.00000000
NS
114307.59000000
0.022253019615
Long
EC
CORP
IT
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
2892.00000000
NS
933382.44000000
0.181707774137
Long
EC
CORP
FR
N
2
N
N
N
Mirvac Group
549300IZVATGO3EBSH35
Mirvac Group
000000000
45284.00000000
NS
68406.12000000
0.013317074834
Long
EC
AU
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP20 XOSE 20200910
000000000
-105.00000000
NC
244779.66000000
0.047652886176
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPU0 Index
2020-09-10
-1670381493.00000000
JPY
244779.66000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
154.00000000
NS
USD
162063.44000000
0.031549968897
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
2728.00000000
NS
USD
86995.92000000
0.016936074972
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
5108.00000000
NS
42371.18000000
0.008248679721
Long
EC
CORP
FI
N
2
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
1185.00000000
NS
USD
59498.85000000
0.011583037278
Long
EC
CORP
US
N
1
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
5895.00000000
NS
482161.55000000
0.093865599212
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-97.00000000
NC
USD
-55868.26000000
-0.01087624614
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-13443803.62000000
USD
-55868.26000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EW4
2846000.00000000
PA
USD
3736709.06000000
0.727450032047
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
2134.00000000
NS
USD
80579.84000000
0.015687013960
Long
EC
CORP
GB
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
2678.00000000
NS
USD
631633.08000000
0.122964217152
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
1377.00000000
NS
USD
233566.74000000
0.045469992383
Long
EC
CORP
US
N
1
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
3268.00000000
NS
82054.18000000
0.015974033544
Long
EC
CORP
JP
N
2
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
39385.00000000
NS
36400.71000000
0.007086368574
Long
EC
CORP
GB
N
2
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
000000000
16000.00000000
NS
67214.40000000
0.013085074767
Long
EC
CORP
JP
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
1304.00000000
NS
23531.36000000
0.004581006525
Long
EC
CORP
JP
N
2
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
515.00000000
NS
USD
40715.90000000
0.007926435343
Long
EC
CORP
US
N
1
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
252.00000000
NS
USD
51261.84000000
0.009979483698
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT SEP20 XSIM 20200911
000000000
143.00000000
NC
-17729.57000000
-0.00345153343
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
Mini Japan Government Ten Year Bond
BJU0 Comdty
2020-09-11
2173798350.00000000
JPY
-17729.57000000
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
860.00000000
NS
USD
12280.80000000
0.002390785102
Long
EC
CORP
US
N
1
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB
000000000
875.00000000
NS
39885.73000000
0.007764820621
Long
EC
CORP
SE
N
2
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
720.00000000
NS
USD
54748.80000000
0.010658313418
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
2424.00000000
NS
148052.44000000
0.028822354240
Long
EC
CORP
ES
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
435.00000000
NS
USD
115866.60000000
0.022556522472
Long
EC
CORP
US
N
1
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
5865.00000000
NS
135832.92000000
0.026443498923
Long
EC
CORP
JP
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1307.00000000
NS
151672.64000000
0.029527122678
Long
EC
CORP
BE
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
3916.00000000
NS
79946.19000000
0.015563657096
Long
EC
CORP
SE
N
2
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
1497.00000000
NS
81739.31000000
0.015912735705
Long
EC
CORP
DE
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
1072.00000000
NS
22878.66000000
0.004453941070
Long
EC
CORP
JP
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1741.00000000
NS
55256.29000000
0.010757109875
Long
EC
CORP
DE
N
2
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
715.00000000
NS
USD
41162.55000000
0.008013387672
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
220.00000000
NS
USD
30472.20000000
0.005932226060
Long
EC
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
650.00000000
NS
USD
58747.00000000
0.011436669632
Long
EC
US
N
1
N
N
N
Nagoya Railroad Co Ltd
353800P62OOYUY3I8T51
Nagoya Railroad Co Ltd
000000000
2151.00000000
NS
60626.69000000
0.011802601400
Long
EC
CORP
JP
N
2
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
745.00000000
NS
USD
204673.85000000
0.039845221115
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
6170.00000000
NS
USD
113466.30000000
0.022089240089
Long
EC
CORP
CW
N
1
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044105
2110.00000000
NS
USD
18905.60000000
0.003680479027
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1344.00000000
NS
USD
1899891.84000000
0.369864594139
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
1150.00000000
NS
USD
228792.50000000
0.044540559295
Long
EC
CORP
US
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
216.00000000
NS
196709.64000000
0.038294775328
Long
EC
CORP
CH
N
2
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
170.00000000
NS
USD
136943.50000000
0.026659702926
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
1038.00000000
NS
USD
96201.84000000
0.018728252713
Long
EC
CORP
US
N
1
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
1429.00000000
NS
73520.34000000
0.014312694092
Long
EC
CORP
JP
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
1198.00000000
NS
USD
31267.80000000
0.006087110809
Long
EC
US
N
1
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
245.00000000
NS
USD
11772.25000000
0.002291782288
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
2600000.00000000
PA
USD
2611375.00000000
0.508373758014
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
2739.00000000
NS
83823.81000000
0.016318539198
Long
EC
CORP
GB
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
11135.00000000
NS
353924.01000000
0.068900743483
Long
EC
CORP
JP
N
2
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
946.00000000
NS
USD
41680.76000000
0.008114271063
Long
EC
CORP
US
N
1
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
000000000
7717.00000000
NS
55373.92000000
0.010780009690
Long
EC
CORP
JP
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
1555.00000000
NS
USD
219799.25000000
0.042789783440
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
4486.00000000
NS
235524.45000000
0.045851112823
Long
EC
CORP
ES
N
2
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
2055.00000000
NS
USD
33743.10000000
0.006568993941
Long
EC
CORP
PA
N
1
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
6950.00000000
NS
USD
486917.00000000
0.094791374326
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
2502.00000000
NS
63804.27000000
0.012421202055
Long
EC
CORP
JP
N
2
N
N
N
AVEVA Group PLC
213800XHATUM2LFMKG16
AVEVA Group PLC
000000000
740.00000000
NS
37520.40000000
0.007304346082
Long
EC
CORP
GB
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
3065.00000000
NS
USD
340766.70000000
0.066339322343
Long
EC
CORP
US
N
1
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
2868.00000000
NS
464042.31000000
0.090338206122
Long
EC
CORP
JP
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
2417.00000000
NS
212074.06000000
0.041285869267
Long
EC
CORP
JP
N
2
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
000000000
48874.00000000
NS
27944.36000000
0.005440114617
Long
EC
CORP
HK
N
2
N
N
N
Kurita Water Industries Ltd
52990086GS2ON69UMX34
Kurita Water Industries Ltd
000000000
1200.00000000
NS
33381.74000000
0.006498645584
Long
EC
CORP
JP
N
2
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
000000000
53666.00000000
NS
80565.80000000
0.015684280700
Long
EC
CORP
GB
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
1686.00000000
NS
122971.44000000
0.023939668979
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L24
2939500.00000000
PA
USD
3047894.06000000
0.593353829806
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
1465000.00000000
PA
USD
1985761.72000000
0.386581455408
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
3160.12000000
0.000615201600
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
506981.96000000
USD
4749332.00000000
SEK
2020-09-14
3160.12000000
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
8855.00000000
NS
165000.84000000
0.032121812112
Long
EC
CORP
GB
N
2
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
2703.00000000
NS
116431.65000000
0.022666524517
Long
EC
CORP
NL
N
1
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen PLC
000000000
26804.00000000
NS
88820.33000000
0.017291245014
Long
EC
CORP
GB
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
1814.00000000
NS
USD
158688.72000000
0.030892989685
Long
EC
CORP
IE
N
1
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
000000000
47917.00000000
NS
104010.05000000
0.020248328941
Long
EC
CORP
AU
N
2
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
1366.00000000
NS
19315.27000000
0.003760232213
Long
EC
CORP
JP
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
5748.00000000
NS
76516.51000000
0.014895978455
Long
EC
CORP
SE
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
16303.00000000
NS
822122.06000000
0.160047975181
Long
EC
CORP
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
23860.00000000
NS
915098.27000000
0.178148273025
Long
EC
CORP
GB
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
1620.00000000
NS
USD
112298.40000000
0.021861877220
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
2180.00000000
NS
USD
948975.80000000
0.184743437350
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QQ4
235000.00000000
PA
USD
373650.00000000
0.072740933294
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XQ8
1441500.00000000
PA
USD
1496457.19000000
0.291325284720
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
18425.00000000
NS
253499.62000000
0.049350458848
Long
EC
CORP
GB
N
2
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
000000000
1927.00000000
NS
147919.76000000
0.028796524541
Long
EC
CORP
JP
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
14664.00000000
NS
84783.49000000
0.016505366494
Long
EC
CORP
GB
N
2
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
3953.00000000
NS
USD
740515.49000000
0.144161080855
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
17149.00000000
NS
511677.17000000
0.099611601475
Long
EC
CORP
JP
N
2
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
5233.00000000
NS
31979.25000000
0.006225613518
Long
EC
CORP
SG
N
2
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
4365.00000000
NS
USD
53165.70000000
0.010350120800
Long
EC
CORP
US
N
1
N
N
N
Budweiser Brewing Co APAC Ltd
N/A
Budweiser Brewing Co APAC Ltd
000000000
19818.00000000
NS
58015.86000000
0.011294333740
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
1680000.00000000
PA
USD
1801275.00000000
0.350666197297
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
Hitachi Construction Machinery Co Ltd
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
000000000
1238.00000000
NS
34390.28000000
0.006694984781
Long
EC
CORP
JP
N
2
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
1957.00000000
NS
138077.41000000
0.026880448736
Long
EC
CORP
SE
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
2001.00000000
NS
76214.55000000
0.014837193891
Long
EC
CORP
DE
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
1005.00000000
NS
USD
33074.55000000
0.006438842861
Long
EC
CORP
US
N
1
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
000000000
1215.00000000
NS
125321.72000000
0.024397213635
Long
EC
CORP
DK
N
2
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
42811.00000000
NS
685458.36000000
0.133442742783
Long
EC
CORP
GB
N
2
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
485.00000000
NS
USD
67691.45000000
0.013177945267
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
7730.00000000
NS
329185.43000000
0.064084719403
Long
EC
CORP
SE
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
32056.00000000
NS
191677.59000000
0.037315152651
Long
EC
CORP
GB
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
7926.00000000
NS
USD
724674.18000000
0.141077147565
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
1786.00000000
NS
84184.14000000
0.016388687039
Long
EC
CORP
CH
N
2
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
000000000
426.00000000
NS
58836.16000000
0.011454027003
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
2197.00000000
NS
80072.10000000
0.015588168834
Long
EC
CORP
JP
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
11779.00000000
NS
82754.61000000
0.016110390916
Long
EC
CORP
NL
N
2
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
30641.00000000
NS
762896.14000000
0.148518071003
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
685000.00000000
PA
USD
927104.69000000
0.180485642746
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.13000000
N
N
N
N
N
N
Obic Co Ltd
N/A
Obic Co Ltd
000000000
803.00000000
NS
141519.83000000
0.027550607557
Long
EC
CORP
JP
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
3386.00000000
NS
63350.48000000
0.012332859734
Long
EC
CORP
ES
N
2
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
000000000
1166.00000000
NS
102178.96000000
0.019891858459
Long
EC
CORP
JP
N
2
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
1579.00000000
NS
137672.12000000
0.026801548233
Long
EC
CORP
FR
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
36156.00000000
NS
USD
858705.00000000
0.167169819683
Long
EC
CORP
US
N
1
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
000000000
802.00000000
NS
30303.10000000
0.005899306237
Long
EC
CORP
DK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
675000.00000000
PA
USD
915785.16000000
0.178281994475
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
2126.00000000
NS
USD
291347.04000000
0.056718468091
Long
EC
CORP
US
N
1
N
N
N
Taiyo Nippon Sanso Corp
353800F1K6653B4VPY57
Taiyo Nippon Sanso Corp
000000000
1745.00000000
NS
29181.35000000
0.005680927696
Long
EC
CORP
JP
N
2
N
N
N
Japan Retail Fund Investment Corp
353800QDHNIP60E1LQ93
Japan Retail Fund Investment Corp
000000000
31.00000000
NS
38774.13000000
0.007548418048
Long
EC
JP
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
11346.00000000
NS
301048.51000000
0.058607117849
Long
EC
CORP
ES
N
2
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG
000000000
238.00000000
NS
12618.77000000
0.002456579972
Long
EC
CORP
DE
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1315.00000000
NS
USD
173645.75000000
0.033804774301
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
1238.00000000
NS
USD
296216.26000000
0.057666391568
Long
EC
CORP
US
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
1771.00000000
NS
114329.17000000
0.022257220737
Long
EC
CORP
IE
N
2
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
7528.00000000
NS
175135.30000000
0.034094754917
Long
EC
CORP
JP
N
2
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
250.00000000
NS
USD
25440.00000000
0.004952574181
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
2579600.00000000
PA
USD
2832320.19000000
0.551386629224
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
16396.00000000
NS
589074.44000000
0.114679043344
Long
EC
CORP
JP
N
2
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
5660.00000000
NS
325219.23000000
0.063312592842
Long
EC
CORP
CH
N
2
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
477.00000000
NS
65508.47000000
0.012752970016
Long
EC
CORP
FR
N
2
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
350.00000000
NS
USD
27699.00000000
0.005392348752
Long
EC
CORP
US
N
1
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co Ltd
000000000
1240.00000000
NS
16842.72000000
0.003278884442
Long
EC
CORP
AU
N
2
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
2490.00000000
NS
59066.82000000
0.011498931121
Long
EC
CORP
JP
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
7243.00000000
NS
USD
73951.03000000
0.014396539382
Long
EC
CORP
JE
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
1633.00000000
NS
314797.18000000
0.061283662977
Long
EC
CORP
CH
N
2
N
N
N
Kawasaki Heavy Industries Ltd
5493008FFSI8SQ74AT93
Kawasaki Heavy Industries Ltd
000000000
