Form NPORT-P BlackRock Variable Serie For: Mar 31

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    NPORT-P
    false
    
      
      
        
          0000355916
          XXXXXXXX
        
      
      
      
      
        S000002874
        C000007901
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      BlackRock Variable Series Funds, Inc.
      811-03290
      0000355916
      5493007IJN5JRPJ1DF61
      100 Bellevue Parkway
      Wilmington
      
      19809
      800-441-7762
      BlackRock Managed Volatility V.I. Fund
      S000002874
      HJIMESMB9B2ISPEE2374
      2022-12-31
      2022-03-31
      N
    
    
      207393219.22
      9204987.71
      198188231.51
      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
      9754121.77999999
      
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          CNY
          
          
        
        
          CZK
          
          
        
        
          DKK
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          ILS
          
          
        
        
          INR
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          MXN
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          PLN
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          THB
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      
        
        
        
        
        
        
        
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CBRE Group, Inc.
        52990016II9MJ2OSWA10
        CBRE Group, Inc., Class A
        12504L109
        
          
          
        
        1071.00000000
        NS
        USD
        98017.92000000
        0.049456983017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MonotaRO Co. Ltd.
        N/A
        MonotaRO Co. Ltd.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        25754.81000000
        0.012995125797
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -155732.04000000
        -0.07857784431
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            40839000.00000000
            MXN
            1870528.84000000
            USD
            2022-06-15
            -155732.04000000
          
        
        
          N
          N
          N
        
      
      
        Brown & Brown, Inc.
        549300PC8KTJ71XKFY89
        Brown & Brown, Inc.
        115236101
        
          
          
        
        2269.00000000
        NS
        USD
        163980.63000000
        0.082739842194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, Inc.
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts, Inc.
        44107P104
        
          
          
        
        1000.00000000
        NS
        USD
        19430.00000000
        0.009803811180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
          
        
        202.00000000
        NS
        
        8876.45000000
        0.004478797722
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866F104
        
          
          
        
        1464.00000000
        NS
        USD
        193423.68000000
        0.097595946301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        85500000.00000000
        PA
        
        -63719.47000000
        -0.03215098571
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            85500000.00000000
            TWD
            -63719.47000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        155000000.00000000
        PA
        
        14859.82000000
        0.007497831675
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            155000000.00000000
            INR
            14859.82000000
          
        
        
          N
          N
          N
        
      
      
        Partners Group Holding AG
        549300I3IVVWZWDHI788
        Partners Group Holding AG
        N/A
        
          
          
        
        31.00000000
        NS
        
        38384.29000000
        0.019367592973
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/JSE Top 40 Index
        N/A
        
          
          
          
        
        -14.00000000
        NC
        
        -25497.85000000
        -0.01286547127
        N/A
        DE
        
        ZA
        N
        
        2
        
          
            
              JSE Clear
              213800PJDCEXAVMM3J32
            
            Short
            
              
                FTSE/JSE Top 40 Index
                GB0031823254
              
            
            2022-06-15
            -9600195.70000000
            ZAR
            -25497.85000000
          
        
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp.
        68389X105
        
          
          
        
        5953.00000000
        NS
        USD
        492491.69000000
        0.248496939625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9169.38000000
        0.004626601655
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            565491.22000000
            USD
            518000.00000000
            EUR
            2022-06-15
            9169.38000000
          
        
        
          N
          N
          N
        
      
      
        Entegris, Inc.
        IYX6OWO7BT5DKO3BYG52
        Entegris, Inc.
        29362U104
        
          
          
        
        438.00000000
        NS
        USD
        57491.88000000
        0.029008725473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        N/A
        
          
          
        
        1966.00000000
        NS
        
        23279.99000000
        0.011746403821
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
          
        
        519.00000000
        NS
        USD
        78763.44000000
        0.039741734107
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        2000000.00000000
        PA
        
        -61440.72000000
        -0.03100119494
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            2000000.00000000
            CAD
            -61440.72000000
          
        
        
          N
          N
          N
        
      
      
        Match Group, Inc.
        15OMOPB0A8K0EFUVD031
        Match Group, Inc.
        57667L107
        
          
          
        
        688.00000000
        NS
        USD
        74813.12000000
        0.037748517876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Financial Group, Inc.
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group, Inc.
        N/A
        
          
          
        
        5350.00000000
        NS
        
        68241.24000000
        0.034432538945
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        25145026.18000000
        PA
        
        -237908.41000000
        -0.12004164333
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                BOVESPA Index Futures
                BOVESPA Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-04-13
            0.00000000
            USD
            0.00000000
            USD
            25145026.18000000
            BRL
            -237908.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        120.02000000
        0.000060558590
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            700796.64000000
            USD
            950000.00000000
            SGD
            2022-06-15
            120.02000000
          
        
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems, Inc.
        127387108
        
          
          
        
        1011.00000000
        NS
        USD
        166269.06000000
        0.083894517213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co. Ltd.
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co. Ltd.
        N/A
        
          
          
        
        6000.00000000
        NS
        
        162871.38000000
        0.082180147004
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp.
        3538003K39GR98R0CK58
        Yaskawa Electric Corp.
        N/A
        
          
          
        
        400.00000000
        NS
        
        15589.99000000
        0.007866254157
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Euronext NV
        724500QJ4QSZ3H9QU415
        Euronext NV
        N/A
        
          
          
        
        156.00000000
        NS
        
        14172.25000000
        0.007150903911
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp.
        30231G102
        
          
          
        
        12298.00000000
        NS
        USD
        1015691.82000000
        0.512488462236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class A
        02079K305
        
          
          
        
        857.00000000
        NS
        USD
        2383616.95000000
        1.202703577220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Experian plc
        635400RXXHHYT1JTSZ26
        Experian plc
        N/A
        
          
          
        
        1543.00000000
        NS
        
        59445.04000000
        0.029994233031
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Novozymes A/S
        529900T6WNZXD2R3JW38
        Novozymes A/S, Class B
        N/A
        
          
          
        
        153.00000000
        NS
        
        10490.32000000
        0.005293109444
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Idemitsu Kosan Co. Ltd.
        549300P0R46FF6DUA630
        Idemitsu Kosan Co. Ltd.
        N/A
        
          
          
        
        1100.00000000
        NS
        
        30322.08000000
        0.015299637001
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
          
        
        455.00000000
        NS
        USD
        29829.80000000
        0.015051246874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        97000000.00000000
        PA
        
        -56720.92000000
        -0.02861972154
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-15
            0.00000000
            USD
            0.00000000
            USD
            97000000.00000000
            MXN
            -56720.92000000
          
        
        
          N
          N
          N
        
      
      
        CME Group, Inc.
        LCZ7XYGSLJUHFXXNXD88
        CME Group, Inc.
        12572Q105
        
          
          
        
        750.00000000
        NS
        USD
        178395.00000000
        0.090012912795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        7000000.00000000
        PA
        
        -104384.14000000
        -0.05266919191
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            7000000.00000000
            AUD
            -104384.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        2000000.00000000
        PA
        USD
        -15357.15000000
        -0.00774876988
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            2000000.00000000
            USD
            -15357.15000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        479063.06000000
        PA
        USD
        -47804.01000000
        -0.02412050888
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Citibank
              E57ODZWZ7FF32TWEFA76
            
            
              
                MSCI Chile Net Return Index
                MSCI Chile Net Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2022-06-10
            0.00000000
            USD
            0.00000000
            USD
            479063.06000000
            USD
            -47804.01000000
          
        
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        N/A
        
          
          
        
        1027.00000000
        NS
        
        28491.50000000
        0.014375979735
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913Y100
        
          
          
        
        1479.00000000
        NS
        USD
        150177.66000000
        0.075775266198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        PayPal Holdings, Inc.
        70450Y103
        
          
          
        
        3201.00000000
        NS
        USD
        370195.65000000
        0.186789925506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scentre Group
        N/A
        Scentre Group
        N/A
        
          
          
        
        10526.00000000
        NS
        
        23932.52000000
        0.012075651423
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings, Inc.
        549300YBY08K9KM4HX32
        Crowdstrike Holdings, Inc., Class A
        22788C105
        
          
          
        
        202.00000000
        NS
        USD
        45870.16000000
        0.023144744594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management, Inc.
        549300YX8JIID70NFS41
        Waste Management, Inc.
        94106L109
        
          
          
        
        500.00000000
        NS
        USD
        79250.00000000
        0.039987238089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SoftBank Group Corp.
        5493003BZYYYCDIO0R13
        SoftBank Group Corp.
        N/A
        
          
          
        
        2100.00000000
        NS
        
        93890.27000000
        0.047374291240
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        N/A
        
          
          
        
        209.00000000
        NS
        
        17773.76000000
        0.008968120793
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Microchip Technology, Inc.
        5493007PTFULNYZJ1R12
        Microchip Technology, Inc.
        595017104
        
          
          
        
        904.00000000
        NS
        USD
        67926.56000000
        0.034273760597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphenol Corp.
        549300D3L3G0R4U4VT04
        Amphenol Corp., Class A
        032095101
        
          
          
        
        1535.00000000
        NS
        USD
        115662.25000000
        0.058359797208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        N/A
        
          
          
        
        463.00000000
        NS
        
        47102.99000000
        0.023766794648
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Loews Corp.
        R8V1FN4M5ITGZOG7BS19
        Loews Corp.
        540424108
        
          
          
        
        2011.00000000
        NS
        USD
        130353.02000000
        0.065772331185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keppel Corp. Ltd.
        254900SQ7IPDOY6IDW33
        Keppel Corp. Ltd.
        N/A
        
          
          
        
        5100.00000000
        NS
        
        24047.75000000
        0.012133793120
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Schroders plc
        2138001YYBULX5SZ2H24
        Schroders plc
        N/A
        
          
          
        
        532.00000000
        NS
        
        22402.23000000
        0.011303511731
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
        N/A
        
          
          
        
        499.00000000
        NS
        
        133402.51000000
        0.067311014878
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Unibail-Rodamco-Westfield
        N/A
        Unibail-Rodamco-Westfield
        N/A
        
          
          
        
        217.00000000
        NS
        
        16254.88000000
        0.008201738254
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1226000000.00000000
        PA
        
        -10218.31000000
        -0.00515586113
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            1226000000.00000000
            INR
            -10218.31000000
          
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        Baxter International, Inc.
        071813109
        
          
          
        
        2267.00000000
        NS
        USD
        175783.18000000
        0.088695064616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Healthineers AG
        529900QBVWXMWANH7H45
        Siemens Healthineers AG
        N/A
        
          
          
        
        1080.00000000
        NS
        
        66928.47000000
        0.033770153500
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd.
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd.
        N/A
        
          
          
        
        1586.00000000
        NS
        
        141788.62000000
        0.071542401342
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        NVIDIA Corp.
        549300S4KLFTLO7GSQ80
        NVIDIA Corp.
        67066G104
        
          
          
        
        6702.00000000
        NS
        USD
        1828707.72000000
        0.922712567778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
          
        
        20.99200000
        NS
        
        545.98000000
        0.000275485580
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mirvac Group
        N/A
        Mirvac Group
        N/A
        
          
          
        
        2415.00000000
        NS
        
        4478.03000000
        0.002259483303
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Equifax, Inc.
        5493004MCF8JDC86VS77
        Equifax, Inc.
        294429105
        
          
          
        
        247.00000000
        NS
        USD
        58563.70000000
        0.029549534578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
          
        
        13638.00000000
        NS
        
        80694.87000000
        0.040716277341
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
          
        
        974.00000000
        NS
        USD
        3175191.30000000
        1.602108902132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
          
        
        3063.00000000
        NS
        
        1112.82000000
        0.000561496508
        Long
        
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiwa House Industry Co. Ltd.
        N/A
        Daiwa House Industry Co. Ltd.
        N/A
        
          
          
        
        1300.00000000
        NS
        
        33889.29000000
        0.017099547103
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical, Inc.
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical, Inc.
        09061G101
        
          
          
        
        755.00000000
        NS
        USD
        58210.50000000
        0.029371320161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EQT AB
        213800U7P9GOIRKCTB34
        EQT AB
        N/A
        
          
          
        
        894.00000000
        NS
        
        34864.49000000
        0.017591604574
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sea Ltd.
        529900OM6JLLW44YKI15
        Sea Ltd.
        81141R100
        
          
          
        
        640.00000000
        NS
        USD
        76665.60000000
        0.038683225242
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        143000000.00000000
        PA
        
        -3996759.55000000
        -2.01664827399
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            502159.60000000
            USD
            143000000.00000000
            CAD
            -3996759.55000000
          
        
        
          N
          N
          N
        
      
      
        Xylem, Inc.
        549300DF5MV96DRYLQ48
        Xylem, Inc.
        98419M100
        
          
          
        
        857.00000000
        NS
        USD
        73067.82000000
        0.036867890410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essex Property Trust, Inc.
        549300TR2H2VEFX0NC60
        Essex Property Trust, Inc.
        297178105
        
          
          
        
        192.00000000
        NS
        USD
        66332.16000000
        0.033469272869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horizon Therapeutics plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics plc
        N/A
        
          
          
        
        1184.00000000
        NS
        USD
        124568.64000000
        0.062853701781
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Antofagasta plc
        213800MY6QVH4FVLD628
        Antofagasta plc
        N/A
        
          
          
        
        1468.00000000
        NS
        
        31898.08000000
        0.016094840625
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NVR, Inc.
        529900RWXR4JI3JYTV70
        NVR, Inc.
        62944T105
        
          
          
        
        91.00000000
        NS
        USD
        406521.57000000
        0.205118925025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
          
        
        9166.00000000
        NS
        
        95701.61000000
        0.048288240563
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        N/A
        
          
          
        
        270.00000000
        NS
        
        32371.05000000
        0.016333487489
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        N/A
        
          
          
        
        909.00000000
        NS
        
        46067.00000000
        0.023244064316
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAC 40 10 Euro Index
        N/A
        
          
          
          
        
        274.00000000
        NC
        
        835333.61000000
        0.421484970946
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Long
            
              
                CAC 40 10 Euro Index
                FR0003500008
              
            
            2022-04-14
            18136887.28000000
            EUR
            835333.61000000
          
        
        
          N
          N
          N
        
      
      
        KLA Corp.
        549300H0BF5JCG96TJ81
        KLA Corp.
        482480100
        
          
          
        
        446.00000000
        NS
        USD
        163262.76000000
        0.082377625934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd.
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd.
        N/A
        
          
          
        
        6796.00000000
        NS
        
        56336.76000000
        0.028425885619
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ENEOS Holdings, Inc.
        3538001KQ5SAOZSQTT44
        ENEOS Holdings, Inc.
        N/A
        
          
          
        
        22600.00000000
        NS
        
        84495.19000000
        0.042633807949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals plc
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals plc
        N/A
        
          
          
        
        662.00000000
        NS
        USD
        103053.54000000
        0.051997809968
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communities, Inc.
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities, Inc.
        59522J103
        
          
          
        
        380.00000000
        NS
        USD
        79591.00000000
        0.040159296742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Subaru Corp.
        549300N244BVAEE6HH86
        Subaru Corp.
        N/A
        
          
          
        
        7900.00000000
        NS
        
        125475.64000000
        0.063311347522
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vestas Wind Systems A/S
        549300DYMC8BGZZC8844
        Vestas Wind Systems A/S
        N/A
        
          
          
        
        2970.00000000
        NS
        
        87124.42000000
        0.043960440706
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Lixil Corp.
        353800KB8G4F9WUJJ886
        Lixil Corp.
        N/A
        
          
          
        
        300.00000000
        NS
        
        5584.73000000
        0.002817891838
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Group Corp.
        529900R5WX9N2OI2N910
        Sony Group Corp.
        N/A
        
          
          
        
        2900.00000000
        NS
        
        298339.58000000
        0.150533448796
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599162
        
          
          
        
        392.00000000
        NS
        USD
        13810.16000000
        0.006968203860
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Occidental Petroleum Corp.
              IM7X0T3ECJW4C1T7ON55
            
            Call
            Purchased
            
              
                Occidental Petroleum Corp.
                Occidental Petroleum Corp.
                
                  
                
              
            
            1.00000000
            22.00000000
            USD
            2027-08-03
            XXXX
            11869.76000000
          
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
          
        
        12830.00000000
        NS
        USD
        936974.90000000
        0.472770200763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock, Inc.
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock, Inc.
        668771108
        
          
          
        
        2505.00000000
        NS
        USD
        66432.60000000
        0.033519951963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd.
        529900ECSECK5ZDQTE14
        CSL Ltd.
        N/A
        
          
          
        
        1215.00000000
        NS
        
        242565.67000000
        0.122391560867
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp.
        5T547R1474YC9HOD8Q74
        Waters Corp.
        941848103
        
          
          
        
        265.00000000
        NS
        USD
        82253.35000000
        0.041502640885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co.
        532457108
        
          
          
        
        4401.00000000
        NS
        USD
        1260314.37000000
        0.635917864747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
          
        
        2324.00000000
        NS
        USD
        681698.92000000
        0.343965388260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp.
        5493002F0SC4JTBU5137
        Stryker Corp.
        863667101
        
          
          
        
        843.00000000
        NS
        USD
        225376.05000000
        0.113718180077
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        Link REIT
        N/A
        
          
          
        
        8100.00000000
        NS
        
        68981.50000000
        0.034806052546
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Prologis REIT, Inc.
        353800PHBMSDLAFURY41
        Nippon Prologis REIT, Inc.
        N/A
        
          
          
        
        3.00000000
        NS
        
        8759.56000000
        0.004419818438
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        N/A
        
          
          
        
        858.00000000
        NS
        
        20655.88000000
        0.010422354467
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        N/A
        
          
          
        
        37.00000000
        NS
        
        73285.71000000
        0.036977831348
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Howmet Aerospace, Inc.
        549300HO5WFZUT5N2T22
        Howmet Aerospace, Inc.
        443201108
        
          
          
        
        1662.00000000
        NS
        USD
        59732.28000000
        0.030139165955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CK Infrastructure Holdings Ltd.
        5299005U11RQ1C27MR12
        CK Infrastructure Holdings Ltd.
        N/A
        
          
          
        
        21500.00000000
        NS
        
        143724.02000000
        0.072518947722
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1752.02000000
        0.000884018181
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            78539.89000000
            USD
            116000.00000000
            NZD
            2022-06-15
            1752.02000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class C
        02079K107
        
          
          
        
        798.00000000
        NS
        USD
        2228806.02000000
        1.124590498143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        N/A
        
          
          
        
        4252.00000000
        NS
        
        72269.20000000
        0.036464930056
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3037.74000000
        0.001532754985
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            868974.87000000
            USD
            664000.00000000
            GBP
            2022-06-15
            3037.74000000
          
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
          
        
        3335.00000000
        NS
        
        26129.79000000
        0.013184329766
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        N/A
        
          
          
        
        3987.00000000
        NS
        
        313985.71000000
        0.158428029559
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences, Inc.
        549300FECER0XBN49756
        Neurocrine Biosciences, Inc.
        64125C109
        
          
          
        
        364.00000000
        NS
        USD
        34125.00000000
        0.017218479492
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins, Inc.
        ZUNI8PYC725B6H8JU438
        Cummins, Inc.
        231021106
        
          
          
        
        1231.00000000
        NS
        USD
        252490.41000000
        0.127399295142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -254630.77000000
        -0.12847925835
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            13096000.00000000
            EUR
            14273854.24000000
            USD
            2022-06-15
            -254630.77000000
          
        
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
          
        
        9409.00000000
        NS
        USD
        466310.04000000
        0.235286442816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        118767000.00000000
        PA
        
        -11949.12000000
        -0.00602917736
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            118767000.00000000
            THB
            -11949.12000000
          
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        101137107
        
          
          
        
        3371.00000000
        NS
        USD
        149301.59000000
        0.075333226833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit, Inc.
        VI90HBPH7XSFMB9E4M29
        Intuit, Inc.
        461202103
        
          
          
        
        1012.00000000
        NS
        USD
        486610.08000000
        0.245529250799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amadeus IT Group SA
        9598004A3FTY3TEHHN09
        Amadeus IT Group SA
        N/A
        
          
          
        
        844.00000000
        NS
        
        54875.28000000
        0.027688465446
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        N/A
        
          
          
        
        329.00000000
        NS
        
        9437.39000000
        0.004761831682
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200101
        
          
          
        
        2512.00000000
        NS
        USD
        326610.24000000
        0.164797999110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong & China Gas Co. Ltd.
        254900P7BETXGC7YU827
        Hong Kong & China Gas Co. Ltd.
        N/A
        
          
          
        
        23732.00000000
        NS
        
        28666.36000000
        0.014464208990
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI Singapore Index
        N/A
        
          
          
          
        
        468.00000000
        NC
        
        66772.22000000
        0.033691314308
        N/A
        DE
        
        SG
        N
        
        2
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                MSCI Singapore Index
                SIMSCI Index
              
            
            2022-04-28
            15579925.34000000
            SGD
            66772.22000000
          
        
        
          N
          N
          N
        
      
      
        Biogen, Inc.
        W8J5WZB5IY3K0NDQT671
        Biogen, Inc.
        09062X103
        
          
          
        
        760.00000000
        NS
        USD
        160056.00000000
        0.080759588387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc., Class A
        21036P108
        
          
          
        
        91.00000000
        NS
        USD
        20959.12000000
        0.010575360524
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
          
        
        1207.00000000
        NS
        USD
        104272.73000000
        0.052612977675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halma plc
        2138007FRGLUR9KGBT40
        Halma plc
        N/A
        
          
          
        
        1127.00000000
        NS
        
        36872.19000000
        0.018604631424
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Financial, Inc.
        549300CAZYIH39SYQ287
        Fidelity National Financial, Inc.
        31620R303
        
          
          
        
        715.00000000
        NS
        USD
        34920.60000000
        0.017619916043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Metropolitan Fund Investment Corp.
        353800QDHNIP60E1LQ93
        Japan Metropolitan Fund Investment Corp.
        N/A
        
          
          
        
        12.00000000
        NS
        
        10125.64000000
        0.005109102555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        N/A
        
          
          
        
        1188.00000000
        NS
        
        65628.68000000
        0.033114317384
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        N/A
        
          
          
        
        2658.00000000
        NS
        
        271753.00000000
        0.137118636121
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp. Ltd.
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp. Ltd.
        N/A
        
          
          
        
        7100.00000000
        NS
        
        64410.18000000
        0.032499497830
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410G104
        
          
          
        
        342.00000000
        NS
        USD
        117682.20000000
        0.059379005051
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Bank Co. Ltd.
        5493006JVO6N2HC2XZ76
        Japan Post Bank Co. Ltd.
        N/A
        
          
          
        
        2600.00000000
        NS
        
        20880.03000000
        0.010535454018
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8745.49000000
        0.004412719127
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            314928.95000000
            USD
            432000.00000000
            AUD
            2022-06-15
            8745.49000000
          
        
        
          N
          N
          N
        
      
      
        Toshiba Corp.
        549300LBHTST91VKHO68
        Toshiba Corp.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        45592.17000000
        0.023004478950
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd.
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd.
        N/A
        
          
          
        
        3364.00000000
        NS
        
        51710.89000000
        0.026091806564
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd.
        549300N24XF2VV0B3570
        Everest Re Group Ltd.
        N/A
        
          
          
        
        404.00000000
        NS
        USD
        121757.52000000
        0.061435292636
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Brambles Ltd.
        N/A
        Brambles Ltd.
        N/A
        
          
          
        
        3336.00000000
        NS
        
        24618.49000000
        0.012421771874
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        14892266800.00000000
        PA
        
        211473.83000000
        0.106703525425
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            14892266800.00000000
            KRW
            211473.83000000
          
        
        
          N
          N
          N
        
      
      
        Mettler-Toledo International, Inc.
        5493000BD5GJNUDIUG10
        Mettler-Toledo International, Inc.
        592688105
        
          
          
        
        99.00000000
        NS
        USD
        135945.81000000
        0.068594289864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Corp.
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp.
        N/A
        
          
          
        
        3900.00000000
        NS
        
        67542.77000000
        0.034080111359
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833100
        
          
          
        
        48285.00000000
        NS
        USD
        8431043.85000000
        4.254058773199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ResMed, Inc.
        529900T3QE5253CCXF22
        ResMed, Inc.
        761152107
        
          
          
        
        319.00000000
        NS
        USD
        77360.69000000
        0.039033947379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co. Ltd.
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co. Ltd.
        N/A
        
          
          
        
        100.00000000
        NS
        
        10614.45000000
        0.005355741821
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        N/A
        
          
          
        
        1742.00000000
        NS
        
        53120.02000000
        0.026802812455
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        N/A
        
          
          
        
        261.00000000
        NS
        
        21044.82000000
        0.010618602244
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International, Inc.
        159864107
        
          
          
        
        191.00000000
        NS
        USD
        54238.27000000
        0.027367048783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp.
        549300GCEDD8YCF5WU84
        Moody's Corp.
        615369105
        
          
          
        
        255.00000000
        NS
        USD
        86039.55000000
        0.043413046952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerner Corp.
        549300L4UJ40IEVVI304
        Cerner Corp.
        156782104
        
          
          
        
        446.00000000
        NS
        USD
        41727.76000000
        0.021054610398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Check Point Software Technologies Ltd.
        2549003ZVBH73EPNS513
        Check Point Software Technologies Ltd.
        N/A
        
          
          
        
        497.00000000
        NS
        USD
        68715.22000000
        0.034671695426
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing, Inc.
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing, Inc.
        053015103
        
          
          
        
        1033.00000000
        NS
        USD
        235048.82000000
        0.118598777641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB, Class A
        N/A
        
          
          
        
        1228.00000000
        NS
        
        18340.97000000
        0.009254318412
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
          