30.00000000
NS
433.31000000
0.000084355342
Long
EC
CORP
JP
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
380.00000000
NS
USD
266874.00000000
0.051954138450
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
179000.00000000
PA
USD
266402.34000000
0.051862317258
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
22601.00000000
NS
215615.60000000
0.041975324439
Long
EC
CORP
DE
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
989.00000000
NS
30568.13000000
0.005950901392
Long
EC
CORP
FR
N
2
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
2579.00000000
NS
93783.91000000
0.018257538181
Long
EC
CORP
JP
N
2
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
1013.00000000
NS
67355.76000000
0.013112594259
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YV6
2983700.00000000
PA
USD
3146871.09000000
0.612622347234
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
1368.00000000
NS
213227.28000000
0.041510374283
Long
EC
CORP
DK
N
2
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
910.00000000
NS
USD
72199.40000000
0.014055537907
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
631000.00000000
PA
USD
629323.91000000
0.122514675653
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
101866.00000000
NS
286514.72000000
0.055777728182
Long
EC
CORP
GB
N
2
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311206
804.00000000
NS
USD
7107.36000000
0.001383637092
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
38061.00000000
NS
248073.46000000
0.048294112153
Long
EC
CORP
SG
N
2
N
N
N
Jardine Strategic Holdings Ltd
213800BZ6VW56K2S6677
Jardine Strategic Holdings Ltd
000000000
2551.00000000
NS
USD
55027.87000000
0.010712641833
Long
EC
CORP
BM
N
2
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747206
272.00000000
NS
USD
23177.12000000
0.004512044265
Long
EC
US
N
1
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
11400.00000000
NS
227407.45000000
0.044270922390
Long
EC
CORP
JP
N
2
N
N
N
Recordati SpA
815600FBF92FD3531704
Recordati SpA
000000000
1204.00000000
NS
60246.52000000
0.011728591175
Long
EC
CORP
IT
N
2
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
1600.00000000
NS
69671.56000000
0.013563426464
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
634.24000000
0.000123471723
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1779219.83000000
USD
1682642.00000000
CHF
2020-09-14
634.24000000
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
13468.00000000
NS
34386.08000000
0.006694167139
Long
EC
CORP
HK
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
7700.00000000
NS
USD
1487409.00000000
0.289563813329
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
765.00000000
NS
USD
117366.30000000
0.022848479056
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
14486.00000000
NS
40414.24000000
0.007867709182
Long
EC
CORP
NO
N
2
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
000000000
10914.00000000
NS
145674.51000000
0.028359426775
Long
EC
CORP
NO
N
2
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
0.17000000
NS
0.39000000
0.000000075923
Long
EC
CORP
IL
N
2
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
452.00000000
NS
USD
33551.96000000
0.006531783445
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
950.00000000
NS
USD
45989.50000000
0.008953082167
Long
EC
CORP
IE
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
480.00000000
NS
USD
70996.80000000
0.013821419758
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
5328.00000000
NS
USD
101338.56000000
0.019728252196
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
284.00000000
NS
USD
87963.32000000
0.017124405171
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
1716.00000000
NS
USD
27198.60000000
0.005294932552
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
20.00000000
NS
USD
65175.00000000
0.012688051190
Long
EC
CORP
US
N
1
N
N
N
Tohoku Electric Power Co Inc
353800KTF7EYIIYHY088
Tohoku Electric Power Co Inc
000000000
4920.00000000
NS
46737.92000000
0.009098782071
Long
EC
CORP
JP
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
2137.00000000
NS
143132.41000000
0.027864539242
Long
EC
CORP
JP
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
1397.00000000
NS
146021.32000000
0.028426942587
Long
EC
CORP
NL
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
1879.00000000
NS
USD
47425.96000000
0.009232727399
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
1819.00000000
NS
27665.98000000
0.005385920529
Long
EC
CORP
JP
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
900.00000000
NS
USD
73845.00000000
0.014375897816
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
715.00000000
NS
USD
99656.70000000
0.019400833312
Long
EC
CORP
US
N
1
N
N
N
Allegion PLC
N/A
Allegion PLC
000000000
385.00000000
NS
USD
39354.70000000
0.007661441476
Long
EC
CORP
IE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
908000.00000000
PA
USD
1427688.13000000
0.277937553940
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
1128.00000000
NS
USD
160300.08000000
0.031206683865
Long
EC
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
2325.00000000
NS
USD
90163.50000000
0.017552728861
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
1550.00000000
NS
USD
41571.00000000
0.008092903353
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Bottlers Japan Holdings Inc
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings Inc
000000000
1300.00000000
NS
23577.46000000
0.004589981119
Long
EC
CORP
JP
N
2
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
1450.00000000
NS
USD
140635.50000000
0.027378449148
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1769800.00000000
PA
USD
1953969.81000000
0.380392312615
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Hulic Co Ltd
N/A
Hulic Co Ltd
000000000
3490.00000000
NS
32949.14000000
0.006414428462
Long
EC
CORP
JP
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
4560.00000000
NS
79717.51000000
0.015519138437
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
78000.00000000
PA
USD
96744.38000000
0.018833872587
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
52178.00000000
NS
1053979.22000000
0.205185152243
Long
EC
CORP
GB
N
2
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
1214.00000000
NS
USD
116495.44000000
0.022678942941
Long
EC
CORP
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
1211.00000000
NS
66138.13000000
0.012875550120
Long
EC
CORP
DK
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
24290.00000000
NS
66826.32000000
0.013009524649
Long
EC
CORP
GB
N
2
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
1265.00000000
NS
USD
66020.35000000
0.012852621103
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
4721.00000000
NS
938955.02000000
0.182792625388
Long
EC
CORP
AU
N
2
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
000000000
1747.00000000
NS
201606.30000000
0.039248040733
Long
EC
CORP
DK
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
14329.00000000
NS
335759.71000000
0.065364578263
Long
EC
CORP
DE
N
2
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
485.00000000
NS
USD
35545.65000000
0.006919908351
Long
EC
CORP
US
N
1
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
17972.00000000
NS
42894.60000000
0.008350577378
Long
EC
CORP
SG
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE SEP20 IFUS 20200918
000000000
6.00000000
NC
USD
433.89000000
0.000084468255
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI EAFE
MFSU0 Index
2020-09-18
533086.11000000
USD
433.89000000
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
000000000
12630.00000000
NS
127791.55000000
0.024878031885
Long
EC
CORP
NL
N
2
N
N
N
AGL Energy Ltd
549300QAZ8A74DEDXO80
AGL Energy Ltd
000000000
7355.00000000
NS
87010.80000000
0.016938971761
Long
EC
CORP
AU
N
2
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
634.00000000
NS
USD
36321.86000000
0.007071018320
Long
EC
CORP
US
N
1
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
000000000
3934.00000000
NS
176776.67000000
0.034414291343
Long
EC
CORP
DE
N
2
N
N
N
Ryohin Keikaku Co Ltd
549300PMNF56J66BY371
Ryohin Keikaku Co Ltd
000000000
2570.00000000
NS
36554.49000000
0.007116305951
Long
EC
CORP
JP
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
604.00000000
NS
113855.28000000
0.022164965416
Long
EC
CORP
IL
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
273.00000000
NS
18490.85000000
0.003599736883
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
13064.00000000
NS
78098.61000000
0.015203976396
Long
EC
CORP
IL
N
2
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
000000000
27932.00000000
NS
110030.76000000
0.021420420643
Long
EC
CORP
KY
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
11070.00000000
NS
68037.74000000
0.013245359847
Long
EC
CORP
GB
N
2
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
000000000
2255.00000000
NS
USD
36260.40000000
0.007059053492
Long
EC
CORP
NL
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
1106.00000000
NS
USD
38168.06000000
0.007430430366
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
616.00000000
NS
USD
27307.28000000
0.005316090011
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
2791.00000000
NS
38339.69000000
0.007463842721
Long
EC
CORP
JP
N
2
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
1788.00000000
NS
USD
12229.92000000
0.002380879954
Long
EC
CORP
GB
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
1010.00000000
NS
USD
71063.60000000
0.013834424159
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
1732.00000000
NS
USD
22637.24000000
0.004406942231
Long
EC
CORP
US
N
1
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
6982.00000000
NS
226366.14000000
0.044068203639
Long
EC
CORP
SE
N
2
N
N
N
Bollore SA
969500LEKCHH6VV86P94
Bollore SA
000000000
10158.00000000
NS
32052.23000000
0.006239821020
Long
EC
CORP
FR
N
2
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
4455.00000000
NS
119081.97000000
0.023182479958
Long
EC
CORP
ES
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
6519.00000000
NS
153945.40000000
0.029969576000
Long
EC
CORP
JP
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
1140.00000000
NS
USD
59063.40000000
0.011498265327
Long
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
16701.00000000
NS
103063.66000000
0.020064088899
Long
EC
CORP
AU
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2825.00000000
NS
USD
606584.00000000
0.118087745969
Long
EC
CORP
IE
N
1
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
000000000
26603.00000000
NS
106767.37000000
0.020785114784
Long
EC
CORP
AU
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
29.00000000
NS
26607.41000000
0.005179841659
Long
EC
CORP
FR
N
2
N
N
N
Dexus
N/A
Dexus
000000000
12575.00000000
NS
80710.39000000
0.015712428998
Long
EC
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T34
1110000.00000000
PA
USD
1123007.81000000
0.218623407457
Long
DBT
UST
US
N
2
2021-09-30
Fixed
1.13000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
2225.00000000
NS
USD
121618.50000000
0.023676283141
Long
EC
CORP
US
N
1
N
N
N
CIMIC Group Ltd
529900Q5XXSXHRQERC81
CIMIC Group Ltd
000000000
1118.00000000
NS
18787.56000000
0.003657499394
Long
EC
CORP
AU
N
2
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
722.00000000
NS
USD
140790.00000000
0.027408526692
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
6615.00000000
NS
118451.48000000
0.023059738271
Long
EC
CORP
AU
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
6570.00000000
NS
USD
114515.10000000
0.022293416968
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
211.00000000
NS
USD
59848.04000000
0.011651016420
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-116811.24000000
-0.02274042183
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8351371.91000000
USD
12761618.00000000
NZD
2020-09-14
-116811.24000000
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
1600.00000000
NS
30330.34000000
0.005904609229
Long
EC
CORP
JP
N
2
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
2338.00000000
NS
USD
54522.16000000
0.010614191900
Long
EC
CORP
US
N
1
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
16815.00000000
NS
896537.27000000
0.174534879574
Long
EC
CORP
NL
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
5634.00000000
NS
523727.37000000
0.101957494140
Long
EC
CORP
NL
N
1
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
15828.00000000
NS
53072.16000000
0.010331910746
Long
EC
CORP
GB
N
2
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
600.00000000
NS
29354.84000000
0.005714702149
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
-283.00000000
NC
USD
-1279753.83000000
-0.24913819879
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESU0 Index
2020-09-18
-42446576.17000000
USD
-1279753.83000000
N
N
N
Kuraray Co Ltd
549300W9JPTOE739QZ31
Kuraray Co Ltd
000000000
3676.00000000
NS
38468.33000000
0.007488885926
Long
EC
CORP
JP
N
2
N
N
N
Fukuoka Financial Group Inc
N/A
Fukuoka Financial Group Inc
000000000
1800.00000000
NS
28459.64000000
0.005540427605
Long
EC
CORP
JP
N
2
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
30532.00000000
NS
149842.58000000
0.029170852713
Long
EC
CORP
JP
N
2
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
532.00000000
NS
USD
43730.40000000
0.008513288128
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
1313.00000000
NS
USD
57968.95000000
0.011285201458
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
240000.00000000
PA
USD
370837.50000000
0.072193405193
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
515.00000000
NS
USD
67871.85000000
0.013213064936
Long
EC
CORP
US
N
1
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
510.00000000
NS
USD
14545.20000000
0.002831610927
Long
EC
CORP
US
N
1
N
N
N
NMC Health PLC
2138008YQEVWBE1V2M52
NMC Health PLC
000000000
1143.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
1369.00000000
NS
USD
42165.20000000
0.008208580223
Long
EC
CORP
NL
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
328.00000000
NS
USD
75167.76000000
0.014633408312
Long
EC
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
666.00000000
NS
USD
127872.00000000
0.024893693623
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
173.00000000
NS
USD
63913.12000000
0.012442392609
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
2889.00000000
NS
1275478.89000000
0.248305967766
Long
EC
CORP
FR
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
81346.00000000
NS
115043.47000000
0.022396278274
Long
EC
CORP
GB
N
2
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
2300.00000000
NS
121067.50000000
0.023569016303
Long
EC
CORP
JP
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
31073.00000000
NS
201215.92000000
0.039172042859
Long
EC
CORP
KY
N
2
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
518.00000000
NS
USD
57254.54000000
0.011146122507
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
34173.00000000
NS
USD
6954547.23000000
1.353888013251
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
10323.00000000
NS
481544.23000000
0.093745421417
Long
EC
CORP
NL
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
257.00000000
NS
USD
409231.38000000
0.079667797443
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
425.00000000
NS
USD
70596.75000000
0.013743539361
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
2425.00000000
NS
USD
96757.50000000
0.018836426744
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
16.00000000
NS
82113.78000000
0.015985636273
Long
EC
JP
N
2
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
485.00000000
NS
USD
25622.55000000
0.004988112405
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
2290.00000000
NS
USD
197169.00000000
0.038384201998
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
36193.00000000
NS
162636.38000000
0.031661506941
Long
EC
CORP
JP
N
2
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
7540.00000000
NS
84724.96000000
0.016493972069
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
2843000.00000000
PA
USD
3039788.91000000
0.591775946291
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
LINE Corp
353800SE9WIPQJH4RB92
LINE Corp
000000000
694.00000000
NS
34928.52000000
0.006799767545
Long
EC
CORP
JP
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
221.00000000
NS
14985.54000000
0.002917334846
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
12948.00000000
NS
517324.35000000
0.100710975605
Long
EC
CORP
FR
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
13761.00000000
NS
107285.08000000
0.020885900837
Long
EC
CORP
JE
N
2
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
15799.00000000
NS
156323.96000000
0.030432626111
Long
EC
CORP
HK
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
9039.00000000
NS
311124.66000000
0.060568709057
Long
EC
CORP
IE
N
2
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co AB
000000000
29074.00000000
NS
108771.64000000
0.021175299369
Long
EC
CORP
SE
N
2
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
15355.00000000
NS
182530.46000000
0.035534419952
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1438.00000000
NS
USD
284177.56000000
0.055322737684
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
5390.00000000
NS
USD
272518.40000000
0.053052971379
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd
000000000
931.00000000
NS
USD
15296.33000000
0.002977838405
Long
EC
CORP
BM
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
975.00000000
NS
USD
120412.50000000
0.023441503092
Long
EC
CORP
US
N
1
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
000000000
1464.00000000
NS
86955.21000000
0.016928149686
Long
EC
CORP
SE
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
18767.00000000
NS
480316.04000000
0.093506321493
Long
EC
CORP
JP
N
2
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
2139.00000000
NS
52203.63000000
0.010162828228
Long
EC
CORP
SE
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
18405.00000000
NS
1199044.02000000
0.233425882713
Long
EC
CORP
DK
N
2
N
N
N
Xerox Holdings Corp
N/A
Xerox Holdings Corp
98421M106
766.00000000
NS
USD
11712.14000000
0.002280080274
Long
EC
CORP
US
N
1
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
8803.00000000
NS
148262.45000000
0.028863238285
Long
EC
CORP
HK
N
2
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
1566.00000000
NS
USD
23270.76000000
0.004530273787
Long
EC
CORP
GB
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
17764.00000000
NS
134693.55000000
0.026221690180
Long
EC
CORP
AU
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
3853.00000000
NS
132640.95000000
0.025822096871
Long
EC
CORP
JP
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
3279.00000000
NS
USD
306029.07000000
0.059576716625
Long
EC
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1405.00000000
NS
USD
220795.75000000
0.042983778730
Long
EC
CORP
US
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
22423.00000000
NS
65141.36000000
0.012681502268
Long
EC
AU
N
2
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106108
650.00000000
NS
USD
18980.00000000
0.003694962970
Long
EC
CORP
US
N
1
N
N
N
Seibu Holdings Inc
353800JY9TYV9WTCN620
Seibu Holdings Inc
000000000
2487.00000000
NS
27088.86000000
0.005273568736
Long
EC
CORP
JP
N
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
1818.00000000
NS
USD
60393.96000000
0.011757294301
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
13414.75000000
0.002611538699
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3242000.00000000
AUD
2251296.57000000
USD
2020-09-14
13414.75000000
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
368.00000000
NS
136902.81000000
0.026651781533
Long
EC
CORP
CH
N
2
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
000000000
810.00000000
NS
42844.43000000
0.008340810450
Long
EC
CORP
NL
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1980.00000000
NS
USD
208315.80000000
0.040554223770
Long
EC
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
18734.00000000
NS
162621.35000000
0.031658580951
Long
EC
CORP
SE
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
1611.00000000
NS
USD
58994.82000000
0.011484914402
Long
EC
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
41123.00000000
NS
109383.66000000
0.021294445378
Long
EC
CORP
NL
N
2
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
1460.00000000
NS
USD
119063.00000000
0.023178786941
Long
EC
CORP
CH
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
622.00000000
NS
103605.65000000
0.020169601701
Long
EC
CORP
CH
N
2
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
36047.00000000
NS
45606.63000000
0.008878546315
Long
EC
CORP
HK
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7035.06000000
0.001369561970
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
639984.00000000
EUR
727226.62000000
USD
2020-09-14
7035.06000000
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
000000000
343.00000000
NS
23951.02000000
0.004662704531
Long
EC
FR
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
1828.00000000
NS
103629.58000000
0.020174260313
Long
EC
CORP
JP
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
1723.00000000
NS
610511.12000000
0.118852264567
Long
EC
CORP
CH
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1485.00000000
NS
USD
82343.25000000
0.016030308726
Long
EC
CORP
US
N
1
N
N
N
Softbank Corp
353800M1YCTS9JRBJ535
Softbank Corp
000000000
22042.00000000
NS
280952.49000000
0.054694891834
Long
EC
CORP
JP
N
2
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
1127.00000000
NS
USD
31849.02000000
0.006200260776
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
905.00000000
NS
USD
11421.10000000
0.002223421579
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
683.00000000
NS
USD
371613.47000000
0.072344468440
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
2025.00000000
NS
USD
523543.50000000
0.101921698943
Long
EC
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
1560.00000000
NS
USD
19515.60000000
0.003799231788
Long
EC
CORP
US
N
1
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
9298.00000000
NS
87861.01000000
0.017104487803
Long
EC
CORP
JP
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
530.00000000
NS
USD
36909.20000000
0.007185359708
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EM6
775000.00000000
PA
USD
890765.63000000
0.173411275987
Long
DBT
UST
US
N
2
2022-08-15
Fixed
7.25000000
N
N
N
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom Inc
252131107
409.00000000
NS
USD
165808.60000000
0.032279064130
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
179.00000000
NS
USD
31233.71000000
0.006080474282
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
21025.00000000
NS
260750.43000000
0.050762022307
Long
EC
CORP
FR
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
10861.00000000
NS
1518252.61000000
0.295568344248
Long
EC
CORP
DE
N
2
N
N
N
Apartment Investment and Management Co
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co
03748R754
574.00000000
NS
USD
21605.36000000
0.004206059281
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
1831000.00000000
PA
USD
1903667.81000000
0.370599687360
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.88000000
N
N
N
N
N
N
CapitaLand Mall Trust
54930031292WUTXF0L29
CapitaLand Mall Trust
000000000
29724.00000000
NS
42176.26000000
0.008210733347
Long
EC
SG
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
7538.00000000
NS
100771.35000000
0.019617829649
Long
EC
CORP
DK
N
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
165.00000000
NS
USD
51306.75000000
0.009988226627
Long
EC
CORP
US
N
1
N
N
N
RSA Insurance Group PLC
549300HOGQ7E0TY86138
RSA Insurance Group PLC
000000000
11875.00000000
NS
60140.14000000
0.011707881472
Long
EC
CORP
GB
N
2
N
N
N
Toshiba Corp
549300LBHTST91VKHO68
Toshiba Corp
000000000
4452.00000000
NS
142819.12000000
0.027803548992
Long
EC
CORP
JP
N
2
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
000000000
20273.00000000
NS
82495.81000000
0.016060008597
Long
EC
CORP
AU
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
22345.00000000
NS
1946719.07000000
0.378980762783
Long
EC
CORP
CH
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
211291.00000000
NS
981993.39000000
0.191171191429
Long
EC
CORP
GB
N
2
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
3190.00000000
NS
USD
114935.70000000
0.022375297970
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
1035.00000000
NS
USD
247561.65000000
0.048194474692
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
520000.00000000
PA
USD
641387.50000000
0.124863175039
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Raiffeisen Bank International AG
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
000000000
1704.00000000
NS
30456.11000000
0.005929093713
Long
EC
CORP
AT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EV6
849000.00000000
PA
USD
1131823.13000000
0.220339544495
Long
DBT
UST
US
N
2
2025-08-15
Fixed
6.88000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
3298.00000000
NS
USD
74073.08000000
0.014420299668
Long
EC
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
18850.00000000
NS
USD
842972.00000000
0.164106971821
Long
EC
CORP
US
N
1
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
9852.00000000
NS
400817.33000000
0.078029778308
Long
EC
CORP
DE
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
5203.00000000
NS
USD
273729.83000000
0.053288808523
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
256600.00000000
PA
USD
335223.84000000
0.065260256882
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1100.00000000
NS
USD
362428.00000000
0.070556271837
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
715.00000000
NS
USD
69855.50000000
0.013599235289
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
2628.00000000
NS
41177.29000000
0.008016257206
Long
EC
CORP
JP
N
2
N
N
N
Acom Co Ltd
N/A
Acom Co Ltd
000000000
4593.00000000
NS
17576.55000000
0.003421744014
Long
EC
CORP
JP
N
2
N
N
N
Casino Guichard Perrachon SA
969500VHL8F83GBL6L29
Casino Guichard Perrachon SA
000000000
499.00000000
NS
18487.06000000
0.003598999058
Long
EC
CORP
FR
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
1250.00000000
NS
USD
77025.00000000
0.014994969589
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
7731.00000000
NS
413917.26000000
0.080580028901
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
2188.00000000
NS
395977.02000000
0.077087482933
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WE6
3162000.00000000
PA
USD
3433734.38000000
0.668467933860
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
17909.00000000
NS
170051.64000000
0.033105084977
Long
EC
CORP
SE
N
2
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
331.00000000
NS
USD
47150.95000000
0.009179189371
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
595.00000000
NS
USD
92010.80000000
0.017912355051
Long
EC
US
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
000000000
3240.00000000
NS
190270.87000000
0.037041297103
Long
EC
CORP
SE
N
2
N
N
N
Toho Gas Co Ltd
353800BCVTE4F8012906
Toho Gas Co Ltd
000000000
851.00000000
NS
42535.12000000
0.008280595012
Long
EC
CORP
JP
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
5064.00000000
NS
73229.07000000
0.014255990622
Long
EC
CORP
FR
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
3275.00000000
NS
USD
138827.25000000
0.027026425081
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
235.00000000
NS
USD
49357.05000000
0.009608665547
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
920000.00000000
PA
USD
1179612.50000000
0.229643019338
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
1660.00000000
NS
256732.52000000
0.049979829016
Long
EC
CORP
JP
N
2
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-9370.94000000
-0.00182430328
N/A
DFE
NO
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
227877.63000000
USD
2102605.94000000
NOK
2020-09-14
-9370.94000000
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
22113.00000000
NS
65405.13000000
0.012732852130
Long
EC
CORP
SG
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
335.00000000
NS
USD
38220.15000000
0.007440571073
Long
EC
CORP
US
N
1
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
6974.00000000
NS
83417.22000000
0.016239385616
Long
EC
CORP
SE
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
2220.00000000
NS
USD
238361.40000000
0.046403400769
Long
EC
CORP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
110196.00000000
NS
95230.70000000
0.018539194423
Long
EC
CORP
KY
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
361.00000000
NS
USD
90802.33000000
0.017677094150
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QS0
220000.00000000
PA
USD
324087.50000000
0.063092271428
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
13853.00000000
NS
257288.34000000
0.050088034196
Long
EC
CORP
JP
N
2
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
3833.00000000
NS
USD
119512.94000000
0.023266379757
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
127145.00000000
NS
500382.23000000
0.097412740302
Long
EC
CORP
JP
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
7586.00000000
NS
95055.58000000
0.018505102647
Long
EC
CORP
SE
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
9077.00000000
NS
93465.81000000
0.018195611536
Long
EC
CORP
GB
N
2
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
1099.00000000
NS
USD
72226.28000000
0.014060770816
Long
EC
CORP
NL
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
5373.00000000
NS
89164.71000000
0.017358287762
Long
EC
CORP
JP
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
1254.00000000
NS
42141.55000000
0.008203976120
Long
EC
CORP
IE
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
15000.00000000
NS
191628.44000000
0.037305584293
Long
EC
CORP
HK
N
2
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
12626.00000000
NS
USD
52518.11000000
0.010224050143
Long
EC
CORP
BM
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
2209000.00000000
PA
USD
2306334.06000000
0.448989407235
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
2984.00000000
NS
275108.01000000
0.053557108000
Long
EC
CORP
NL
N
1
N
N
N
Tokyo Century Corp
35380096ZLHOF84DXR74
Tokyo Century Corp
000000000
496.00000000
NS
25398.27000000
0.004944450324
Long
EC
CORP
JP
N
2
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
1614.00000000
NS
213087.19000000
0.041483102030
Long
EC
CORP
IE
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
1075.00000000
NS
USD
207045.00000000
0.040306828673
Long
EC
CORP
IE
N
1
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
3888.00000000
NS
109565.26000000
0.021329798659
Long
EC
CORP
JP
N
2
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
530.00000000
NS
USD
112890.00000000
0.021977047931
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
4145.00000000
NS
USD
526290.65000000
0.102456504924
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
5998.00000000
NS
USD
225224.90000000
0.043846030850
Long
EC
CORP
US
N
1
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd
000000000
489.00000000
NS
22287.09000000
0.004338776199
Long
EC
CORP
IL
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
3350.00000000
NS
USD
617974.50000000
0.120305210443
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
5422.00000000
NS
186895.12000000
0.036384117374
Long
EC
CORP
FI
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
1120.00000000
NS
USD
63840.00000000
0.012428157852
Long
EC
CORP
US
N
1
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
957.00000000
NS
50607.61000000
0.009852120388
Long
EC
CORP
DE
N
2
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
19057.00000000
NS
282360.24000000
0.054968947900
Long
EC
CORP
JP
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
1650.00000000
NS
USD
268191.00000000
0.052210527609
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
2525.00000000
NS
USD
50070.75000000
0.009747606277
Long
EC
CORP
US
N
1
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DOCOMO Inc
000000000
13437.00000000
NS
356725.54000000
0.069446135981
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
1449.00000000
NS
74623.80000000
0.014527511997
Long
EC
CORP
GB
N
2
N
N
N
Keio Corp
N/A
Keio Corp
000000000
1200.00000000
NS
68676.15000000
0.013369643372
Long
EC
CORP
JP
N
2
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
641.00000000
NS
78913.47000000
0.015362610617
Long
EC
CORP
GB
N
2
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
1790.00000000
NS
USD
38699.80000000
0.007533947732
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
2245.00000000
NS
USD
110364.20000000
0.021485333628
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
37065.00000000
NS
464549.78000000
0.090436998685
Long
EC
CORP
AU
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
27397.00000000
NS
56888.37000000
0.011074837755
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SV3