        
        1604.00000000
        NS
        USD
        162645.60000000
        0.082066225002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2178.93000000
        -0.00109942451
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1076897.23000000
            USD
            10086000.00000000
            SEK
            2022-06-15
            -2178.93000000
          
        
        
          N
          N
          N
        
      
      
        Royalty Pharma plc
        549300FGFN7VOK8BZR03
        Royalty Pharma plc, Class A
        N/A
        
          
          
        
        1533.00000000
        NS
        USD
        59725.68000000
        0.030135835788
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp.
        54930042348RKR3ZPN35
        Devon Energy Corp.
        25179M103
        
          
          
        
        1721.00000000
        NS
        USD
        101762.73000000
        0.051346504898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        NextEra Energy, Inc.
        65339F101
        
          
          
        
        12388.00000000
        NS
        USD
        1049387.48000000
        0.529490309290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
          
        
        492.00000000
        NS
        
        21853.35000000
        0.011026562896
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co. Ltd.
        353800R2LRSMVVC4I806
        Recruit Holdings Co. Ltd.
        N/A
        
          
          
        
        3200.00000000
        NS
        
        139030.55000000
        0.070150759679
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE 100 Index
        N/A
        
          
          
          
        
        70.00000000
        NC
        
        201461.37000000
        0.101651530196
        N/A
        DE
        
        GB
        
        N
        
        2
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2022-06-17
            5213126.51000000
            GBP
            201461.37000000
          
        
        
          N
          N
          N
        
      
      
        Komatsu Ltd.
        5493004LQ0B4T7QPQV17
        Komatsu Ltd.
        N/A
        
          
          
        
        1700.00000000
        NS
        
        40843.37000000
        0.020608373004
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        N/A
        
          
          
        
        320.00000000
        NS
        
        74568.34000000
        0.037625009028
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Entain plc
        213800GNI3K45LQR8L28
        Entain plc
        N/A
        
          
          
        
        891.00000000
        NS
        
        19086.14000000
        0.009630309456
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SPI 200 Index
        N/A
        
          
          
        
        126.00000000
        NC
        
        633453.79000000
        0.319622303087
        N/A
        DE
        
        AU
        N
        
        2
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                SPI 200 Index
                XC0006013624
              
            
            2022-06-16
            23453212.12000000
            AUD
            633453.79000000
          
        
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        N/A
        
          
          
        
        64.00000000
        NS
        
        26202.54000000
        0.013221037293
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG (Preference)
        N/A
        
          
          
        
        71.00000000
        NS
        
        31335.43000000
        0.015810943849
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sika AG
        549300R3N69ECGYPU434
        Sika AG (Registered)
        N/A
        
          
          
        
        229.00000000
        NS
        
        75765.53000000
        0.038229076178
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -60677.42000000
        -0.03061605602
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            5993432.00000000
            CAD
            4732608.72000000
            USD
            2022-06-15
            -60677.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        73000000.00000000
        PA
        
        -37957.84000000
        -0.01915241874
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            73000000.00000000
            TWD
            -37957.84000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class A
        35137L105
        
          
          
        
        2889.00000000
        NS
        USD
        113971.05000000
        0.057506467024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings, Inc.
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings, Inc.
        N/A
        
          
          
        
        2300.00000000
        NS
        
        46737.82000000
        0.023582540519
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jack Henry & Associates, Inc.
        529900X1QS8C54W0JB21
        Jack Henry & Associates, Inc.
        426281101
        
          
          
        
        119.00000000
        NS
        USD
        23448.95000000
        0.011831656108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        N/A
        
          
          
        
        543.00000000
        NS
        
        97745.90000000
        0.049319729660
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group plc
        2138008M6MH9OZ6U2T68
        Compass Group plc
        N/A
        
          
          
        
        5946.00000000
        NS
        
        127958.48000000
        0.064564116156
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nitto Denko Corp.
        3538009GX5P09USH2J25
        Nitto Denko Corp.
        N/A
        
          
          
        
        400.00000000
        NS
        
        28675.23000000
        0.014468684533
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wharf Real Estate Investment Co. Ltd.
        529900QLPKS8U9QOPB59
        Wharf Real Estate Investment Co. Ltd.
        N/A
        
          
          
        
        3000.00000000
        NS
        
        14826.79000000
        0.007481165701
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
          
        
        66098.00000000
        NS
        
        108386.57000000
        0.054688701329
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fair Isaac Corp.
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp.
        303250104
        
          
          
        
        36.00000000
        NS
        USD
        16792.56000000
        0.008473035897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651107
        
          
          
        
        228.00000000
        NS
        USD
        67820.88000000
        0.034220437552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capitaland Investment Ltd.
        254900AT4UQDU7SNXX49
        Capitaland Investment Ltd.
        N/A
        
          
          
        
        11900.00000000
        NS
        
        34867.89000000
        0.017593320115
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Trimble, Inc.
        549300E2MI7NSZFQWS19
        Trimble, Inc.
        896239100
        
          
          
        
        1182.00000000
        NS
        USD
        85269.48000000
        0.043024492095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S, Class B
        N/A
        
          
          
        
        6.00000000
        NS
        
        18029.78000000
        0.009097301016
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        N/A
        
          
          
        
        2687.00000000
        NS
        
        188599.35000000
        0.095161730120
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        127693.51000000
        0.064430420023
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            2890883.97000000
            USD
            60839000.00000000
            MXN
            2022-06-15
            127693.51000000
          
        
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        Adecco Group AG (Registered)
        N/A
        
          
          
        
        517.00000000
        NS
        
        23451.92000000
        0.011833154683
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on, Inc.
        HHWAT5TDOYZMM26KKQ73
        Snap-on, Inc.
        833034101
        
          
          
        
        75.00000000
        NS
        USD
        15411.00000000
        0.007775941024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816109
        
          
          
        
        1326.00000000
        NS
        USD
        247962.00000000
        0.125114391561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        N/A
        
          
          
        
        564.00000000
        NS
        
        103150.31000000
        0.052046637287
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        4115000000.00000000
        PA
        
        56589.18000000
        0.028553249387
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            4115000000.00000000
            KRW
            56589.18000000
          
        
        
          N
          N
          N
        
      
      
        Uber Technologies, Inc.
        549300B2FTG34FILDR98
        Uber Technologies, Inc.
        90353T100
        
          
          
        
        1288.00000000
        NS
        USD
        45955.84000000
        0.023187976223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neste OYJ
        5493009GY1X8GQ66AM14
        Neste OYJ
        N/A
        
          
          
        
        1715.00000000
        NS
        
        78192.29000000
        0.039453548479
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB, Class A
        N/A
        
          
          
        
        2426.00000000
        NS
        
        22308.14000000
        0.011256036662
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        DISH Network Corp.
        529900U350CWHH15G169
        DISH Network Corp., Class A
        25470M109
        
          
          
        
        2626.00000000
        NS
        USD
        83112.90000000
        0.041936344739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allstate Corp. (The)
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp. (The)
        020002101
        
          
          
        
        1862.00000000
        NS
        USD
        257905.62000000
        0.130131652134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        N/A
        
          
          
        
        89.00000000
        NS
        
        27845.54000000
        0.014050047163
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust, Inc.
        549300HKCZ31D08NEI41
        Digital Realty Trust, Inc.
        253868103
        
          
          
        
        974.00000000
        NS
        USD
        138113.20000000
        0.069687891630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
          
        
        4938.00000000
        NS
        USD
        346153.80000000
        0.174659109354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
          
        
        44.00800000
        NS
        
        1136.80000000
        0.000573596116
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Coloplast A/S
        529900NN7SOJ5QG82X67
        Coloplast A/S, Class B
        N/A
        
          
          
        
        226.00000000
        NS
        
        34225.10000000
        0.017268987032
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        10464.00000000
        NS
        USD
        1854534.72000000
        0.935744118543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        33000000.00000000
        PA
        
        -5938.11000000
        -0.00299619707
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
              
                
              
            
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            33000000.00000000
            BRL
            -5938.11000000
          
        
        
          N
          N
          N
        
      
      
        Groupe Bruxelles Lambert SA
        549300KV0ZEHT2KVU152
        Groupe Bruxelles Lambert SA
        N/A
        
          
          
        
        961.00000000
        NS
        
        99440.77000000
        0.050174911619
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3104.12000000
        -0.00156624839
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            430000.00000000
            EUR
            473930.74000000
            USD
            2022-06-15
            -3104.12000000
          
        
        
          N
          N
          N
        
      
      
        Citrix Systems, Inc.
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems, Inc.
        177376100
        
          
          
        
        577.00000000
        NS
        USD
        58219.30000000
        0.029375760385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co. Ltd.
        353800678EIJLOQSWZ83
        Tokyo Gas Co. Ltd.
        N/A
        
          
          
        
        2800.00000000
        NS
        
        51260.18000000
        0.025864391447
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
          
        
        13445.00000000
        NS
        USD
        1103162.25000000
        0.556623489495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc., Class A
        57636Q104
        
          
          
        
        2458.00000000
        NS
        USD
        878440.04000000
        0.443235218008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
          
        
        35430.00000000
        NS
        
        68680.22000000
        0.034654035447
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206R102
        
          
          
        
        26681.00000000
        NS
        USD
        630472.03000000
        0.318117793976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp.
        549300MIX43II8JLN536
        Liberty Broadband Corp., Class A
        530307107
        
          
          
        
        245.00000000
        NS
        USD
        32109.70000000
        0.016201617904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        10X Genomics, Inc.
        5493003Z6741WNLG7H43
        10X Genomics, Inc., Class A
        88025U109
        
          
          
        
        209.00000000
        NS
        USD
        15898.63000000
        0.008021984897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer, Inc.
        765LHXWGK1KXCLTFYQ30
        Pfizer, Inc.
        717081103
        
          
          
        
        27592.00000000
        NS
        USD
        1428437.84000000
        0.720748063150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        N/A
        
          
          
        
        2400.00000000
        NS
        
        137147.21000000
        0.069200481257
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Zscaler, Inc.
        529900MZ0RTK1BWRNF46
        Zscaler, Inc.
        98980G102
        
          
          
        
        225.00000000
        NS
        USD
        54288.00000000
        0.027392141090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unity Software, Inc.
        549300D1ESJMGNQNG432
        Unity Software, Inc.
        91332U101
        
          
          
        
        251.00000000
        NS
        USD
        24901.71000000
        0.012564676424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Techne Corp.
        54930073RLKQ51TILZ35
        Bio-Techne Corp.
        09073M104
        
          
          
        
        173.00000000
        NS
        USD
        74915.92000000
        0.037800387757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pentair plc
        549300EVR9D56WPSRP15
        Pentair plc
        N/A
        
          
          
        
        474.00000000
        NS
        USD
        25695.54000000
        0.012965219884
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        N/A
        
          
          
        
        36.00000000
        NS
        
        7424.18000000
        0.003746024647
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26380000.00000000
        PA
        
        -590944.25000000
        -0.29817322930
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            26380000.00000000
            AUD
            -590944.25000000
          
        
        
          N
          N
          N
        
      
      
        Lasertec Corp.
        N/A
        Lasertec Corp.
        N/A
        
          
          
        
        300.00000000
        NS
        
        49909.22000000
        0.025182736441
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group plc
        213800JH9QQWHLO99821
        Legal & General Group plc
        N/A
        
          
          
        
        14897.00000000
        NS
        
        52815.69000000
        0.026649256415
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings, Inc.
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings, Inc.
        N/A
        
          
          
        
        900.00000000
        NS
        
        29290.18000000
        0.014778970364
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        N/A
        
          
          
        
        1224.00000000
        NS
        
        72828.49000000
        0.036747131474
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesla, Inc.
        54930043XZGB27CTOV49
        Tesla, Inc.
        88160R101
        
          
          
        
        2979.00000000
        NS
        USD
        3210170.40000000
        1.619758335568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        N/A
        
          
          
        
        3081.00000000
        NS
        
        25149.19000000
        0.012689547612
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        N/A
        
          
          
        
        289.00000000
        NS
        
        27531.40000000
        0.013891541283
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        IPG Photonics Corp.
        5493002KZ51CADQ94G15
        IPG Photonics Corp.
        44980X109
        
          
          
        
        357.00000000
        NS
        USD
        39184.32000000
        0.019771264772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        N/A
        
          
          
        
        120.00000000
        NS
        
        75759.30000000
        0.038225932701
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG (Registered)
        N/A
        
          
          
        
        373.00000000
        NS
        
        17811.45000000
        0.008987138067
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Atmos Energy Corp.
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp.
        049560105
        
          
          
        
        385.00000000
        NS
        USD
        46003.65000000
        0.023212099754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terna - Rete Elettrica Nazionale
        8156009E94ED54DE7C31
        Terna - Rete Elettrica Nazionale
        N/A
        
          
          
        
        16113.00000000
        NS
        
        138366.85000000
        0.069815876021
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        25443980538.00000000
        PA
        
        361310.74000000
        0.182306859114
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              J.P. Morgan
              7H6GLXDRUGQFU57RNE97
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            25443980538.00000000
            KRW
            361310.74000000
          
        
        
          N
          N
          N
        
      
      
        Swiss Life Holding AG
        5493000KUC3Z24U77V93
        Swiss Life Holding AG (Registered)
        N/A
        
          
          
        
        50.00000000
        NS
        
        32040.29000000
        0.016166595642
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        11000000.00000000
        PA
        
        -101351.59000000
        -0.05113905564
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
              
                
              
            
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            11000000.00000000
            BRL
            -101351.59000000
          
        
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class C
        904311206
        
          
          
        
        628.00000000
        NS
        USD
        9771.68000000
        0.004930504664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Realty Investment Trust
        549300LI6XZ51GOCJ427
        Federal Realty Investment Trust
        313745101
        
          
          
        
        204.00000000
        NS
        USD
        24902.28000000
        0.012564964029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        68877082.40000000
        PA
        
        57899.85000000
        0.029214575234
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                TAIEX Index Futures
                TAIEX Index Futures
              
            
            Y
            
              
                
              
            
            
            2022-04-20
            0.00000000
            USD
            0.00000000
            USD
            68877082.40000000
            TWD
            57899.85000000
          
        
        
          N
          N
          N
        
      
      
        Shimizu Corp.
        353800BRAE0QFP3ZLY22
        Shimizu Corp.
        N/A
        
          
          
        
        1600.00000000
        NS
        
        9601.85000000
        0.004844813401
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lundin Energy AB
        549300IULC8F8IGXKI15
        Lundin Energy AB
        N/A
        
          
          
        
        752.00000000
        NS
        
        31564.54000000
        0.015926546071
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimano, Inc.
        529900L32YT3P9DECR10
        Shimano, Inc.
        N/A
        
          
          
        
        100.00000000
        NS
        
        22900.84000000
        0.011555095792
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sun Hung Kai Properties Ltd.
        529900LUMD393RD3S874
        Sun Hung Kai Properties Ltd.
        N/A
        
          
          
        
        5500.00000000
        NS
        
        65436.16000000
        0.033017177408
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887109
        
          
          
        
        683.00000000
        NS
        USD
        181678.00000000
        0.091669418822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Temenos AG
        5067007NW6550481FH64
        Temenos AG (Registered)
        N/A
        
          
          
        
        148.00000000
        NS
        
        14236.08000000
        0.007183110667
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp.
        549300GGJCRSI2TIEJ46
        Nucor Corp.
        670346105
        
          
          
        
        343.00000000
        NS
        USD
        50986.95000000
        0.025726527559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        135300000.00000000
        PA
        
        -7610.58000000
        -0.00384007664
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            135300000.00000000
            THB
            -7610.58000000
          
        
        
          N
          N
          N
        
      
      
        Honda Motor Co. Ltd.
        549300P7ZYCQJ36CCS16
        Honda Motor Co. Ltd.
        N/A
        
          
          
        
        6000.00000000
        NS
        
        170075.05000000
        0.085814908738
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Estate Co. Ltd.
        353800KOFMRGOXSJ5Z65
        Mitsubishi Estate Co. Ltd.
        N/A
        
          
          
        
        3900.00000000
        NS
        
        58072.79000000
        0.029301835713
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        Prudential Financial, Inc.
        744320102
        
          
          
        
        527.00000000
        NS
        USD
        62275.59000000
        0.031422445987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        N/A
        
          
          
        
        1298.00000000
        NS
        USD
        155383.58000000
        0.078402021561
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        83500000.00000000
        PA
        
        19996.97000000
        0.010089887703
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            83500000.00000000
            THB
            19996.97000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        116500000.00000000
        PA
        
        8089.46000000
        0.004081705527
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            116500000.00000000
            THB
            8089.46000000
          
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings, Inc.
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings, Inc.
        N/A
        
          
          
        
        1700.00000000
        NS
        
        55195.49000000
        0.027850034070
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11767.72000000
        0.005937648219
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            896657.58000000
            USD
            723782000.00000000
            CLP
            2022-06-15
            11767.72000000
          
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG (Registered)
        N/A
        
          
          
        
        7414.00000000
        NS
        
        144879.26000000
        0.073101848124
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Simon Property Group, Inc.
        529900GQL5X8H7AO3T64
        Simon Property Group, Inc.
        828806109
        
          
          
        
        1095.00000000
        NS
        USD
        144058.20000000
        0.072687565201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hexagon AB
        549300WJFW6ILNI4TA80
        Hexagon AB, Class B
        N/A
        
          
          
        
        1028.00000000
        NS
        
        14403.10000000
        0.007267384087
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co.
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co.
        42824C109
        
          
          
        
        5066.00000000
        NS
        USD
        84652.86000000
        0.042713363631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        225000000.00000000
        PA
        
        92439.26000000
        0.046642153923
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            225000000.00000000
            ZAR
            92439.26000000
          
        
        
          N
          N
          N
        
      
      
        Severn Trent plc
        213800RPBXRETY4A4C59
        Severn Trent plc
        N/A
        
          
          
        
        4953.00000000
        NS
        
        199627.04000000
        0.100725980790
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Orix JREIT, Inc.
        N/A
        Orix JREIT, Inc.
        N/A
        
          
          
        
        4.00000000
        NS
        
        5424.53000000
        0.002737059591
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        N/A
        
          
          
        
        7414.00000000
        NS
        
        108120.04000000
        0.054554218066
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        N/A
        
          
          
        
        1997.00000000
        NS
        
        204038.83000000
        0.102952041322
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
          
        
        1120.00000000
        NS
        USD
        73438.40000000
        0.037054874267
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        N/A
        
          
          
        
        642.00000000
        NS
        
        38965.33000000
        0.019660768807
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teradyne, Inc.
        C3X4YJ278QNZHRJULN75
        Teradyne, Inc.
        880770102
        
          
          
        
        413.00000000
        NS
        USD
        48828.99000000
        0.024637683896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant, Inc.
        H3F39CAXWQRVWURFXL38
        Assurant, Inc.
        04621X108
        
          
          
        
        152.00000000
        NS
        USD
        27638.16000000
        0.013945409265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare, Inc.
        549300NQQCEQ46YHZ591
        Molina Healthcare, Inc.
        60855R100
        
          
          
        
        240.00000000
        NS
        USD
        80061.60000000
        0.040396747773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        N/A
        
          
          
        
        603.00000000
        NS
        
        430420.97000000
        0.217177865063
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        170000000.00000000
        PA
        
        656360.80000000
        0.331180512081
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            170000000.00000000
            PLN
            656360.80000000
          
        
        
          N
          N
          N
        
      
      
        Panasonic Holdings Corp.
        254900GE1G59KGWPHX32
        Panasonic Holdings Corp.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        11654.49000000
        0.005880515664
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleperformance
        9695004GI61FHFFNRG61
        Teleperformance
        N/A
        
          
          
        
        142.00000000
        NS
        
        54087.56000000
        0.027291004913
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        RELX plc
        549300WSX3VBUFFJOO66
        RELX plc
        N/A
        
          
          
        
        6656.00000000
        NS
        
        207119.78000000
        0.104506598813
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Prudential plc
        5493001Z3ZE83NGK8Y12
        Prudential plc
        N/A
        
          
          
        
        6028.00000000
        NS
        
        88993.02000000
        0.044903281754
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PTC, Inc.
        54930050SSMU8SKDJ030
        PTC, Inc.
        69370C100
        
          
          
        
        468.00000000
        NS
        USD
        50412.96000000
        0.025436908950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
          
        
        1453.00000000
        NS
        USD
        104339.93000000
        0.052646884835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings, Inc.
        5493005SMYID1D2OY946
        Lamb Weston Holdings, Inc.
        513272104
        
          
          
        
        425.00000000
        NS
        USD
        25461.75000000
        0.012847256270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315103
        
          
          
        
        3629.00000000
        NS
        USD
        413669.71000000
        0.208725667941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bill.com Holdings, Inc.
        549300IBF9VZZIGOZW63
        Bill.com Holdings, Inc.
        090043100
        
          
          
        
        145.00000000
        NS
        USD
        32884.55000000
        0.016592584609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azrieli Group Ltd.
        N/A
        Azrieli Group Ltd.
        N/A
        
          
          
        
        484.00000000
        NS
        
        42521.94000000
        0.021455330458
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Glencore plc
        2138002658CPO9NBH955
        Glencore plc
        N/A
        
          
          
        
        46059.00000000
        NS
        
        299692.52000000
        0.151216102851
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd.
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd.
        N/A
        
          
          
        
        8000.00000000
        NS
        
        54683.45000000
        0.027591673624
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        929740108
        
          
          
        
        2591.00000000
        NS
        USD
        249176.47000000
        0.125727177694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk, Inc. (The)
        549300GXPD31VT3E0P46
        Trade Desk, Inc. (The), Class A
        88339J105
        
          
          
        
        550.00000000
        NS
        USD
        38087.50000000
        0.019217841397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Croda International plc
        2138004WCNBFJEEOXV26
        Croda International plc
        N/A
        
          
          
        
        301.00000000
        NS
        
        30964.39000000
        0.015623727889
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
          
        
        420.00000000
        NS
        USD
        125718.60000000
        0.063433938050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lifco AB
        549300RTLL4VDQRCTW41
        Lifco AB, Class B
        N/A
        
          
          
        
        1120.00000000
        NS
        
        28431.87000000
        0.014345892177
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          
        
      
      
        QBE Insurance Group Ltd.
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd.
        N/A
        
          
          
        
        3163.00000000
        NS
        
        27123.73000000
        0.013685842894
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE China A50 Index
        N/A
        
          
          
          
        
        -39.00000000
        NC
        USD
        -11306.79000000
        -0.00570507638
        N/A
        DE
        
        SG
        N
        
        2
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Short
            
              
                FTSE China A50 Index
                XIN9I Index
              
            
            2022-04-28
            -533051.81000000
            USD
            -11306.79000000
          
        
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co. Ltd.
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co. Ltd.
        N/A
        
          
          
        
        4200.00000000
        NS
        
        91715.39000000
        0.046276910238
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        St. James's Place plc
        213800M993ICXOMBCP87
        St. James's Place plc
        N/A
        
          
          
        
        1499.00000000
        NS
        
        28261.25000000
        0.014259802302
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina, Inc.
        SQ95QG8SR5Q56LSNF682
        Illumina, Inc.
        452327109
        
          
          
        
        702.00000000
        NS
        USD
        245278.80000000
        0.123760527116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        N/A
        
          
          
        
        5751.00000000
        NS
        
        168356.67000000
        0.084947864319
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        9000000.00000000
        PA
        
        -185831.95000000
        -0.09376538081
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            9000000.00000000
            CAD
            -185831.95000000
          
        
        
          N
          N
          N
        
      
      
        Comerica, Inc.
        I9Q57JVPWHHZ3ZGBW498
        Comerica, Inc.
        200340107
        
          
          
        
        381.00000000
        NS
        USD
        34453.83000000
        0.017384397518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newmont Corp.
        549300VSP3RIX7FGDZ51
        Newmont Corp.
        651639106
        
          
          
        
        1905.00000000
        NS
        USD
        151352.25000000
        0.076367930046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM Systems, Inc.
        549300XCR4R530HJP604
        EPAM Systems, Inc.
        29414B104
        
          
          
        
        121.00000000
        NS
        USD
        35889.81000000
        0.018108951135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
          
        
        601.00000000
        NC
        
        -3788919.19000000
        -1.91177809153
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                N/A
                Euro-Bund
                
                  
                
              
            
            2022-06-08
            95354660.00000000
            EUR
            -3788919.19000000
          
        
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
          
        
        1271.00000000
        NS
        
        213388.64000000
        0.107669682692
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
          
        
        593.00000000
        NS
        
        28335.02000000
        0.014297024492
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        UDR, Inc.
        P3CH2EG5X6Z1XWU1OO74
        UDR, Inc.
        902653104
        
          
          
        
        976.00000000
        NS
        USD
        55993.12000000
        0.028252494900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        25990000.00000000
        PA
        
        -617045.97000000
        -0.31134339577
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            25990000.00000000
            AUD
            -617045.97000000
          
        
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        N/A
        
          
          
        
        1148.00000000
        NS
        
        6085.70000000
        0.003070666685
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M&G plc
        254900TWUJUQ44TQJY84
        M&G plc
        N/A
        
          
          
        
        9749.00000000
        NS
        
        28090.12000000
        0.014173455096
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd.
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd.
        N/A
        
          
          
        
        500.00000000
        NS
        
        256780.58000000
        0.129563989770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Telstra Corp. Ltd.
        PCTXNQGRJVR3OG33JG65
        Telstra Corp. Ltd.
        N/A
        
          
          
        
        8199.00000000
        NS
        
        24223.61000000
        0.012222526945
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        New World Development Co. Ltd.
        2549008GWMWXTIRL4S48
        New World Development Co. Ltd.
        N/A
        
          
          
        
        11000.00000000
        NS
        
        44628.65000000
        0.022518314866
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        N/A
        
          
          
        
        3105.00000000
        NS
        
        33449.27000000
        0.016877525847
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
          