1820000.00000000
PA
USD
1873746.88000000
0.364774780701
Long
DBT
UST
US
N
2
2022-05-15
Fixed
1.75000000
N
N
N
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
2933.00000000
NS
233023.54000000
0.045364244023
Long
EC
CORP
JP
N
2
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
635.00000000
NS
USD
63988.95000000
0.012457154940
Long
EC
CORP
US
N
1
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
6514.00000000
NS
16920.97000000
0.003294117891
Long
EC
CORP
BM
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
815.00000000
NS
USD
218053.25000000
0.042449877995
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
2035000.00000000
PA
USD
2168228.91000000
0.422103558168
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
1026.00000000
NS
USD
79309.80000000
0.015439766817
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
4489.00000000
NS
55130.00000000
0.010732524160
Long
EC
CORP
SE
N
2
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
1262.00000000
NS
USD
5641.14000000
0.001098198283
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
827.00000000
NS
USD
8054.98000000
0.001568116587
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
467.00000000
NS
USD
5580.65000000
0.001086422291
Long
EC
CORP
US
N
1
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
874.00000000
NS
34338.23000000
0.006684851861
Long
EC
CORP
FR
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
6014.00000000
NS
52533.70000000
0.010227085152
Long
EC
CORP
IT
N
2
N
N
N
Ono Pharmaceutical Co Ltd
N/A
Ono Pharmaceutical Co Ltd
000000000
4257.00000000
NS
124247.02000000
0.024187994630
Long
EC
CORP
JP
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
2051.00000000
NS
191345.33000000
0.037250469385
Long
EC
CORP
DE
N
2
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
1803.00000000
NS
25914.32000000
0.005044913214
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EQ7
124000.00000000
PA
USD
147366.25000000
0.028688769064
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25000000
N
N
N
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
612.00000000
NS
106549.51000000
0.020742702527
Long
EC
CORP
DE
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
820.00000000
NS
USD
88150.00000000
0.017160747410
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
1314.00000000
NS
USD
34426.80000000
0.006702094372
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
555000.00000000
PA
USD
750724.22000000
0.146148482295
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Hino Motors Ltd
3538009ZU0PHKNHJM202
Hino Motors Ltd
000000000
3307.00000000
NS
22436.66000000
0.004367893987
Long
EC
CORP
JP
N
2
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
1615.00000000
NS
USD
21802.50000000
0.004244437837
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-34526.15000000
-0.00672143549
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8278251.64000000
USD
11190000.00000000
CAD
2020-09-14
-34526.15000000
N
N
N
DSV PANALPINA A/S
529900X41C0BSLK67H70
DSV PANALPINA A/S
000000000
2435.00000000
NS
299103.00000000
0.058228372464
Long
EC
CORP
DK
N
2
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
4453.00000000
NS
156399.33000000
0.030447298891
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
1169500.00000000
PA
USD
1313494.69000000
0.255706756665
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
4545.00000000
NS
USD
41064.08000000
0.007994217861
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
949000.00000000
PA
USD
1025957.97000000
0.199730068938
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
640.00000000
NS
USD
21024.00000000
0.004092882059
Long
EC
CORP
US
N
1
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
672.00000000
NS
386246.40000000
0.075193158350
Long
EC
CORP
JP
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
1211.00000000
NS
USD
130097.73000000
0.025326991301
Long
EC
CORP
IL
N
1
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
1105.00000000
NS
41555.49000000
0.008089883918
Long
EC
CORP
JP
N
2
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
3481.00000000
NS
241216.75000000
0.046959270764
Long
EC
CORP
JP
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1360.00000000
NS
USD
68122.40000000
0.013261841172
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
14441.00000000
NS
118210.96000000
0.023012914642
Long
EC
CORP
JP
N
2
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
000000000
1724.00000000
NS
83265.05000000
0.016209761669
Long
EC
CORP
JP
N
2
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
4947.00000000
NS
94379.42000000
0.018373470077
Long
EC
CORP
FI
N
2
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
23298.00000000
NS
55385.80000000
0.010782322449
Long
EC
CORP
HK
N
2
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
2375.00000000
NS
60491.24000000
0.011776232446
Long
EC
CORP
DE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
2765.00000000
NS
USD
1050451.15000000
0.204498319366
Long
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
69387.00000000
NS
27005.46000000
0.005257332702
Long
EC
CORP
IT
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
3365.00000000
NS
USD
255403.50000000
0.049721099843
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QN1
290000.00000000
PA
USD
481037.50000000
0.093646772914
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
700000.00000000
PA
USD
841750.00000000
0.163869076945
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
1465.00000000
NS
USD
263978.35000000
0.051390422985
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
3306.00000000
NS
USD
134752.56000000
0.026233178049
Long
EC
CORP
US
N
1
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG
000000000
1180.00000000
NS
50134.69000000
0.009760053903
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
1045300.00000000
PA
USD
1290945.50000000
0.251316955713
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
152.00000000
NS
95871.60000000
0.018663962693
Long
EC
CORP
LU
N
2
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
52892.00000000
NS
74880.51000000
0.014577487442
Long
EC
CORP
AU
N
2
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
2050.00000000
NS
32639.35000000
0.006354119580
Long
EC
CORP
JP
N
2
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
7382.00000000
NS
679132.30000000
0.132211206563
Long
EC
CORP
GB
N
2
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
2250.00000000
NS
15519.49000000
0.003021282448
Long
EC
CORP
IT
N
2
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
1674.00000000
NS
45936.41000000
0.008942746783
Long
EC
CORP
GB
N
2
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd
000000000
14515.00000000
NS
93271.94000000
0.018157869572
Long
EC
CORP
AU
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
7342.00000000
NS
200130.18000000
0.038960674624
Long
EC
CORP
NL
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
4812.00000000
NS
239170.04000000
0.046560824101
Long
EC
CORP
DE
N
2
N
N
N
Nikon Corp
549300X7LIS9RFELXJ98
Nikon Corp
000000000
3200.00000000
NS
26874.62000000
0.005231861208
Long
EC
CORP
JP
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1785.00000000
NS
USD
646776.90000000
0.125912365420
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
2228.00000000
NS
58025.88000000
0.011296284401
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
60103.45000000
0.011700738785
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
9590044.00000000
NZD
6248174.52000000
USD
2020-09-14
60103.45000000
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
1649.00000000
NS
22307.62000000
0.004342772911
Long
EC
CORP
AU
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
3015.00000000
NS
77482.24000000
0.015083983544
Long
EC
CORP
ES
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
41887.00000000
NS
483755.30000000
0.094175865136
Long
EC
CORP
CH
N
2
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
585.00000000
NS
USD
56487.60000000
0.010996817191
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
14738.00000000
NS
85947.03000000
0.016731880572
Long
EC
CORP
JP
N
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1992.00000000
NS
USD
906439.68000000
0.176462647660
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
875.00000000
NS
USD
82083.75000000
0.015979790133
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
26719.48000000
0.005201659072
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4249240.00000000
EUR
4808505.85000000
USD
2020-09-14
26719.48000000
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
1025.00000000
NS
USD
91204.50000000
0.017755387262
Long
EC
CORP
IE
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
3148.00000000
NS
72203.91000000
0.014056415899
Long
EC
CORP
SE
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
391.73000000
0.000076260687
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
712747.76000000
USD
1033119.00000000
AUD
2020-09-14
391.73000000
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
29006.00000000
NS
138453.14000000
0.026953594596
Long
EC
CORP
PT
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
5019.00000000
NS
38629.54000000
0.007520269750
Long
EC
CORP
GB
N
2
N
N
N
Persol Holdings Co Ltd
3538000H6OI725NB2008
Persol Holdings Co Ltd
000000000
2043.00000000
NS
28166.58000000
0.005483375664
Long
EC
CORP
JP
N
2
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
730.00000000
NS
USD
24820.00000000
0.004831874653
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T67
4048400.00000000
PA
USD
4105963.19000000
0.799335192061
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FM5
680000.00000000
PA
USD
1047093.75000000
0.203844711954
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
455.00000000
NS
USD
55482.70000000
0.010801186617
Long
EC
CORP
US
N
1
N
N
N
NH Foods Ltd
353800NLDBIOUQILWU82
NH Foods Ltd
000000000
933.00000000
NS
37544.43000000
0.007309024162
Long
EC
CORP
JP
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
27544.00000000
NS
286591.65000000
0.055792704657
Long
EC
CORP
CH
N
2
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
122741.00000000
NS
190760.09000000
0.037136536817
Long
EC
CORP
HK
N
2
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
890.00000000
NS
USD
14765.10000000
0.002874420324
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
583.00000000
NS
USD
53851.71000000
0.010483670935
Long
EC
US
N
1
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
9345.00000000
NS
196990.20000000
0.038349393812
Long
EC
CORP
JP
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
10076.00000000
NS
206361.72000000
0.040173810006
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4760.48000000
0.000926754337
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
563000.00000000
EUR
638319.83000000
USD
2020-09-14
4760.48000000
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
4171.00000000
NS
104818.75000000
0.020405763954
Long
EC
CORP
GB
N
2
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
179.00000000
NS
USD
62091.52000000
0.012087769609
Long
EC
CORP
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
6009.00000000
NS
387582.39000000
0.075453244418
Long
EC
CORP
CH
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
5731.00000000
NS
30458.96000000
0.005929648541
Long
EC
CORP
HK
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
990.00000000
NS
USD
43926.30000000
0.008551425286
Long
EC
CORP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
13052.00000000
NS
405815.20000000
0.079002746937
Long
EC
CORP
AU
N
2
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
3684.00000000
NS
100620.13000000
0.019588390644
Long
EC
CORP
JP
N
2
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
6395.00000000
NS
USD
73990.15000000
0.014404155133
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
4100.00000000
NS
481182.10000000
0.093674923159
Long
EC
CORP
JP
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
3015.00000000
NS
4703.34000000
0.000915630513
N/A
DE
ES
N
1
N/A
N/A
ACS Actividades de Construccion y Servicios SA
ACS Actividades de Construccion y Servicios SA
2020-07-10
XXXX
20.06000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
10415.00000000
NS
USD
612402.00000000
0.119220374766
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
2235.00000000
NS
182748.20000000
0.035576808847
Long
EC
CORP
JE
N
2
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
2762.00000000
NS
27725.71000000
0.005397548565
Long
EC
CORP
IT
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
1337.00000000
NS
28873.01000000
0.005620901095
Long
EC
CORP
AT
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
1240.00000000
NS
USD
26002.80000000
0.005062138204
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FF0
690000.00000000
PA
USD
954679.69000000
0.185853851593
Long
DBT
UST
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
5285.00000000
NS
USD
920805.55000000
0.179259347222
Long
EC
CORP
US
N
1
N
N
N
Mercari Inc
N/A
Mercari Inc
000000000
976.00000000
NS
30305.95000000
0.005899861066
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
339000.00000000
PA
USD
450817.03000000
0.087763552809
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
841.00000000
NS
USD
70030.07000000
0.013633219993
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP20 XSFE 20200917
000000000
-79.00000000
NC
-115555.19000000
-0.02249589821
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPU0 Index
2020-09-17
-11573242.06000000
AUD
-115555.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
990000.00000000
PA
USD
1133859.38000000
0.220735954840
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Orpea
969500LHIH3NT7PK1V89
Orpea
000000000
595.00000000
NS
68724.43000000
0.013379042361
Long
EC
CORP
FR
N
2
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
375.00000000
NS
USD
216693.75000000
0.042185215078
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
796.00000000
NS
USD
112936.48000000
0.021986096502
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
5929.00000000
NS
USD
543689.30000000
0.105843615962
Long
EC
CORP
IE
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
621.00000000
NS
USD
39700.53000000
0.007728766504
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
2330.00000000
NS
USD
145625.00000000
0.028349788334
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
13465.00000000
NS
154866.83000000
0.030148956913
Long
EC
CORP
JP
N
2
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
000000000
1500.00000000
NS
33857.14000000
0.006591194867
Long
EC
CORP
JP
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
11529.00000000
NS
166082.94000000
0.032332471724
Long
EC
CORP
NO
N
2
N
N
N
Wheelock & Co Ltd
254900QXFKSHVV2YBM95
Wheelock & Co Ltd
000000000
8270.00000000
NS
65307.89000000
0.012713921771
Long
EC
CORP
HK
N
3
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
000000000
10847.00000000
NS
163927.08000000
0.031912776104
Long
EC
CORP
AU
N
2
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1490.00000000
NS
USD
107175.70000000
0.020864607104
Long
EC
CORP
US
N
1
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
290.00000000
NS
55693.19000000
0.010842164107
Long
EC
CORP
IT
N
2
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
000000000
2744.00000000
NS
48856.78000000
0.009511274655
Long
EC
CORP
ES
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
19460.00000000
NS
USD
1164291.80000000
0.226660436663
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
433.00000000
NS
USD
142959.28000000
0.027830834873
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
6305.00000000
NS
USD
232150.10000000
0.045194205642
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
2130.00000000
NS
USD
58702.80000000
0.011428064924
Long
EC
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
452.00000000
NS
USD
281889.80000000
0.054877364213
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
2925.00000000
NS
USD
42383.25000000
0.008251029468
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
9661.00000000
NS
USD
533963.47000000
0.103950223880
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
44857.00000000
NS
312693.67000000
0.060874158680
Long
EC
CORP
NL
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
3794.00000000
NS
76510.18000000
0.014894746152
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
720000.00000000
PA
USD
849712.50000000
0.165419189835
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
3400.00000000
NS
73805.16000000
0.014368141898
Long
EC
CORP
JP
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
4449.00000000
NS
39060.41000000
0.007604150082
Long
EC
CORP
NO
N
2
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
1404.00000000
NS
USD
27041.04000000
0.005264259298
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
1447.00000000
NS
USD
65896.38000000
0.012828487038
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
12416.00000000
NS
148619.53000000
0.028932753427
Long
EC
CORP
JP
N
2
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
720.00000000
NS
USD
125964.00000000
0.024522250559
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
-965.00000000
NC
-563158.60000000
-0.10963383422
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGU0 Index
2020-09-18
-30687762.85000000
EUR
-563158.60000000
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
495.00000000
NS
USD
52375.95000000
0.010196374910
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
500.00000000
NS
USD
61230.00000000
0.011920051774
Long
EC
CORP
US
N
1
N
N
N
Shizuoka Bank Ltd/The
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd/The
000000000
904.00000000
NS
5815.45000000
0.001132132371
Long
EC
CORP
JP
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
545.00000000
NS
USD
81771.80000000
0.015919060749
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
1380.00000000
NS
USD
94599.00000000
0.018416217178
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
4382.00000000
NS
81915.00000000
0.015946938447
Long
EC
CORP
SE
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
759.00000000
NS
34088.36000000
0.006636208004
Long
EC
CORP
AT
N
2
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
785.00000000
NS
USD
50993.60000000
0.009927263631
Long
EC
CORP
US
N
1
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
000000000
4106.00000000
NS
75589.23000000
0.014715458683
Long
EC
CORP
JP
N
2
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
1678.00000000
NS
USD
19901.08000000
0.003874275746
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
1578.00000000
NS
USD
55845.42000000
0.010871799735
Long
EC
US
N
1
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
923.00000000
NS
180971.65000000
0.035230956030
Long
EC
CORP
JP
N
2
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
29766.04000000
0.005794753191
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1807896.50000000
EUR
2064241.58000000
USD
2020-09-14
29766.04000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
1418.00000000
NS
USD
124287.70000000
0.024195914077
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
3823.00000000
NS
USD
627660.14000000
0.122190778470
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J76
1830000.00000000
PA
USD
1880325.00000000
0.366055387119
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.75000000
N
N
N
N
N
N
Afterpay Ltd
529900P6ROPAX0QTB720
Afterpay Ltd
000000000
2459.00000000
NS
106198.54000000
0.020674376861
Long
EC
CORP
AU
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1890.00000000
NS
USD
5214169.80000000
1.015077151367
Long
EC
CORP
US
N
1
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings Inc
000000000
2635.00000000
NS
89005.66000000
0.017327324439
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI SEP20 XCME 20200918
000000000
44.00000000
NC
USD
256324.80000000
0.049900455449
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P MidCap 400 Index
FAU0 Index
2020-09-18
7571715.20000000
USD
256324.80000000
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
3812.00000000
NS
243360.48000000
0.047376604957
Long
EC
CORP
DE
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
2682.00000000
NS
75551.37000000
0.014708088225
Long
EC
CORP
JP
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
1090.00000000
NS
USD
45278.60000000
0.008814686530
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
375.00000000
NS
USD
37425.00000000
0.007285773928
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
632.00000000
NS
USD
73425.76000000
0.014294281574
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1980.00000000
NS
USD
294802.20000000
0.057391107092
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
3876.00000000
NS
321677.50000000
0.062623100682
Long
EC
CORP
AU
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
10648.00000000
NS
789266.77000000
0.153651817123
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
2392200.00000000
PA
USD
2760748.31000000
0.537453254812
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
3386.00000000
NS
USD
100868.94000000
0.019636828144
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
23000.00000000
PA
USD
32537.81000000
0.006334352112
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4125.00000000
NS
USD
249356.25000000
0.048543841423
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
1065.00000000
NS
USD
149334.30000000
0.029071902461
Long
EC
CORP
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
12623.00000000
NS
139610.19000000
0.027178845224
Long
EC
GB
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
453.00000000
NS
23277.80000000
0.004531644311
Long
EC
CORP
FR
N
2
N
N
N
Melco Resorts & Entertainment Ltd
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
2272.00000000
NS
USD
35261.44000000
0.006864579298
Long
EC
CORP
KY
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
1085.00000000
NS
USD
106753.15000000
0.020782346482
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
1711.00000000
NS
USD
129180.50000000
0.025148428030
Long
EC
CORP
BM
N
1
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
1975.00000000
NS
88617.22000000
0.017251704238
Long
EC
CORP
JP
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
2262.00000000
NS
86981.91000000
0.016933347552
Long
EC
CORP
IT
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
492.00000000
NS
USD
48993.36000000
0.009537863593
Long
EC
CORP
US
N
1
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
25416.00000000
NS
222874.07000000
0.043388379122
Long
EC
CORP
JP
N
2
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
331.00000000
NS
USD
75193.27000000
0.014638374514
Long
EC
CORP
US
N
1
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
3393.00000000
NS
83324.53000000
0.016221341037
Long
EC
CORP
JP
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
1249.00000000
NS
71689.14000000
0.013956202196
Long
EC
CORP
NL
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
3658000.00000000
PA
USD
5342394.69000000
1.040039544435
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
4495.00000000
NS
195900.70000000
0.038137293593
Long
EC
CORP
JP
N
2
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
496.00000000
NS
USD
46266.88000000
0.009007081578
Long
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
1492.00000000
NS
148530.61000000
0.028915442778
Long
EC
CORP
JP
N
2
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
13355.00000000
NS
257117.00000000
0.050054678297
Long
EC
CORP
JP
N
2
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
52707.00000000
NS
252085.59000000
0.049075180213
Long
EC
CORP
ES
N
2
N
N
N
SJM Holdings Ltd
529900XEAB40COT5ZL30
SJM Holdings Ltd
000000000
22833.00000000
NS
25598.87000000
0.004983502462
Long
EC
CORP
HK
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
9127.00000000
NS
152600.50000000
0.029707755362
Long
EC
CORP
FR
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2301.00000000
NS
57601.14000000
0.011213597437
Long
EC
CORP
CH
N
2
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
1843.00000000
NS
60143.76000000
0.011708586201
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
1688000.00000000
PA
USD
1841766.25000000
0.358548898529
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
4315.00000000
NS
USD
47982.80000000
0.009341131149
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
960.00000000
NS
USD
52416.00000000
0.010204171710
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
17201.61000000
0.003348751948
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
822711.00000000
GBP
1037062.59000000
USD
2020-09-14
17201.61000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
8059.00000000
NS
USD
898659.09000000
0.174947948401
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
14000.00000000
NS
37789.09000000
0.007356653753
Long
EC
CORP
SG
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
1994000.00000000
PA
USD
2077187.19000000
0.404379860372
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG
000000000
397.00000000
NS
61703.30000000
0.012012192236
Long
EC
CORP
CH
N
2
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
3530.00000000
NS
37304.99000000
0.007262410783
Long
EC
CORP
KY
N
2
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
695.00000000
NS
120112.64000000
0.023383127349
Long
EC
CORP
DE
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-46094.27000000
-0.00897347844
N/A
DFE
JP
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
4257367.69000000
USD
454269222.00000000
JPY
2020-09-14
-46094.27000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
2.00000000
NS
172513.53000000
0.033584357495
Long
EC
CORP
CH
N
2
N
N
N
ABC-Mart Inc
353800AXWW4CMTSJWL33
ABC-Mart Inc
000000000
380.00000000
NS
22292.09000000
0.004339749582
Long
EC
CORP
JP
N
2
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
2970.00000000
NS
USD
205256.70000000
0.039958688406
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
1543000.00000000
PA
USD
1652938.75000000
0.321788591874
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.13000000
N
N
N
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
1992.00000000
NS
23878.52000000
0.004648590473
Long
EC
CORP
JP
N
2
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
211.00000000
NS
USD
76799.78000000
0.014951124512
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Lease & Finance Co Ltd
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
000000000
4640.00000000
NS
22141.37000000
0.004310407917
Long
EC
CORP
JP
N
2
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
277685.00000000
NS
341564.94000000
0.066494721039
Long
EC
CORP
JP
N
2
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
615.00000000
NS
USD
71247.75000000
0.013870273866
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
2580.00000000
NS
USD
130702.80000000
0.025444784306
Long
EC
CORP
US
N
1
N
N
N
REA Group Ltd
N/A
REA Group Ltd
000000000
607.00000000
NS
45739.54000000
0.008904420789
Long
EC
CORP
AU
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
5565.00000000
NS
104093.17000000
0.020264510465
Long
EC
CORP
GB
N
2
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
470.00000000
NS
USD
35611.90000000
0.006932805680
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
1315.00000000
NS
USD
114286.65000000
0.022248943086
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Materials Corp
35380076QOBOSOUBRT89
Mitsubishi Materials Corp
000000000
1286.00000000
NS
27154.50000000
0.005286347312
Long
EC
CORP
JP
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-18943.20000000
-0.00368779886
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7555396.67000000
USD
6697120.50000000
EUR
2020-09-14
-18943.20000000
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
1550.00000000
NS
USD
132122.00000000
0.025721069419
Long
EC
CORP
US
N
1
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
3396.00000000
NS
63399.62000000
0.012342426145
Long
EC
CORP
ES
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
2605.00000000
NS
USD
160598.25000000
0.031264730604
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
620.00000000
NS
USD
60450.00000000
0.011768203981
Long
EC
CORP
CH
N
1
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
000000000
9545.00000000
NS
246639.82000000
0.048015015909
Long
EC
CORP
FR
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
13282.00000000
NS
126121.61000000
0.024552933547
Long
EC
CORP
FR
N
2
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
2213.00000000
NS
56638.67000000
0.011026226994
Long
EC
CORP
FR
N
2
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
000000000
553.00000000
NS
40111.06000000
0.007808687113
Long
EC
FR
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
5059.00000000
NS
96432.92000000
0.018773238595
Long
EC
CORP
NO
N
2
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
869.00000000
NS
82147.07000000
0.015992117059
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
730500.00000000
PA
USD
995420.39000000
0.193785114917
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Sundrug Co Ltd
N/A
Sundrug Co Ltd
000000000
824.00000000
NS
27270.87000000
0.005309001834
Long
EC
CORP
JP
N
2
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
4090.00000000
NS
391654.25000000
0.076245940515
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
000000000
29564.00000000
NS
62458.19000000
0.012159151699
Long
EC
CORP
SG
N
2
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
5577.00000000
NS
125797.21000000
0.024489780439
Long
EC
CORP
JP
N
2
N
N
N
Nisshin Seifun Group Inc
529900N4QFZS1P6PYX29
Nisshin Seifun Group Inc
000000000
2277.00000000
NS
33999.24000000
0.006618858420
Long
EC
CORP
JP
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
6275.00000000
NS
USD
829931.50000000
0.161568290861
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
14055.00000000
NS
USD
1322013.30000000
0.257365131191
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
24423.00000000
NS
225405.07000000
0.043881105743
Long
EC
CORP
IT
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4870.00000000
NS
USD
1219983.70000000
0.237502349637
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
3535.00000000
NS
USD
21634.20000000
0.004211673756
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
8734.00000000
NS
USD
1559106.34000000
0.303521611874
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
4670000.00000000
PA
USD
4995440.63000000
0.972495687525
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
3490.00000000
NS
USD
127454.80000000
0.024812474521
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
2445.00000000
NS
385005.17000000
0.074951519842
Long
EC
CORP
FR
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
675.00000000
NS
USD
33500.25000000
0.006521716715
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
3266.00000000
NS
USD
173522.58000000
0.033780795977
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
52707.00000000
NS
10368.78000000
0.002018559438
N/A
DE
ES
N
1
N/A
N/A
Telefonica SA
Telefonica SA
2020-07-06
XXXX
-1083.87000000
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
23783.00000000
NS
195262.27000000
0.038013006174
Long
EC
HK
N
2
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
07725L102
402.00000000
NS
USD
75736.80000000
0.014744187118
Long
EC
CORP
KY
N
1
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
649.00000000
NS
16176.52000000
0.003149190853
Long
EC
CORP
JP
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
731066.00000000
NS
282015.48000000
0.054901831175
Long
EC
CORP
GB
N
2
N
N
N
Nihon M&A Center Inc
N/A
Nihon M&A Center Inc
000000000
1721.00000000
NS
78267.59000000
0.015236872857
Long
EC
CORP
JP
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
4308.00000000
NS
145322.00000000
0.028290801306
Long
EC
CORP
GB
N
2
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
2278.00000000
NS
266715.82000000
0.051923344496
Long
EC
CORP
JP
N
2
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
000000000
2723.00000000
NS
94659.80000000
0.018428053519
Long
EC
CORP
JP
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
1715.00000000
NS
USD
181635.65000000
0.035360221331
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
9749.00000000
NS
USD
498173.90000000
0.096982829998
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
340.00000000
NS
USD
41252.20000000
0.008030840434
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
999.00000000
NS
USD
89280.63000000
0.017380854680
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
403.00000000
NS
USD
48497.02000000
0.009441237780
Long
EC
CORP
US
N
1
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
1790.00000000
NS
USD
30752.20000000
0.005986735524
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
71563.77000000
0.013931795583
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
537312000.00000000
JPY
5052679.89000000
USD
2020-09-14
71563.77000000
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
1975.00000000
NS