        
        290.00000000
        NS
        USD
        38651.20000000
        0.019502267972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies plc
        549300BURLR9SLYY2705
        Trane Technologies plc
        N/A
        
          
          
        
        395.00000000
        NS
        USD
        60316.50000000
        0.030433946324
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8407.12000000
        0.004241987496
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            1484822.94000000
            USD
            1346000.00000000
            EUR
            2022-06-15
            8407.12000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        10000000.00000000
        PA
        
        -118346.77000000
        -0.05971432768
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            CAD
            -118346.77000000
          
        
        
          N
          N
          N
        
      
      
        Williams Cos., Inc. (The)
        D71FAKCBLFS2O0RBPG08
        Williams Cos., Inc. (The)
        969457100
        
          
          
        
        7099.00000000
        NS
        USD
        237177.59000000
        0.119672892882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        139600000.00000000
        PA
        
        47376.80000000
        0.023904951186
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            139600000.00000000
            CNY
            47376.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        -105.00000000
        NC
        
        172677.59000000
        0.087128074499
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Short
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2022-06-21
            -13708800.00000000
            CAD
            172677.59000000
          
        
        
          N
          N
          N
        
      
      
        American Water Works Co., Inc.
        549300DXHIJQMD5WFW18
        American Water Works Co., Inc.
        030420103
        
          
          
        
        2678.00000000
        NS
        USD
        443289.34000000
        0.223670869164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persol Holdings Co. Ltd.
        3538000H6OI725NB2008
        Persol Holdings Co. Ltd.
        N/A
        
          
          
        
        3700.00000000
        NS
        
        82903.34000000
        0.041830606877
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        286360000.00000000
        PA
        
        -239713.27000000
        -0.12095232303
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            286360000.00000000
            TWD
            -239713.27000000
          
        
        
          N
          N
          N
        
      
      
        Meridian Energy Ltd.
        254900IFKXIGNCY3A092
        Meridian Energy Ltd.
        N/A
        
          
          
        
        18233.00000000
        NS
        
        63524.89000000
        0.032052806322
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Enphase Energy, Inc.
        5493008U7KIGMI59Z314
        Enphase Energy, Inc.
        29355A107
        
          
          
        
        497.00000000
        NS
        USD
        100284.66000000
        0.050600713895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        N/A
        
          
          
        
        45.00000000
        NS
        
        63690.62000000
        0.032136428845
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co.
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co.
        962166104
        
          
          
        
        2609.00000000
        NS
        USD
        98881.10000000
        0.049892518464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp.
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp.
        172062101
        
          
          
        
        892.00000000
        NS
        USD
        121276.32000000
        0.061192493154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alstom SA
        96950032TUYMW11FB530
        Alstom SA
        N/A
        
          
          
        
        819.00000000
        NS
        
        19163.69000000
        0.009669438923
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
          
        
        2200.00000000
        NS
        
        110097.25000000
        0.055551860552
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WW Grainger, Inc.
        549300TWZSP6O1IH2V34
        WW Grainger, Inc.
        384802104
        
          
          
        
        262.00000000
        NS
        USD
        135136.98000000
        0.068186177842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        N/A
        
          
          
        
        35225.00000000
        NS
        
        119762.53000000
        0.060428678881
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos., Inc. (The)
        549300Y650407RU8B149
        Travelers Cos., Inc. (The)
        89417E109
        
          
          
        
        1634.00000000
        NS
        USD
        298580.82000000
        0.150655171462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
          
        
        30065.00000000
        NS
        
        200736.64000000
        0.101285852580
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Eisai Co. Ltd.
        353800HDEE0ZYEX4QV91
        Eisai Co. Ltd.
        N/A
        
          
          
        
        600.00000000
        NS
        
        27797.17000000
        0.014025641072
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2736.59000000
        -0.00138080348
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            726357.21000000
            USD
            10674000.00000000
            ZAR
            2022-06-15
            -2736.59000000
          
        
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        N/A
        
          
          
        
        1098.00000000
        NS
        
        112690.19000000
        0.056860182434
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Westpac Banking Corp.
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp.
        N/A
        
          
          
        
        9073.00000000
        NS
        
        163918.03000000
        0.082708256060
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill, Inc.
        N/A
        Chipotle Mexican Grill, Inc.
        169656105
        
          
          
        
        41.00000000
        NS
        USD
        64863.23000000
        0.032728093644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
          
        
        1579.00000000
        NS
        USD
        719423.98000000
        0.363000353007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        N/A
        
          
          
        
        675.00000000
        NS
        
        118087.15000000
        0.059583331008
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Regency Centers Corp.
        529900053A7X7FJ97S58
        Regency Centers Corp.
        758849103
        
          
          
        
        302.00000000
        NS
        USD
        21544.68000000
        0.010870817018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hess Corp.
        UASVRYNXNK17ULIGK870
        Hess Corp.
        42809H107
        
          
          
        
        735.00000000
        NS
        USD
        78674.40000000
        0.039696807121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nidec Corp.
        353800IF171MZTNL6Y31
        Nidec Corp.
        N/A
        
          
          
        
        1000.00000000
        NS
        
        78983.08000000
        0.039852558044
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer, Inc.
        549300IKL1SDPFI7N655
        PerkinElmer, Inc.
        714046109
        
          
          
        
        640.00000000
        NS
        USD
        111654.40000000
        0.056337553016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Venture Corp. Ltd.
        254900B1NLZC3J1MAE72
        Venture Corp. Ltd.
        N/A
        
          
          
        
        2400.00000000
        NS
        
        30928.91000000
        0.015605825716
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7943.47000000
        0.004008043232
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            788763.04000000
            USD
            26463000.00000000
            THB
            2022-06-15
            7943.47000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Media Corp.-Liberty SiriusXM
        N/A
        Liberty Media Corp.-Liberty SiriusXM, Class A
        531229409
        
          
          
        
        1150.00000000
        NS
        USD
        52566.50000000
        0.026523522410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abrdn plc
        0TMBS544NMO7GLCE7H90
        Abrdn plc
        N/A
        
          
          
        
        3688.00000000
        NS
        
        10326.76000000
        0.005210581839
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/MIB Index
        N/A
        
          
          
          
        
        104.00000000
        NC
        
        404672.01000000
        0.204185691005
        N/A
        DE
        
        IT
        N
        
        2
        
          
            
              Cassa di Compensazione e Garanzia
              8156006407E264D2C725
            
            Long
            
              
                FTSE/MIB Index
                IT0003465736
              
            
            2022-06-17
            12595195.44000000
            EUR
            404672.01000000
          
        
        
          N
          N
          N
        
      
      
        Daiwa Securities Group, Inc.
        353800WRC7Y23PWFJG38
        Daiwa Securities Group, Inc.
        N/A
        
          
          
        
        5900.00000000
        NS
        
        33374.59000000
        0.016839844498
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        N/A
        
          
          
        
        407.00000000
        NS
        
        43388.82000000
        0.021892732817
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Shionogi & Co. Ltd.
        35380049VXDTHZI3DY35
        Shionogi & Co. Ltd.
        N/A
        
          
          
        
        500.00000000
        NS
        
        30721.68000000
        0.015501263503
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp.
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp.
        751212101
        
          
          
        
        142.00000000
        NS
        USD
        16108.48000000
        0.008127869085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk, Inc.
        FRKKVKAIQEF3FCSTPG55
        Autodesk, Inc.
        052769106
        
          
          
        
        884.00000000
        NS
        USD
        189485.40000000
        0.095608805102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Co.
        PWFTNG3EI0Y73OXWDH08
        Deere & Co.
        244199105
        
          
          
        
        1658.00000000
        NS
        USD
        688832.68000000
        0.347564875447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc., Class A
        090572207
        
          
          
        
        136.00000000
        NS
        USD
        76599.28000000
        0.038649762105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TransDigm Group, Inc.
        N/A
        TransDigm Group, Inc.
        893641100
        
          
          
        
        155.00000000
        NS
        USD
        100988.70000000
        0.050955951940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1851.12000000
        -0.00093402115
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Toronto Dominion Bank
              PT3QB789TSUIDF371261
            
            184000.00000000
            CAD
            145304.07000000
            USD
            2022-06-15
            -1851.12000000
          
        
        
          N
          N
          N
        
      
      
        Lyft, Inc.
        549300H7I5VN334XVZ52
        Lyft, Inc., Class A
        55087P104
        
          
          
        
        516.00000000
        NS
        USD
        19814.40000000
        0.009997768207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ventas, Inc.
        ORQTRC074CWLT3DKHT41
        Ventas, Inc.
        92276F100
        
          
          
        
        1065.00000000
        NS
        USD
        65774.40000000
        0.033187843445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        N/A
        
          
          
        
        259.00000000
        NS
        
        25621.00000000
        0.012927609174
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -15377.73000000
        -0.00775915395
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            303321.82000000
            USD
            34986000.00000000
            JPY
            2022-06-15
            -15377.73000000
          
        
        
          N
          N
          N
        
      
      
        FANUC Corp.
        529900QTSW745LOKW705
        FANUC Corp.
        N/A
        
          
          
        
        300.00000000
        NS
        
        52652.97000000
        0.026567152650
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
          
        
        25876.00000000
        NS
        
        282824.20000000
        0.142704840668
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        N/A
        
          
          
        
        104.00000000
        NS
        
        16752.02000000
        0.008452580595
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        N/A
        
          
          
        
        922.00000000
        NS
        
        55462.83000000
        0.027984926035
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        Consolidated Edison, Inc.
        209115104
        
          
          
        
        4516.00000000
        NS
        USD
        427574.88000000
        0.215741811076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyocera Corp.
        N/A
        Kyocera Corp.
        N/A
        
          
          
        
        500.00000000
        NS
        
        27979.72000000
        0.014117750477
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1520.80000000
        -0.00076735131
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Canadian Imperial Bank of Commerce
              2IGI19DL77OX0HC3ZE78
            
            773000.00000000
            EUR
            856032.57000000
            USD
            2022-06-15
            -1520.80000000
          
        
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB, Class C
        N/A
        
          
          
        
        1101.00000000
        NS
        
        30689.15000000
        0.015484849814
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners plc
        549300LTH67W4GWMRF57
        Coca-Cola Europacific Partners plc
        N/A
        
          
          
        
        2325.00000000
        NS
        USD
        113018.25000000
        0.057025711940
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI, Inc.
        549300HTIN2PD78UB763
        MSCI, Inc.
        55354G100
        
          
          
        
        122.00000000
        NS
        USD
        61351.36000000
        0.030956106491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimco Realty Corp.
        549300EA7I6T15IBYS12
        Kimco Realty Corp.
        49446R109
        
          
          
        
        1710.00000000
        NS
        USD
        42237.00000000
        0.021311558046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348106
        
          
          
        
        1052.00000000
        NS
        USD
        262600.24000000
        0.132500420433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        9000000.00000000
        PA
        
        98194.59000000
        0.049546125545
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            9000000.00000000
            PLN
            98194.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        83490000.00000000
        PA
        
        43450.89000000
        0.021924051528
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            83490000.00000000
            THB
            43450.89000000
          
        
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
          
        
        24859.00000000
        NS
        
        143350.72000000
        0.072330591432
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        1085234.53000000
        PA
        
        2353.27000000
        0.001187391391
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                Swiss Market Index Futures
                Swiss Market Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-06-17
            0.00000000
            USD
            0.00000000
            USD
            1085234.53000000
            CHF
            2353.27000000
          
        
        
          N
          N
          N
        
      
      
        Diamondback Energy, Inc.
        549300R22LSX6OHWEN64
        Diamondback Energy, Inc.
        25278X109
        
          
          
        
        422.00000000
        NS
        USD
        57847.76000000
        0.029188292139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8084.46000000
        0.004079182673
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            2105000.00000000
            EUR
            2343336.52000000
            USD
            2022-06-15
            8084.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        83490000.00000000
        PA
        
        39747.26000000
        0.020055307874
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            83490000.00000000
            THB
            39747.26000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
          
        
        3531.00000000
        NS
        USD
        188555.40000000
        0.095139554232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3i Group plc
        35GDVHRBMFE7NWATNM84
        3i Group plc
        N/A
        
          
          
        
        1913.00000000
        NS
        
        34591.57000000
        0.017453897104
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BP plc
        213800LH1BZH3DI6G760
        BP plc
        N/A
        
          
          
        
        60980.00000000
        NS
        
        298947.25000000
        0.150840061350
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Associated British Foods plc
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods plc
        N/A
        
          
          
        
        702.00000000
        NS
        
        15249.65000000
        0.007694528521
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Uniper SE
        549300UXRTWGIBZQ4J67
        Uniper SE
        N/A
        
          
          
        
        1257.00000000
        NS
        
        32473.59000000
        0.016385226182
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2395.95000000
        -0.00120892647
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            555978.27000000
            USD
            499000.00000000
            EUR
            2022-06-15
            -2395.95000000
          
        
        
          N
          N
          N
        
      
      
        Cognex Corp.
        549300JQTYZCLC43S226
        Cognex Corp.
        192422103
        
          
          
        
        308.00000000
        NS
        USD
        23762.20000000
        0.011989712920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        N/A
        
          
          
        
        75.00000000
        NS
        
        27309.88000000
        0.013779768754
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class A
        904311107
        
          
          
        
        551.00000000
        NS
        USD
        9378.02000000
        0.004731875312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -5.57000000
        -0.00000281045
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            5158.00000000
            USD
            395000.00000000
            INR
            2022-06-15
            -5.57000000
          
        
        
          N
          N
          N
        
      
      
        Exact Sciences Corp.
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        30063P105
        
          
          
        
        521.00000000
        NS
        USD
        36428.32000000
        0.018380667571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class A
        65249B109
        
          
          
        
        2421.00000000
        NS
        USD
        53625.15000000
        0.027057686317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26250000.00000000
        PA
        
        -715158.29000000
        -0.36084801027
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            26250000.00000000
            AUD
            -715158.29000000
          
        
        
          N
          N
          N
        
      
      
        Ricoh Co. Ltd.
        549300HFIB2GRUMDID72
        Ricoh Co. Ltd.
        N/A
        
          
          
        
        1800.00000000
        NS
        
        15587.60000000
        0.007865048232
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Splunk, Inc.
        549300XGDSGBP6UEI867
        Splunk, Inc.
        848637104
        
          
          
        
        192.00000000
        NS
        USD
        28533.12000000
        0.014396979973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        37451.89000000
        0.018897131133
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            85259000.00000000
            JPY
            739156.14000000
            USD
            2022-06-15
            37451.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        20500000.00000000
        PA
        
        7822.41000000
        0.003946959887
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            20500000.00000000
            CNY
            7822.41000000
          
        
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        N/A
        
          
          
        
        884.00000000
        NS
        
        84047.64000000
        0.042407987275
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd.
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd., Class A
        465074201
        
          
          
        
        796.00000000
        NS
        
        4950.46000000
        0.002497857699
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        N/A
        
          
          
        
        203.00000000
        NS
        
        16519.31000000
        0.008335161918
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        39000000.00000000
        PA
        
        44531.30000000
        0.022469194896
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            39000000.00000000
            PLN
            44531.30000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        6344303.94000000
        PA
        
        -135897.77000000
        -0.06857005028
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                BOVESPA Index Futures
                BOVESPA Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-04-13
            0.00000000
            USD
            0.00000000
            USD
            6344303.94000000
            BRL
            -135897.77000000
          
        
        
          N
          N
          N
        
      
      
        S&P Global, Inc.
        Y6X4K52KMJMZE7I7MY94
        S&P Global, Inc.
        78409V104
        
          
          
        
        770.00000000
        NS
        USD
        315838.60000000
        0.159362943800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APA Corp.
        N/A
        APA Corp.
        03743Q108
        
          
          
        
        1056.00000000
        NS
        USD
        43644.48000000
        0.022021731395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co. KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co. KGaA
        N/A
        
          
          
        
        587.00000000
        NS
        
        39335.35000000
        0.019847470104
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
          
        
        1020.00000000
        NS
        USD
        325818.60000000
        0.164398560660
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
          
        
        3912.00000000
        NS
        USD
        344999.28000000
        0.174076572242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        908397.43000000
        PA
        USD
        -10992.67000000
        -0.00554658059
        N/A
        DE
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            
              
                MSCI Chile Net Return Index
                MSCI Chile Net Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2022-06-10
            0.00000000
            USD
            0.00000000
            USD
            908397.43000000
            USD
            -10992.67000000
          
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos., Inc. (The)
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos., Inc. (The)
        460690100
        
          
          
        
        3439.00000000
        NS
        USD
        121912.55000000
        0.061513516252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
          
        
        319.00000000
        NS
        USD
        35150.61000000
        0.017735972379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        -313.00000000
        NC
        USD
        1189877.72000000
        0.600377585961
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2022-06-30
            -35853171.88000000
            USD
            1189877.72000000
          
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp.
        549300ZLBKR8VSU25153
        Otis Worldwide Corp.
        68902V107
        
          
          
        
        1170.00000000
        NS
        USD
        90031.50000000
        0.045427268467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMC Corp.
        353800O40V08DOZ70X62
        SMC Corp.
        N/A
        
          
          
        
        100.00000000
        NS
        
        55899.41000000
        0.028205211567
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1336.50000000
        -0.00067435891
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            742094.73000000
            USD
            1004000.00000000
            SGD
            2022-06-15
            -1336.50000000
          
        
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB, Class A
        N/A
        
          
          
        
        1702.00000000
        NS
        
        39603.47000000
        0.019982755635
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Gecina SA
        9695003E4MMA10IBTR26
        Gecina SA
        N/A
        
          
          
        
        208.00000000
        NS
        
        26213.89000000
        0.013226764172
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kajima Corp.
        N/A
        Kajima Corp.
        N/A
        
          
          
        
        3300.00000000
        NS
        
        40150.16000000
        0.020258599460
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1400000.00000000
        PA
        
        -24757.44000000
        -0.01249188199
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            1400000.00000000
            SGD
            -24757.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -9732.96000000
        -0.00491096768
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            597000.00000000
            BRL
            113036.07000000
            USD
            2022-06-15
            -9732.96000000
          
        
        
          N
          N
          N
        
      
      
        Fortive Corp.
        549300MU9YQJYHDQEF63
        Fortive Corp.
        34959J108
        
          
          
        
        1110.00000000
        NS
        USD
        67632.30000000
        0.034125285585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hoya Corp.
        353800X4VR3BHEUCJB42
        Hoya Corp.
        N/A
        
          
          
        
        800.00000000
        NS
        
        91166.31000000
        0.045999860488
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class B
        35137L204
        
          
          
        
        2156.00000000
        NS
        USD
        78219.68000000
        0.039467368674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034109
        
          
          
        
        1528.00000000
        NS
        USD
        179753.92000000
        0.090698584184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135F101
        
          
          
        
        1244.00000000
        NS
        USD
        783321.92000000
        0.395241389476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Datadog, Inc.
        549300F6JNO0KRPO1K63
        Datadog, Inc., Class A
        23804L103
        
          
          
        
        315.00000000
        NS
        USD
        47713.05000000
        0.024074613127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ESR Cayman Ltd.
        549300C81AR42BZUFZ09
        ESR Cayman Ltd.
        N/A
        
          
          
        
        6800.00000000
        NS
        
        21072.48000000
        0.010632558673
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co. Ltd.
        529900TBXKVTQGYA3582
        Kyowa Kirin Co. Ltd.
        N/A
        
          
          
        
        900.00000000
        NS
        
        20937.53000000
        0.010564466840
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dynatrace, Inc.
        N/A
        Dynatrace, Inc.
        268150109
        
          
          
        
        1461.00000000
        NS
        USD
        68813.10000000
        0.034721082818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -270402.68000000
        -0.13643730404
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5068400.85000000
            USD
            582970000.00000000
            JPY
            2022-06-15
            -270402.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        18138.30000000
        0.009152057042
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            491108.37000000
            USD
            405739000.00000000
            CLP
            2022-06-15
            18138.30000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        64000000.00000000
        PA
        
        -2073981.10000000
        -1.04647036012
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            35311.83000000
            USD
            0.00000000
            USD
            64000000.00000000
            EUR
            -2073981.10000000
          
        
        
          N
          N
          N
        
      
      
        ANSYS, Inc.
        549300VJV8H15Z5FJ571
        ANSYS, Inc.
        03662Q105
        
          
          
        
        419.00000000
        NS
        USD
        133095.35000000
        0.067156030903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        N/A
        
          
          
        
        925.00000000
        NS
        
        24796.80000000
        0.012511741898
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Gas Co. Ltd.
        353800024KMNOPQRWZ02
        Osaka Gas Co. Ltd.
        N/A
        
          
          
        
        4500.00000000
        NS
        
        77112.81000000
        0.038908874362
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9670.89000000
        0.004879648971
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            835000.00000000
            GBP
            1106253.01000000
            USD
            2022-06-15
            9670.89000000
          
        
        
          N
          N
          N
        
      
      
        NatWest Group plc
        2138005O9XJIJN4JPN90
        NatWest Group plc
        N/A
        
          
          
        
        21676.00000000
        NS
        
        61220.39000000
        0.030890022850
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp.
        N/A
        Itochu Techno-Solutions Corp.
        N/A
        
          
          
        
        300.00000000
        NS
        
        7663.35000000
        0.003866702851
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABB Ltd.
        5493000LKVGOO9PELI61
        ABB Ltd. (Registered)
        N/A
        
          
          
        
        2717.00000000
        NS
        
        88141.43000000
        0.044473594283
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        London Stock Exchange Group plc
        213800QAUUUP6I445N30
        London Stock Exchange Group plc
        N/A
        
          
          
        
        858.00000000
        NS
        
        89472.77000000
        0.045145349609
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        N/A
        
          
          
        
        2458.00000000
        NS
        
        40889.05000000
        0.020631421799
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Northern Star Resources Ltd.
        254900XFXCRYYZAX6M78
        Northern Star Resources Ltd.
        N/A
        
          
          
        
        3554.00000000
        NS
        
        28672.59000000
        0.014467352466
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB, Class B
        N/A
        
          
          
        
        6493.00000000
        NS
        
        141081.46000000
        0.071185589035
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Alaska Air Group, Inc.
        529900G48RT4KWLC6C27
        Alaska Air Group, Inc.
        011659109
        
          
          
        
        364.00000000
        NS
        USD
        21115.64000000
        0.010654335950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        6126.00000000
        NS
        USD
        725073.36000000
        0.365850865349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Platforms, Inc.
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms, Inc., Class A
        30303M102
        
          
          
        
        6749.00000000
        NS
        USD
        1500707.64000000
        0.757213295949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic plc
        549300GX3ZBSQWUXY261
        Medtronic plc
        N/A
        
          
          
        
        3692.00000000
        NS
        USD
        409627.40000000
        0.206686036238
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        United Airlines Holdings, Inc.
        98450079DA0B78DD6764
        United Airlines Holdings, Inc.
        910047109
        
          
          
        
        941.00000000
        NS
        USD
        43624.76000000
        0.022011781258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9000000.00000000
        PA
        USD
        207123.69000000
        0.104508571685
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            9000000.00000000
            USD
            207123.69000000
          
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp.
        14040H105
        
          
          
        
        775.00000000
        NS
        USD
        101749.75000000
        0.051339955568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5966.36000000
        0.003010451203
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1465000.00000000
            AUD
            1103612.34000000
            USD
            2022-06-15
            5966.36000000
          
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Industries Ltd.
        549300BAFGM4RC74ZJ94
        Teva Pharmaceutical Industries Ltd.
        881624209
        
          
          
        
        2922.00000000
        NS
        USD
        27437.58000000
        0.013844202448
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp.
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp.
        N/A
        
          
          
        
        1300.00000000
        NS
        
        79351.91000000
        0.040038658902
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VMware, Inc.
        549300BUDHS3LRWBE814
        VMware, Inc., Class A
        928563402
        
          
          
        
        368.00000000
        NS
        USD
        41904.16000000
        0.021143616692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13917.39000000
        0.007022308990
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1771774000.00000000
            KRW
            1471373.37000000
            USD
            2022-06-15
            13917.39000000
          
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448C104
        
          
          
        
        2183.00000000
        NS
        USD
        100134.21000000
        0.050524801214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brother Industries Ltd.
        549300O5FACQ67KI6R92
        Brother Industries Ltd.
        114813108
        
          
          
        
        900.00000000
        NS
        
        16366.87000000
        0.008258245141
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HubSpot, Inc.
        529900BLNVEW0MVKJB37
        HubSpot, Inc.
        443573100
        
          
          
        
        79.00000000
        NS
        USD
        37520.26000000
        0.018931628641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings plc
        2138001P49OLAEU33T68
        Phoenix Group Holdings plc
        N/A
        
          
          
        
        3275.00000000
        NS
        
        26238.94000000
        0.013239403671
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP Renovaveis SA
        529900MUFAH07Q1TAX06
        EDP Renovaveis SA
        N/A
        
          
          
        
        4529.00000000
        NS
        
        116443.94000000
        0.058754215178
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        N/A
        
          
          
        
        1085.00000000
        NS
        
        725020.74000000
        0.365824314832
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
          
        
        1281.00000000
        NS
        USD
        417132.03000000
        0.210472653609
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson plc
        549300WHC56FF48KL350
        Willis Towers Watson plc
        N/A
        
          
          
        
        892.00000000
        NS
        USD
        210708.24000000
        0.106317231045
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sage Group plc (The)
        2138005RN5XYLTF8G138
        Sage Group plc (The)
        N/A
        
          
          
        
        5110.00000000
        NS
        
        46821.34000000
        0.023624682274
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2344.18000000
        -0.00118280484
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1272316.83000000
            USD
            1695000.00000000
            AUD
            2022-06-15
            -2344.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SET50 Index
        N/A
        
          
          
        
        -1278.00000000
        NC
        
        -31870.44000000
        -0.01608089428
        N/A
        DE
        
        TH
        N
        
        2
        
          
            