22906.90000000
0.004459438739
Long
EC
CORP
FR
N
2
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
5703.00000000
NS
92247.79000000
0.017958491473
Long
EC
CORP
IT
N
2
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
1318.00000000
NS
104881.26000000
0.020417933192
Long
EC
CORP
JP
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JUL20 XHKF 20200730
000000000
-1.00000000
NC
692.24000000
0.000134762969
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
Hang Seng Index
HIN0 Index
2020-07-30
-1222470.67000000
HKD
692.24000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
2788800.00000000
PA
USD
3033691.50000000
0.590588922889
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
390.00000000
NS
USD
164451.30000000
0.032014829502
Long
EC
CORP
US
N
1
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
3656.00000000
NS
90691.58000000
0.017655533711
Long
EC
CORP
ES
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
2105.00000000
NS
USD
71948.90000000
0.014006771405
Long
EC
CORP
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
572.00000000
NS
USD
31614.44000000
0.006154593526
Long
EC
CORP
IE
N
1
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
7416.00000000
NS
93011.02000000
0.018107074538
Long
EC
CORP
JP
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
2530.00000000
NS
USD
108385.20000000
0.021100068522
Long
EC
CORP
US
N
1
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
8837.00000000
NS
62908.91000000
0.012246896362
Long
EC
CORP
GB
N
2
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
420.00000000
NS
USD
62701.80000000
0.012206576880
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
731.00000000
NS
USD
270725.85000000
0.052704003736
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
58066.00000000
NS
158302.17000000
0.030817737423
Long
EC
CORP
GB
N
2
N
N
N
Air Water Inc
N/A
Air Water Inc
000000000
2115.00000000
NS
29882.70000000
0.005817464170
Long
EC
CORP
JP
N
2
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
5122.00000000
NS
141053.14000000
0.027459753908
Long
EC
CORP
JP
N
2
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
2235.00000000
NS
USD
536779.95000000
0.104498526794
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
32648.00000000
NS
423612.61000000
0.082467487238
Long
EC
CORP
AU
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
410.00000000
NS
135319.66000000
0.026343579182
Long
EC
CORP
DE
N
2
N
N
N
Ito En Ltd
N/A
Ito En Ltd
000000000
616.00000000
NS
34772.43000000
0.006769380465
Long
EC
CORP
JP
N
2
N
N
N
Chiba Bank Ltd/The
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd/The
000000000
6102.00000000
NS
28848.71000000
0.005616170452
Long
EC
CORP
JP
N
2
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
2468.00000000
NS
29581.02000000
0.005758734116
Long
EC
CORP
JP
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
5040.00000000
NS
USD
170049.60000000
0.033104687837
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
30955.00000000
NS
3432000.21000000
0.668130331439
Long
EC
CORP
CH
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
60414.00000000
NS
705314.09000000
0.137308189943
Long
EC
CORP
ES
N
2
N
N
N
Suntec Real Estate Investment Trust
549300C46QFXSI2F4K13
Suntec Real Estate Investment Trust
000000000
22651.00000000
NS
23139.03000000
0.004504629031
Long
EC
SG
N
2
N
N
N
Nippon Yusen KK
N/A
Nippon Yusen KK
000000000
1761.00000000
NS
24923.68000000
0.004852058729
Long
EC
CORP
JP
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
3850.00000000
NS
USD
49973.00000000
0.009728576634
Long
EC
CORP
US
N
1
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
20957.00000000
NS
132514.67000000
0.025797513103
Long
EC
CORP
GB
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
12995.00000000
NS
244640.64000000
0.047625822227
Long
EC
CORP
SE
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
3631.00000000
NS
USD
224177.94000000
0.043642212176
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
6373400.00000000
PA
USD
7556462.38000000
1.471066843105
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
6348.00000000
NS
57686.41000000
0.011230197515
Long
EC
CORP
JP
N
2
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
7353.00000000
NS
35243.81000000
0.006861147149
Long
EC
CORP
ES
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
24588.00000000
NS
227919.83000000
0.044370670816
Long
EC
CORP
SE
N
2
N
N
N
Rinnai Corp
N/A
Rinnai Corp
000000000
416.00000000
NS
34837.14000000
0.006781977992
Long
EC
CORP
JP
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
1133.00000000
NS
94541.68000000
0.018405058312
Long
EC
CORP
IE
N
2
N
N
N
Cigna Corp
45RS2W538ZOGNWLVIX82
Cigna Corp
125523100
1661.00000000
NS
USD
311686.65000000
0.060678115392
Long
EC
CORP
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
4921.00000000
NS
193277.46000000
0.037626609996
Long
EC
CORP
FI
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
1655400.00000000
PA
USD
2001223.41000000
0.389591485546
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
794.00000000
NS
76322.40000000
0.014858189769
Long
EC
CORP
FR
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
2085.00000000
NS
73891.80000000
0.014385008684
Long
EC
CORP
BE
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
2096.00000000
NS
57666.24000000
0.011226270887
Long
EC
CORP
GB
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
8340.00000000
NS
USD
327345.00000000
0.063726430641
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
244.00000000
NS
USD
50312.80000000
0.009794727763
Long
EC
CORP
BM
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
34771.00000000
NS
583430.68000000
0.113580335008
Long
EC
CORP
DE
N
2
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
972.00000000
NS
USD
33640.92000000
0.006549101880
Long
EC
CORP
US
N
1
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
748.00000000
NS
68936.70000000
0.013420366375
Long
EC
CORP
JP
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
554.00000000
NS
USD
23484.06000000
0.004571798319
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
212.00000000
NS
USD
54261.40000000
0.010563428015
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
397.00000000
NS
USD
73059.91000000
0.014223059119
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1897.00000000
NS
794959.75000000
0.154760107444
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
1481.00000000
NS
173049.87000000
0.033688770374
Long
EC
CORP
DE
N
2
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
412.00000000
NS
USD
120192.76000000
0.023398724843
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
374.00000000
NS
60385.15000000
0.011755579200
Long
EC
CORP
DE
N
2
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
33723.75000000
NS
USD
33723.75000000
0.006565226948
Long
STIV
RF
US
N
1
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
1975.00000000
NS
USD
22850.75000000
0.004448507644
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
3090.00000000
NS
USD
59575.20000000
0.011597900840
Long
EC
CORP
US
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
35.00000000
NS
66809.27000000
0.013006205412
Long
EC
CORP
CH
N
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
319.00000000
NS
80878.35000000
0.015745126889
Long
EC
CORP
FR
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
5957.00000000
NS
214934.12000000
0.041842656190
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P87
1795000.00000000
PA
USD
1806218.75000000
0.351628630025
Long
DBT
UST
US
N
2
2021-02-28
Fixed
1.13000000
N
N
N
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
1200.00000000
NS
26245.27000000
0.005109341454
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828QN3
393700.00000000
PA
USD
403788.56000000
0.078608207434
Long
DBT
UST
US
N
2
2021-05-15
Fixed
3.13000000
N
N
N
N
N
N
Oil Search Ltd
529900NIUGGGKB5VMO41
Oil Search Ltd
000000000
4787.00000000
NS
10608.75000000
0.002065275996
Long
EC
CORP
PG
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
1510.00000000
NS
USD
113023.50000000
0.022003037265
Long
EC
CORP
US
N
1
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797104
1025.00000000
NS
USD
15344.25000000
0.002987167310
Long
EC
CORP
US
N
1
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
15.00000000
NS
85427.52000000
0.016630744102
Long
EC
JP
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
11387.00000000
NS
418128.90000000
0.081399936901
Long
EC
CORP
DE
N
2
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
300.00000000
NS
USD
27867.00000000
0.005425054430
Long
EC
CORP
US
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
71998.00000000
NS
247886.47000000
0.048257709564
Long
EC
CORP
ES
N
2
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JCDecaux SA
000000000
980.00000000
NS
18306.72000000
0.003563891070
Long
EC
CORP
FR
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
750.00000000
NS
USD
25770.00000000
0.005016817478
Long
EC
CORP
US
N
1
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
2787.00000000
NS
122232.57000000
0.023795828237
Long
EC
CORP
FR
N
2
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
25.00000000
NS
75965.83000000
0.014788773913
Long
EC
JP
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
1040.00000000
NS
USD
196227.20000000
0.038200855521
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
6021.64000000
0.001172272751
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3709889.00000000
AUD
2566877.02000000
USD
2020-09-14
6021.64000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
3140.00000000
NS
USD
530879.80000000
0.103349905310
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
35325.00000000
NS
125918.20000000
0.024513334368
Long
EC
CORP
JP
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
790.00000000
NS
USD
82136.30000000
0.015990020391
Long
EC
CORP
US
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
1472.00000000
NS
182862.47000000
0.035599054549
Long
EC
CORP
IE
N
2
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
345.00000000
NS
USD
42269.40000000
0.008228865531
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
101307.00000000
NS
215804.64000000
0.042012126115
Long
EC
CORP
JE
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
16778.00000000
NS
84358.32000000
0.016422595819
Long
EC
CORP
IL
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
2492.00000000
NS
USD
69900.60000000
0.013608015206
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
2455.00000000
NS
USD
310557.50000000
0.060458296244
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
4010.00000000
NS
USD
1185757.00000000
0.230839210064
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP20 XCME 20200918
000000000
105.00000000
NC
USD
440189.22000000
0.085694566275
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTYU0 Index
2020-09-18
7107210.78000000
USD
440189.22000000
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
11120.00000000
NS
72399.58000000
0.014094508281
Long
EC
CORP
GB
N
2
N
N
N
Nidec Corp
353800IF171MZTNL6Y31
Nidec Corp
000000000
5134.00000000
NS
345871.19000000
0.067333047398
Long
EC
CORP
JP
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
3919.00000000
NS
27959.22000000
0.005443007512
Long
EC
CORP
DE
N
2
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2699.00000000
NS
USD
361908.91000000
0.070455217131
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
3670.00000000
NS
USD
297930.60000000
0.058000133550
Long
EC
CORP
US
N
1
N
N
N
AGC Inc/Japan
JE4WFFEELMVPFZ0G1E77
AGC Inc/Japan
000000000
2225.00000000
NS
63789.69000000
0.012418363669
Long
EC
CORP
JP
N
2
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
650.00000000
NS
USD
124728.50000000
0.024281727548
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
280000.00000000
PA
USD
417243.75000000
0.081227618858
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
31483.00000000
NS
308744.84000000
0.060105413653
Long
EC
CORP
AU
N
2
N
N
N
NSK Ltd
353800FVQK6SULSPBC69
NSK Ltd
000000000
4073.00000000
NS
30395.28000000
0.005917251532
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
17115.00000000
NS
269302.45000000
0.052426900980
Long
EC
CORP
SE
N
2
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
570.00000000
NS
USD
125040.90000000
0.024342544536
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
17195.00000000
NS
USD
440192.00000000
0.085695107477
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
1547.00000000
NS
USD
17465.63000000
0.003400150479
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
1160.00000000
NS
USD
220991.60000000
0.043021906153
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
1170.00000000
NS
USD
113560.20000000
0.022107520227
Long
EC
CORP
US
N
1
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
181.00000000
NS
14003.56000000
0.002726166262
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-7280.53000000
-0.00141734924
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2454594.82000000
USD
263991303.00000000
JPY
2020-09-14
-7280.53000000
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
208.00000000
NS
USD
50244.48000000
0.009781427453
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
1585.00000000
NS
USD
86081.35000000
0.016758029541
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
2298.00000000
NS
206453.66000000
0.040191708578
Long
EC
CORP
NL
N
2
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
458.00000000
NS
USD
39543.72000000
0.007698239257
Long
EC
CORP
US
N
1
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
4287.00000000
NS
28879.22000000
0.005622110037
Long
EC
CORP
AU
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
1320.00000000
NS
USD
89311.20000000
0.017386805945
Long
EC
CORP
US
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
1825.00000000
NS
50403.30000000
0.009812346000
Long
EC
CORP
FR
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
7109.00000000
NS
493458.01000000
0.096064756293
Long
EC
CORP
FR
N
2
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
1150.00000000
NS
USD
55510.50000000
0.010806598628
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
18382.00000000
NS
USD
6705753.60000000
1.305453700809
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
1581.00000000
NS
32216.17000000
0.006271736311
Long
EC
CORP
BE
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
60304.00000000
NS
91550.06000000
0.017822659728
Long
EC
AU
N
2
N
N
N
LafargeHolcim Ltd
529900EHPFPYHV6IQO98
LafargeHolcim Ltd
000000000
6027.00000000
NS
265525.64000000
0.051691644231
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
455000.00000000
PA
USD
494457.03000000
0.096259242168
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
600.00000000
NS
USD
68376.00000000
0.013311211173
Long
EC
CORP
US
N
1
N
N
N
Rakuten Inc
549300QG7VD4DHFKPD08
Rakuten Inc
000000000
9908.00000000
NS
87517.35000000
0.017037585222
Long
EC
CORP
JP
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
2615.00000000
NS
USD
209487.65000000
0.040782355612
Long
EC
CORP
US
N
1
N
N
N
Aozora Bank Ltd
X0XUGKC9FD2CYUQNC010
Aozora Bank Ltd
000000000
1361.00000000
NS
23731.96000000
0.004620058662
Long
EC
CORP
JP
N
2
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
828.00000000
NS
USD
83445.84000000
0.016244957262
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X101
276.00000000
NS
USD
13604.04000000
0.002648389043
Long
EC
US
N
1
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
838.00000000
NS
30554.20000000
0.005948189546
Long
EC
CORP
AT
N
2
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
000000000
1419.00000000
NS
83485.39000000
0.016252656724
Long
EC
CORP
JP
N
2
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
676.00000000
NS
172164.88000000
0.033516483478
Long
EC
CORP
FR
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JUL20 XSIM 20200729
000000000
178.00000000
NC
37656.70000000
0.007330880510
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZN0 Index
2020-07-29
5257055.05000000
SGD
37656.70000000
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
1694.00000000
NS
26033.98000000
0.005068208223
Long
EC
CORP
JP
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
11738.00000000
NS
1197094.76000000
0.233046407291
Long
EC
CORP
FR
N
2
N
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
000000000
10857.00000000
NS
25290.90000000
0.004923547892
Long
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
160.00000000
NS
USD
80147.20000000
0.015602789051
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
2380.00000000
NS
USD
436254.00000000
0.084928470797
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
10619.00000000
NS
596461.53000000
0.116117137338
Long
EC
CORP
DE
N
2
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
1415.00000000
NS
USD
63986.30000000
0.012456639047
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
629.00000000
NS
USD
203456.34000000
0.039608200338
Long
EC
CORP
US
N
1
N
N
N
JFE Holdings Inc
N/A
JFE Holdings Inc
000000000
5000.00000000
NS
36147.55000000
0.007037084232
Long
EC
CORP
JP
N
2
N
N
N
Broadridge Financial Solutions Inc
N/A
Broadridge Financial Solutions Inc
11133T103
519.00000000
NS
USD
65492.61000000
0.012749882444
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
698.00000000
NS
54872.16000000
0.010682328730
Long
EC
CORP
FR
N
2
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
875.00000000
NS
81169.63000000
0.015801832306
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ET1
295000.00000000
PA
USD
394378.13000000
0.076776216371
Long
DBT
UST
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1167.00000000
NS
USD
338791.77000000
0.065954849571
Long
EC
CORP
US
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
2181.00000000
NS
59523.01000000
0.011587740666
Long
EC
CORP
FR
N
2
N
N
N
Stockland
N/A
Stockland
000000000
27447.00000000
NS
63644.12000000
0.012390024588
Long
EC
AU
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-22257.62000000
-0.00433303907
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1091497692.00000000
JPY
10096401.10000000
USD
2020-09-14
-22257.62000000
N
N
N
Iliad SA
969500FZ9BTRZS3JNB97
Iliad SA
000000000
171.00000000
NS
33380.91000000
0.006498484002
Long
EC
CORP
FR
N
2
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
700.00000000
NS
USD
119140.00000000
0.023193777044
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
1460.00000000
NS
USD
121574.20000000
0.023667658965
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XR6
1481000.00000000
PA
USD
1525661.41000000
0.297010664672
Long
DBT
UST
US
N
2
2022-05-31
Fixed
1.75000000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
7149.00000000
NS
51625.00000000
0.010050182473
Long
EC
CORP
IT
N
2
N
N
N
LendLease Group
N/A
LendLease Group
000000000
1135.00000000
NS
9810.08000000
0.001909793589
Long
EC
CORP
AU
N
2
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
1050.00000000
NS
USD
111363.00000000
0.021679776674
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
20252.00000000
NS
USD
789422.96000000
0.153682223670
Long
EC
CORP
US
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
557.00000000
NS
56527.53000000
0.011004590630
Long
EC
CORP
DE
N
2
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
6210.00000000
NS
USD
218033.10000000
0.042445955260
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
278458.00000000
NS
442680.99000000
0.086179655732
Long
EC
CORP
GB
N
2
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
4317.00000000
NS
USD
156663.93000000
0.030498810335
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
723.00000000
NS
USD
76630.77000000
0.014918222210
Long
EC
CORP
US
N
1
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
5754.00000000
NS
81006.83000000
0.015770138946
Long
EC
CORP
JP
N
2
N
N
N
Japan Prime Realty Investment Corp
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp
000000000
10.00000000
NS
29336.18000000
0.005711069483
Long
EC
JP
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1852.00000000
NS
213723.47000000
0.041606970894
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Motors Corp
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp
000000000
7719.00000000
NS
19130.98000000
0.003724355252
Long
EC
CORP
JP
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
5550.00000000
NS
USD
544177.50000000
0.105938657106
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
13242.00000000
NS
914096.91000000
0.177953331607
Long
EC
CORP
JP
N
2
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
1015.00000000
NS
USD
67050.90000000
0.013053245133
Long
EC
CORP
US
N
1
N
N
N
JSR Corp
353800TL8FC0AWR22506
JSR Corp
000000000
2342.00000000
NS
45434.51000000
0.008845038568
Long
EC
CORP
JP
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
2491.00000000
NS
80920.13000000
0.015753260480
Long
EC
CORP
FR
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
18505.00000000
NS
USD
1020180.65000000
0.198605359587
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
1488.00000000
NS
173274.34000000
0.033732469443
Long
EC
CORP
DE
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
261.00000000
NS
43294.53000000
0.008428434413
Long
EC
CORP
FR
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
4336.00000000
NS
886028.05000000
0.172488979746
Long
EC
CORP
DE
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
12776.00000000
NS
294527.78000000
0.057337683924
Long
EC
CORP
GB
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
96.00000000
NS
USD
43343.04000000
0.008437878178
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
700.00000000
NS
USD
121282.00000000
0.023610774446
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
3274.00000000
NS
421063.67000000
0.081971268117
Long
EC
CORP
FR
N
2
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
555.00000000
NS
USD
316255.65000000
0.061567593043
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
2865.00000000
NS
70088.01000000
0.013644499558
Long
EC
CORP
ES
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
1906.00000000
NS
89970.92000000
0.017515238030
Long
EC
CORP
BE
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
4989.00000000
NS
195653.83000000
0.038089233766
Long
EC
CORP
JP
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
1120.00000000
NS
USD
196638.40000000
0.038280906563
Long
EC
CORP
US
N
1
N
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp/Japan
000000000
2451.00000000
NS
26285.83000000
0.005117237539
Long
EC
CORP
JP
N
2
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
25844.00000000
NS
291718.63000000
0.056790807990
Long
EC
CORP
DE
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
2062.00000000
NS
USD
117245.32000000
0.022824927074
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
8682.00000000
NS
100152.96000000
0.019497443550
Long
EC
CORP
JP
N
2
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
1310.00000000
NS
USD
125511.10000000
0.024434081500
Long
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
123.00000000
NS
USD
19727.97000000
0.003840575270
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
1045.00000000
NS
USD
110048.95000000
0.021423961812
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
1508.00000000
NS
USD
89726.00000000
0.017467557823
Long
EC
US
N
1
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
6144.00000000
NS
177959.06000000
0.034644475077
Long
EC
CORP
FI
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
763.00000000
NS
257278.24000000
0.050086067961
Long
EC
CORP
DK
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
1893.00000000
NS
124047.07000000
0.024149069033
Long
EC
CORP
CH
N
2
N
N
N
Hakuhodo DY Holdings Inc
N/A
Hakuhodo DY Holdings Inc
000000000
2490.00000000
NS
29717.98000000
0.005785397031
Long
EC
CORP
JP
N
2
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
155.00000000
NS
USD
174858.60000000
0.034040887885
Long
EC
CORP
US
N
1
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
4335.00000000
NS
75171.19000000
0.014634076053
Long
EC
CORP
IT
N
2
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
5603.00000000
NS
51880.81000000
0.010099982709
Long
EC
CORP
AU
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
21227.00000000
NS
481490.38000000
0.093734938079
Long
EC
CORP
CH
N
2
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
1795.00000000
NS
USD
105581.90000000
0.020554331446
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
540.00000000
NS
USD
160876.80000000
0.031318957787
Long
EC
US
N
1
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
16719.00000000
NS
63761.25000000
0.012412827065
Long
EC
CORP
HK
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
11983.92000000
0.002332989496
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2098454.00000000
AUD
1460500.90000000
USD
2020-09-14
11983.92000000
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
5549.00000000
NS
440356.52000000
0.085727135680
Long
EC
CORP
JP
N
2
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
6162.00000000
NS
198881.23000000
0.038717533212
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FE3
1383000.00000000
PA
USD
1927556.25000000
0.375250209026
Long
DBT
UST
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
13346.00000000
NS
103195.57000000
0.020089768697
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XW5
474000.00000000
PA
USD
488960.63000000
0.095189221384
Long
DBT
UST
US
N
2
2022-06-30
Fixed
1.75000000
N
N
N
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
15969.00000000
NS
87255.58000000
0.016986624713
Long
EC
CORP
HK
N
2
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
26300.00000000
NS
97532.15000000
0.018987233018
Long
EC
CORP
JP
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
15248.00000000
NS
189338.25000000
0.036859737758
Long
EC
CORP
JP
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
178.00000000
NS
47001.44000000
0.009150083264
Long
EC
CORP
BE
N
2
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
1315.00000000
NS
USD
229927.75000000
0.044761565971
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
1410.00000000
NS
USD
97980.90000000
0.019074594168
Long
EC
CORP
US
N
1
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
4317.00000000
NS
85333.95000000
0.016612528207
Long
EC
CORP
JP
N
2
N
N
N
JTEKT Corp
N/A
JTEKT Corp
000000000
2371.00000000
NS
18513.20000000
0.003604087906
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
4900.00000000
NS
1792482.90000000
0.348954580651
Long
EC
CORP
NL
N
2
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd
000000000
154.00000000
NS
21163.08000000
0.004119957689
Long
EC
CORP
IL
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
1514.00000000
NS
262819.60000000
0.051164841408
Long
EC
CORP
FR
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
32677.00000000
NS
USD
987825.71000000
0.192306607996
Long
EC
CORP
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
1933.00000000
NS
11079.58000000
0.002156935607
Long
EC
CORP
LU
N
2
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour
000000000
1704.00000000
NS
30938.21000000
0.006022947330
Long
EC
CORP
SE
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-131911.98000000
-0.02568018342
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11671405.75000000
USD
107430633.00000000
SEK
2020-09-14
-131911.98000000
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
2053.00000000
NS
USD
128497.27000000
0.025015419097
Long
EC
CORP
US
N
1
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
3526.00000000
NS
77784.21000000
0.015142770054
Long
EC
CORP
SE
N
2
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
27057.00000000
NS
407696.54000000
0.079368999921
Long
EC
CORP
GB
N
2
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
453.00000000
NS
USD
76824.27000000
0.014955892143
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
394.00000000
NS
USD
39112.38000000
0.007614267428
Long
EC
CORP
IL
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
372.00000000
NS
USD
58790.88000000
0.011445212044
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
180.00000000
NS
USD
56548.80000000
0.011008731402
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
575.00000000
NS
USD
20211.25000000
0.003934658605
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
6363.00000000
NS
USD
762160.14000000
0.148374788983
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
8408.00000000
NS
22280.30000000
0.004337454345
Long
EC
CORP
AU
N
2
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
345.00000000
NS
USD
62238.00000000
0.012116285846
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
1755.00000000
NS
USD
106879.50000000
0.020806943878
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
1741.13000000
0.000338957369
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
343426.00000000
NZD
223340.16000000
USD
2020-09-14
1741.13000000
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
1688.00000000
NS
56959.69000000
0.011088722094
Long
EC
CORP
AT
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
3362.00000000
NS
112989.27000000
0.021996373483
Long
EC
CORP
NL
N
2
N
N
N
SMC Corp/Japan
N/A
SMC Corp/Japan
000000000
660.00000000
NS
339187.79000000
0.066031945421
Long
EC
CORP
JP
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
12649.00000000
NS
192141.58000000
0.037405480674
Long
EC
CORP
IT
N
2
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
628.00000000
NS
USD
26262.96000000
0.005112785284
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
970.00000000
NS
USD
48238.10000000
0.009390832100
Long
EC
CORP
US
N
1
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
7155.00000000
NS
136604.38000000
0.026593684178
Long
EC
CORP
JP
N
2
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
7006.00000000
NS
32959.54000000
0.006416453099
Long
EC
CORP
JP
N
2
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
821.00000000
NS
USD
105629.86000000
0.020563668139
Long
EC
CORP
US
N
1
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
600.00000000
NS
30180.30000000
0.005875399944
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co Ltd
N/A
Asahi Intecc Co Ltd
000000000
2248.00000000
NS
64158.68000000
0.012490197409
Long
EC
CORP
JP
N
2
N
N
N
a2 Milk Co Ltd
529900PVC9CV0KFA2U62
a2 Milk Co Ltd
000000000
6019.00000000
NS
78787.12000000
0.015338013221
Long
EC
CORP
NZ
N
2
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG
000000000
524.00000000
NS
79274.32000000
0.015432859689
Long
EC
CORP
CH
N
2
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
3604.00000000
NS
48734.07000000
0.009487385882
Long
EC
CORP
SE
N
2
N
N
N
Metso OYJ
2138007FRMWVPUDCMA45
Metso OYJ
000000000
1230.00000000
NS
40422.18000000
0.007869254915
Long
EC
CORP
FI
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PT9
837000.00000000
PA
USD
1335015.00000000
0.259896258697
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
38736.00000000
NS
587249.23000000
0.114323717561
Long
EC
CORP
GB
N
2
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
6614.00000000
NS
152365.35000000
0.029661977146
Long
EC
CORP
NZ
N
2
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
3877.00000000
NS
103993.20000000
0.020245048639
Long
EC
CORP
GB
N
2
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
12240.00000000
NS
101603.45000000
0.019779820096
Long
EC
CORP
GB
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
3005.00000000
NS
228327.22000000
0.044449980140
Long
EC
CORP
FR
N
2
N
N
N
Meridian Energy Ltd
N/A
Meridian Energy Ltd
000000000
14751.00000000
NS
45983.40000000
0.008951894639
Long
EC
CORP
NZ
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
15963.00000000
NS
75345.76000000
0.014668060757
Long
EC
CORP
JP
N
2
N
N
N
Vanguard Global ex-U.S. Real Estate ETF
9REVU8EQQSK7LWENPV85
Vanguard Global ex-U.S. Real Estate ETF
922042676
244819.00000000
NS
USD
11423254.54000000
2.223841018335
Long
EC
RF
US
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
1395.00000000
NS
33769.58000000
0.006574148979
Long
EC
CORP
JP
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
000000000
13191.00000000
NS
40232.31000000
0.007832291657
Long
EC
CORP
IL
N
2
N
N
N
Benesse Holdings Inc
549300XOPEJA8L2IV934
Benesse Holdings Inc
000000000
826.00000000
NS
22152.99000000
0.004312670059
Long
EC
CORP
JP
N
2
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
584.00000000
NS
24920.43000000
0.004851426030
Long
EC
CORP
JP
N
2
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
575.00000000
NS
USD
103160.75000000
0.020082990055
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
340.00000000
NS
USD
93309.60000000
0.018165201095
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
16224.00000000
NS
7898.04000000
0.001537564032
N/A
DE
ES
N
1
N/A
N/A
Repsol SA
Repsol SA
2020-07-09
XXXX
-1133.43000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
20326.64000000
0.003957122345
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5201454.00000000
NOK
560871.33000000
USD
2020-09-14
20326.64000000
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