              Clearing Company (Thailand)
              5493006L9QU2265UKZ88
            
            Short
            
              
                SET50 Index
                SET50 Index
              
            
            2022-06-29
            -258902380.82000000
            THB
            -31870.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        28000000.00000000
        PA
        
        14257.84000000
        0.007194090129
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            28000000.00000000
            ZAR
            14257.84000000
          
        
        
          N
          N
          N
        
      
      
        Kubota Corp.
        549300CSY4INHEHQQT13
        Kubota Corp.
        N/A
        
          
          
        
        1600.00000000
        NS
        
        29990.82000000
        0.015132492868
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S, Class A
        N/A
        
          
          
        
        14.00000000
        NS
        
        41333.53000000
        0.020855693441
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp.
        549300U5Y5EL6PHYLF13
        IDEX Corp.
        45167R104
        
          
          
        
        196.00000000
        NS
        USD
        37579.08000000
        0.018961307497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rentokil Initial plc
        549300VN4WV7Z6T14K68
        Rentokil Initial plc
        N/A
        
          
          
        
        8845.00000000
        NS
        
        60928.61000000
        0.030742799174
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Alnylam Pharmaceuticals, Inc.
        529900S3ZI14OWRJII50
        Alnylam Pharmaceuticals, Inc.
        02043Q107
        
          
          
        
        328.00000000
        NS
        USD
        53559.12000000
        0.027024369505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realty Income Corp.
        549300CUWDAUZSH43859
        Realty Income Corp.
        756109104
        
          
          
        
        1908.00000000
        NS
        USD
        132224.40000000
        0.066716574941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investment AB Latour
        5493006GFBLNB3Y0Y789
        Investment AB Latour, Class B
        N/A
        
          
          
        
        138.00000000
        NS
        
        4381.10000000
        0.002210575252
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd.
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd.
        N/A
        
          
          
        
        4300.00000000
        NS
        
        112669.56000000
        0.056849773138
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Markel Corp.
        549300SCNO12JLWIK605
        Markel Corp.
        570535104
        
          
          
        
        48.00000000
        NS
        USD
        70811.52000000
        0.035729427252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hang Seng Bank Ltd.
        5493009Z5F07LWZYMK62
        Hang Seng Bank Ltd.
        N/A
        
          
          
        
        3200.00000000
        NS
        
        61544.81000000
        0.031053715718
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1056.66000000
        -0.00053315981
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            1117000.00000000
            SGD
            823073.77000000
            USD
            2022-06-15
            -1056.66000000
          
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline plc
        5493000HZTVUYLO1D793
        GlaxoSmithKline plc
        N/A
        
          
          
        
        13249.00000000
        NS
        
        286668.00000000
        0.144644310015
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Oil Corp.
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp.
        565849106
        
          
          
        
        2262.00000000
        NS
        USD
        56798.82000000
        0.028659027615
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group plc
        5493003JFSMOJG48V108
        Reckitt Benckiser Group plc
        N/A
        
          
          
        
        1923.00000000
        NS
        
        146697.91000000
        0.074019485860
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon, Inc.
        529900JH1GSC035SSP77
        Canon, Inc.
        N/A
        
          
          
        
        3400.00000000
        NS
        
        82871.58000000
        0.041814581707
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kikkoman Corp.
        529900T9K5UH9HXOND47
        Kikkoman Corp.
        N/A
        
          
          
        
        500.00000000
        NS
        
        33118.18000000
        0.016710467492
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Palantir Technologies, Inc.
        549300UVN46B3BBDHO85
        Palantir Technologies, Inc., Class A
        69608A108
        
          
          
        
        2366.00000000
        NS
        USD
        32485.18000000
        0.016391074158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ITOCHU Corp.
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp.
        N/A
        
          
          
        
        3300.00000000
        NS
        
        111625.67000000
        0.056323056696
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
          
        
        1125.00000000
        NS
        
        44870.81000000
        0.022640501738
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG (Preference)
        N/A
        
          
          
        
        280.00000000
        NS
        
        21688.25000000
        0.010943258252
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingspan Group plc
        635400HM7V74SUB9OG75
        Kingspan Group plc
        N/A
        
          
          
        
        430.00000000
        NS
        
        42031.14000000
        0.021207687096
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
          
        
        20665.00000000
        NS
        
        47297.34000000
        0.023864857988
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -46487.16000000
        -0.02345606479
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            14414000.00000000
            SEK
            1489403.14000000
            USD
            2022-06-15
            -46487.16000000
          
        
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd.
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd.
        N/A
        
          
          
        
        2233.00000000
        NS
        USD
        108121.86000000
        0.054555136385
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
          
        
        22286.00000000
        NS
        USD
        1043430.52000000
        0.526484601053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3, Inc.
        3538001UOKRWIODYM055
        M3, Inc.
        N/A
        
          
          
        
        700.00000000
        NS
        
        25281.20000000
        0.012756156007
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Novavax, Inc.
        529900J4GJHPEPQ23205
        Novavax, Inc.
        670002401
        
          
          
        
        290.00000000
        NS
        USD
        21358.50000000
        0.010776876021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insurance Australia Group Ltd.
        549300PFEWKNHRG25N08
        Insurance Australia Group Ltd.
        N/A
        
          
          
        
        4656.00000000
        NS
        
        15238.09000000
        0.007688695682
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet, Inc.
        549300O0QJWDBAS0QX03
        Fortinet, Inc.
        34959E109
        
          
          
        
        571.00000000
        NS
        USD
        195133.54000000
        0.098458691776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp.
        549300MIX43II8JLN536
        Liberty Broadband Corp., Class C
        530307305
        
          
          
        
        838.00000000
        NS
        USD
        113398.16000000
        0.057217403443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group, Inc.
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group, Inc.
        N/A
        
          
          
        
        3700.00000000
        NS
        
        116877.02000000
        0.058972734712
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Steel Corp.
        35380065QWQ4U2V3PA33
        Nippon Steel Corp.
        N/A
        
          
          
        
        1400.00000000
        NS
        
        24702.51000000
        0.012464165915
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co. Ltd.
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co. Ltd.
        N/A
        
          
          
        
        4400.00000000
        NS
        
        38549.89000000
        0.019451149902
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding, Inc.
        549300T64GVCHFJ8L449
        Ceridian HCM Holding, Inc.
        15677J108
        
          
          
        
        520.00000000
        NS
        USD
        35547.20000000
        0.017936080124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        734000000.00000000
        PA
        
        294432.29000000
        0.148561944246
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-15
            0.00000000
            USD
            0.00000000
            USD
            734000000.00000000
            MXN
            294432.29000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        28000000.00000000
        PA
        
        -110993.98000000
        -0.05600432435
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            28000000.00000000
            PLN
            -110993.98000000
          
        
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing Ltd.
        213800YTVSXYQN17BW16
        Hong Kong Exchanges & Clearing Ltd.
        N/A
        
          
          
        
        2100.00000000
        NS
        
        98433.98000000
        0.049666914755
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -144805.08000000
        -0.07306441906
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Credit Agricole
              1VUV7VQFKUOQSJ21A208
            
            7176384.00000000
            AUD
            5232074.80000000
            USD
            2022-06-15
            -144805.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10395.03000000
        0.005245028890
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            372124.54000000
            USD
            304770000.00000000
            CLP
            2022-06-15
            10395.03000000
          
        
        
          N
          N
          N
        
      
      
        Lumen Technologies, Inc.
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies, Inc.
        550241103
        
          
          
        
        2997.00000000
        NS
        USD
        33776.19000000
        0.017042480142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Utilities Group plc
        2138002IEYQAOC88ZJ59
        United Utilities Group plc
        N/A
        
          
          
        
        11749.00000000
        NS
        
        173010.10000000
        0.087295849345
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mazda Motor Corp.
        52990044YZJLICDQKK92
        Mazda Motor Corp.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        8820.72000000
        0.004450677990
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -44790.14000000
        -0.02259979800
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            13208000.00000000
            ZAR
            850617.51000000
            USD
            2022-06-15
            -44790.14000000
          
        
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class A
        25470F104
        
          
          
        
        2566.00000000
        NS
        USD
        63944.72000000
        0.032264640293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        N/A
        
          
          
        
        1377.00000000
        NS
        
        59849.92000000
        0.030198523668
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nintendo Co. Ltd.
        353800FEEXU6I9M0ZF27
        Nintendo Co. Ltd.
        N/A
        
          
          
        
        300.00000000
        NS
        
        151428.62000000
        0.076406464120
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group, Inc.
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group, Inc.
        744573106
        
          
          
        
        8400.00000000
        NS
        USD
        588000.00000000
        0.296687646647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class B
        65249B208
        
          
          
        
        356.00000000
        NS
        USD
        8017.12000000
        0.004045204873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBEX 35 Index
        N/A
        
          
          
          
        
        20.00000000
        NC
        
        32351.57000000
        0.016323658450
        N/A
        DE
        
        ES
        N
        
        2
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Long
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2022-04-14
            1674094.36000000
            EUR
            32351.57000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
          
        
        405.00000000
        NS
        
        46674.06000000
        0.023550369083
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Elia Group SA/NV
        549300S1MP1NFDIKT460
        Elia Group SA/NV
        N/A
        
          
          
        
        739.00000000
        NS
        
        112749.95000000
        0.056890335587
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        N/A
        
          
          
        
        2836.00000000
        NS
        
        143062.63000000
        0.072185229622
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        N/A
        
          
          
        
        2700.00000000
        NS
        
        299236.01000000
        0.150985761223
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd.
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd.
        N/A
        
          
          
        
        15000.00000000
        NS
        
        109686.15000000
        0.055344431485
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Australia 10 Year Bonds
        N/A
        
          
          
        
        150.00000000
        NC
        
        -45190.43000000
        -0.02280177266
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2022-06-15
            19011454.50000000
            AUD
            -45190.43000000
          
        
        
          N
          N
          N
        
      
      
        Diageo plc
        213800ZVIELEA55JMJ32
        Diageo plc
        N/A
        
          
          
        
        6510.00000000
        NS
        
        330217.01000000
        0.166617870033
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc.
        64110L106
        
          
          
        
        2241.00000000
        NS
        USD
        839456.19000000
        0.423565104549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -63227.91000000
        -0.03190295887
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            14591811.66000000
            USD
            13096089.00000000
            EUR
            2022-06-15
            -63227.91000000
          
        
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co.
        54930049QLLMPART6V29
        Arthur J Gallagher & Co.
        363576109
        
          
          
        
        1539.00000000
        NS
        USD
        268709.40000000
        0.135582924350
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubu Electric Power Co., Inc.
        529900A76GOP0PGNHT63
        Chubu Electric Power Co., Inc.
        N/A
        
          
          
        
        7800.00000000
        NS
        
        80728.73000000
        0.040733362109
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NEC Corp.
        5493000QYMPFRTEY4K28
        NEC Corp.
        N/A
        
          
          
        
        500.00000000
        NS
        
        21005.35000000
        0.010598686834
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
          
        
        2428.00000000
        NS
        USD
        129048.20000000
        0.065113957078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        N/A
        
          
          
        
        1633.00000000
        NS
        
        80227.08000000
        0.040480244154
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Olympus Corp.
        5299000Y52IFDI1I2A21
        Olympus Corp.
        N/A
        
          
          
        
        2100.00000000
        NS
        
        39800.44000000
        0.020082140950
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dexcom, Inc.
        549300YSK3QDSFR5EU59
        Dexcom, Inc.
        252131107
        
          
          
        
        232.00000000
        NS
        USD
        118691.20000000
        0.059888117016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Activision Blizzard, Inc.
        549300TPQQDBP9GNOF40
        Activision Blizzard, Inc.
        00507V109
        
          
          
        
        2940.00000000
        NS
        USD
        235523.40000000
        0.118838236864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        949746101
        
          
          
        
        7478.00000000
        NS
        USD
        362383.88000000
        0.182848334252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockwell Automation, Inc.
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation, Inc.
        773903109
        
          
          
        
        143.00000000
        NS
        USD
        40044.29000000
        0.020205180547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Z Holdings Corp.
        52990078MD2OL792YM35
        Z Holdings Corp.
        N/A
        
          
          
        
        6100.00000000
        NS
        
        26370.86000000
        0.013305966655
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Taisei Corp.
        529900TF7XJKIOWMLQ79
        Taisei Corp.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        34642.93000000
        0.017479811861
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        409215.51000000
        PA
        USD
        -32492.77000000
        -0.01639490385
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Citibank
              E57ODZWZ7FF32TWEFA76
            
            
              
                MSCI Chile Net Return Index
                MSCI Chile Net Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2022-06-10
            0.00000000
            USD
            0.00000000
            USD
            409215.51000000
            USD
            -32492.77000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        45573575.06000000
        PA
        
        9591.99000000
        0.004839838332
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                TAIEX Index Futures
                TAIEX Index Futures
              
            
            Y
            
              
                
              
            
            
            2022-04-20
            0.00000000
            USD
            0.00000000
            USD
            45573575.06000000
            TWD
            9591.99000000
          
        
        
          N
          N
          N
        
      
      
        Rohm Co. Ltd.
        5493009V2FGDEP7JFE59
        Rohm Co. Ltd.
        N/A
        
          
          
        
        300.00000000
        NS
        
        23291.99000000
        0.011752458671
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities, Inc.
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities, Inc.
        015271109
        
          
          
        
        453.00000000
        NS
        USD
        91166.25000000
        0.045999830214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WPP plc
        549300LSGBXPYHXGDT93
        WPP plc
        N/A
        
          
          
        
        3212.00000000
        NS
        
        42038.97000000
        0.021211637885
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WR Berkley Corp.
        SQOAGCLKBDWNVYV1OV80
        WR Berkley Corp.
        084423102
        
          
          
        
        2182.00000000
        NS
        USD
        145299.38000000
        0.073313828421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group, Inc.
        N/A
        
          
          
        
        30200.00000000
        NS
        
        186670.44000000
        0.094188458405
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        76.55000000
        0.000038624896
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            120185.99000000
            USD
            163000.00000000
            SGD
            2022-06-15
            76.55000000
          
        
        
          N
          N
          N
        
      
      
        Starbucks Corp.
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp.
        855244109
        
          
          
        
        2075.00000000
        NS
        USD
        188762.75000000
        0.095244176993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Ltd.
        353800TJ98PCAZROVE69
        Mitsubishi Heavy Industries Ltd.
        N/A
        
          
          
        
        800.00000000
        NS
        
        26260.92000000
        0.013250494138
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        N/A
        
          
          
        
        2702.00000000
        NS
        
        43743.98000000
        0.022071936192
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        N/A
        
          
          
        
        1724.00000000
        NS
        
        39431.61000000
        0.019896040092
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo, Inc.
        713448108
        
          
          
        
        2843.00000000
        NS
        USD
        475861.34000000
        0.240105750162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings, Inc.
        N/A
        Bandai Namco Holdings, Inc.
        N/A
        
          
          
        
        200.00000000
        NS
        
        15165.90000000
        0.007652270714
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning, Inc.
        549300X2937PB0CJ7I56
        Corning, Inc.
        219350105
        
          
          
        
        3779.00000000
        NS
        USD
        139482.89000000
        0.070378997247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        73000000.00000000
        PA
        
        -40487.98000000
        -0.02042905357
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            73000000.00000000
            TWD
            -40487.98000000
          
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB, Class B
        N/A
        
          
          
        
        822.00000000
        NS
        
        14840.74000000
        0.007488204464
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932107
        
          
          
        
        6685.00000000
        NS
        USD
        306574.10000000
        0.154688347367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barry Callebaut AG
        213800Y5RWKLDPUTT265
        Barry Callebaut AG (Registered)
        N/A
        
          
          
        
        16.00000000
        NS
        
        37511.24000000
        0.018927077412
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co. Ltd.
        529900G26L4NG4GFJZ86
        Ono Pharmaceutical Co. Ltd.
        N/A
        
          
          
        
        1400.00000000
        NS
        
        35091.56000000
        0.017706177472
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        N/A
        
          
          
        
        1970.00000000
        NS
        
        19504.25000000
        0.009841275564
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Daimler Truck Holding AG
        529900PW78JIYOUBSR24
        Daimler Truck Holding AG
        N/A
        
          
          
        
        497.00000000
        NS
        
        13784.30000000
        0.006955155659
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp.
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp., Class A
        192446102
        
          
          
        
        1444.00000000
        NS
        USD
        129483.48000000
        0.065333586668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI EAFE E-Mini Index
        N/A
        
          
          
        
        -344.00000000
        NC
        USD
        -2068983.96000000
        -1.04394894905
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                MSCI EAFE E-Mini Index
                MSDUEAFE Index
              
            
            2022-06-17
            -36883680.00000000
            USD
            -2068983.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        56712000.00000000
        PA
        
        1693.94000000
        0.000854712707
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            56712000.00000000
            CNY
            1693.94000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625H100
        
          
          
        
        6932.00000000
        NS
        USD
        944970.24000000
        0.476804416084
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Corp.
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp.
        N/A
        
          
          
        
        2600.00000000
        NS
        
        97569.53000000
        0.049230738503
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        N/A
        
          
          
        
        3177.00000000
        NS
        
        10067.92000000
        0.005079978726
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        NTT Data Corp.
        353800SZGJGSLJRRWB43
        NTT Data Corp.
        N/A
        
          
          
        
        2300.00000000
        NS
        
        45200.23000000
        0.022806717460
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services, Inc.
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services, Inc.
        445658107
        
          
          
        
        169.00000000
        NS
        USD
        33933.51000000
        0.017121859225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc., Class B
        084670702
        
          
          
        
        5885.00000000
        NS
        USD
        2076875.35000000
        1.047930714238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        38000000.00000000
        PA
        
        26291.87000000
        0.013266110605
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            38000000.00000000
            ZAR
            26291.87000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
          
        
        3099.00000000
        NS
        USD
        270852.60000000
        0.136664320548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Holdings, Inc.
        549300B3CEAHYG7K8164
        Nomura Holdings, Inc.
        N/A
        
          
          
        
        11100.00000000
        NS
        
        46684.01000000
        0.023555389562
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        Unilever plc
        N/A
        
          
          
        
        7085.00000000
        NS
        
        321678.78000000
        0.162309728256
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bechtle AG
        529900HA2QT774RUXW59
        Bechtle AG
        N/A
        
          
          
        
        255.00000000
        NS
        
        14356.56000000
        0.007243901361
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG Industries, Inc.
        693506107
        
          
          
        
        2159.00000000
        NS
        USD
        282980.13000000
        0.142783518397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
          
        
        4119.00000000
        NS
        USD
        528673.65000000
        0.266753301127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -17000.87000000
        -0.00857814304
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            3755000.00000000
            PLN
            870161.22000000
            USD
            2022-06-15
            -17000.87000000
          
        
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
          
        
        414.00000000
        NS
        USD
        54486.54000000
        0.027492318582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        9000000.00000000
        PA
        USD
        263224.04000000
        0.132815171715
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            16281.00000000
            USD
            0.00000000
            USD
            9000000.00000000
            USD
            263224.04000000
          
        
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
          
        
        2229.00000000
        NS
        
        103894.63000000
        0.052422199445
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        Advanced Micro Devices, Inc.
        007903107
        
          
          
        
        4049.00000000
        NS
        USD
        442717.66000000
        0.223382416113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        N/A
        
          
          
        
        6657.00000000
        NS
        
        64678.60000000
        0.032634934732
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Energy Corp.
        N/A
        Constellation Energy Corp.
        21037T109
        
          
          
        
        3727.00000000
        NS
        USD
        209643.75000000
        0.105780120445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7330.94000000
        -0.00369897846
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1466376.13000000
            USD
            1111000.00000000
            GBP
            2022-06-15
            -7330.94000000
          
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB, Class B
        N/A
        
          
          
        
        1466.00000000
        NS
        
        66482.42000000
        0.033545089682
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S, Class B
        N/A
        
          
          
        
        3732.00000000
        NS
        
        413939.05000000
        0.208861569047
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Bentley Systems, Inc.
        549300WVEHPGE0Z56F71
        Bentley Systems, Inc., Class B
        08265T208
        
          
          
        
        180.00000000
        NS
        USD
        7952.40000000
        0.004012549049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings, Inc.
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings, Inc., Class A
        00165C104
        
          
          
        
        5397.00000000
        NS
        USD
        132982.08000000
        0.067098878165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Holcim Ltd.
        529900EHPFPYHV6IQO98
        Holcim Ltd.
        N/A
        
          
          
        
        354.00000000
        NS
        
        17217.42000000
        0.008687407859
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nibe Industrier AB
        549300ZQH0FIF1P0MX67
        Nibe Industrier AB, Class B
        N/A
        
          
          
        
        4673.00000000
        NS
        
        51798.14000000
        0.026135830369
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        UOL Group Ltd.
        254900O9PRCWTMR86R25
        UOL Group Ltd.
        N/A
        
          
          
        
        5600.00000000
        NS
        
        28995.33000000
        0.014630197655
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        HP, Inc.
        WHKXQACZ14C5XRO8LW03
        HP, Inc.
        40434L105
        
          
          
        
        5344.00000000
        NS
        USD
        193987.20000000
        0.097880282054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Vertex Pharmaceuticals, Inc.
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals, Inc.
        92532F100
        
          
          
        
        1243.00000000
        NS
        USD
        324385.71000000
        0.163675566166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Building Fund, Inc.
        52990053R8NL2MB32172
        Nippon Building Fund, Inc.
        N/A
        
          
          
        
        8.00000000
        NS
        
        45382.59000000
        0.022898730996
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        108860.11000000
        0.054927635798
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            4684080.54000000
            USD
            5993000.00000000
            CAD
            2022-06-15
            108860.11000000
          
        
        
          N
          N
          N
        
      
      
        EVRAZ CASH ASSENTED
        N/A
        EVRAZ CASH ASSENTED
        N/A
        
          
        
        2637.00000000
        NS
        USD
        26.37000000
        0.000013305532
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hang Lung Properties Ltd.
        529900CIVTNMXQT59E61
        Hang Lung Properties Ltd.
        N/A
        
          
          
        
        3000.00000000
        NS
        
        6046.73000000
        0.003051003560
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices, Inc.
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices, Inc.
        032654105
        
          
          
        
        1362.00000000
        NS
        USD
        224975.16000000
        0.113515902677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        N/A
        
          
          
        
        276.00000000
        NS
        
        31430.33000000
        0.015858827620
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        N/A
        
          
          
        
        1030.00000000
        NS
        
        50542.02000000
        0.025502028861
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        British Land Co. plc (The)
        RV5B68J2GV3QGMRPW209
        British Land Co. plc (The)
        N/A
        
          
          
        
        3170.00000000
        NS
        
        21948.63000000
        0.011074638404
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        6013.00000000
        NS
        USD
        248397.03000000
        0.125333895008
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd.
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd.
        N/A
        
          
          
        
        1199.00000000
        NS
        
        181329.73000000
        0.091493691940
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials, Inc.
        41BNNE1AFPNAZELZ6K07
        Applied Materials, Inc.
        038222105
        
          
          
        
        3517.00000000
        NS
        USD
        463540.60000000
        0.233889064183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        29388000.00000000
        PA
        
        5632.40000000
        0.002841944729
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            29388000.00000000
            CNY
            5632.40000000
          
        
        
          N
          N
          N
        
      
      
        National Grid plc
        8R95QZMKZLJX5Q2XR704
        National Grid plc
        N/A
        
          
          
        
        23002.00000000
        NS
        
        353499.76000000
        0.178365666471
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Wix.com Ltd.
        5493008P6N29Q1AG9464
        Wix.com Ltd.
        N/A
        
          
          
        
        186.00000000
        NS
        USD
        19429.56000000
        0.009803589169
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        26380000.00000000
        PA
        
        -554442.60000000
        -0.27975556155
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            26380000.00000000
            AUD
            -554442.60000000
          
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        N/A
        
          
          
        
        1501.00000000
        NS
        
        593888.46000000
        0.299658791783
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE (Registered)
        N/A
        
          
          
        
        1179.00000000
        NS
        
        281554.83000000
        0.142064353596
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Denso Corp.
        549300RYPA10CQM3QK38
        Denso Corp.
        N/A
        
          
          
        
        900.00000000
        NS
        
        57420.11000000
        0.028972512425
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GPT Group (The)
        N/A
        GPT Group (The)
        N/A
        
          
          
        
        3096.00000000
        NS
        
        11942.23000000
        0.006025700874
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        27000000.00000000
        PA
        
        210291.13000000
        0.106106769507
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            27000000.00000000
            PLN
            210291.13000000
          
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB, Class A
        N/A
        
          
          
        
        5326.00000000
        NS
        
        113917.08000000
        0.057479235337
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
          
        
        444.00000000
        NS
        USD
        68260.56000000
        0.034442287253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        WIG20 Index
        N/A
        
          
          
          
        
        253.00000000
        NC
        
        157882.71000000
        0.079663009653
        N/A
        DE
        
        PL
        N
        
        2
        
          
            
              KDPW-National Depository For Securities
              259400L3KBYEVNHEJF55
            
            Long
            
              
                WIG20 Index
                PL9999999987
              
            
            2022-06-17
            10883201.27000000
            PLN
            157882.71000000
          
        
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
          
        
        9749.00000000
        NS
        USD
        464344.87000000
        0.234294875362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown plc
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown plc
        N/A
        
          
          
        
        773.00000000
        NS
        
        10188.77000000
        0.005140956111
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        KDDI Corp.
        5299003FU7V4I45FU310
        KDDI Corp.
        N/A
        
          
          
        
        3000.00000000
        NS
        
        98359.93000000
        0.049629551285
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances, Inc.
        459506101
        
          
          
        
        2106.00000000
        NS
        USD
        276580.98000000
        0.139554693985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
          
        
        6379.00000000
        NS
        USD
        1038692.57000000
        0.524093969700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        75933000.00000000
        PA
        
        -12692.20000000
        -0.00640411385
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            75933000.00000000
            THB
            -12692.20000000
          
        
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523100
        
          
          
        
        290.00000000
        NS
        USD
        69486.90000000
        0.035061062642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        86020000.00000000
        PA
        
        46039.54000000
        0.023230208801
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            86020000.00000000
            THB
            46039.54000000
          
        
        
          N
          N
          N
        
      
      
        Duke Realty Corp.
        254900E47KH1NFFKNF25
        Duke Realty Corp.
        264411505
        
          
          
        
        1197.00000000
        NS
        USD
        69497.82000000
        0.035066572556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vivendi SE
        969500FU4DRAEVJW7U54
        Vivendi SE
        N/A
        
          
          
        
        4811.00000000
        NS
        
        62853.41000000
        0.031713997103
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
          
        
        2332.00000000
        NS
        
        27864.04000000
        0.014059381723
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB, Class B
        N/A
        
          
          
        
        2860.00000000
        NS
        
        76875.61000000
        0.038789190162
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings plc
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings plc
        N/A
        
          
          
        
        605.00000000
        NS
        USD
        54389.50000000
        0.027443355029
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        7000000.00000000
        PA
        
        -96877.63000000
        -0.04888162594
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            7000000.00000000
            AUD
            -96877.63000000
          
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        Stanley Black & Decker, Inc.
        854502101
        
          
          
        
        602.00000000
        NS
        USD
        84153.58000000
        0.042461441508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings, Inc.
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings, Inc.
        98956P102
        
          
          
        
        301.00000000
        NS
        USD
        38497.90000000
        0.019424917265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Airlines Group, Inc.
        N/A
        American Airlines Group, Inc.
        02376R102
        
          
          
        
        1881.00000000
        NS
        USD
        34328.25000000
        0.017321033513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216101
        
          
          
        
        4366.00000000
        NS
        USD
        165340.42000000
        0.083425952560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB, Class A
        N/A
        
          
          
        
        3441.00000000
        NS
        
        37200.14000000
        0.018770105427
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Erie Indemnity Co.
        549300WA5KP94KRUFZ80
        Erie Indemnity Co., Class A
        29530P102
        
          
          
        
        290.00000000
        NS
        USD
        51077.70000000
        0.025772317362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
          
        
        3932.00000000
        NS
        USD
        393200.00000000
        0.198397249425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd.
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd.
        N/A
        
          
          
        
        8223.00000000
        NS
        
        168497.55000000
        0.085018948257
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        RPM International, Inc.
        549300TJCKW4BRXPJ474
        RPM International, Inc.
        749685103
        
          
          
        
        350.00000000
        NS
        USD
        28504.00000000
        0.014382286870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -22978.05000000
        -0.01159405370
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Toronto Dominion Bank
              PT3QB789TSUIDF371261
            
            2284000.00000000
            CAD
            1803665.77000000
            USD
            2022-06-15
            -22978.05000000
          
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
          
        
        1399.00000000
        NS
        USD
        258255.40000000
        0.130308140918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sinch AB
        549300UXY7QM6IDCGI12
        Sinch AB
        N/A
        
          
          
        
        964.00000000
        NS
        
        6538.30000000
        0.003299035442
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Buxl
        N/A
        
          
          
          
        
        -70.00000000
        NC
        
        1410927.12000000
        0.711912664667
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                N/A
                EUR Currency
                
                  
                
              
            
            2022-06-08
            -13034000.00000000
            EUR
            1410927.12000000
          
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
          
        
        14373.00000000
        NS
        
        166987.67000000
        0.084257106856
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Lehman Brothers Holdings, Inc.
        549300FDK6ZP3YIHRJ47
        Lehman Brothers Holdings, Inc.
        N/A
        
          
          
        
        25000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2017-11-01
          Fixed
          6.75000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions, Inc.
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions, Inc.
        11133T103
        
          
          
        
        252.00000000
        NS
        USD
        39238.92000000
        0.019798814339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp. (The)
        549300VSGCJ7E698NM85
        Charles Schwab Corp. (The)
        808513105
        
          
          
        
        3310.00000000
        NS
        USD
        279066.10000000
        0.140808613041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co. Ltd.
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co. Ltd.
        N/A
        
          
          
        
        1900.00000000
        NS
        
        63400.01000000
        0.031989795517
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        87000000.00000000
        PA
        
        1873514.68000000
        0.945320852669
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            22038.24000000
            USD
            87000000.00000000
            GBP
            1873514.68000000
          
        
        
          N
          N
          N
        
      
      
        Lennar Corp.
        529900G61XVRLX5TJX09
        Lennar Corp., Class A
        526057104
        
          
          
        
        6493.00000000
        NS
        USD
        527036.81000000
        0.265927399414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBEX 35 Index
        N/A
        
          
          
          
        
        -326.00000000
        NC
        
        -608949.04000000
        -0.30725792109
        N/A
        DE
        
        ES
        N
        
        2
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Short
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2022-04-14
            -27287738.11000000
            EUR
            -608949.04000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG (Registered)
        N/A
        
          
          
        
        4217.00000000
        NS
        
        33196.71000000
        0.016750091439
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ASX Ltd.
        N/A
        ASX Ltd.
        N/A
        
          
          
        
        602.00000000
        NS
        
        36619.75000000
        0.018477257565
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd.
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd.
        N/A
        
          
          
        
        1700.00000000
        NS
        
        55466.40000000
        0.027986727353
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global, Class B
        92556H206
        
          
          
        
        5420.00000000
        NS
        USD
        204930.20000000
        0.103401800620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Akamai Technologies, Inc.
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies, Inc.
        00971T101
        
          
          
        
        251.00000000
        NS
        USD
        29966.89000000
        0.015120418488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        N/A
        
          
          
        
        765.00000000
        NS
        
        59901.99000000
        0.030224796671
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        N/A
        
          
          
        
        3354.00000000
        NS
        
        19166.00000000
        0.009670604482
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        N/A
        
          
          
        
        100.00000000
        NS
        
        8747.45000000
        0.004413708086
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp.
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp.
        28176E108
        
          
          
        
        1432.00000000
        NS
        USD
        168575.04000000
        0.085058047450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        N/A
        
          
          
        
        124.00000000
        NS
        
        54231.55000000
        0.027363658067
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology, Inc.
        B3DXGBC8GAIYWI2Z0172
        Micron Technology, Inc.
        595112103
        
          
          
        
        1839.00000000
        NS
        USD
        143239.71000000
        0.072274579024
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10267.37000000
        0.005180615378
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            779815.11000000
            USD
            15924000.00000000
            MXN
            2022-06-15
            10267.37000000
          
        
        
          N
          N
          N
        
      
      
        Banco Bilbao Vizcaya Argentaria SA
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        N/A
        
          
          
        
        12712.00000000
        NS
        
        72584.64000000
        0.036624091878
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        N/A
        
          
          
        
        3602.00000000
        NS
        
        115492.67000000
        0.058274232087
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        17000000.00000000
        PA
        
        134973.58000000
        0.068103730969
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            17000000.00000000
            PLN
            134973.58000000
          
        
        
          N
          N
          N
        
      
      
        Segro plc
        213800XC35KGM9NFC641
        Segro plc
        N/A
        
          
          
        
        3824.00000000
        NS
        
        67222.29000000
        0.033918406500
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Verisk Analytics, Inc.
        549300I1YSWNIRKBWP67
        Verisk Analytics, Inc.
        92345Y106
        
          
          
        
        95.00000000
        NS
        USD
        20389.85000000
        0.010288123489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teledyne Technologies, Inc.
        549300VSMO9KYQWDND94
        Teledyne Technologies, Inc.
        879360105
        
          
          
        
        216.00000000
        NS
        USD
        102088.08000000
        0.051510667017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC plc
        213800UPS1QEE4TD3T45
        DCC plc
        N/A
        
          
          
        
        961.00000000
        NS
        
        74414.12000000
        0.037547194115
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Organon & Co.
        549300AMCKY57OK2CO56
        Organon & Co.
        68622V106
        
          
          
        
        737.00000000
        NS
        USD
        25743.41000000
        0.012989373689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings, Inc.
        5299009QN2NZ191KLS29
        Tokio Marine Holdings, Inc.
        N/A
        
          
          
        
        2000.00000000
        NS
        
        116386.50000000
        0.058725232630
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingersoll Rand, Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand, Inc.
        45687V106
        
          
          
        
        1417.00000000
        NS
        USD
        71345.95000000
        0.035999085039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swire Properties Ltd.
        5299001L12PHYVQ92465
        Swire Properties Ltd.
        N/A
        
          
          
        
        7800.00000000
        NS
        
        19275.37000000
        0.009725789393
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
          
        
        2550.00000000
        NS
        
        145504.47000000
        0.073417310852
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEXX Laboratories, Inc.
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories, Inc.
        45168D104
        
          
          
        
        144.00000000
        NS
        USD
        78776.64000000
        0.039748394442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T. Rowe Price Group, Inc.
        549300SIV6FPS9Y7IH33
        T. Rowe Price Group, Inc.
        74144T108
        
          
          
        
        160.00000000
        NS
        USD
        24190.40000000
        0.012205770148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris, Inc.
        254900ZZTSW7NL773X71
        Viatris, Inc.
        92556V106
        
          
          
        
        15276.00000000
        NS
        USD
        166202.88000000
        0.083861124716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Motor Corp.
        5493006W3QUS5LMH6R84
        Toyota Motor Corp.
        N/A
        
          
          
        
        27900.00000000
        NS
        
        503260.33000000
        0.253930481222
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co. (The)
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co. (The)
        191216100
        
          
          
        
        7336.00000000
        NS
        USD
        454832.00000000
        0.229494958673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrovial SA
        95980020140005757903
        Ferrovial SA
        N/A
        
          
          
        
        2651.00000000
        NS
        
        70502.98000000
        0.035573746969
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours, Inc.
        5493004JF0SDFLM8GD76
        DuPont de Nemours, Inc.
        26614N102
        
          
          
        
        2392.00000000
        NS
        USD
        176003.36000000
        0.088806161021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar, Inc.
        WRJR7GS4GTRECRRTVX92
        Caterpillar, Inc.
        149123101
        
          
          
        
        2047.00000000
        NS
        USD
        456112.54000000
        0.230141081801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genmab A/S
        529900MTJPDPE4MHJ122
        Genmab A/S
        N/A
        
          
          
        
        127.00000000
        NS
        
        45866.45000000
        0.023142872637
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp.
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp., Class A
        989207105
        
          
          
        
        240.00000000
        NS
        USD
        99288.00000000
        0.050097828333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 E-Mini Index
        N/A
        
          
          
        
        16.00000000
        NC
        USD
        201078.90000000
        0.101458546992
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2022-06-17
            3624600.00000000
            USD
            201078.90000000
          
        
        
          N
          N
          N
        
      
      
        Fuji Electric Co. Ltd.
        5299000HVNGZZTYYM906
        Fuji Electric Co. Ltd.
        N/A
        
          
          
        
        200.00000000
        NS
        
        9968.17000000
        0.005029647786
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        12684225600.00000000
        PA
        
        -396827.19000000
        -0.20022742368
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                KOSPI 200 Index Futures
                KOSPI 200 Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-06-09
            0.00000000
            USD
            0.00000000
            USD
            12684225600.00000000
            KRW
            -396827.19000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings, Inc.
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings, Inc.
        78467J100
        
          
          
        
        674.00000000
        NS
        USD
        50563.48000000
        0.025512856951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
          
        
        2039.00000000
        NS
        USD
        347486.38000000
        0.175331490347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terumo Corp.
        353800JX1R4582QVK932
        Terumo Corp.
        N/A
        
          
          
        
        1200.00000000
        NS
        
        36310.22000000
        0.018321077756
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
          
        
        3071.00000000
        NS
        
        103892.04000000
        0.052420892607
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Welltower, Inc.
        T6IZ0MBEG5ACZDTR7D06
        Welltower, Inc.
        95040Q104
        
          
          
        
        1474.00000000
        NS
        USD
        141710.36000000
        0.071502913629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coterra Energy, Inc.
        FCNMH6O7VWU7LHXMK351
        Coterra Energy, Inc.
        127097103
        
          
          
        
        1841.00000000
        NS
        USD
        49651.77000000
        0.025052834682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WiseTech Global Ltd.
        254900VE3AF301Q85K83
        WiseTech Global Ltd.
        N/A
        
          
          
        
        613.00000000
        NS
        
        23072.57000000
        0.011641745740
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co. Ltd.
        5299003D9N4JBS256X18
        Japan Post Holdings Co. Ltd.
        N/A
        
          
          
        
        9400.00000000
        NS
        
        69035.92000000
        0.034833511290
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services, Inc.
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services, Inc.
        955306105
        
          
          
        
        231.00000000
        NS
        USD
        94874.01000000
        0.047870657746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow, Inc.
        549300HJTQM36M0E1G39
        ServiceNow, Inc.
        81762P102
        
          
          
        
        885.00000000
        NS
        USD
        492847.65000000
        0.248676546657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        116300000.00000000
        PA
        
        41923.60000000
        0.021153425549
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            116300000.00000000
            CNY
            41923.60000000
          
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp.
        54930036C8MWP850MI84
        Norfolk Southern Corp.
        655844108
        
          
          
        
        727.00000000
        NS
        USD
        207354.94000000
        0.104625253689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076C106
        
          
          
        
        409.00000000
        NS
        USD
        122847.24000000
        0.061985133559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co. Ltd.
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co. Ltd.
        N/A
        
          
          
        
        5200.00000000
        NS
        
        148159.57000000
        0.074756996856
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        227611.70000000
        PA
        
        -14142.42000000
        -0.00713585256
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            
              
                Swiss Market Index Futures
                Swiss Market Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-06-17
            0.00000000
            USD
            0.00000000
            USD
            227611.70000000
            CHF
            -14142.42000000
          
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities, Inc.
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities, Inc.
        053484101
        
          
          
        
        480.00000000
        NS
        USD
        119217.60000000
        0.060153723100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        119000000.00000000
        PA
        USD
        3680308.62000000
        1.856976366336
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            26484.00000000
            USD
            119000000.00000000
            USD
            3680308.62000000
          
        
        
          N
          N
          N
        
      
      
        Geberit AG
        52990093Z5OHD6T7BS47
        Geberit AG (Registered)
        N/A
        
          
          
        
        206.00000000
        NS
        
        126990.08000000
        0.064075489766
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Real Estate Master Fund, Inc.
        353800TNNZOQ1CPZE086
        Nomura Real Estate Master Fund, Inc.
        N/A
        
          
          
        
        13.00000000
        NS
        
        17184.80000000
        0.008670948758
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swire Pacific Ltd.
        549300KZOZHII0DGF611
        Swire Pacific Ltd., Class A
        N/A
        
          
          
        
        500.00000000
        NS
        
        3040.56000000
        0.001534177875
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Lear Corp.
        549300UPNBTXA1SYTQ33
        Lear Corp.
        521865204
        
          
          
        
        267.00000000
        NS
        USD
        38071.53000000
        0.019209783401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings, Inc.
        549300W3R20NM4KQPH86
        IQVIA Holdings, Inc.
        46266C105
        
          
          
        
        859.00000000
        NS
        USD
        198609.39000000
        0.100212504287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        N/A
        
          
          
        
        386.00000000
        NS
        
        190645.38000000
        0.096194097170
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Fudosan Co. Ltd.
        353800ND4ZKNZDYKMF33
        Mitsui Fudosan Co. Ltd.
        N/A
        
          
          
        
        2400.00000000
        NS
        
        51365.57000000
        0.025917568166
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co. (The)
        742718109
        
          
          
        
        3310.00000000
        NS
        USD
        505768.00000000
        0.255195778349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
          
        
        3775.00000000
        NS
        
        40723.76000000
        0.020548021287
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        BlackRock Liquidity Funds
        5493002L9DNZ83RX7V61
        T-Fund, Institutional Class
        09248U718
        
          
          
        
        5517007.83000000
        NS
        USD
        5517007.83000000
        2.783721206837
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies, Inc.
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies, Inc.
        00846U101
        
          
          
        
        1264.00000000
        NS
        USD
        167265.12000000
        0.084397100032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co. Ltd.
        N/A
        Daifuku Co. Ltd.
        N/A
        
          
          
        
        300.00000000
        NS
        
        21405.45000000
        0.010800565622
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        N/A
        
          
          
        
        1455.00000000
        NS
        
        21855.67000000
        0.011027733500
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Penn National Gaming, Inc.
        N/A
        Penn National Gaming, Inc.
        707569109
        
          
          
        
        483.00000000
        NS
        USD
        20488.86000000
        0.010338081047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp.
        549300DRQQI75D2JP341
        Truist Financial Corp.
        89832Q109
        
          
          
        
        2403.00000000
        NS
        USD
        136250.10000000
        0.068747825721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14001.57000000
        -0.00706478376
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Canadian Imperial Bank of Commerce
              2IGI19DL77OX0HC3ZE78
            
            877000.00000000
            EUR
            958927.67000000
            USD
            2022-06-15
            -14001.57000000
          
        
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940X102
        
          
          
        
        788.00000000
        NS
        USD
        107829.92000000
        0.054407831977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Chartered plc
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        N/A
        
          
          
        
        5978.00000000
        NS
        
        39682.03000000
        0.020022394719
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Financial Group, Inc.
        549300AFOM7IVKIU1G39
        American Financial Group, Inc.
        025932104
        
          
          
        
        541.00000000
        NS
        USD
        78780.42000000
        0.039750301720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        N/A
        
          
          
        
        4820.00000000
        NS
        
        105093.54000000
        0.053027134456
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        116500000.00000000
        PA
        
        5505.48000000
        0.002777904600
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Nomura International plc
              DGQCSV2PHVF7I2743539
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            116500000.00000000
            THB
            5505.48000000
          
        
        
          N
          N
          N
        
      
      
        Secom Co. Ltd.
        529900TYCL9N3E9PGE47
        Secom Co. Ltd.
        N/A
        
          
          
        
        600.00000000
        NS
        
        43405.15000000
        0.021900972459
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        256064.68000000
        0.129202767515
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            582969531.00000000
            JPY
            5054058.99000000
            USD
            2022-06-15
            256064.68000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        20500000.00000000
        PA
        
        7389.80000000
        0.003728677502
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            20500000.00000000
            CNY
            7389.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 E-Mini Index
        N/A
        
          
          
        
        -579.00000000
        NC
        USD
        -7673781.77000000
        -3.87196641875
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2022-06-17
            -131165212.50000000
            USD
            -7673781.77000000
          
        
        
          N
          N
          N
        
      
      
        Obayashi Corp.
        529900YT4O5S0LCXWD54
        Obayashi Corp.
        N/A
        
          
          
        
        1400.00000000
        NS
        
        10275.63000000
        0.005184783133
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma, Inc.
        529900IB708DY2HBBB35
        Astellas Pharma, Inc.
        N/A
        
          
          
        
        5300.00000000
        NS
        
        82811.95000000
        0.041784494149
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB, Class A
        N/A
        
          
          
        
        1524.00000000
        NS
        
        79104.70000000
        0.039913923948
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Music Group NV
        724500GJBUL3D9TW9Y18
        Universal Music Group NV
        N/A
        
          
          
        
        2057.00000000
        NS
        
        54909.81000000
        0.027705888276
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        14202.75000000
        0.007166293322
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            793659.89000000
            USD
            982088000.00000000
            KRW
            2022-06-15
            14202.75000000
          
        
        
          N
          N
          N
        
      
      
        Nordson Corp.
        14OS6Q5N55N95WM84M53
        Nordson Corp.
        655663102
        
          
          
        
        215.00000000
        NS
        USD
        48822.20000000
        0.024634257860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        MetLife, Inc.
        59156R108
        
          
          
        
        833.00000000
        NS
        USD
        58543.24000000
        0.029539211059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Realty & Development Co. Ltd.
        N/A
        Sumitomo Realty & Development Co. Ltd.
        N/A
        
          
          
        
        600.00000000
        NS
        
        16605.21000000
        0.008378504552
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        N/A
        
          
          
        
        869.00000000
        NS
        
        27837.65000000
        0.014046066099
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG (Registered)
        N/A
        
          
          
        
        1841.00000000
        NS
        
        254918.38000000
        0.128624377975
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
          
        
        14574.00000000
        NS
        USD
        742399.56000000
        0.374593160423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141G104
        
          
          
        
        775.00000000
        NS
        USD
        255827.50000000
        0.129083093406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        N/A
        
          
          
        
        1174.00000000
        NS
        
        19057.11000000
        0.009615661764
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sandvik AB
        5299008ZUAXN43LVZF54
        Sandvik AB
        N/A
        
          
          
        
        3341.00000000
        NS
        
        70972.31000000
        0.035810557195
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        SolarEdge Technologies, Inc.
        5493000K6Y58XXPDF853
        SolarEdge Technologies, Inc.
        83417M104
        
          
          
        
        249.00000000
        NS
        USD
        80270.13000000
        0.040501965928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        N/A
        
          
          
        
        974.00000000
        NS
        
        26258.50000000
        0.013249273077
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687106
        
          
          
        
        7523.00000000
        NS
        USD
        1031854.68000000
        0.520643769883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        133000000.00000000
        PA
        
        -230042.99000000
        -0.11607298185
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            11052.80000000
            USD
            133000000.00000000
            SEK
            -230042.99000000
          
        
        
          N
          N
          N
        
      
      
        AstraZeneca plc
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca plc
        N/A
        
          
          
        
        3721.00000000
        NS
        
        493453.14000000
        0.248982059247
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Humana, Inc.
        529900YLDW34GJAO4J06
        Humana, Inc.
        444859102
        
          
          
        
        531.00000000
        NS
        USD
        231075.27000000
        0.116593840229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen, Inc.
        62QBXGPJ34PQ72Z12S66
        Amgen, Inc.
        031162100
        
          
          
        
        2337.00000000
        NS
        USD
        565133.34000000
        0.285149797086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SGX NIFTY 50 Index
        N/A
        
          
          
          
        
        83.00000000
        NC
        USD
        16969.86000000
        0.008562496305
        N/A
        DE
        
        SG
        N
        
        2
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                SGX NIFTY 50 Index
                XC0006013996
              
            
            2022-04-28
            2888713.42000000
            USD
            16969.86000000
          
        
        
          N
          N
          N
        
      
      
        Smiths Group plc
        213800MJL6IPZS3ASA11
        Smiths Group plc
        N/A
        
          
          
        
        1038.00000000
        NS
        
        19665.92000000
        0.009922849530
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG (Preference)
        N/A
        
          
          
        
        480.00000000
        NS
        
        82488.65000000
        0.041621366400
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co. Ltd.
        N/A
        Otsuka Holdings Co. Ltd.
        N/A
        
          
          
        
        1500.00000000
        NS
        
        51821.68000000
        0.026147707966
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Paychex, Inc.
        529900K900DW6SUBM174
        Paychex, Inc.
        704326107
        
          
          
        
        852.00000000
        NS
        USD
        116272.44000000
        0.058667681281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -2242.18000000
        -0.00113133861
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            707896.06000000
            USD
            650000.00000000
            CHF
            2022-06-15
            -2242.18000000
          
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
          
        
        22552.00000000
        NS
        USD
        6953007.12000000
        3.508284557072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ORIX Corp.
        35380016EMHNBOVYE123
        ORIX Corp.
        N/A
        
          
          
        
        3200.00000000
        NS
        
        63784.19000000
        0.032183641538
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp.
        5299000EPC47VJQOFB81
        Renesas Electronics Corp.
        N/A
        
          
          
        
        3700.00000000
        NS
        
        42871.78000000
        0.021631849516
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swiss Prime Site AG
        506700XI9H64OPR34158
        Swiss Prime Site AG (Registered)
        N/A
        
          
          
        
        266.00000000
        NS
        
        26234.19000000
        0.013237006960
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co. Ltd.
        5299005SFO0GAJFLKN43
        Nexon Co. Ltd.
        N/A
        
          
          
        
        800.00000000
        NS
        
        19138.98000000
        0.009656970978
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DXC Technology Co.
        549300DOVZ3EDJB7O259
        DXC Technology Co.
        23355L106
        
          
          
        
        733.00000000
        NS
        USD
        23917.79000000
        0.012068219095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        060505104
        
          
          
        
        16012.00000000
        NS
        USD
        660014.64000000
        0.333024133154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orsted A/S
        W9NG6WMZIYEU8VEDOG48
        Orsted A/S
        N/A
        
          
          
        
        716.00000000
        NS
        
        89622.80000000
        0.045221050370
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        505.00000000
        NS
        USD
        197091.40000000
        0.099446570817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inpex Corp.
        353800VHYYADPR6MXQ47
        Inpex Corp.
        N/A
        
          
          
        
        2300.00000000
        NS
        
        27041.88000000
        0.013644543772
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurazeo SE
        969500C656AA39O94N60
        Eurazeo SE
        N/A
        
          
          
        
        86.00000000
        NS
        
        7230.32000000
        0.003648208546
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Galp Energia SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        N/A
        
          
          
        
        8176.00000000
        NS
        
        103366.60000000
        0.052155770911
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rivian Automotive, Inc.
        N/A
        Rivian Automotive, Inc., Class A
        76954A103
        
          
          
        
        2207.00000000
        NS
        USD
        110879.68000000
        0.055946651905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Prologis, Inc.
        529900DFH19P073LZ636
        Prologis, Inc.
        74340W103
        
          
          
        
        2360.00000000
        NS
        USD
        381092.80000000
        0.192288309500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
          
        
        4174.00000000
        NS
        
        333696.96000000
        0.168373751285
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ONEOK, Inc.
        2T3D6M0JSY48PSZI1Q41
        ONEOK, Inc.
        682680103
        
          
          
        
        1229.00000000
        NS
        USD
        86804.27000000
        0.043798902355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE, Inc., Class B
        654106103
        
          
          
        
        1685.00000000
        NS
        USD
        226733.60000000
        0.114403160204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avantor, Inc.
        N/A
        Avantor, Inc.
        05352A100
        
          
          
        
        1737.00000000
        NS
        USD
        58745.34000000
        0.029641184823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashtead Group plc
        2138007UTBN8X9K1A235
        Ashtead Group plc
        N/A
        
          
          
        
        673.00000000
        NS
        
        42375.05000000
        0.021381214049
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -290.51000000
        -0.00014658287
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            1094000.00000000
            SGD
            806870.35000000
            USD
            2022-06-15
            -290.51000000
          
        
        
          N
          N
          N
        
      
      
        Trend Micro, Inc.
        3538005O5UJ5RNAGVE16
        Trend Micro, Inc.
        N/A
        
          
          
        
        900.00000000
        NS
        
        52558.31000000
        0.026519389975
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        N/A
        
          
          
        
        2086.00000000
        NS
        
        77884.27000000
        0.039298130573
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Kerry Group plc
        635400TLVVBNXLFHWC59
        Kerry Group plc, Class A
        N/A
        
          
          
        
        268.00000000
        NS
        
        29973.62000000
        0.015123814250
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        15883.04000000
        0.008014118638
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            746284.90000000
            USD
            953000.00000000
            CAD
            2022-06-15
            15883.04000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -20200.79000000
        -0.01019272932
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            417031.30000000
            USD
            48216000.00000000
            JPY
            2022-06-15
            -20200.79000000
          
        
        
          N
          N
          N
        
      
      
        Nice Ltd.
        254900YTY4EF5Z4W0A51
        Nice Ltd.
        N/A
        
          
          
        
        355.00000000
        NS
        
        77647.68000000
        0.039178754161
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp. (The)
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp. (The)
        064058100
        
          
          
        
        1188.00000000
        NS
        USD
        58960.44000000
        0.029749718008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd.
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd.
        N/A
        
          
          
        
        721.00000000
        NS
        USD
        94436.58000000
        0.047649943329
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Santos Ltd.
        5299000RK70B5O2M7077
        Santos Ltd.
        N/A
        
          
          
        
        11137.00000000
        NS
        
        64570.13000000
        0.032580203934
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CDW Corp.
        9845001B052ABF0B6755
        CDW Corp.
        12514G108
        
          
          
        
        646.00000000
        NS
        USD
        115562.94000000
        0.058309688279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co.
        291011104
        
          
          
        
        319.00000000
        NS
        USD
        31277.95000000
        0.015781941118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        19000000.00000000
        PA
        
        -1627.33000000
        -0.00082110324
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            19000000.00000000
            HKD
            -1627.33000000
          
        
        
          N
          N
          N
        
      
      
        Techtronic Industries Co. Ltd.
        549300HZW2SBE758OK89
        Techtronic Industries Co. Ltd.
        N/A
        
          
          
        
        4000.00000000
        NS
        
        64085.89000000
        0.032335870556
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        388331.31000000
        PA
        USD
        -61214.50000000
        -0.03088705092
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Citibank
              E57ODZWZ7FF32TWEFA76
            
            
              
                MSCI Mexico Net Return Index
                MSCI Mexico Net Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2022-05-04
            0.00000000
            USD
            0.00000000
            USD
            388331.31000000
            USD
            -61214.50000000
          
        
        
          N
          N
          N
        
      
      
        SoftBank Corp.
        353800M1YCTS9JRBJ535
        SoftBank Corp.
        N/A
        
          
          
        
        5800.00000000
        NS
        
        67646.06000000
        0.034132228480
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp.
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp.
        N/A
        
          
          
        
        1600.00000000
        NS
        
        46486.25000000
        0.023455605636
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB, Class B
        928856301
        
          
          
        
        2846.00000000
        NS
        
        53093.12000000
        0.026789239499
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        37000000.00000000
        PA
        
        12601.41000000
        0.006358303873
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            37000000.00000000
            ZAR
            12601.41000000
          
        
        
          N
          N
          N
        
      
      
        Hongkong Land Holdings Ltd.
        213800XCHYNRPAYGXW28
        Hongkong Land Holdings Ltd.
        N/A
        
          
          
        
        3900.00000000
        NS
        USD
        19055.02000000
        0.009614607211
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MTR Corp. Ltd.
        254900IH4U9NHH9AQM97
        MTR Corp. Ltd.
        N/A
        
          
          
        
        8000.00000000
        NS
        
        43082.14000000
        0.021737991035
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co. KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co. KGaA
        N/A
        
          
          
        
        1093.00000000
        NS
        
        40131.11000000
        0.020248987386
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AIA Group Ltd.
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd.
        N/A
        
          
          
        
        30000.00000000
        NS
        
        313256.57000000
        0.158060126786
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
          
        
        654.00000000
        NS
        USD
        97367.52000000
        0.049128810150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GLP J-Reit
        353800E27V9KA51K2I90
        GLP J-Reit
        N/A
        
          
          
        
        17.00000000
        NS
        
        25831.53000000
        0.013033836471
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Carlsberg A/S
        5299001O0WJQYB5GYZ19
        Carlsberg A/S, Class B
        N/A
        
          
          
        
        199.00000000
        NS
        
        24429.54000000
        0.012326433216
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
          
        
        800.00000000
        NS
        USD
        29720.00000000
        0.014995844997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        N/A
        
          
          
        
        8117.00000000
        NS
        
        410716.60000000
        0.207235614784
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        83500000.00000000
        PA
        
        21231.66000000
        0.010712876258
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Y
            
            
              
                
              
            
            2027-06-15
            0.00000000
            USD
            0.00000000
            USD
            83500000.00000000
            THB
            21231.66000000
          
        
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        N/A
        
          
          
        
        4056.00000000
        NS
        
        121515.61000000
        0.061313231907
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        Kone OYJ, Class B
        N/A
        
          
          
        
        1222.00000000
        NS
        
        63947.39000000
        0.032265987497
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        N/A
        
          
          
        
        9287.00000000
        NS
        
        122096.22000000
        0.061606190776
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Boston Properties, Inc.
        549300OF70FSEUQBT254
        Boston Properties, Inc.
        101121101
        
          
          
        
        530.00000000
        NS
        USD
        68264.00000000
        0.034444022977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG (Registered)
        N/A
        
          
          
        
        152.00000000
        NS
        
        110139.80000000
        0.055573330041
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd.
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd.
        N/A
        
          
          
        
        1191.00000000
        NS
        
        46511.06000000
        0.023468124038
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        BT Group plc
        213800LRO7NS5CYQMN21
        BT Group plc
        N/A
        
          
          
        
        13281.00000000
        NS
        
        31666.02000000
        0.015977749919
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        Twitter, Inc.
        90184L102
        
          
          
        
        2158.00000000
        NS
        USD
        83493.02000000
        0.042128142202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
          
        
        5627.00000000
        NS
        
        27269.90000000
        0.013759596012
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        N/A
        
          
          
        
        1285.00000000
        NS
        
        111046.60000000
        0.056030874867
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA (Registered)
        N/A
        
          
          
        
        6294.00000000
        NS
        
        818337.47000000
        0.412909214520
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group plc
        213800FGVM7Z9EJB2685
        Admiral Group plc
        N/A
        
          
          
        
        757.00000000
        NS
        
        25385.85000000
        0.012808959344
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        Transurban Group
        N/A
        
          
          
        
        4384.00000000
        NS
        
        44295.74000000
        0.022350338192
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX Index
        N/A
        
          
          
        
        84.00000000
        NC
        
        1128709.24000000
        0.569513755383
        N/A
        DE
        
        JP
        N
        
        2
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2022-06-09
            1619086445.00000000
            JPY
            1128709.24000000
          
        
        
          N
          N
          N
        
      
      
        DSV A/S
        529900X41C0BSLK67H70
        DSV A/S
        N/A
        
          
          
        
        407.00000000
        NS
        
        78003.83000000
        0.039358457061
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
          
        
        423.00000000
        NS
        
        30349.92000000
        0.015313684252
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group, Inc.
        353800578ADEGIJTVW07
        Japan Exchange Group, Inc.
        N/A
        
          
          
        
        1400.00000000
        NS
        
        25995.07000000
        0.013116353984
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        N/A
        
          
          
        
        1567.00000000
        NS
        
        32681.23000000
        0.016489995269
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -67934.97000000
        -0.03427800403
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            32427000.00000000
            MXN
            1540957.55000000
            USD
            2022-06-15
            -67934.97000000
          
        
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals plc
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals plc
        N/A
        
          
          
        
        246.00000000
        NS
        
        6636.59000000
        0.003348629708
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Ultra Bond
        N/A
        
          
          
        
        -46.00000000
        NC
        USD
        303493.35000000
        0.153133890790
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2022-06-21
            -8154937.50000000
            USD
            303493.35000000
          
        
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line, Inc.
        5299009TWK32WE417T96
        Old Dominion Freight Line, Inc.
        679580100
        
          
          
        
        252.00000000
        NS
        USD
        75267.36000000
        0.037977714128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ecolab, Inc.
        82DYEISM090VG8LTLS26
        Ecolab, Inc.
        278865100
        
          
          
        
        2009.00000000
        NS
        USD
        354709.04000000
        0.178975833881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Obic Co. Ltd.
        N/A
        Obic Co. Ltd.
        N/A
        
          
          
        
        300.00000000
        NS
        
        44933.08000000
        0.022671921363
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hirose Electric Co. Ltd.
        N/A
        Hirose Electric Co. Ltd.
        N/A
        
          
          
        
        400.00000000
        NS
        
        57981.81000000
        0.029255929859
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        453.62000000
        0.000228883418
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            131000.00000000
            CHF
            142670.02000000
            USD
            2022-06-15
            453.62000000
          
        
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
          
        
        1203.00000000
        NS
        USD
        108173.76000000
        0.054581323611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem, Inc.
        8MYN82XMYQH89CTMTH67
        Anthem, Inc.
        036752103
        
          
          
        
        709.00000000
        NS
        USD
        348274.98000000
        0.175729394902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
          
        
        1886.00000000
        NS
        USD
        96186.00000000
        0.048532649626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical, Inc.
        54930052SRG011710797
        Intuitive Surgical, Inc.
        46120E602
        
          
          
        
        896.00000000
        NS
        USD
        270305.28000000
        0.136388158843
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp.
        549300ZFEEJ2IP5VME73
        State Street Corp.
        857477103
        
          
          
        
        371.00000000
        NS
        USD
        32321.52000000
        0.016308496096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smith & Nephew plc
        213800ZTMDN8S67S1H61
        Smith & Nephew plc
        N/A
        
          
          
        
        1828.00000000
        NS
        
        29074.12000000
        0.014669952791
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp.
        674599105
        
          
          
        
        2985.00000000
        NS
        USD
        169368.90000000
        0.085458606048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp.
        549300GLF98S992BC502
        Northern Trust Corp.
        665859104
        
          
          
        
        145.00000000
        NS
        USD
        16885.25000000
        0.008519804567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287Y109
        
          
          
        
        6805.00000000
        NS
        USD
        1103158.55000000
        0.556621622583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group, Inc.
        HKUPACFHSSASQK8HLS17
        Omnicom Group, Inc.
        681919106
        
          
          
        
        1795.00000000
        NS
        USD
        152359.60000000
        0.076876209469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Vornado Realty Trust
        N/A
        Vornado Realty Trust
        929042109
        
          
          
        
        316.00000000
        NS
        USD
        14321.12000000
        0.007226019371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Mini-DAX Index
        N/A
        
          
          
          
        
        16.00000000
        NC
        
        40070.17000000
        0.020218238840
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Mini-DAX Index
                DE0008469008
              
            
            2022-06-17
            1147662.63000000
            EUR
            40070.17000000
          
        
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB, Class A
        928856202
        
          
          
        
        544.00000000
        NS
        
        10419.96000000
        0.005257607841
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P/TSX 60 Index
        N/A
        
          
          
        
        3.00000000
        NC
        
        9869.48000000
        0.004979851691
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                S&P/TSX 60 Index
                XC0009654721
              
            
            2022-06-16
            790260.00000000
            CAD
            9869.48000000
          
        
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd.
        N/A
        BOC Hong Kong Holdings Ltd.
        N/A
        
          
          
        
        13000.00000000
        NS
        
        48916.22000000
        0.024681697610
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        N/A
        
          
          
        
        8206.00000000
        NS
        
        84456.08000000
        0.042614074184
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Union Pacific Corp.
        549300LMMRSZZCZ8CL11
        Union Pacific Corp.
        907818108
        
          
          
        
        2078.00000000
        NS
        USD
        567730.38000000
        0.286460187708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp.
        56585A102
        
          
          
        
        1696.00000000
        NS
        USD
        145008.00000000
        0.073166806573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl plc
        213800Q1Q9DV4L78UM09
        Bunzl plc
        N/A
        
          
          
        
        911.00000000
        NS
        
        35329.58000000
        0.017826275420
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oriental Land Co. Ltd.
        353800PIFKBZ6KTU5994
        Oriental Land Co. Ltd.
        N/A
        
          
          
        
        400.00000000
        NS
        
        76562.14000000
        0.038631022345
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        12561.04000000
        0.006337934348
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            784933.59000000
            USD
            969484000.00000000
            KRW
            2022-06-15
            12561.04000000
          
        
        
          N
          N
          N
        
      
      
        Pearson plc
        2138004JBXWWJKIURC57
        Pearson plc
        N/A
        
          
          
        
        1523.00000000
        NS
        
        14933.06000000
        0.007534786443
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        South32 Ltd.
        213800LAZNPXSBKVHR17
        South32 Ltd.
        N/A
        
          
          
        
        30482.00000000
        NS
        
        115870.61000000
        0.058464929585
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        PACCAR, Inc.
        KDTEY8BWE486IKZ3CC07
        PACCAR, Inc.
        693718108
        
          
          
        
        3088.00000000
        NS
        USD
        271960.16000000
        0.137223163014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        N/A
        
          
          
        
        880.00000000
        NS
        USD
        162870.40000000
        0.082179652524
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd.
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd.
        N/A
        
          
          
        
        700.00000000
        NS
        
        127122.76000000
        0.064142436224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        35213.59000000
        0.017767750250
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            1640000.00000000
            GBP
            2188979.67000000
            USD
            2022-06-15
            35213.59000000
          
        
        
          N
          N
          N
        
      
      
        Baker Hughes Co.
        N/A
        Baker Hughes Co.
        05722G100
        
          
          
        
        3855.00000000
        NS
        USD
        140360.55000000
        0.070821838880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals, Inc.
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals, Inc.
        75886F107
        
          
          
        
        474.00000000
        NS
        USD
        331051.08000000
        0.167038717424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
          
        
        3063.00000000
        NS
        
        28749.92000000
        0.014506370928
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        09857L108
        
          
          
        
        37.00000000
        NS
        USD
        86892.65000000
        0.043843496325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class C
        25470F302
        
          
          
        
        3987.00000000
        NS
        USD
        99555.39000000
        0.050232745527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp, Inc.
        QTX3D84DZDD5JYOCYH15
        NetApp, Inc.
        64110D104
        
          
          
        
        1174.00000000
        NS
        USD
        97442.00000000
        0.049166390586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon, Inc.
        549300LDT5AP8S0NBM78
        Alcon, Inc.
        N/A
        
          
          
        
        965.00000000
        NS
        
        76453.03000000
        0.038575968622
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        N/A
        
          
          
        
        757.00000000
        NS
        
        36430.17000000
        0.018381601027
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        United Rentals, Inc.
        5323X5O7RN0NKFCDRY08
        United Rentals, Inc.
        911363109
        
          
          
        
        444.00000000
        NS
        USD
        157713.24000000
        0.079577500035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
          
        
        2827.00000000
        NS
        USD
        475275.24000000
        0.239810021199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
          
        
        8500.00000000
        NS
        
        37768.28000000
        0.019056772297
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sysmex Corp.
        5299001ZO4CKWACMZI55
        Sysmex Corp.
        N/A
        
          
          
        
        200.00000000
        NS
        
        14485.50000000
        0.007308960723
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        N/A
        
          
          
        
        1811.00000000
        NS
        
        173185.74000000
        0.087384472165
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        24145.89000000
        0.012183311701
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            35917000.00000000
            THB
            1105478.61000000
            USD
            2022-06-15
            24145.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5196.16000000
        0.002621830751
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            242000.00000000
            GBP
            323007.98000000
            USD
            2022-06-15
            5196.16000000
          
        
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        N/A
        
          
          
        
        116.00000000
        NS
        
        28654.29000000
        0.014458118820
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
          
        
        500.00000000
        NS
        
        74912.86000000
        0.037798843770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        14000000.00000000
        PA
        
        21960.90000000
        0.011080829488
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            14000000.00000000
            HKD
            21960.90000000
          
        
        
          N
          N
          N
        
      
      
        Tyler Technologies, Inc.
        25490040SMU4Z8LBCW70
        Tyler Technologies, Inc.
        902252105
        
          
          
        
        160.00000000
        NS
        USD
        71182.40000000
        0.035916562480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings plc
        549300ZVCBHQE0XHG367
        Nielsen Holdings plc
        N/A
        
          
          
        
        1043.00000000
        NS
        USD
        28411.32000000
        0.014335523246
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        American International Group, Inc.
        026874784
        
          
          
        
        850.00000000
        NS
        USD
        53354.50000000
        0.026921124222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources, Inc.
        XWTZDRYZPBUHIQBKDB46
        EOG Resources, Inc.
        26875P101
        
          
          
        
        1612.00000000
        NS
        USD
        192198.76000000
        0.096977887403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury NZ Ltd.
        254900XLT925U953KK55
        Mercury NZ Ltd.
        N/A
        
          
          
        
        21219.00000000
        NS
        
        87107.00000000
        0.043951651082
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd.
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd.
        N/A
        
          
          
        
        6074.00000000
        NS
        
        13955.18000000
        0.007041376722
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
          
        
        5637.00000000
        NS
        USD
        335119.65000000
        0.169091599156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd.
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd.
        N/A
        
          
          
        
        8502.00000000
        NS
        
        204684.58000000
        0.103277867934
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Ramsay Health Care Ltd.
        549300QBX122KF2JPI10
        Ramsay Health Care Ltd.
        N/A
        
          
          
        
        310.00000000
        NS
        
        15013.47000000
        0.007575358983
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Embracer Group AB
        549300RFXXKT652HB549
        Embracer Group AB
        N/A
        
          
          
        
        1203.00000000
        NS
        
        10041.62000000
        0.005066708514
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoom Video Communications, Inc.
        549300T9GCHU0ODOM055
        Zoom Video Communications, Inc., Class A
        98980L101
        
          
          
        
        248.00000000
        NS
        USD
        29073.04000000
        0.014669407854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DocuSign, Inc.
        549300Q7PVDWRZ39JG09
        DocuSign, Inc.
        256163106
        
          
          
        
        173.00000000
        NS
        USD
        18531.76000000
        0.009350585480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324P102
        
          
          
        
        3146.00000000
        NS
        USD
        1604365.62000000
        0.809516088708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zendesk, Inc.
        549300SLI6BN94BKKO36
        Zendesk, Inc.
        98936J101
        
          
          
        
        205.00000000
        NS
        USD
        24659.45000000
        0.012442439095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        6000000.00000000
        PA
        
        -167927.14000000
        -0.08473113601
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            6000000.00000000
            AUD
            -167927.14000000
          
        
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        General Motors Co.
        37045V100
        
          
          
        
        5977.00000000
        NS
        USD
        261433.98000000
        0.131911959659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Utilities, Inc.
        549300ILTEOF3E3QY357
        Essential Utilities, Inc.
        29670G102
        
          
          
        
        4067.00000000
        NS
        USD
        207945.71000000
        0.104923338997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
          
        
        1512.00000000
        NS
        USD
        893062.80000000
        0.450613436123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Covivio
        969500P8M3W2XX376054
        Covivio
        N/A
        
          
          
        
        84.00000000
        NS
        
        6685.06000000
        0.003373086256
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Nissan Chemical Corp.
        3538002E4L1CUGJFFU25
        Nissan Chemical Corp.
        N/A
        
          
          
        
        1100.00000000
        NS
        
        64523.54000000
        0.032556695979
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -168.18000000
        -0.00008485872
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            168000.00000000
            NOK
            18905.24000000
            USD
            2022-06-15
            -168.18000000
          
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
          
        
        5721.00000000
        NS
        
        19404.96000000
        0.009791176727
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG (Registered)
        N/A
        
          
          
        
        6470.00000000
        NS
        
        120498.13000000
        0.060799841182
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys, Inc.
        QG7T915N9S0NY5UKNE63
        Synopsys, Inc.
        871607107
        
          
          
        
        492.00000000
        NS
        USD
        163968.84000000
        0.082733893304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagen, Inc.
        N/A
        Seagen, Inc.
        81181C104
        
          
          
        
        504.00000000
        NS
        USD
        72601.20000000
        0.036632447571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG (Registered)
        N/A
        
          
          
        
        4612.00000000
        NS
        
        404894.65000000
        0.204298028654
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings, Inc.
        353800CWW4SRGEYEB512
        Sompo Holdings, Inc.
        N/A
        
          
          
        
        1100.00000000
        NS
        
        48334.50000000
        0.024388178668
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp.
        549300FMC2ALGA7N9E80
        Dover Corp.
        260003108
        
          
          
        
        554.00000000
        NS
        USD
        86922.60000000
        0.043858608221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
          
        
        971.00000000
        NS
        
        52363.93000000
        0.026421311498
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Incyte Corp.
        549300Z4WN6JVZ3T4680
        Incyte Corp.
        45337C102
        
          
          
        
        1271.00000000
        NS
        USD
        100942.82000000
        0.050932802230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AerCap Holdings NV
        549300SZYINBBLJQU475
        AerCap Holdings NV
        N/A
        
          
          
        
        263.00000000
        NS
        USD
        13223.64000000
        0.006672262979
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc., Class A
        92826C839
        
          
          
        
        4786.00000000
        NS
        USD
        1061391.22000000
        0.535547046317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Wendel SE
        969500M98ZMIZYJD5O34
        Wendel SE
        N/A
        
          
          
        
        90.00000000
        NS
        
        9165.05000000
        0.004624416863
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp.
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp.
        701094104
        
          
          
        
        432.00000000
        NS
        USD
        122584.32000000
        0.061852471797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd.
        529900H6UQI16XACWC95
        BlueScope Steel Ltd.
        N/A
        
          
          
        
        3727.00000000
        NS
        
        57955.22000000
        0.029242513321
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Illinois Tool Works, Inc.
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works, Inc.
        452308109
        
          
          
        
        1259.00000000
        NS
        USD
        263634.60000000
        0.133022328314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daiwa House REIT Investment Corp.
        3538001FWU534P8JMO05
        Daiwa House REIT Investment Corp.
        N/A
        
          
          
        
        11.00000000
        NS
        
        29656.08000000
        0.014963592829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        629000000.00000000
        PA
        
        8956.47000000
        0.004519173480
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              Morgan Stanley & Co. International
              4PQUHN3JPFGFNF3BB653
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            629000000.00000000
            KRW
            8956.47000000
          
        
        
          N
          N
          N
        
      
      
        Keyence Corp.
        529900M7PQBS7A89DZ11
        Keyence Corp.
        N/A
        
          
          
        
        500.00000000
        NS
        
        231851.31000000
        0.116985407374
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        -463.00000000
        NC
        USD
        38194.62000000
        0.019271891024
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2022-06-21
            -56840484.38000000
            USD
            38194.62000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Corp.
        UE2136O97NLB5BYP9H04
        McDonald's Corp.
        580135101
        
          
          
        
        1620.00000000
        NS
        USD
        400593.60000000
        0.202127844296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp.
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp.
        012653101
        
          
          
        
        775.00000000
        NS
        USD
        171391.25000000
        0.086479024861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elanco Animal Health, Inc.
        549300SHPNDCE059M934
        Elanco Animal Health, Inc.
        28414H103
        
          
          
        
        4793.00000000
        NS
        USD
        125049.37000000
        0.063096264115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PVH Corp.
        123WALMHY1GZXG2YDL90
        PVH Corp.
        693656100
        
          
          
        
        207.00000000
        NS
        USD
        15858.27000000
        0.008001620418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        Kinder Morgan, Inc.
        49456B101
        
          
          
        
        5372.00000000
        NS
        USD
        101584.52000000
        0.051256585331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software, Inc.
        254900LSB0HNJUDC6Q18
        Paycom Software, Inc.
        70432V102
        
          
          
        
        207.00000000
        NS
        USD
        71700.66000000
        0.036178061357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac, Inc.
        549300N0B7DOGLXWPP39
        Aflac, Inc.
        001055102
        
          
          
        
        234.00000000
        NS
        USD
        15067.26000000
        0.007602499848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Real Estate Investment Corp.
        3538003YAIR3CBGJJ928
        Japan Real Estate Investment Corp.
        N/A
        
          
          
        
        8.00000000
        NS
        
        41900.95000000
        0.021141997020
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        N/A
        
          
          
        
        1952.00000000
        NS
        
        116706.40000000
        0.058886644837
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        InPost SA
        2221003M23QLERR89585
        InPost SA
        N/A
        
          
          
        
        3322.00000000
        NS
        
        21077.55000000
        0.010635116847
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Healthpeak Properties, Inc.
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties, Inc.
        42250P103
        
          
          
        
        1732.00000000
        NS
        USD
        59459.56000000
        0.030001559399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498101
        
          
          
        
        136.00000000
        NS
        USD
        16120.08000000
        0.008133722107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3178.43000000
        0.001603743055
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            103483.58000000
            USD
            1001000.00000000
            SEK
            2022-06-15
            3178.43000000
          
        
        
          N
          N
          N
        
      
      
        Tryg A/S
        213800ZRS8AC4LSTCE39
        Tryg A/S
        N/A
        
          
          
        
        2596.00000000
        NS
        
        63120.95000000
        0.031848989982
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ampol Ltd.
        5493009TD1CGVRZ27U11
        Ampol Ltd.
        N/A
        
          
          
        
        1777.00000000
        NS
        
        40369.60000000
        0.020369322483
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Catalent, Inc.
        N/A
        Catalent, Inc.
        148806102
        
          
          
        
        1849.00000000
        NS
        USD
        205054.10000000
        0.103464316946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications, Inc., Class A
        16119P108
        
          
          
        
        850.00000000
        NS
        USD
        463692.00000000
        0.233965456206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        14000000.00000000
        PA
        USD
        177429.72000000
        0.089525860666
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            14000000.00000000
            USD
            177429.72000000
          
        
        
          N
          N
          N
        
      
      
        Accenture plc
        N/A
        Accenture plc, Class A
        N/A
        
          
          
        
        1747.00000000
        NS
        USD
        589140.81000000
        0.297263266093
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        N/A
        
          
          
        
        2247.00000000
        NS
        
        51120.90000000
        0.025794114822
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB, Class A
        N/A
        
          
          
        
        325.00000000
        NS
        
        9217.28000000
        0.004650770598
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        People's United Financial, Inc.
        ROPY7PEPIPIDJNF0BO69
        People's United Financial, Inc.
        712704105
        
          
          
        
        1244.00000000
        NS
        USD
        24867.56000000
        0.012547445330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alleghany Corp.
        549300DCJE6AYX159479
        Alleghany Corp.
        017175100
        
          
          
        
        92.00000000
        NS
        USD
        77924.00000000
        0.039318177172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
          
        
        800.00000000
        NS
        
        29136.39000000
        0.014701372416
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        N/A
        
          
          
        
        3043.00000000
        NS
        
        55617.09000000
        0.028062761131
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867101
        
          
          
        
        8300.00000000
        NS
        USD
        347770.00000000
        0.175474596725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        380000000.00000000
        PA
        
        -1513728.98000000
        -0.76378348424
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            3507.73000000
            USD
            380000000.00000000
            SEK
            -1513728.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS
        N/A
        
          
        
        1000000.00000000
        PA
        USD
        35131.09000000
        0.017726123156
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
              
                
              
            
            
            2027-09-21
            262.75000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            35131.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Amsterdam Exchange Index
        N/A
        
          
          
          
        
        -22.00000000
        NC
        
        -121025.84000000
        -0.06106610825
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              F226TOH6YD6XJB17KS62
            
            Short
            
              
                Amsterdam Exchange Index
                NL0000000107
              
            
            2022-04-14
            -3167925.13000000
            EUR
            -121025.84000000
          
        
        
          N
          N
          N
        
      
      
        BorgWarner, Inc.
        549300DSFX2IE88NSX47
        BorgWarner, Inc.
        099724106
        
          
          
        
        2311.00000000
        NS
        USD
        89897.90000000
        0.045359857805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ascendas REIT
        549300ILIBAEMQZK3L20
        Ascendas REIT
        N/A
        
          
          
        
        21400.00000000
        NS
        
        46113.32000000
        0.023267436037
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Orica Ltd.
        N/A
        Orica Ltd.
        N/A
        
          
          
        
        1530.00000000
        NS
        
        18203.86000000
        0.009185136706
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Evolution Mining Ltd.
        254900BCFW5QO5LW8F27
        Evolution Mining Ltd.
        N/A
        
          
          
        
        5798.00000000
        NS
        
        19136.35000000
        0.009655643957
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fastenal Co.
        529900PP0C7H2HHPSJ32
        Fastenal Co.
        311900104
        
          
          
        
        3579.00000000
        NS
        USD
        212592.60000000
        0.107268024130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        34000000.00000000
        PA
        
        15604.55000000
        0.007873600708
        N/A
        DIR
        
        FR
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            34000000.00000000
            CNY
            15604.55000000
          
        
        
          N
          N
          N
        
      
      
        Dell Technologies, Inc.
        549300TJB5YBRUPOG437
        Dell Technologies, Inc., Class C
        24703L202
        
          
          
        
        736.00000000
        NS
        USD
        36939.84000000
        0.018638765641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX Index
        N/A
        
          
          
        
        -61.00000000
        NC
        
        -507942.02000000
        -0.25629272542
        N/A
        DE
        
        JP
        N
        
        2
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Short
            
              
                TOPIX Index
                JP9010100007
              
            
            2022-06-09
            -1175765156.00000000
            JPY
            -507942.02000000
          
        
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        N/A
        
          
          
        
        296.00000000
        NS
        
        65683.33000000
        0.033141892179
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co.
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787107
        
          
          
        
        748.00000000
        NS
        USD
        187022.44000000
        0.094366067336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OMX Stockholm 30 Index
        N/A
        
          
          
          
        
        113.00000000
        NC
        
        14886.35000000
        0.007511217939
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2022-04-13
            23401607.99000000
            SEK
            14886.35000000
          
        
        
          N
          N
          N
        
      
      
        Electronic Arts, Inc.
        549300O7A67PUEYKDL45
        Electronic Arts, Inc.
        285512109
        
          
          
        
        1082.00000000
        NS
        USD
        136883.82000000
        0.069067582346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entergy Corp.
        4XM3TW50JULSLG8BNC79
        Entergy Corp.
        29364G103
        
          
          
        
        2616.00000000
        NS
        USD
        305418.00000000
        0.154105013033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        706.82000000
        0.000356640752
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            187000.00000000
            EUR
            208161.52000000
            USD
            2022-06-15
            706.82000000
          
        
        
          N
          N
          N
        
      
      
        Rockwool International A/S
        213800QRC7LNX935OZ09
        Rockwool International A/S, Class B
        N/A
        
          
          
        
        148.00000000
        NS
        
        48856.26000000
        0.024651443543
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM, Inc.
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM, Inc.
        747525103
        
          
          
        
        3027.00000000
        NS
        USD
        462586.14000000
        0.233407471511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        N/A
        
          
          
        
        50555.00000000
        NS
        
        345319.28000000
        0.174238034907
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG (Registered)
        N/A
        
          
          
        
        97.00000000
        NS
        
        20669.50000000
        0.010429226721
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3095.19000000
        0.001561742579
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1021353000.00000000
            KRW
            843257.10000000
            USD
            2022-06-15
            3095.19000000
          
        
        
          N
          N
          N
        
      
      
        Henderson Land Development Co. Ltd.
        529900SYQB7IVR9QGN76
        Henderson Land Development Co. Ltd.
        N/A
        
          
          
        
        10000.00000000
        NS
        
        41510.25000000
        0.020944861197
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings Ltd.
        N/A
        Norwegian Cruise Line Holdings Ltd.
        N/A
        
          
          
        
        1075.00000000
        NS
        USD
        23521.00000000
        0.011868010436
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp.
        549300I4GMO6D34U1T02
        Lam Research Corp.
        512807108
        
          
          
        
        621.00000000
        NS
        USD
        333855.81000000
        0.168453902361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DAX Index
        N/A
        
          
          
          
        
        76.00000000
        NC
        
        786357.46000000
        0.396773034407
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                DAX Index
                DE0008469008
              
            
            2022-06-17
            27256987.37000000
            EUR
            786357.46000000
          
        
        
          N
          N
          N
        
      
      
        L E Lundbergforetagen AB
        529900BPSFZS6O3A9R04
        L E Lundbergforetagen AB, Class B
        N/A
        
          
          
        
        355.00000000
        NS
        
        18017.11000000
        0.009090908104
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering plc
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering plc
        N/A
        
          
          
        
        183.00000000
        NS
        
        29916.99000000
        0.015095240404
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co. Ltd.
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co. Ltd.
        N/A
        
          
          
        
        700.00000000
        NS
        
        106353.33000000
        0.053662787739
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Porsche Automobil Holding SE
        52990053Z17ZYM1KFV27
        Porsche Automobil Holding SE (Preference)
        N/A
        
          
          
        
        619.00000000
        NS
        
        59544.09000000
        0.030044210771
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Media Corp. -Liberty Formula One
        N/A
        Liberty Media Corp. -Liberty Formula One, Class C
        531229854
        
          
          
        
        1601.00000000
        NS
        USD
        111813.84000000
        0.056418001789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security, Inc.
        54930032LHW54PQUJD44
        Fortune Brands Home & Security, Inc.
        34964C106
        
          
          
        
        264.00000000
        NS
        USD
        19609.92000000
        0.009894593564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        N/A
        
          
          
        
        184.00000000
        NS
        
        22005.85000000
        0.011103509947
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        N/A
        
          
          
        
        647.00000000
        NS
        
        258441.15000000
        0.130401864949
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bollore SE
        969500LEKCHH6VV86P94
        Bollore SE
        N/A
        
          
          
        
        7175.00000000
        NS
        
        37571.42000000
        0.018957442484
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group plc
        213800QLK9BZILB1DI86
        Auto Trader Group plc
        N/A
        
          
          
        
        4059.00000000
        NS
        
        33508.19000000
        0.016907255160
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        12000000.00000000
        PA
        
        -187621.77000000
        -0.09466847177
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            14499.82000000
            USD
            0.00000000
            USD
            12000000.00000000
            CAD
            -187621.77000000
          
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RGT3
        
          
          
        
        25000.00000000
        PA
        USD
        30931.19000000
        0.015606976137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sampo OYJ
        743700UF3RL386WIDA22
        Sampo OYJ, Class A
        N/A
        
          
          
        
        1795.00000000
        NS
        
        87711.28000000
        0.044256553142
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        Centene Corp.
        15135B101
        
          
          
        
        2481.00000000
        NS
        USD
        208875.39000000
        0.105392428404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027X100
        
          
          
        
        1503.00000000
        NS
        USD
        377583.66000000
        0.190517699826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Isuzu Motors Ltd.
        529900C0QSXVCC7AR494
        Isuzu Motors Ltd.
        N/A
        
          
          
        
        2500.00000000
        NS
        
        32295.04000000
        0.016295135061
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Woodside Petroleum Ltd.
        2549005ZC5RXAOO7FH41
        Woodside Petroleum Ltd.
        980228100
        
          
          
        
        3076.00000000
        NS
        
        73920.67000000
        0.037298213641
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        1451481200.00000000
        PA
        
        -9338.56000000
        -0.00471196494
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            
              
                KOSPI 200 Index Futures
                KOSPI 200 Index Futures
              
            
            Y
            
            
              
                
              
            
            2022-06-09
            0.00000000
            USD
            0.00000000
            USD
            1451481200.00000000
            KRW
            -9338.56000000
          
        
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        Ford Motor Co.
        345370860
        
          
          
        
        15935.00000000
        NS
        USD
        269460.85000000
        0.135962084099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        24000000.00000000
        PA
        
        58824.79000000
        0.029681272975
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              CME Group Inc.
              LCZ7XYGSLJUHFXXNXD88
            
            Y
            
              
                
              
            
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            24000000.00000000
            PLN
            58824.79000000
          
        
        
          N
          N
          N
        
      
      
        SL Liquidity Series, LLC
        549300I0RQO84VDWQP47
        Money Market Series
        N/A
        
          
        
        2674541.67120000
        NS
        USD
        2673739.31000000
        1.349090856519
        Long
        STIV
        RF
        US
        N
        
        N/A
        
          
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        N/A
        
          
          
        
        1353.00000000
        NS
        
        47225.22000000
        0.023828468340
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Land Securities Group plc
        213800V8IAVKS37D6B88
        Land Securities Group plc
        N/A
        
          
          
        
        3084.00000000
        NS
        
        31641.26000000
        0.015965256745
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NDIRS
        N/A
        
          
        
        85500000.00000000
        PA
        
        -63349.05000000
        -0.03196408258
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            85500000.00000000
            TWD
            -63349.05000000
          
        
        
          N
          N
          N
        
      
      
        Cable One, Inc.
        549300648QS85T0XSH18
        Cable One, Inc.
        12685J105
        
          
          
        
        51.00000000
        NS
        USD
        74676.24000000
        0.037679452221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repsol SA
        BSYCX13Y0NOTV14V9N85
        Repsol SA
        N/A
        
          
          
        
        7475.00000000
        NS
        
        97916.53000000
        0.049405824580
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuchs Petrolub SE
        529900SNF9E1P5ZO4P98
        Fuchs Petrolub SE (Preference)
        N/A
        
          
          
        
        1571.00000000
        NS
        
        56998.16000000
        0.028759608764
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
          
        
        2458.00000000
        NS
        USD
        450993.84000000
        0.227558335105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swiss Re AG
        529900PS9YW3YY29F326
        Swiss Re AG
        N/A
        
          
          
        
        719.00000000
        NS
        
        68444.46000000
        0.034535077829
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain, Inc.
        46284V101
        
          
          
        
        1128.00000000
        NS
        USD
        62502.48000000
        0.031536928062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        N/A
        
          
          
        
        262.00000000
        NS
        
        57079.24000000
        0.028800519367
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE plc
        549300KI75VYLLMSK856
        SSE plc
        N/A
        
          
          
        
        8583.00000000
        NS
        
        196113.34000000
        0.098953070273
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Moderna, Inc.
        549300EI6OKH5K5Q2G38
        Moderna, Inc.
        60770K107
        
          
          
        
        1644.00000000
        NS
        USD
        283195.44000000
        0.142892157542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        salesforce.com, Inc.
        79466L302
        
          
          
        
        3355.00000000
        NS
        USD
        712333.60000000
        0.359422754102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        N/A
        
          
          
        
        532.00000000
        NS
        
        56181.45000000
        0.028347520724
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        InterContinental Hotels Group plc
        2138007ZFQYRUSLU3J98
        InterContinental Hotels Group plc
        N/A
        
          
          
        
        459.00000000
        NS
        
        31044.30000000
        0.015664048144
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        108690.57000000
        0.054842090860
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            5267901.60000000
            USD
            7176000.00000000
            AUD
            2022-06-15
            108690.57000000
          
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services, Inc.
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620M106
        
          
          
        
        1523.00000000
        NS
        USD
        152939.66000000
        0.077168890824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp.
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp.
        N/A
        
          
          
        
        4300.00000000
        NS
        
        49316.07000000
        0.024883450255
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Extra Space Storage, Inc.
        N/A
        Extra Space Storage, Inc.
        30225T102
        
          
          
        
        394.00000000
        NS
        USD
        81006.40000000
        0.040873466291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Long Gilt
        N/A
        
          
          
          
        
        4.00000000
        NC
        
        494.34000000
        0.000249429542
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                N/A
                Long Gilt
                
                  
                
              
            
            2022-06-28
            484920.00000000
            GBP
            494.34000000
          
        
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        N/A
        
          
          
        
        290.00000000
        NS
        
        49264.72000000
        0.024857540543
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
          
        
        7896.00000000
        NS
        USD
        588330.96000000
        0.296854639408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius XM Holdings, Inc.
        54930055RWDMVXAGZK98
        Sirius XM Holdings, Inc.
        82968B103
        
          
          
        
        22209.00000000
        NS
        USD
        147023.58000000
        0.074183809442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Workday, Inc.
        549300J0DYC0N31V7G13
        Workday, Inc., Class A
        98138H101
        
          
          
        
        200.00000000
        NS
        USD
        47892.00000000
        0.024164906076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xero Ltd.
        254900UG5D8YST164N14
        Xero Ltd.
        N/A
        
          
          
        
        850.00000000
        NS
        
        64419.52000000
        0.032504210522
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Align Technology, Inc.
        549300N5YSE0U3LCP840
        Align Technology, Inc.
        016255101
        
          
          
        
        126.00000000
        NS
        USD
        54936.00000000
        0.027719102986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferguson plc
        213800DU1LGY3R2S2X42
        Ferguson plc
        N/A
        
          
          
        
        131.00000000
        NS
        
        17747.87000000
        0.008955057454
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        30000000.00000000
        PA
        
        8890.22000000
        0.004485745663
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            0.00000000
            USD
            0.00000000
            USD
            30000000.00000000
            HKD
            8890.22000000
          
        
        
          N
          N
          N
        
      
      
        MTU Aero Engines AG
        529900807L67JY81RD65
        MTU Aero Engines AG
        N/A
        
          
          
        
        151.00000000
        NS
        
        34923.28000000
        0.017621268293
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Makita Corp.
        529900CDR9E94BCM6294
        Makita Corp.
        N/A
        
          
          
        
        900.00000000
        NS
        
        28796.94000000
        0.014530095849
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co. Ltd.
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co. Ltd.
        N/A
        
          
          
        
        800.00000000
        NS
        
        52698.24000000
        0.026589994571
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co. Ltd.
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co. Ltd.
        N/A
        
          
          
        
        2100.00000000
        NS
        
        106393.60000000
        0.053683106806
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Klepierre SA
        969500PB4U31KEFHZ621
        Klepierre SA
        N/A
        
          
          
        
        302.00000000
        NS
        
        8040.48000000
        0.004056991648
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CSX Corp.
        549300JVQR4N1MMP3Q88
        CSX Corp.
        126408103
        
          
          
        
        7000.00000000
        NS
        USD
        262150.00000000
        0.132273242463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        N/A
        
          
          
        
        696.00000000
        NS
        
        152918.96000000
        0.077158446207
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CyberArk Software Ltd.
        529900YEXNDM894PWS93
        CyberArk Software Ltd.
        N/A
        
          
          
        
        129.00000000
        NS
        USD
        21768.75000000
        0.010983876204
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CapitaLand Integrated Commercial Trust
        54930031292WUTXF0L29
        CapitaLand Integrated Commercial Trust
        N/A
        
          
          
        
        22122.00000000
        NS
        
        36597.31000000
        0.018465934995
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        N/A
        
          
          
        
        459.00000000
        NS
        
        95855.07000000
        0.048365672002
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd.
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd.
        N/A
        
          
          
        
        2500.00000000
        NS
        
        58495.00000000
        0.029514870562
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Roku, Inc.
        549300KR6ITU0YIR1T71
        Roku, Inc.
        77543R102
        
          
          
        
        241.00000000
        NS
        USD
        30190.07000000
        0.015233028606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APA Group
        N/A
        APA Group
        N/A
        
          
          
        
        15916.00000000
        NS
        
        126497.88000000
        0.063827140005
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Block, Inc.
        549300OHIIUWSTIZME52
        Block, Inc., Class A
        852234103
        
          
          
        
        172.00000000
        NS
        USD
        23323.20000000
        0.011768206327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monolithic Power Systems, Inc.
        529900TB7O85LSZ1XU31
        Monolithic Power Systems, Inc.
        609839105
        
          
          
        
        48.00000000
        NS
        USD
        23312.64000000
        0.011762878059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoetis, Inc.
        549300HD9Q1LOC9KLJ48
        Zoetis, Inc.
        98978V103
        
          
          
        
        3089.00000000
        NS
        USD
        582554.51000000
        0.293940011251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palo Alto Networks, Inc.
        549300QXR2YVZV231H43
        Palo Alto Networks, Inc.
        697435105
        
          
          
        
        109.00000000
        NS
        USD
        67853.59000000
        0.034236942064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG (Registered)
        N/A
        
          
          
        
        3983.00000000
        NS
        
        50162.67000000
        0.025310619918
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444U700
        
          
          
        
        293.00000000
        NS
        USD
        217294.66000000
        0.109640546436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Media Corp.-Liberty SiriusXM
        N/A
        Liberty Media Corp.-Liberty SiriusXM, Class C
        531229607
        
          
          
        
        1978.00000000
        NS
        USD
        90453.94000000
        0.045640419368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS
        N/A
        
          
        
        14000000.00000000
        PA
        
        -35923.83000000
        -0.01812611663
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Clearnet
              549300TXTCI7WVVJS380
            
            Y
            
            
              
                
              
            
            2027-09-21
            149.47000000
            USD
            0.00000000
            USD
            14000000.00000000
            SEK
            -35923.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -31167.06000000
        -0.01572598925
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1543000.00000000
            AUD
            1124920.14000000
            USD
            2022-06-15
            -31167.06000000
          
        
        
          N
          N
          N
        
      
      
        Toyota Industries Corp.
        35380000WKGEAHEMW830
        Toyota Industries Corp.
        N/A
        
          
          
        
        400.00000000
        NS
        
        27589.37000000
        0.013920791254
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
    
    
      
      
      
      
    
    
      2022-03-31
      BlackRock Variable Series Funds, Inc.
      Ann Frechette
      Ann Frechette
      Assistant Treasurer
    
  
  XXXX
BlackRock
Managed
Volatility
V.I.
Fund
(Percentages
shown
are
based
Net
Assets)
Schedule
Investments
(unaudited)
March
31,
2022
Security
Value
Common
Stocks
Aerospace
Defense
—
0.1%
Howmet
Aerospace,
Inc.
...............
1,662
59,732
MTU
Aero
Engines
................
151
34,923
TransDigm
Group,
Inc.
(a)
...............
155
100,989
195,644
Air
Freight
Logistics
—
0.1%
Deutsche
Post
(Registered)
..........
373
17,811
DSV
A/S
..........................
407
78,004
InPost
(a)
........................
3,322
21,078
116,893
Airlines
—
0.1%
(a)
Alaska
Air
Group,
Inc.
.................
364
21,116
American
Airlines
Group,
Inc.
............
1,881
34,328
United
Airlines
Holdings,
Inc.
............
941
43,625
99,069
Auto
Components
—
0.2%
Aptiv
plc
(a)
.........................
1,298
155,384
BorgWarner,
Inc.
....................
2,311
89,898
Denso
Corp.
.......................
900
57,420
Faurecia
.......................
1,683
Lear
Corp.
........................
267
38,071
Toyota
Industries
Corp.
................
400
27,589
370,045
Automobiles
—
2.6%
Bayerische
Motoren
Werke
..........
1,285
111,047
Daimler
(Registered)
...............
2,687
188,599
Ferrari
........................
262
57,079
Ford
Motor
Co.
.....................
15,935
269,461
General
Motors
Co.
(a)
.................
5,977
261,434
Honda
Motor
Co.
Ltd.
.................
6,000
170,075
Isuzu
Motors
Ltd.
....................
2,500
32,295
Mazda
Motor
Corp.
(a)
.................
1,200
8,821
Nissan
Motor
Co.
Ltd.
(a)
................
8,500
37,768
Rivian
Automotive,
Inc.,
Class
(a)(b)
........
2,207
110,880
Stellantis
.......................
3,876
62,801
Subaru
Corp.
......................
7,900
125,476
Tesla,
Inc.
(a)
........................
2,979
3,210,171
Toyota
Motor
Corp.
..................
27,900
503,260
Volkswagen
.....................
116
28,654
5,177,821
Banks
—
2.8%
Australia
New
Zealand
Banking
Group
Ltd.
8,223
168,498
Banco
Bilbao
Vizcaya
Argentaria
.......
12,712
72,585
Banco
Santander
.................
35,225
119,763
Bank
Hapoalim
..................
1,970
19,504
Bank
Leumi
Le-Israel
..............
3,105
33,449
Bank
America
Corp.
................
16,012
660,015
Barclays
plc
.......................
35,430
68,680
BNP
Paribas
....................
2,400
137,147
BOC
Hong
Kong
Holdings
Ltd.
...........
13,000
48,916
CaixaBank
......................
5,721
19,405
Citigroup,
Inc.
......................
3,531
188,555
Comerica,
Inc.
......................
381
34,454
Commonwealth
Bank
Australia
.........
3,987
313,986
Credit
Agricole
(b)
..................
2,332
27,864
Danske
Bank
A/S
....................
2,458
40,889
DBS
Group
Holdings
Ltd.
..............
4,300
112,670
Hang
Seng
Bank
Ltd.
.................
3,200
61,545
HSBC
Holdings
plc
..................
50,555
345,319
ING
Groep
......................
9,166
95,702
Intesa
Sanpaolo
SpA
.................
20,665
47,297
Security
Value
Banks
(continued)
Israel
Discount
Bank
Ltd.,
Class
(a)
.......
796
4,950
Japan
Post
Bank
Co.
Ltd.
(b)
.............
2,600
20,880
JPMorgan
Chase
Co.
...............
6,932
944,970
KBC
Group
.....................
423
30,350
Mitsubishi
UFJ
Financial
Group,
Inc.
.......
30,200
186,670
Mizrahi
Tefahot
Bank
Ltd.
..............
1,191
46,511
Mizuho
Financial
Group,
Inc.
............
5,350
68,241
National
Australia
Bank
Ltd.
.............
8,502
204,685
NatWest
Group
plc
...................
21,676
61,220
Nordea
Bank
Abp
...................
8,206
84,456
Oversea-Chinese
Banking
Corp.
Ltd.
......
7,100
64,410
People's
United
Financial,
Inc.
...........
1,244
24,868
Skandinaviska
Enskilda
Banken
AB,
Class
3,441
37,200
Societe
Generale
.................
925
24,797
Standard
Chartered
plc
................
5,978
39,682
Sumitomo
Mitsui
Financial
Group,
Inc.
......
3,700
116,877
Sumitomo
Mitsui
Trust
Holdings,
Inc.
.......
900
29,290
Svenska
Handelsbanken
AB,
Class
......
2,426
22,308
Swedbank
AB,
Class
................
1,228
18,341
Truist
Financial
Corp.
.................
2,403
136,250
UniCredit
SpA
......................
3,775
40,724
United
Overseas
Bank
Ltd.
.............
2,500
58,495
Bancorp
.......................
2,428
129,048
Wells
Fargo
Co.
...................
7,478
362,384
Westpac
Banking
Corp.
...............
9,073
163,918
Zions
Bancorp
...................
455
29,830
5,567,598
Beverages
—
1.0%
Anheuser-Busch
InBev
SA/NV
...........
1,952
116,707
Asahi
Group
Holdings
Ltd.
..............
800
29,136
Carlsberg
A/S,
Class
................
199
24,430
Coca-Cola
Co.
(The)
.................
7,336
454,832
Coca-Cola
Europacific
Partners
plc
........
2,325
113,018
Coca-Cola
HBC
(a)
.................
1,567
32,681
Constellation
Brands,
Inc.,
Class
........
20,959
Diageo
plc
........................
6,510
330,217
Heineken
Holding
.................
765
59,902
Heineken
......................
1,811
173,186
PepsiCo,
Inc.
......................
2,843
475,861
Pernod
Ricard
...................
696
152,919
Remy
Cointreau
..................
7,424
1,991,272
Biotechnology
—
2.0%
AbbVie,
Inc.
.......................
6,805
1,103,159
Alnylam
Pharmaceuticals,
Inc.
(a)
..........
328
53,559
Amgen,
Inc.
.......................
2,337
565,133
Argenx
(a)
.......................
27,846
Biogen,
Inc.
(a)
......................
760
160,056
BioMarin
Pharmaceutical,
Inc.
(a)
..........
755
58,210
CSL
Ltd.
..........................
1,215
242,566
Exact
Sciences
Corp.
(a)
................
521
36,428
Genmab
A/S
(a)
......................
127
45,866
Gilead
Sciences,
Inc.
.................
5,637
335,120
Horizon
Therapeutics
plc
(a)
.............
1,184
124,569
Incyte
Corp.
(a)
......................
1,271
100,943
Moderna
Inc.
(a)
.....................
1,644
283,195
Neurocrine
Biosciences,
Inc.
(a)
...........
364
34,125
Novavax
Inc.
(a)
.....................
290
21,359
Regeneron
Pharmaceuticals,
Inc.
(a)
........
474
331,051
Seagen
Inc.
(a)
......................
504
72,601
Vertex
Pharmaceuticals,
Inc.
(a)
...........
1,243
324,386
3,920,172
BlackRock
Managed
Volatility
V.I.
Fund
(Percentages
shown
are
based
Net
Assets)
Schedule
Investments
(unaudited)
(continued)
March
31,
2022
Security
Value
Building
Products
—
0.5%
Assa
Abloy
AB,
Class
...............
2,860
76,876
Carrier
Global
Corp.
..................
2,183
100,134
Cie
Saint-Gobain
..................
1,224
72,828
Daikin
Industries
Ltd.
.................
700
127,123
Fortune
Brands
Home
Security,
Inc.
......
264
19,610
Geberit
(Registered)
...............
206
126,990
Johnson
Controls
International
plc
........
1,120
73,438
Kingspan
Group
plc
..................
430
42,031
Lixil
Corp.
.........................
300
5,585
Masco
Corp.
.......................
1,886
96,186
Nibe
Industrier
AB,
Class
.............
4,673
51,798
Rockwool
International
A/S,
Class
.......
148
48,856
Trane
Technologies
plc
................
395
60,317
901,772
Capital
Markets
—
1.5%
Group
plc
.......................
1,913
34,592
Abrdn
plc
.........................
3,688
10,327
Ameriprise
Financial,
Inc.
..............
409
122,847
ASX
Ltd.
.........................
602
36,620
Bank
New
York
Mellon
Corp.
(The)
......
1,188
58,960
Charles
Schwab
Corp.
(The)
............
3,310
279,066
CME
Group,
Inc.
....................
750
178,395
Credit
Suisse
Group
(Registered)
......
4,217
33,197
Daiwa
Securities
Group,
Inc.
............
5,900
33,375
Deutsche
Bank
(Registered)
(a)
.........
3,983
50,163
Deutsche
Boerse
.................
543
97,746
EQT
..........................
894
34,864
Euronext
(c)(d)
.....................
156
14,172
Goldman
Sachs
Group,
Inc.
(The)
........
775
255,827
Hargreaves
Lansdown
plc
..............
773
10,189
Hong
Kong
Exchanges
Clearing
Ltd.
.....
2,100
98,434
Intercontinental
Exchange,
Inc.
..........
1,464
193,424
Japan
Exchange
Group,
Inc.
............
1,400
25,995
London
Stock
Exchange
Group
plc
........
858
89,473
Macquarie
Group
Ltd.
.................
1,199
181,330
Moody's
Corp.
......................
255
86,040
Morgan
Stanley
.....................
3,099
270,853
MSCI,
Inc.
........................
122
61,351
Nomura
Holdings,
Inc.
................
11,100
46,684
Northern
Trust
Corp.
..................
145
16,885
Partners
Group
Holding
.............
38,384
S&P
Global,
Inc.
....................
770
315,839
Schroders
plc
......................
532
22,402
St.
James's
Place
plc
.................
1,499
28,261
State
Street
Corp.
...................
371
32,321
Rowe
Price
Group,
Inc.
..............
160
24,190
UBS
Group
(Registered)
............
7,414
144,879
2,927,085
Chemicals
—
1.3%
Air
Liquide
......................
675
118,087
Albemarle
Corp.
....................
775
171,391
BASF
.........................
2,550
145,505
Croda
International
plc
................
301
30,964
DuPont
Nemours,
Inc.
..............
2,392
176,003
Ecolab,
Inc.
.......................
2,009
354,709
Evonik
Industries
.................
1,027
28,492
International
Flavors
Fragrances,
Inc.
.....
2,106
276,581
Linde
plc
.........................
1,020
325,819
Nippon
Paint
Holdings
Co.
Ltd.
...........
4,400
38,550
Nissan
Chemical
Corp.
................
1,100
64,524
Nitto
Denko
Corp.
...................
400
28,675
Novozymes
A/S,
Class
...............
153
10,490
Orica
Ltd.
.........................
1,530
18,204
PPG
Industries,
Inc.
..................
2,159
282,980
Security
Value
Chemicals
(continued)
RPM
International,
Inc.
................
350
28,504
Sherwin-Williams
Co.
(The)
.............
1,052
262,600
Shin-Etsu
Chemical
Co.
Ltd.
............
700
106,353
Sika
(Registered)
.................
229
75,766
Symrise
.......................
270
32,371
2,576,568
Commercial
Services
Supplies
—
0.1%
Brambles
Ltd.
......................
3,336
24,618
Rentokil
Initial
plc
....................
8,845
60,929
Secom
Co.
Ltd.
.....................
600
43,405
Waste
Management,
Inc.
...............
500
79,250
208,202
Construction
Engineering
—
0.3%
ACS
Actividades
Construccion
Servicios
...........................
974
26,258
Bouygues
......................
1,353
47,225
Eiffage
........................
1,098
112,690
Ferrovial
.......................
2,651
70,503
Kajima
Corp.
.......................
3,300
40,150
Obayashi
Corp.
.....................
1,400
10,276
Quanta
Services,
Inc.
.................
414
54,487
Shimizu
Corp.
......................
1,600
9,602
Taisei
Corp.
.......................
1,200
34,643
Vinci
..........................
1,997
204,039
609,873
Construction
Materials
—
0.0%
CRH
plc
..........................
1,125
44,871
Holcim
Ltd.
(a)
.......................
354
17,217
62,088
Consumer
Finance
—
0.2%
American
Express
Co.
................
1,326
247,962
Capital
One
Financial
Corp.
.............
775
101,750
Discover
Financial
Services
.............
319
35,150
384,862
Containers
Packaging
—
0.0%
Smurfit
Kappa
Group
plc
...............
492
21,853
Diversified
Financial
Services
—
1.3%
Berkshire
Hathaway,
Inc.,
Class
(a)
.......
5,885
2,076,875
Eurazeo
.......................
7,230
Groupe
Bruxelles
Lambert
...........
961
99,441
Industrivarden
AB,
Class
.............
325
9,218
Industrivarden
AB,
Class
.............
1,101
30,689
Investor
AB,
Class
..................
1,702
39,604
Investor
AB,
Class
..................
6,493
141,081
Lundbergforetagen
AB,
Class
.......
355
18,017
M&G
plc
..........................
9,749
28,090
ORIX
Corp.
........................
3,200
63,784
Wendel
........................
9,165
2,523,194
Diversified
Telecommunication
Services
—
0.9%
AT&T,
Inc.
.........................
26,681
630,472
Group
plc
(a)
.....................
13,281
31,666
Cellnex
Telecom
(c)(d)
................
757
36,430
Deutsche
Telekom
(Registered)
.......
6,470
120,498
Lumen
Technologies,
Inc.
..............
2,997
33,776
Nippon
Telegraph
Telephone
Corp.
......
1,600
46,486
Orange
........................
1,966
23,280
Telefonica
......................
5,627
27,270
Telstra
Corp.
Ltd.
....................
8,199
24,224
BlackRock
Managed
Volatility
V.I.
Fund
(Percentages
shown
are
based
Net
Assets)
Schedule
Investments
(unaudited)
(continued)
March
31,
2022
Security
Value
Diversified
Telecommunication
Services
(continued)
Verizon
Communications,
Inc.
...........
14,574
742,400
1,716,502
Electric
Utilities
—
2.3%
Chubu
Electric
Power
Co.,
Inc.
...........
7,800
80,729
Infrastructure
Holdings
Ltd.
...........
21,500
143,724
Constellation
Energy
Corp.
(a)
............
3,727
209,644
Edison
International
..................
4,938
346,154
Electricite
France
...............
3,063
28,750
Elia
Group
SA/NV
...................
739
112,750
Endesa
........................
4,820
105,094
Enel
SpA
.........................
30,065
200,737
Entergy
Corp.
......................
2,616
305,418
Eversource
Energy
..................
3,912
344,999
Exelon
Corp.
.......................
9,749
464,345
FirstEnergy
Corp.
...................
6,685
306,574
Fortum
OYJ
.......................
3,043
55,617
Iberdrola
.......................
25,876
282,824
Mercury
Ltd.
.....................
21,219
87,107
NextEra
Energy,
Inc.
.................
12,388
1,049,387
Orsted
A/S
(c)(d)
......................
716
89,623
SSE
plc
..........................
8,583
196,113
Terna
Rete
Elettrica
Nazionale
..........
16,113
138,367
Verbund
.......................
532
56,181
4,604,137
Electrical
Equipment
—
0.4%
ABB
Ltd.
(Registered)
.................
2,717
88,141
Eaton
Corp.
plc
.....................
519
78,764
Emerson
Electric
Co.
.................
319
31,278
Fuji
Electric
Co.
Ltd.
..................
200
9,968
Legrand
.......................
884
84,048
Mitsubishi
Electric
Corp.
...............
4,300
49,316
Nidec
Corp.
.......................
1,000
78,983
Rockwell
Automation,
Inc.
..............
143
40,044
Schneider
Electric
.................
1,271
213,389
Siemens
Energy
(a)
.................
2,247
51,121
Vestas
Wind
Systems
A/S
..............
2,970
87,124
812,176
Electronic
Equipment,
Instruments
Components
—
0.6%
Amphenol
Corp.,
Class
..............
1,535
115,662
CDW
Corp.
........................
646
115,563
Cognex
Corp.
......................
308
23,762
Corning,
Inc.
.......................
3,779
139,483
Halma
plc
.........................
1,127
36,872
Hexagon
AB,
Class
.................
1,028
14,403
Hirose
Electric
Co.
Ltd.
................
400
57,982
IPG
Photonics
Corp.
(a)
................
357
39,184
Keyence
Corp.
.....................
500
231,851
Kyocera
Corp.
......................
500
27,980
Murata
Manufacturing
Co.
Ltd.
...........
800
52,698
Connectivity
Ltd.
..................
721
94,437
Teledyne
Technologies,
Inc.
(a)
............
216
102,088
Trimble,
Inc.
(a)
......................
1,182
85,270
Venture
Corp.
Ltd.
...................
2,400
30,929
Zebra
Technologies
Corp.,
Class
(a)
.......
240
99,288
1,267,452
Energy
Equipment
Services
—
0.3%
Baker
Hughes
Co.
...................
3,855
140,361
Halliburton
Co.
.....................
4,366
165,340
Schlumberger
...................
6,013
248,397
Tenaris
........................
1,455
21,856
575,954
Security
Value
Entertainment
—
1.6%
Activision
Blizzard,
Inc.
................
2,940
235,523
AMC
Entertainment
Holdings,
Inc.,
Class
(a)(b)
5,397
132,982
Bollore
........................
7,175
37,571
Electronic
Arts,
Inc.
..................
1,082
136,884
Embracer
Group
(a)
.................
1,203
10,042
Liberty
Media
Corp.
-Liberty
Formula
One,
Class
(a)
.......................
1,601
111,814
Live
Nation
Entertainment,
Inc.
(a)(b)
........
1,528
179,754
Netflix,
Inc.
(a)
.......................
2,241
839,456
Nexon
Co.
Ltd.
.....................
800
19,139
Nintendo
Co.
Ltd.
....................
300
151,429
Roku,
Inc.
(a)
........................
241
30,190
Sea
Ltd.,
ADR
(a)
.....................
640
76,666
Take-Two
Interactive
Software,
Inc.
(a)
.......
444
68,260
Ubisoft
Entertainment
(a)
.............
202
8,876
Universal
Music
Group
.............
2,057
54,910
Walt
Disney
Co.
(The)
(a)
...............
7,523
1,031,855
3,125,351
Equity
Real
Estate
Investment
Trusts
(REITs)
—
2.0%
Alexandria
Real
Estate
Equities,
Inc.
.......
453
91,166
American
Tower
Corp.
................
1,503
377,584
Ascendas
REIT
.....................
21,400
46,113
AvalonBay
Communities,
Inc.
...........
480
119,218
Boston
Properties,
Inc.
................
530
68,264
British
Land
Co.
plc
(The)
..............
3,170
21,949
CapitaLand
Integrated
Commercial
Trust
....
22,122
36,597
Covivio
..........................
6,685
Crown
Castle
International
Corp.
.........
1,399
258,255
Daiwa
House
REIT
Investment
Corp.
......
29,656
Dexus
...........................
3,081
25,149
Digital
Realty
Trust,
Inc.
...............
974
138,113
Duke
Realty
Corp.
...................
1,197
69,498
Equinix
Inc.
.......................
293
217,295
Equity
Residential
...................
1,203
108,174
Essex
Property
Trust,
Inc.
..............
192
66,332
Extra
Space
Storage,
Inc.
..............
394
81,006
Federal
Realty
Investment
Trust
..........
204
24,902
Gecina
........................
208
26,214
GLP
J-
Reit
........................
25,832
Goodman
Group
....................
4,252
72,269
GPT
Group
(The)
....................
3,096
11,942
Healthpeak
Properties,
Inc.
.............
1,732
59,460
Host
Hotels
Resorts,
Inc.
(a)
............
1,000
19,430
Iron
Mountain,
Inc.
...................
1,128
62,502
Japan
Metropolitan
Fund
Investment
Corp.
10,126
Japan
Real
Estate
Investment
Corp.
.......
41,901
Kimco
Realty
Corp.
..................
1,710
42,237
Klepierre
.......................
302
8,040
Land
Securities
Group
plc
..............
3,084
31,641
Link
REIT
.........................
8,100
68,982
Mid-America
Apartment
Communities,
Inc.
...
380
79,591
Mirvac
Group
......................
2,415
4,478
Nippon
Building
Fund,
Inc.
..............
45,383
Nippon
Prologis
REIT,
Inc.
..............
8,760
Nomura
Real
Estate
Master
Fund,
Inc.
.....
17,185
Orix
JREIT,
Inc.
.....................
5,425
Prologis,
Inc.
.......................
2,360
381,093
Public
Storage
......................
505
197,091
Realty
Income
Corp.
..................
1,908
132,224
Regency
Centers
Corp.
...............
302
21,545
SBA
Communications
Corp.
............
342
117,682
Scentre
Group
......................
10,526
23,933
Segro
plc
.........................
3,824
67,222
Simon
Property
Group,
Inc.
.............
1,095
144,058
Stockland
.........................
3,177
10,068
BlackRock
Managed
Volatility
V.I.
Fund
(Percentages
shown
are
based
Net
Assets)
Schedule
Investments
(unaudited)
(continued)
March
31,
2022
Security
Value
Equity
Real
Estate
Investment
Trusts
(REITs)
(continued)
UDR,
Inc.
.........................
976
55,993
Unibail
Rodamco
-Westfield
(a)
............
217
16,255
Ventas,
Inc.
.......................
1,065
65,774
Vornado
Realty
Trust
.................
316
14,321
Welltower
Inc.
......................
1,474
141,710
Weyerhaeuser
Co.
...................
2,609
98,881
3,915,204
Food
Products
—
0.5%
Associated
British
Foods
plc
............
702
15,250
Barry
Callebaut
(Registered)
..........
37,511
Danone
........................
1,188
65,629
JDE
Peet's
(a)
....................
329
9,437
Kerry
Group
plc,
Class
...............
268
29,974
Kikkoman
Corp.
.....................
500
33,118
Lamb
Weston
Holdings,
Inc.
............
425
25,462
Nestle
(Registered)
................
6,294
818,337
1,034,718
Gas
Utilities
—
0.3%
APA
Group
........................
15,916
126,498
Atmos
Energy
Corp.
..................
385
46,004
Hong
Kong
China
Gas
Co.
Ltd.
.........
23,732
28,666
Naturgy
Energy
Group
..............
4,056
121,515
Osaka
Gas
Co.
Ltd.
..................
4,500
77,113
Snam
SpA
........................
24,859
143,351
Tokyo
Gas
Co.
Ltd.
..................
2,800
51,260
594,407
Health
Care
Equipment
Supplies
—
1.6%
Abbott
Laboratories
..................
6,126
725,073
Alcon,
Inc.
........................
965
76,453
Align
Technology,
Inc.
(a)
................
126
54,936
Baxter
International,
Inc.
...............
2,267
175,783
Becton
Dickinson
and
Co.
..............
683
181,678
Boston
Scientific
Corp.
(a)
...............
3,371
149,302
Carl
Zeiss
Meditec
................
104
16,752
Coloplast
A/S,
Class
................
226
34,225
Dexcom
Inc.
(a)
.....................
232
118,691
Edwards
Lifesciences
Corp.
(a)
...........
1,432
168,575
Hoya
Corp.
........................
800
91,166
IDEXX
Laboratories,
Inc.
(a)
..............
144
78,777
Intuitive
Surgical,
Inc.
(a)
................
896
270,305
Koninklijke
Philips
.................
1,742
53,120
Medtronic
plc
......................
3,692
409,627
Olympus
Corp.
.....................
2,100
39,801
ResMed
Inc.
......................
319
77,361
Siemens
Healthineers
(c)(d)
............
1,080
66,929
Smith
Nephew
plc
..................
1,828
29,074
Stryker
Corp.
......................
843
225,376
Sysmex
Corp.
......................
200
14,486
Terumo
Corp.
......................
1,200
36,310
West
Pharmaceutical
Services,
Inc.
.......
231
94,874
Zimmer
Biomet
Holdings,
Inc.
...........
301
38,498
3,227,172
Health
Care
Providers
Services
—
1.3%
Anthem,
Inc.
.......................
709
348,275
Centene
Corp.
(a)
....................
2,481
208,875
Cigna
Corp.
.......................
290
69,487
Fresenius
Medical
Care
Co.
KGaA
....
587
39,335
Fresenius
Co.
KGaA
..............
1,093
40,131
Humana,
Inc.
......................
531
231,075
Molina
Healthcare,
Inc.
(a)
...............
240
80,062
Ramsay
Health
Care
Ltd.
..............
310
15,014
Security
Value
Health
Care
Providers
Services
(continued)
UnitedHealth
Group,
Inc.
...............
3,146
1,604,366
2,636,620
Health
Care
Technology
—
0.0%
Cerner
Corp.
.......................
446
41,728
M3,
Inc.
..........................
700
25,281
67,009
Hotels,
Restaurants
Leisure
—
0.6%
Booking
Holdings,
Inc.
(a)
...............
86,893
Chipotle
Mexican
Grill,
Inc.
(a)
............
64,863
Compass
Group
plc
(a)
.................
5,946
127,959
Entain
plc
(a)
........................
891
19,086
Evolution
(c)(d)
.....................
463
47,103
Flutter
Entertainment
plc
(a)
..............
405
46,674
InterContinental
Hotels
Group
plc
(a)
........
459
31,044
McDonald's
Corp.
...................
1,620
400,594
Norwegian
Cruise
Line
Holdings
Ltd.
(a)
......
1,075
23,521
Oriental
Land
Co.
Ltd.
................
400
76,562
Penn
National
Gaming,
Inc.
(a)
............
483
20,489
Sodexo
(a)
.......................
203
16,519
Starbucks
Corp.
.....................
2,075
188,763
Yum!
Brands,
Inc.
...................
136
16,120
1,166,190
Household
Durables
—
1.1%
Horton,
Inc.
.....................
7,896
588,331
Lennar
Corp.,
Class
.................
6,493
527,037
NVR,
Inc.
(a)
........................
406,521
Panasonic
Holdings
Corp.
..............
1,200
11,654
PulteGroup,
Inc.
....................
8,300
347,770
Sony
Group
Corp.
...................
2,900
298,340
2,179,653
Household
Products
—
0.3%
Procter
Gamble
Co.
(The)
............
3,310
505,768
Reckitt
Benckiser
Group
plc
.............
1,923
146,698
652,466
Independent
Power
and
Renewable
Electricity
Producers
—
0.1%
EDP
Renovaveis
..................
4,529
116,444
Meridian
Energy
Ltd.
.................
18,233
63,525
Uniper
.........................
1,257
32,473
212,442
Industrial
Conglomerates
—
0.4%
Co.
...........................
654
97,368
Hutchison
Holdings
Ltd.
.............
15,000
109,686
DCC
plc
..........................
961
74,414
Hitachi
Ltd.
........................
2,200
110,097
Investment
Latour
Class
...........
138
4,381
Keppel
Corp.
Ltd.
....................
5,100
24,048
Lifco
AB,
Class
(b)
...................
1,120
28,432
Siemens
.......................
1,841
254,918
Smiths
Group
plc
....................
1,038
19,666
Toshiba
Corp.
......................
1,200
45,592
768,602
Insurance
—
3.0%
Admiral
Group
plc
...................
757
25,386
Aegon
.........................
1,148
6,086
Aflac,
Inc.
.........................
234
15,067
AIA
Group
Ltd.
.....................
30,000
313,257
Alleghany
Corp.
(a)
....................
77,924
Allianz
(Registered)
................
1,179
281,555
Allstate
Corp.
(The)
..................
1,862
257,906
American
Financial
Group,
Inc.
..........
541
78,780
American
International
Group,
Inc.
........
850
53,354
BlackRock
Managed
Volatility
V.I.
Fund
(Percentages
shown
are
based
Net
Assets)
Schedule
Investments
(unaudited)
(continued)
March
31,
2022
Security
Value
Insurance
(continued)
Aon
plc,
Class
....................
1,281
417,132
Arch
Capital
Group
Ltd.
(a)
..............
2,233
108,122
Arthur
Gallagher
Co.
...............
1,539
268,709
Assicurazioni
Generali
SpA
.............
1,724
39,432
Assurant,
Inc.
......................
152
27,638
Aviva
plc
.........................
13,638
80,695
AXA
..........................
5,751
168,357
Brown
Brown,
Inc.
..................
2,269
163,981
Cincinnati
Financial
Corp.
..............
892
121,276
CNP
Assurances
....................
858
20,656
Dai-ichi
Life
Holdings,
Inc.
..............
2,300
46,738
Erie
Indemnity
Co.,
Class
.............
290
51,078
Everest
Group
Ltd.
................
404
121,758
Fidelity
National
Financial,
Inc.
...........
715
34,921
Hannover
Rueck
..................
290
49,265
Hartford
Financial
Services
Group,
Inc.
(The)
1,453
104,340
Insurance
Australia
Group
Ltd.
...........
4,656
15,238
Japan
Post
Holdings
Co.
Ltd.
(a)
...........
9,400
69,036
Legal
General
Group
plc
.............
14,897
52,816
Loews
Corp.
.......................
2,011
130,353
Markel
Corp.
(a)
......................
70,812
Marsh
McLennan
Cos.,
Inc.
...........
2,039
347,486
Medibank
Pvt
Ltd.
...................
6,074
13,955
MetLife,
Inc.
.......................
833
58,543
MS&AD
Insurance
Group
Holdings,
Inc.
....
1,700
55,195
Muenchener
Rueckversicherungs-Gesellschaft
(Registered)
..................
499
133,402
Group
......................
909
46,067
Phoenix
Group
Holdings
plc
............
3,275
26,239
Progressive
Corp.
(The)
...............
3,629
413,670
Prudential
Financial,
Inc.
...............
527
62,276
Prudential
plc
......................
6,028
88,993
QBE
Insurance
Group
Ltd.
.............
3,163
27,124
Sampo
OYJ,
Class
.................
1,795
87,711
Sompo
Holdings,
Inc.
.................
1,100
48,334
Suncorp
Group
Ltd.
..................
6,796
56,337
Swiss
Life
Holding
(Registered)
........
32,040
Swiss
.......................
719
68,444
Tokio
Marine
Holdings,
Inc.
.............
2,000
116,386
Travelers
Cos.,
Inc.
(The)
..............
1,634
298,581
Tryg
A/S
..........................
2,596
63,121
Willis
Towers
Watson
plc
...............
892
210,708
Berkley
Corp.
...................
2,182
145,299
Zurich
Insurance
Group
.............
386
190,645
5,862,224
Interactive
Media
Services
—
3.2%
Alphabet,
Inc.,
Class
(a)
...............
857
2,383,617
Alphabet,
Inc.,
Class
(a)
...............
798
2,228,806
Auto
Trader
Group
plc
(c)(d)
..............
4,059
33,508
Match
Group,
Inc.
(a)
..................
688
74,813
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