3365.00000000
NS
79562.67000000
0.015488994704
Long
EC
CORP
GB
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
1747.00000000
NS
123933.03000000
0.024126868107
Long
EC
CORP
DE
N
2
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
9340.00000000
NS
177802.26000000
0.034613949777
Long
EC
CORP
GB
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
11795.00000000
NS
USD
1658730.85000000
0.322916178545
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
685.00000000
NS
USD
14453.50000000
0.002813759077
Long
EC
CORP
US
N
1
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
1356.00000000
NS
USD
92723.28000000
0.018051058277
Long
EC
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
1625.00000000
NS
USD
25805.00000000
0.005023631161
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
705.00000000
NS
USD
75498.45000000
0.014697785936
Long
EC
CORP
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
87.00000000
NS
126627.95000000
0.024651506126
Long
EC
CORP
NL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
1655000.00000000
PA
USD
1823344.53000000
0.354962619643
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
5780.00000000
NS
USD
56239.40000000
0.010948498444
Long
EC
CORP
US
N
1
N
N
N
Kyocera Corp
N/A
Kyocera Corp
000000000
3732.00000000
NS
203709.58000000
0.039657500254
Long
EC
CORP
JP
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
8430.00000000
NS
USD
752208.90000000
0.146437514836
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
1730.00000000
NS
USD
19618.20000000
0.003819205613
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
3170.00000000
NS
USD
34204.30000000
0.006658778816
Long
EC
US
N
1
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
854.00000000
NS
164214.51000000
0.031968732016
Long
EC
CORP
JP
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
132118.00000000
NS
1236307.45000000
0.240680202735
Long
EC
CORP
HK
N
2
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
280.00000000
NS
USD
39054.40000000
0.007602980075
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
10767.00000000
NS
USD
2444862.69000000
0.475957697973
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
1038.00000000
NS
USD
49657.92000000
0.009667237913
Long
EC
CORP
US
N
1
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
70.00000000
NS
171475.05000000
0.033382189679
Long
EC
CORP
CH
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
1090.00000000
NS
USD
124314.50000000
0.024201131411
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-65958.62000000
-0.01284060371
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2943604.00000000
CHF
3047707.60000000
USD
2020-09-14
-65958.62000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
1660.00000000
NS
USD
203582.40000000
0.039632741277
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
5586.00000000
NS
USD
141325.80000000
0.027512834445
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2500.00000000
NS
USD
229000.00000000
0.044580954702
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
3306.00000000
NS
USD
88567.74000000
0.017242071637
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
358.00000000
NS
6614.47000000
0.001287682914
Long
EC
CORP
NO
N
2
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
11335.00000000
NS
USD
876535.55000000
0.170641011569
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
5485000.00000000
PA
USD
5970936.72000000
1.162402006304
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-3528.08000000
-0.00068683482
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1059186.00000000
USD
998000.00000000
CHF
2020-09-14
-3528.08000000
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
1164.00000000
NS
520387.83000000
0.101307363654
Long
EC
CORP
JP
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
2038.00000000
NS
71049.39000000
0.013831657804
Long
EC
CORP
NO
N
2
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Unicharm Corp
000000000
4645.00000000
NS
190502.98000000
0.037086483502
Long
EC
CORP
JP
N
2
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
000000000
2582.00000000
NS
62101.26000000
0.012089665759
Long
EC
CORP
JP
N
2
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
1140.00000000
NS
USD
39090.60000000
0.007610027370
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
3715.00000000
NS
USD
143584.75000000
0.027952599282
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
587.00000000
NS
USD
115609.65000000
0.022506500304
Long
EC
CORP
IE
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
7145.00000000
NS
66427.55000000
0.012931893438
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
453700.00000000
PA
USD
626389.56000000
0.121943426201
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
37.00000000
NS
43364.24000000
0.008442005323
Long
EC
CORP
DK
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
528.00000000
NS
65211.75000000
0.012695205558
Long
EC
FR
N
2
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
1431.00000000
NS
52228.21000000
0.010167613380
Long
EC
CORP
GB
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
24754.00000000
NS
USD
809455.80000000
0.157582150013
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
495.00000000
NS
USD
192188.70000000
0.037414653838
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
855000.00000000
PA
USD
929946.09000000
0.181038797003
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1720.00000000
NS
424399.31000000
0.082620639365
Long
EC
CORP
JP
N
2
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
2040.00000000
NS
43108.73000000
0.008392263490
Long
EC
CORP
JP
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
39079.00000000
NS
USD
266909.57000000
0.051961063099
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
6762.00000000
NS
484522.93000000
0.094325304779
Long
EC
CORP
NL
N
2
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
36792.00000000
NS
466241.67000000
0.090766370176
Long
EC
CORP
AU
N
2
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
1060.00000000
NS
USD
34513.60000000
0.006718992306
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
475.00000000
NS
USD
98244.25000000
0.019125862266
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
3000.00000000
NS
USD
285600.00000000
0.055599653549
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
11538.00000000
NS
236153.78000000
0.045973628685
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
115000.00000000
PA
USD
181664.06000000
0.035365752095
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
792.00000000
NS
USD
50418.72000000
0.009815347914
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
2453.00000000
NS
211031.15000000
0.041082839034
Long
EC
CORP
DE
N
2
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
356.00000000
NS
38729.58000000
0.007539745203
Long
EC
CORP
BE
N
2
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
6203.00000000
NS
140070.86000000
0.027268526920
Long
EC
CORP
FR
N
2
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
10149.00000000
NS
171854.28000000
0.033456016908
Long
EC
CORP
GB
N
2
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1091.00000000
NS
USD
85010.72000000
0.016549602871
Long
EC
CORP
JE
N
1
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
853.00000000
NS
68432.63000000
0.013322235712
Long
EC
CORP
BE
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
8674.00000000
NS
283757.09000000
0.055240881989
Long
EC
CORP
JP
N
2
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
590.00000000
NS
USD
37718.70000000
0.007342950463
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
18940.00000000
NS
USD
883361.60000000
0.171969884171
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
5789.00000000
NS
USD
376111.33000000
0.073220096793
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
2799.00000000
NS
64350.03000000
0.012527448788
Long
EC
CORP
JP
N
2
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
9308.00000000
NS
44524.49000000
0.008667878916
Long
EC
GB
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
4936.00000000
NS
713679.87000000
0.138936812036
Long
EC
CORP
FR
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
3100.00000000
NS
194473.34000000
0.037859419918
Long
EC
CORP
JP
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
3453.00000000
NS
72916.31000000
0.014195103550
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
480000.00000000
PA
USD
644400.00000000
0.125449638471
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
1872.00000000
NS
104998.54000000
0.020440764871
Long
EC
CORP
JP
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
13649.00000000
NS
1420511.56000000
0.276540443276
Long
EC
CORP
GB
N
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
2720.00000000
NS
76980.25000000
0.014986257808
Long
EC
CORP
GB
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
2897.00000000
NS
50697.31000000
0.009869582884
Long
EC
CORP
PT
N
2
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co Inc
000000000
4100.00000000
NS
34362.68000000
0.006689611705
Long
EC
CORP
JP
N
2
N
N
N
Chugoku Electric Power Co Inc/The
353800MV866ELME96Q46
Chugoku Electric Power Co Inc/The
000000000
3342.00000000
NS
44555.64000000
0.008673943094
Long
EC
CORP
JP
N
2
N
N
N
Yamaha Corp
529900S5TENP3IJS7S02
Yamaha Corp
000000000
1600.00000000
NS
75464.10000000
0.014691098793
Long
EC
CORP
JP
N
2
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
000000000
2290.00000000
NS
234502.32000000
0.045652127971
Long
EC
CORP
DK
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
4000.00000000
NS
57310.90000000
0.011157094484
Long
EC
CORP
JP
N
2
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
752.00000000
NS
USD
73312.48000000
0.014272228602
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
980.00000000
NS
USD
109995.20000000
0.021413497941
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
172852.00000000
NS
422875.44000000
0.082323977446
Long
EC
CORP
ES
N
2
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
18903.00000000
NS
185650.78000000
0.036141873421
Long
EC
CORP
HK
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2015.00000000
NS
USD
610968.15000000
0.118941237640
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
30622.00000000
NS
42990.38000000
0.008369223508
Long
EC
SG
N
2
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
4880.00000000
NS
USD
251417.60000000
0.048945138152
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
5243000.00000000
PA
USD
6907652.50000000
1.344758703932
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
4312.00000000
NS
USD
43249.36000000
0.008419640869
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
2530.00000000
NS
USD
105781.40000000
0.020593169439
Long
EC
CORP
BM
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
3520.00000000
NS
USD
119152.00000000
0.023196113164
Long
EC
CORP
US
N
1
N
N
N
Taiheiyo Cement Corp
N/A
Taiheiyo Cement Corp
000000000
1304.00000000
NS
30297.32000000
0.005898181006
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QC5
317000.00000000
PA
USD
504723.44000000
0.098257872557
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP20 IFLL 20200918
000000000
-163.00000000
NC
108413.32000000
0.021105542829
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z U0 Index
2020-09-18
-10092366.86000000
GBP
108413.32000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-10486.44000000
-0.00204146509
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1001893.00000000
CHF
1049289.40000000
USD
2020-09-14
-10486.44000000
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
24949.00000000
NS
171143.80000000
0.033317703036
Long
EC
CORP
HK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G53
1942500.00000000
PA
USD
1989241.41000000
0.387258869828
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.88000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
1250.00000000
NS
USD
146537.50000000
0.028527430784
Long
EC
CORP
US
N
1
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
8518.00000000
NS
80333.33000000
0.015639024217
Long
EC
CORP
AU
N
2
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
6395.00000000
NS
USD
326976.35000000
0.063654663091
Long
EC
CORP
US
N
1
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
1074.00000000
NS
35838.16000000
0.006976853220
Long
EC
CORP
JP
N
2
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
52623.00000000
NS
74174.36000000
0.014440016520
Long
EC
CORP
GB
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
595.00000000
NS
USD
109045.65000000
0.021228642721
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
36491.00000000
NS
445204.61000000
0.086670945640
Long
EC
CORP
GB
N
2
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
2812.00000000
NS
57298.28000000
0.011154637664
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
624000.00000000
PA
USD
854100.00000000
0.166273333672
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
580.00000000
NS
USD
57779.60000000
0.011248339433
Long
EC
CORP
US
N
1
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
11872.00000000
NS
177590.17000000
0.034572660804
Long
EC
CORP
JP
N
2
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
1627.00000000
NS
109580.17000000
0.021332701288
Long
EC
CORP
GB
N
2
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
565.00000000
NS
USD
47912.00000000
0.009327348042
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
680.00000000
NS
USD
14123.60000000
0.002749535248
Long
EC
CORP
US
N
1
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
427.00000000
NS
214241.09000000
0.041707739426
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
1583000.00000000
PA
USD
1668086.25000000
0.324737456552
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
000000000
1130.00000000
NS
22223.14000000
0.004326326627
Long
EC
CORP
JP
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
1593.00000000
NS
89792.22000000
0.017480449311
Long
EC
CORP
XX
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
4273.00000000
NS
292587.71000000
0.056959997580
Long
EC
CORP
AU
N
2
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
2155.00000000
NS
USD
40233.85000000
0.007832591460
Long
EC
CORP
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
6574700.00000000
PA
USD
7096566.81000000
1.381535910468
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
2742.00000000
NS
49440.72000000
0.009624954143
Long
EC
CORP
SE
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1345.00000000
NS
USD
118857.65000000
0.023138810090
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3145.00000000
NS
USD
454735.55000000
0.088526397187
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
18942.00000000
NS
195447.85000000
0.038049134268
Long
EC
AU
N
2
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
1175.00000000
NS
USD
71216.75000000
0.013864238889
Long
EC
CORP
US
N
1
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
1638.00000000
NS
99674.77000000
0.019404351119
Long
EC
CORP
FI
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
4318.00000000
NS
147442.86000000
0.028703683243
Long
EC
CORP
JP
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
3274.00000000
NS
340480.16000000
0.066283539694
Long
EC
CORP
GB
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
11667.00000000
NS
656578.55000000
0.127820517886
Long
EC
CORP
GB
N
2
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
770.00000000
NS
USD
236728.80000000
0.046085571657
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
22082.00000000
NS
75142.27000000
0.014628446004
Long
EC
CORP
AU
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
260.00000000
NS
35470.74000000
0.006905325123
Long
EC
CORP
FR
N
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
5625.00000000
NS
USD
432787.50000000
0.084253624162
Long
EC
CORP
US
N
1
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
36655.00000000
NS
124237.54000000
0.024186149096
Long
EC
CORP
GB
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
260.00000000
NS
USD
26855.40000000
0.005228119523
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590112
1635.00000000
NS
USD
274.68000000
0.000053473784
N/A
DE
US
N
1
N/A
N/A
T-Mobile US Inc
T-Mobile US Inc
2020-07-27
XXXX
-330.27000000
N
N
N
Banque Cantonale Vaudoise
K1MOBB3OPSBBQO554R76
Banque Cantonale Vaudoise
000000000
349.00000000
NS
33986.49000000
0.006616376293
Long
EC
CORP
CH
N
2
N
N
N
2020-07-19
AB VARIABLE PRODUCTS SERIES FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer