0001145549-21-053437.txt : 20210830
0001145549-21-053437.hdr.sgml : 20210830
20210830152031
ACCESSION NUMBER: 0001145549-21-053437
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210830
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Trust for Advised Portfolios
CENTRAL INDEX KEY: 0001261788
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21422
FILM NUMBER: 211223274
BUSINESS ADDRESS:
STREET 1: 615 EAST MICHIGAN STREET
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 414-287-3700
MAIL ADDRESS:
STREET 1: 615 EAST MICHIGAN STREET
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: ZIEGLER CAPITAL MANAGEMENT INVESTMENT TRUST
DATE OF NAME CHANGE: 20130128
FORMER COMPANY:
FORMER CONFORMED NAME: ZIEGLER LOTSOFF CAPITAL MANAGEMENT INVESTMENT TRUST
DATE OF NAME CHANGE: 20110803
FORMER COMPANY:
FORMER CONFORMED NAME: LOTSOFF CAPITAL MANAGEMENT INVESTMENT TRUST
DATE OF NAME CHANGE: 20050915
0001261788
S000050264
Fulcrum Diversified Absolute Return Fund
C000158697
Super Institutional Class
FARYX
C000158698
Institutional Class
FARIX
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1
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Milwaukee
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2021-06-30
2021-06-30
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J.P. MORGAN SECURITIES LLC
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-2026.040000000000
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N
N/A
N/A
EURO-BUND OPTION Aug21C 172
N/A
-11.000000000000
NC
-13043.220000000000
-0.0118588430
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Call
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
172.000000000000
EUR
2021-07-23
XXXX
-1249.910000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21C 173
N/A
-11.000000000000
NC
-5869.450000000000
-0.0053364803
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Call
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
173.000000000000
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2021-07-23
XXXX
-241.100000000000
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N
N
N/A
N/A
EURO-BUND OPTION Aug21C 173.5
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-11.000000000000
NC
-3521.670000000000
-0.0032018882
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DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Call
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
173.500000000000
EUR
2021-07-23
XXXX
139.140000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21C 174
N/A
-11.000000000000
NC
-1956.480000000000
-0.0017788237
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Call
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
174.000000000000
EUR
2021-07-23
XXXX
392.630000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21P 169.5
N/A
-11.000000000000
NC
-521.730000000000
-0.0004743548
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Put
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
169.500000000000
EUR
2021-07-23
XXXX
1565.040000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21P 170.5
N/A
-11.000000000000
NC
-1434.750000000000
-0.0013044689
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Put
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
170.500000000000
EUR
2021-07-23
XXXX
2619.570000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21P 171
N/A
51.000000000000
NC
10280.430000000000
0.0093469255
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Put
Purchased
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
171.000000000000
EUR
2021-07-23
XXXX
-5804.150000000000
N
N
N
N/A
N/A
EURO-BUND OPTION Aug21P 171.5
N/A
-11.000000000000
NC
-3391.240000000000
-0.0030833017
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Put
Written
N/A
N/A
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
Euro-Bund
Euro-Bund
N/A
N/A
N/A
100000.000000000000
171.500000000000
EUR
2021-07-23
XXXX
4335.820000000000
N
N
N
N/A
N/A
EURO-BUND FUTURE Sep21
N/A
46.000000000000
NC
17930.410000000000
0.0163022565
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro-Bund
Euro-Bund
2021-09-08
7924938.389999999999
EUR
17930.410000000000
N
N
N
N/A
N/A
SOYBEAN FUTURE Nov21
N/A
1.000000000000
NC
USD
-2652.820000000000
-0.0024119332
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2021-11-12
72602.820000000000
USD
-2652.820000000000
N
N
N
N/A
N/A
S&P 500 CONS STAPLES INDEX SWAP
N/A
1.000000000000
NC
USD
-5817.410000000000
-0.0052891657
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DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
S&P 500 Consumer Staples Sector GICS Level 1 Index
US78378Y2046
S5CONS - S&P 500 Consumer Staples Index
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UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-04-19
0.000000000000
USD
0.000000000000
USD
-544101.480000000000
USD
-5817.410000000000
N
N
N
N/A
N/A
S&P 500 INDUSTRIALS INDEX SWAP
N/A
1.000000000000
NC
USD
-3240.090000000000
-0.0029458768
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
S5INDU - S&P 500 Industrials Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-02-24
0.000000000000
USD
0.000000000000
USD
-361222.080000000000
USD
-3240.090000000000
N
N
N
N/A
N/A
S&P 500 MATERIALS INDEX SWAP
N/A
1.000000000000
NC
USD
-1186.590000000000
-0.0010788428
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
S&P 500 Materials Sector GICS Level 1 Index
US78380K2006
S5MATR - S&P 500 Materials Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-21
0.000000000000
USD
0.000000000000
USD
-552694.380000000000
USD
-1186.590000000000
N
N
N
N/A
N/A
S&P 500 UTILITIES INDEX SWAP
N/A
1.000000000000
NC
USD
15050.780000000000
0.0136841085
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
S&P 500 Utilities Sector GICS Level 1 Index
US78380N2045
S5UTIL - S&P 500 Utilities Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-06-23
0.000000000000
USD
0.000000000000
USD
-967955.800000000000
USD
15050.780000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) Oct21
N/A
3.000000000000
NC
USD
461.040000000000
0.0004191757
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Sugar #11
Sugar #11
2021-09-30
59649.360000000000
USD
461.040000000000
N
N
N
N/A
N/A
S&P500 EMINI OPTN Jun21C 4250
N/A
30.000000000000
NC
USD
57825.000000000000
0.0525742569
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4250.000000000000
USD
2021-06-30
XXXX
8108.070000000000
N
N
N
N/A
N/A
S&P500 EMINI OPTN Jun21C 4320
N/A
-44.000000000000
NC
USD
-110.000000000000
-0.0001000116
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4320.000000000000
USD
2021-06-30
XXXX
22381.640000000000
N
N
N
N/A
N/A
S&P500 EMINI OPTN Jun21C 4320
N/A
14.000000000000
NC
USD
35.000000000000
0.0000318219
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4320.000000000000
USD
2021-06-30
XXXX
-974.880000000000
N
N
N
N/A
N/A
IRS PAY FIXED 1.898% 09/15/2051
N/A
1.000000000000
NC
USD
-43011.510000000000
-0.0391058915
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2051-09-15
0.000000000000
USD
-57.810000000000
USD
1285900.000000000000
USD
-42953.700000000000
N
N
N
N/A
N/A
IRS REC FIXED 0.521% 09/15/2024
N/A
1.000000000000
NC
USD
-1009.130000000000
-0.0009174969
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Y
2024-09-15
13.100000000000
USD
0.000000000000
USD
300000.000000000000
USD
-1022.230000000000
N
N
N
N/A
N/A
USDCJPYP DIGI 113.5 10/09/2021
N/A
627000.000000000000
NC
USD
110044.140000000000
0.1000516885
N/A
DFE
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Call
Purchased
JAPANESE YEN
Binary option - Payoff is either notional amount or nothing
1.000000000000
USD
113.500000000000
USD
2021-09-10
XXXX
44836.140000000000
N
N
N
N/A
N/A
USDCJPYP DIGI OT 115 04/11/2021
N/A
1170000.000000000000
NC
USD
333624.330000000000
0.3033298959
N/A
DFE
US
N
2
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
549300PMHS66E71I2D34
Call
Purchased
JAPANESE YEN
One Touch Binary - Option pays notional if spot rate meets strike at any point during the term of option. Payoff is either notional or nothing.
1.000000000000
USD
115.000000000000
USD
2021-11-04
XXXX
225516.330000000000
N
N
N
N/A
N/A
USDCJPYPDIGIOT12011/09/2023
N/A
1446000.000000000000
NC
USD
483198.250000000000
0.4393219010
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
JAPANESE YEN
One Touch Binary - Option pays notional if spot rate meets strike at any point during the term of option. Payoff is either notional or nothing.
1.000000000000
USD
120.000000000000
USD
2023-09-11
XXXX
131820.250000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20210730
N/A
1.000000000000
NC
USD
-1642.680000000000
-0.0014935180
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1102395.600000000000
USD
15779072.960000000000
ZAR
2021-07-30
-1642.680000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20210730
N/A
1.000000000000
NC
USD
9467.010000000000
0.0086073673
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-11930909.480000000000
ZAR
841770.880000000000
USD
2021-07-30
9467.010000000000
N
N
N
N/A
N/A
US LONG BOND(CBT) Sep21
N/A
-184.000000000000
NC
USD
-603109.240000000000
-0.5483444897
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Long Bonds
U.S. Treasury Long Bonds
2021-09-21
-28974890.757500000000
USD
-603109.240000000000
N
N
N
N/A
N/A
CBOE VIX FUTURE Jul21
N/A
10.000000000000
NC
USD
-7784.460000000000
-0.0070775997
N/A
DE
US
N
1
Cboe Futures Exchange
254900O9GJPIWCP8RH13
Long
CBOE Volatility Index
UX_Index
2021-07-21
186817.460000000000
USD
-7784.460000000000
N
N
N
N/A
N/A
CBOE VIX FUTURE Aug21
N/A
-15.000000000000
NC
USD
10398.110000000000
0.0094539197
N/A
DE
US
N
1
Cboe Futures Exchange
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index
UX_Index
2021-08-18
-306628.610000000000
USD
10398.110000000000
N
N
N
N/A
N/A
EURO STOXX 50 Sep21
N/A
-73.000000000000
NC
66499.010000000000
0.0604606318
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro STOXX 50 Quanto Index
VG_Index
2021-09-17
-3016596.940000000000
EUR
66499.010000000000
N
N
N
N/A
N/A
CBOE MAR CLL OPT 7/21 21
N/A
-140.000000000000
NC
USD
-15400.000000000000
-0.0140016179
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Call
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
21.000000000000
USD
2021-07-21
XXXX
6785.140000000000
N
N
N
N/A
N/A
CBOE MAR CLL OPT 7/21 24
N/A
-140.000000000000
NC
USD
-10850.000000000000
-0.0098647763
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Call
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
24.000000000000
USD
2021-07-21
XXXX
10670.140000000000
N
N
N
N/A
N/A
CBOE MAR CLL OPT 7/21 29
N/A
-140.000000000000
NC
USD
-6650.000000000000
-0.0060461532
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Call
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
29.000000000000
USD
2021-07-21
XXXX
8570.140000000000
N
N
N
N/A
N/A
CBOE MAR CLL OPT 7/21 37.500
N/A
-140.000000000000
NC
USD
-3500.000000000000
-0.0031821859
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Call
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
37.500000000000
USD
2021-07-21
XXXX
5700.140000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 15
N/A
-140.000000000000
NC
USD
-3150.000000000000
-0.0028639673
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
15.000000000000
USD
2021-07-21
XXXX
1150.140000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 16
N/A
-1043.000000000000
NC
USD
-59972.500000000000
-0.0545267552
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
16.000000000000
USD
2021-07-21
XXXX
-8728.440000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 17
N/A
-1043.000000000000
NC
USD
-117337.500000000000
-0.1066827820
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Written
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
17.000000000000
USD
2021-07-21
XXXX
-20404.440000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 18
N/A
311.000000000000
NC
USD
55980.000000000000
0.0508967903
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Purchased
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
18.000000000000
USD
2021-07-21
XXXX
12351.460000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 19
N/A
451.000000000000
NC
USD
115005.000000000000
0.1045620824
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Purchased
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
19.000000000000
USD
2021-07-21
XXXX
24676.600000000000
N
N
N
N/A
N/A
CBOE MAR PUT OPT 7/21 20
N/A
389.000000000000
NC
USD
130315.000000000000
0.1184818727
N/A
DE
US
N
2
Cboe Options Exchange
N/A
Put
Purchased
Chicago Board Options Exchange Volatility Index
US12497K1007
100.000000000000
20.000000000000
USD
2021-07-21
XXXX
54133.250000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) Sep21
N/A
1.000000000000
NC
USD
-590.320000000000
-0.0005367166
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
Wheat
2021-09-14
34565.320000000000
USD
-590.320000000000
N
N
N
N/A
N/A
US ULTRA BOND CBT Sep21
N/A
-35.000000000000
NC
USD
-199238.110000000000
-0.1811464864
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Ultra Bonds
U.S. Treasury Ultra Bonds
2021-09-21
-6544824.395000000000
USD
-199238.110000000000
N
N
N
N/A
N/A
XAU > 2031.48 AND USSW30 > 1.687% 10 SEP 2021
N/A
804000.000000000000
NC
USD
12381.600000000000
0.0112573008
N/A
DCR
US
N
3
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
GOLD
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
2031.480000000000
USD
2021-09-10
XXXX
-60075.600000000000
N
N
N
N/A
N/A
XAU > 2031.48 AND USSW30 > 1.687% 24 SEPT 2021
N/A
878000.000000000000
NC
USD
18174.600000000000
0.0165242731
N/A
DCR
US
N
3
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
GOLD
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
2031.480000000000
USD
2021-09-24
XXXX
-62926.600000000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT Aug21
N/A
1.000000000000
NC
USD
720.030000000000
0.0006546484
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Reformulated Gasoline Blendstock
Reformulated Gasoline Blendstock
2021-07-30
93435.570000000000
USD
720.030000000000
N
N
N
N/A
N/A
AUST 10Y BOND FUT Sep21
N/A
-1.000000000000
NC
458.460000000000
0.0004168300
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Austrailian Government 10 Year Bonds
Austrailian Government 10 Year Bonds
2021-09-15
-141800.456430600000
AUD
458.460000000000
N
N
N
N/A
N/A
SPI 200 FUTURES Sep21
N/A
5.000000000000
NC
-3401.030000000000
-0.0030922028
N/A
DE
AU
N
1
ASX Trade24
N/A
Long
ASX SPI 200 Index
XP_Index
2021-09-16
907410.000000000000
AUD
-3401.030000000000
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
BO2804322
30.000000000000
NS
331667.870000000000
0.3015510903
N/A
DE
CORP
CH
N
1
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
Call
Purchased
Swiss Market Index
CH0009980894
1.000000000000
10000.000000000000
CHF
2021-12-31
XXXX
-6036.860000000000
N
N
N
N/A
N/A
AUST 3YR BOND FUT Sep21
N/A
-61.000000000000
NC
19223.640000000000
0.0174780560
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Austrailian Government 3 Year Bonds
Austrailian Government 3 Year Bonds
2021-09-15
-7131326.586100200000
AUD
19223.640000000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT Sep21
N/A
18.000000000000
NC
-25398.080000000000
-0.0230918319
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z_Index
2021-09-17
1274850.519999999999
GBP
-25398.080000000000
N
N
N
N/A
N/A
IRS REC FIXED 7.358% 09/15/2031
N/A
1.000000000000
NC
-4734.480000000000
-0.0043045701
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2031-09-15
0.000000000000
ZAR
-100.680000000000
ZAR
6700000.000000000000
ZAR
-4633.800000000000
N
N
N
N/A
N/A
MSCI World Index Sep21
N/A
-83.000000000000
NC
USD
5258.640000000000
0.0047811343
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
MSCI World Index
ZWP_Index
2021-09-17
-7517588.640000000000
USD
5258.640000000000
N
N
N
N/A
N/A
S&P500 EMINI OPTN Jun21P 3870
N/A
-26.000000000000
NC
USD
-65.000000000000
-0.0000590977
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
3870.000000000000
USD
2021-06-30
XXXX
19719.770000000000
N
N
N
N/A
N/A
S&P500 EMINI OPTN Jun21P 4080
N/A
104.000000000000
NC
USD
260.000000000000
0.0002363910
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4080.000000000000
USD
2021-06-30
XXXX
-121365.360000000000
N
N
N
N/A
N/A
SGX Iron Ore 62% Jul21
N/A
4.000000000000
NC
USD
8184.200000000000
0.0074410416
N/A
DCO
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
SGX TSI Iron Ore
SGX TSI Iron Ore
2021-07-30
76291.800000000000
USD
8184.200000000000
N
N
N
N/A
N/A
SEK/USD FWD 20210730
N/A
1.000000000000
NC
USD
-97.940000000000
-0.0000890467
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10000.000000000000
USD
84718.500000000000
SEK
2021-07-30
-97.940000000000
N
N
N
N/A
N/A
SEK/USD FWD 20210730
N/A
1.000000000000
NC
USD
19657.610000000000
0.0178726198
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-13108338.040000000000
SEK
1551785.890000000000
USD
2021-07-30
19657.610000000000
N
N
N
N/A
N/A
CHF CURRENCY FUT Sep21
N/A
3.000000000000
NC
USD
-14311.260000000000
-0.0130117399
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Swiss Franc/US Dollar Cross Currency Rate
Swiss Franc/US Dollar Cross Currency Rate
2021-09-13
420023.760000000000
USD
-14311.260000000000
N
N
N
N/A
N/A
IRS PAY FIXED 0.651% 09/15/2024
N/A
1.000000000000
NC
442.020000000000
0.0004018828
N/A
DIR
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Y
2024-09-15
3.120000000000
SGD
0.000000000000
SGD
100000.000000000000
SGD
438.900000000000
N
N
N
N/A
N/A
SGD/USD FWD 20210730
N/A
1.000000000000
NC
USD
-5514.620000000000
-0.0050138703
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2670042.170000000000
USD
3582990.200000000000
SGD
2021-07-30
-5514.620000000000
N
N
N
N/A
N/A
SILVER FUTURE Sep21
N/A
1.000000000000
NC
USD
-9557.370000000000
-0.0086895223
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Long
Silver
Silver
2021-09-28
140527.370000000000
USD
-9557.370000000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR Dec21
N/A
1.000000000000
NC
USD
-1312.820000000000
-0.0011936107
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Meal
Soybean Meal
2021-12-14
39482.820000000000
USD
-1312.820000000000
N
N
N
N/A
N/A
MARKIT CDX.NA.HY.36 06/26 V1 (BUY PROTECTION)
N/A
1.000000000000
NC
USD
-10302.710000000000
-0.0093671824
N/A
DCR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
DEFAULT EVENT SETTLEMENT
2026-06-20
0.000000000000
USD
-8004.840000000000
USD
100000.000000000000
USD
-2297.870000000000
N
N
N
N/A
N/A
MARKIT CDX.NA.IG.36 06/26 (SELL PROTECTION)
N/A
1.000000000000
NC
USD
28089.100000000000
0.0255384965
N/A
DCR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
DEFAULT EVENT SETTLEMENT
2026-06-20
26524.660000000000
USD
0.000000000000
USD
1100000.000000000000
USD
1564.440000000000
N
N
N
N/A
N/A
SPX 3937.275 AND EURUSD 1.1858 15 OCT 21
N/A
682000.000000000000
NC
USD
47010.940000000000
0.0427421571
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
EURO
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
USD
3937.275000000000
USD
2021-10-15
XXXX
-9254.060000000000
N
N
N
N/A
N/A
SPX 3937.275 AND EURUSD 1.1858 17 SEP 21
N/A
682000.000000000000
NC
USD
39888.820000000000
0.0362667543
N/A
DFE
US
N
2
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
EURO
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
USD
3937.275000000000
USD
2021-09-17
XXXX
-11261.180000000000
N
N
N
N/A
N/A
SPX 3957.80 AND USDJPY 106.72 17 DEC 21
N/A
627000.000000000000
NC
USD
93194.150000000000
0.0847317455
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
JAPANESE YEN
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
USD
3957.800000000000
USD
2021-12-17
XXXX
26732.150000000000
N
N
N
N/A
N/A
SPX 3957.80 AND USDJPY 106.72 19 NOV 21
N/A
627000.000000000000
NC
USD
85522.800000000000
0.0777569850
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
JAPANESE YEN
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
USD
3957.800000000000
USD
2021-11-19
XXXX
22822.800000000000
N
N
N
N/A
N/A
SPX 3989.76 AND EURJPY 131.3744 20 AUG 21
N/A
680000.000000000000
NC
USD
49028.000000000000
0.0445760600
N/A
DFE
US
N
3
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
EURO
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
USD
3989.760000000000
USD
2021-08-20
XXXX
-13872.000000000000
N
N
N
N/A
N/A
SPX 4068.67 AND USDJPY 107.79 AND USSW10 1.72 19 N
N/A
676000.000000000000
NC
USD
3244.800000000000
0.0029501591
N/A
DFE
US
N
3
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
JAPANESE YEN
Triple barrier option - Option only pays if all terms are met at maturity.
1.000000000000
USD
4068.670000000000
USD
2021-12-17
XXXX
-32752.200000000000
N
N
N
N/A
N/A
SPX 4068.67 AND USDJPY 107.79 AND USSW10 1.72 19 N
N/A
676000.000000000000
NC
USD
2568.800000000000
0.0023355426
N/A
DFE
US
N
3
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
JAPANESE YEN
Triple barrier option - Option only pays if all terms are met at maturity.
1.000000000000
USD
4068.670000000000
USD
2021-11-19
XXXX
-32583.200000000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT Sep21
N/A
2.000000000000
NC
-6894.810000000000
-0.0062687335
N/A
DE
IT
N
1
Borsa Italiana (IDEM)
8156005391EE905D3124
Long
FTSE/MIB Index
ST_Index
2021-09-17
255854.740000000000
EUR
-6894.810000000000
N
N
N
N/A
N/A
SX5E 3790.12 AND EURUSD 1.1748 17SEP21
N/A
1712000.000000000000
NC
82620.980000000000
0.0751186619
N/A
DFE
DE
N
3
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
US DOLLARS
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
EUR
3790.120000000000
EUR
2021-09-17
XXXX
-54140.760000000000
N
N
N
N/A
N/A
SXPP SWAP
N/A
1.000000000000
NC
2408.550000000000
0.0021898440
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Euribor 1 Month ACT/360
EUR001M
SXPP - STOXX Europe 600 Basic Resources Index.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-01-19
0.000000000000
EUR
0.000000000000
EUR
72715.000000000000
EUR
2408.550000000000
N
N
N
N/A
N/A
THB/USD FWD 20210915
N/A
1.000000000000
NC
USD
77861.740000000000
0.0707915801
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-95940846.000000000000
THB
3070377.270000000000
USD
2021-09-15
77861.740000000000
N
N
N
N/A
N/A
IRS PAY FIXED 0.64% 09/15/2026
N/A
1.000000000000
NC
2617.520000000000
0.0023798386
N/A
DIR
US
N
2
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Y
2026-09-15
388.890000000000
TWD
0.000000000000
TWD
22900000.000000000000
TWD
2228.630000000000
N
N
N
N/A
N/A
TWD/USD FWD 20210915
N/A
1.000000000000
NC
USD
-386.750000000000
-0.0003516315
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-50000.000000000000
USD
1382129.980000000000
TWD
2021-09-15
-386.750000000000
N
N
N
N/A
N/A
TWD/USD FWD 20210915
N/A
1.000000000000
NC
USD
34.680000000000
0.0000315309
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-277614.620000000000
TWD
10000.000000000000
USD
2021-09-15
34.680000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21C 132.25
N/A
-18.000000000000
NC
USD
-12093.750000000000
-0.0109955887
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
132.250000000000
USD
2021-07-23
XXXX
-4075.650000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21C 132.75
N/A
-18.000000000000
NC
USD
-7312.500000000000
-0.0066484955
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
132.750000000000
USD
2021-07-23
XXXX
-2278.800000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21C 133
N/A
-18.000000000000
NC
USD
-5625.000000000000
-0.0051142273
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
133.000000000000
USD
2021-07-23
XXXX
-1997.460000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21C 133.5
N/A
-18.000000000000
NC
USD
-3093.750000000000
-0.0028128250
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Call
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
133.500000000000
USD
2021-07-23
XXXX
-1153.710000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21P 130.75
N/A
-18.000000000000
NC
USD
-1406.250000000000
-0.0012785568
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
130.750000000000
USD
2021-07-23
XXXX
533.790000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21P 131.25
N/A
-18.000000000000
NC
USD
-2531.250000000000
-0.0023014023
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
131.250000000000
USD
2021-07-23
XXXX
1096.290000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21P 131.75
N/A
-18.000000000000
NC
USD
-4500.000000000000
-0.0040913819
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
131.750000000000
USD
2021-07-23
XXXX
1658.700000000000
N
N
N
N/A
N/A
US 10YR FUT OPTN Aug21P 132
N/A
-18.000000000000
NC
USD
-5906.250000000000
-0.0053699387
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Put
Written
N/A
N/A
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DIR
N/A
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
N/A
N/A
N/A
100000.000000000000
132.000000000000
USD
2021-07-23
XXXX
2049.390000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Sep21
N/A
69.000000000000
NC
USD
17620.560000000000
0.0160205421
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2021-09-21
9124879.455000000000
USD
17620.560000000000
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Sep21
N/A
41.000000000000
NC
88160.770000000000
0.0801554167
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro BUXL 30 Year Bonds
Euro BUXL 30 Year Bonds
2021-09-08
8258489.609999999999
EUR
88160.770000000000
N
N
N
N/A
N/A
FTSE 100 RDSA FUT Dec22
N/A
46.000000000000
NC
3117.320000000000
0.0028342548
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Long
FTSE 100 Index
UKD_Index
2022-12-15
114540.460000000000
GBP
3117.320000000000
N
N
N
N/A
N/A
UKX 07/16/21 C7175 INDEX
N/A
-5.000000000000
NC
-1521.630000000000
-0.0013834599
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Call
Written
FTSE 100 Index
GB0001383545
10.000000000000
7175.000000000000
GBP
2021-07-16
XXXX
3039.950000000000
N
N
N
N/A
N/A
UKX 07/16/21 C7225 INDEX
N/A
-5.000000000000
NC
-760.810000000000
-0.0006917254
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Call
Written
FTSE 100 Index
GB0001383545
10.000000000000
7225.000000000000
GBP
2021-07-16
XXXX
2343.510000000000
N
N
N
N/A
N/A
UKX 07/16/21 C7300 INDEX
N/A
-5.000000000000
NC
-276.660000000000
-0.0002515382
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Call
Written
FTSE 100 Index
GB0001383545
10.000000000000
7300.000000000000
GBP
2021-07-16
XXXX
1308.230000000000
N
N
N
N/A
N/A
UKX 07/16/21 C7350 INDEX
N/A
-5.000000000000
NC
-138.330000000000
-0.0001257691
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Call
Written
FTSE 100 Index
GB0001383545
10.000000000000
7350.000000000000
GBP
2021-07-16
XXXX
824.980000000000
N
N
N
N/A
N/A
GSGLFMIN-TRS
N/A
1.000000000000
NC
USD
24249.610000000000
0.0220476477
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GSGLFMIN
GSGLFMIN
GSGLFMIN is a custom basket of mining company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-10-13
0.000000000000
USD
0.000000000000
USD
641453.010000000000
USD
24249.610000000000
N
N
N
N/A
N/A
GSGLSMA3-TRS
N/A
1.000000000000
NC
USD
-29547.740000000000
-0.0268646861
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
ICE LIBOR USD 1 Month
US0001M
GSGLSMA3 is a custom basket of smartphone company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-03-22
0.000000000000
USD
0.000000000000
USD
-1323972.000000000000
USD
-29547.740000000000
N
N
N
N/A
N/A
DAX INDEX FUTURE Sep21
N/A
1.000000000000
NC
-4596.930000000000
-0.0041795102
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
German Stock Index
GX_Index
2021-09-17
392076.820000000000
EUR
-4596.930000000000
N
N
N
N/A
N/A
HSCEI Futures Jul21
N/A
14.000000000000
NC
-19153.170000000000
-0.0174139850
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Long
Hang Seng China Enterprises Index
HC_Index
2021-07-29
7548410.999999999996
HKD
-19153.170000000000
N
N
N
N/A
N/A
HG COPPER FUT OPT Aug21P 400
N/A
-23.000000000000
NC
USD
-14375.000000000000
-0.0130696920
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Put
Written
N/A
N/A
N/A
N/A
COPPER FUTURE Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Copper
Copper
N/A
N/A
N/A
25000.000000000000
400.000000000000
USD
2021-07-27
XXXX
13170.490000000000
N
N
N
N/A
N/A
COPPER FUTURE Sep21
N/A
2.000000000000
NC
USD
745.160000000000
0.0006774965
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Long
Copper
Copper
2021-09-28
213704.840000000000
USD
745.160000000000
N
N
N
N/A
N/A
HANG SENG IDX FUT Jul21
N/A
2.000000000000
NC
-6341.200000000000
-0.0057653935
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Long
Hang Seng Index
HI_Index
2021-07-29
2912235.000000000003
HKD
-6341.200000000000
N
N
N
N/A
N/A
IRS REC FIXED 1.371% 09/15/2031
N/A
1.000000000000
NC
180.880000000000
0.0001644554
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Y
2031-09-15
97.620000000000
HKD
0.000000000000
HKD
3300000.000000000000
HKD
83.260000000000
N
N
N
N/A
N/A
IRS REC FIXED 0.413% 09/15/2024
N/A
1.000000000000
NC
-8637.740000000000
-0.0078533984
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Y
2024-09-15
84.690000000000
HKD
0.000000000000
HKD
14670000.000000000000
HKD
-8722.430000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Aug21
N/A
1.000000000000
NC
USD
-317.370000000000
-0.0002885515
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2021-07-30
89705.970000000000
USD
-317.370000000000
N
N
N
N/A
N/A
IRS PAY FIXED 2.674% 09/15/2031
N/A
1.000000000000
NC
1907.950000000000
0.0017347004
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2031-09-15
208.020000000000
HUF
0.000000000000
HUF
89800000.000000000000
HUF
1699.930000000000
N
N
N
N/A
N/A
IRS PAY FIXED 2.062% 09/15/2024
N/A
1.000000000000
NC
4166.660000000000
0.0037883105
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2024-09-15
138.280000000000
HUF
0.000000000000
HUF
164050000.000000000000
HUF
4028.380000000000
N
N
N
N/A
N/A
HUF/USD FWD 20210730
N/A
1.000000000000
NC
USD
-1929.840000000000
-0.0017546027
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-219044.670000000000
USD
64366604.720000000000
HUF
2021-07-30
-1929.840000000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR Jul21
N/A
2.000000000000
NC
-8511.700000000000
-0.0077388033
N/A
DE
ES
N
1
Meff Renta Variable (Madrid)
N/A
Long
IBEX 35 Index
IB_Index
2021-07-16
182944.339999999999
EUR
-8511.700000000000
N
N
N
N/A
N/A
IDR/USD FWD 20210915
N/A
1.000000000000
NC
USD
-732.020000000000
-0.0006655496
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-80000.000000000000
USD
1156767000.000000000000
IDR
2021-09-15
-732.020000000000
N
N
N
N/A
N/A
IDR/USD FWD 20210915
N/A
1.000000000000
NC
USD
48816.030000000000
0.0443833377
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-50725893493.000000000000
IDR
3524831.090000000000
USD
2021-09-15
48816.030000000000
N
N
N
N/A
N/A
IRS REC FIXED 5.3% 09/15/2026
N/A
1.000000000000
NC
-4303.500000000000
-0.0039127249
N/A
DIR
US
N
2
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Y
2026-09-15
1118.330000000000
INR
0.000000000000
INR
29500000.000000000000
INR
-5421.830000000000
N
N
N
N/A
N/A
INR/USD FWD 20210915
N/A
1.000000000000
NC
USD
868.740000000000
0.0007898549
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1269000.010000000000
USD
95217193.000000000000
INR
2021-09-15
868.740000000000
N
N
N
N/A
N/A
INR/USD FWD 20210915
N/A
1.000000000000
NC
USD
32030.690000000000
0.0291221742
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-166597252.000000000000
INR
2253863.100000000000
USD
2021-09-15
32030.690000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21C 91
N/A
-7.000000000000
NC
USD
-612.500000000000
-0.0005568825
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
91.000000000000
USD
2021-07-09
XXXX
4276.510000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21C 91.5
N/A
-7.000000000000
NC
USD
-218.750000000000
-0.0001988866
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
91.500000000000
USD
2021-07-09
XXXX
2920.260000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21C 92
N/A
-7.000000000000
NC
USD
-87.500000000000
-0.0000795546
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
92.000000000000
USD
2021-07-09
XXXX
1914.010000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21C 92.5
N/A
-7.000000000000
NC
USD
-43.750000000000
-0.0000397773
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
92.500000000000
USD
2021-07-09
XXXX
1257.760000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21P 89
N/A
-7.000000000000
NC
USD
-525.000000000000
-0.0004773279
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
89.000000000000
USD
2021-07-09
XXXX
339.010000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21P 89.5
N/A
-7.000000000000
NC
USD
-1225.000000000000
-0.0011137651
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
89.500000000000
USD
2021-07-09
XXXX
339.010000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21P 90
N/A
-7.000000000000
NC
USD
-2712.500000000000
-0.0024661941
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
90.000000000000
USD
2021-07-09
XXXX
-98.490000000000
N
N
N
N/A
N/A
JPN YEN 9am Jul21P 90.5
N/A
-7.000000000000
NC
USD
-5250.000000000000
-0.0047732788
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DFE
N/A
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
N/A
N/A
N/A
12500000.000000000000
90.500000000000
USD
2021-07-09
XXXX
-1148.490000000000
N
N
N
N/A
N/A
JPEBCSMI SWAP
N/A
1.000000000000
NC
-4094.870000000000
-0.0037230393
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR CHF 1 Month
SF0001M
JPEBCSMI is a custom basket of Swiss stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-08-25
0.000000000000
CHF
0.000000000000
CHF
662862.200000000000
CHF
-4094.870000000000
N
N
N
N/A
N/A
JPFCITSV SWAP
N/A
1.000000000000
NC
USD
-14350.020000000000
-0.0130469803
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPFCITSV
JPFCITSV
JPFCITSV is a custom basket of information technology company stocks.
International Business Machines Corp
146.59
1437496.68891043
USD
Fujitsu Ltd
187.2356
1248223.6356137204
USD
VMware Inc
159.97
958511.89299606
USD
Hewlett Packard Enterprise Co
14.58
949647.4555572
USD
Software AG
44.9551
482024.96248978697
USD
Concentrix Corp
160.8
357697.32468
USD
Indra Sistemas SA
9.1178
600634.5820005541
USD
Citrix Systems Inc
117.27
587877.7566199499
USD
DXC Technology Co
38.94
576129.6521573999
USD
TietoEVRY Oyj
31.5657
511311.88980156597
USD
SYNNEX Corp
121.76
486840.15202448005
USD
Conduent Inc
7.5
485512.521825
USD
Wipro Ltd
7.81
769365.2946881
USD
NTT Data Corp
15.6
686227.829508
USD
Temenos AG
160.5619
686015.2853706251
USD
Capgemini SE
191.9538
676640.0561713309
USD
Cognizant Technology Solutions Corp
69.26
674382.1271248201
USD
Infosys Ltd
21.19
637588.0768894
USD
Atos SE
60.7854
880997.503369152
USD
Oracle Corp
77.84
842853.7057472001
USD
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-07-12
0.000000000000
USD
0.000000000000
USD
-1216113.360000000000
USD
-14350.020000000000
N
N
N
N/A
N/A
JPFCUOIL SWAP
N/A
1.000000000000
NC
USD
5193.190000000000
0.0047216274
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
JPFCUOIL is a custom basket of U.S. oil company stocks
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-05-18
0.000000000000
USD
0.000000000000
USD
254110.150000000000
USD
5193.190000000000
N
N
N
N/A
N/A
JPFUAIR SWAP
N/A
1.000000000000
NC
USD
62515.120000000000
0.0568384951
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Airlines
JPFUAIR
JPFUAIR is a custom basket of airline company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-08-05
0.000000000000
USD
0.000000000000
USD
-901406.560000000000
USD
62515.120000000000
N
N
N
N/A
N/A
JPFUCSOE SWAP
N/A
1.000000000000
NC
1999.780000000000
0.0018181919
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
HK Assoc of Banks Hong Kong Dollar HIBOR Fixings 1 Month at 11:00am
HIHD01M
JPFUCSOE is a custom basket of Chinese company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-05-18
0.000000000000
HKD
0.000000000000
HKD
-9715453.200000000000
HKD
1999.780000000000
N
N
N
N/A
N/A
JPFUEUBA SWAP
N/A
1.000000000000
NC
2630.500000000000
0.0023916400
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Euribor 1 Month ACT/360
EUR001M
JPFUEUBA is a custom basket of European bank stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-12-15
0.000000000000
EUR
0.000000000000
EUR
-176929.200000000000
EUR
2630.500000000000
N
N
N
N/A
N/A
JPFUMEDA SWAP
N/A
1.000000000000
NC
USD
648.980000000000
0.0005900500
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
JPFUMEDA is a custom basket of media company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-07-27
0.000000000000
USD
0.000000000000
USD
328990.560000000000
USD
648.980000000000
N
N
N
N/A
N/A
JPFUOMED SWAP
N/A
1.000000000000
NC
USD
4403.140000000000
0.0040033171
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPFUOMED
JPFUOMED
JPFUOMED is a custom basket of media company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-07-27
0.000000000000
USD
0.000000000000
USD
-654084.080000000000
USD
4403.140000000000
N
N
N
N/A
N/A
JPFUREGU SWAP
N/A
1.000000000000
NC
USD
8945.440000000000
0.0081331580
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
JPFUREGU is a custom basket of U.S. real estate company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-09-01
0.000000000000
USD
0.000000000000
USD
-652082.700000000000
USD
8945.440000000000
N
N
N
N/A
N/A
JPFUSTEE SWAP
N/A
1.000000000000
NC
USD
22689.770000000000
0.0206294474
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Steel (Global)
JPFUSTEE
JPFUSTEE is a custom basket of steel company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-12-29
0.000000000000
USD
0.000000000000
USD
676190.860000000000
USD
22689.770000000000
N
N
N
N/A
N/A
JPTAOBRL SWAP
N/A
1.000000000000
NC
-1840.760000000000
-0.0016736116
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA
JPTAOBRL is a custom basket of Brazilian stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-12-29
0.000000000000
BRL
0.000000000000
BRL
409160.320000000000
BRL
-1840.760000000000
N
N
N
N/A
N/A
IRS PAY FIXED 0.520380% 09/15/2051
N/A
1.000000000000
NC
-7950.830000000000
-0.0072288626
N/A
DIR
US
N
2
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Y
2051-09-15
399.010000000000
JPY
0.000000000000
JPY
243872500.000000000000
JPY
-8349.840000000000
N
N
N
N/A
N/A
IRS PAY FIXED 0.542910% 09/15/2061
N/A
1.000000000000
NC
-1060.480000000000
-0.0009641841
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2061-09-15
17.680000000000
JPY
0.000000000000
JPY
22200000.000000000000
JPY
-1078.160000000000
N
N
N
N/A
N/A
JPY/USD FWD 20210730
N/A
1.000000000000
NC
USD
13021.640000000000
0.0118392226
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-409557432.000000000000
JPY
3700512.420000000000
USD
2021-07-30
13021.640000000000
N
N
N
N/A
N/A
JPN YEN CURR FUT Sep21
N/A
-46.000000000000
NC
USD
35957.980000000000
0.0326928505
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Japanese Yen/US Dollar Cross Currency Rate
Japanese Yen/US Dollar Cross Currency Rate
2021-09-13
-5214982.980000000000
USD
35957.980000000000
N
N
N
N/A
N/A
CLP/USD FWD 20210915
N/A
1.000000000000
NC
USD
-1947.520000000000
-0.0017706773
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-97647.530000000000
USD
70432020.000000000000
CLP
2021-09-15
-1947.520000000000
N
N
N
N/A
N/A
CLP/USD FWD 20210915
N/A
1.000000000000
NC
USD
-428.500000000000
-0.0003895905
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-22394358.000000000000
CLP
30000.000000000000
USD
2021-09-15
-428.500000000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE Aug21
N/A
3.000000000000
NC
USD
6812.890000000000
0.0061942521
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Crude Oil
Crude Oil
2021-07-20
213597.110000000000
USD
6812.890000000000
N
N
N
N/A
N/A
CNH/USD FWD 20210730
N/A
1.000000000000
NC
USD
-23336.990000000000
-0.0212178972
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10638596.390000000000
USD
68812888.320000000000
CNY
2021-07-30
-23336.990000000000
N
N
N
N/A
N/A
CAN 10YR BOND FUT Sep21
N/A
-12.000000000000
NC
-7767.280000000000
-0.0070619797
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Short
Canadian 10 Year Government Bonds
Canadian 10 Year Government Bonds
2021-09-21
-1736611.680000000000
CAD
-7767.280000000000
N
N
N
N/A
N/A
IRS REC FIXED 2.98% 09/15/2026
N/A
1.000000000000
NC
55846.400000000000
0.0507753217
N/A
DIR
US
N
2
HSBC SECURITIES (USA) INC.
MP6I5ZY2BEU3UXPYFY54
Y
2026-09-15
35690.120000000000
CNY
0.000000000000
CNY
38680653.000000000000
CNY
20156.280000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Sep21
N/A
-76.000000000000
NC
USD
-49013.040000000000
-0.0445624584
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
Brent Crude Oil
Brent Crude Oil
2021-07-30
-5622106.957100000000
USD
-49013.040000000000
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Sep21C 75
N/A
-60.000000000000
NC
USD
-129600.000000000000
-0.1178317975
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Call
Written
N/A
N/A
N/A
N/A
BRENT CRUDE FUTR Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Brent Crude Oil
Brent Crude Oil
N/A
N/A
N/A
1000.000000000000
75.000000000000
USD
2021-07-27
XXXX
-9700.200000000000
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Dec21C 100
N/A
20.000000000000
NC
USD
4800.000000000000
0.0043641406
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Call
Purchased
N/A
N/A
N/A
N/A
BRENT CRUDE FUTR Dec21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Brent Crude Oil
Brent Crude Oil
N/A
N/A
N/A
1000.000000000000
100.000000000000
USD
2021-10-26
XXXX
-34038.400000000000
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Dec21C 70
N/A
139.000000000000
NC
USD
874310.000000000000
0.7949191274
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Call
Purchased
N/A
N/A
N/A
N/A
BRENT CRUDE FUTR Dec21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Brent Crude Oil
Brent Crude Oil
N/A
N/A
N/A
1000.000000000000
70.000000000000
USD
2021-10-26
XXXX
697606.600000000000
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Dec21C 80
N/A
91.000000000000
NC
USD
185640.000000000000
0.1687831396
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Call
Purchased
N/A
N/A
N/A
N/A
BRENT CRUDE FUTR Dec21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Brent Crude Oil
Brent Crude Oil
N/A
N/A
N/A
1000.000000000000
80.000000000000
USD
2021-10-26
XXXX
119968.030000000000
N
N
N
N/A
N/A
CRUDE OIL OPT IPE Dec21C 90
N/A
20.000000000000
NC
USD
12400.000000000000
0.0112740300
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Call
Purchased
N/A
N/A
N/A
N/A
BRENT CRUDE FUTR Dec21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Brent Crude Oil
Brent Crude Oil
N/A
N/A
N/A
1000.000000000000
90.000000000000
USD
2021-10-26
XXXX
-56038.400000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Dec22
N/A
21.000000000000
NC
USD
182314.930000000000
0.1657599994
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Brent Crude Oil
Brent Crude Oil
2022-10-31
1228465.070070000000
USD
182314.930000000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR Dec21
N/A
3.000000000000
NC
USD
-2944.360000000000
-0.0026770002
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Cotton No.2
Cotton No.2
2021-12-08
130294.360005000000
USD
-2944.360000000000
N
N
N
N/A
N/A
CZK/EUR FWD 20210730
N/A
1.000000000000
NC
USD
-312.010000000000
-0.0002836782
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1026526.650000000000
EUR
26192299.570000000000
CZK
2021-07-30
-312.010000000000
N
N
N
N/A
N/A
SX5E Dividend Fut Dec22
N/A
24.000000000000
NC
5331.030000000000
0.0048469510
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro STOXX 50 Dividend Index
DED_Index
2022-12-16
255424.079999999999
EUR
5331.030000000000
N
N
N
N/A
N/A
COFF ROBUSTA 10tn Sep21
N/A
4.000000000000
NC
USD
3925.750000000000
0.0035692761
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Robusta Coffee
Robusta Coffee
2021-09-24
64274.250000000000
USD
3925.750000000000
N
N
N
N/A
N/A
DAX Mini Future Sep21
N/A
6.000000000000
NC
-5575.160000000000
-0.0050689130
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
DAX Index
DFW_Index
2021-09-17
470541.809999999999
EUR
-5575.160000000000
N
N
N
N/A
N/A
DJIA MINI e-CBOT Sep21
N/A
1.000000000000
NC
USD
3132.450000000000
0.0028480109
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones Industrial Average Index
DM_Index
2021-09-17
168862.550000000000
USD
3132.450000000000
N
N
N
N/A
N/A
EURO FX CURR FUT Sep21
N/A
51.000000000000
NC
USD
-60156.870000000000
-0.0546943837
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Euro/US Dollar Cross Currency Rate
Euro/US Dollar Cross Currency Rate
2021-09-13
7624094.370000000000
USD
-60156.870000000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT Jul21
N/A
3.000000000000
NC
-2652.920000000000
-0.0024120242
N/A
DE
NL
N
1
Euronext Derivatives Amsterdam
724500V6UOK62XEZ2L78
Long
Amsterdam Exchanges Index
EO_Index
2021-07-16
439835.339999999999
EUR
-2652.920000000000
N
N
N
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
47.000000000000
NC
USD
142173.470000000000
0.1292635458
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Index
ES_Index
2021-09-17
9936036.525500000000
USD
142173.470000000000
N
N
N
N/A
N/A
EUR/GBP FWD 20210730
N/A
1.000000000000
NC
USD
-43453.650000000000
-0.0395078834
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-10407389.190000000000
GBP
12098000.000000000000
EUR
2021-07-30
-43453.650000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20210730
N/A
1.000000000000
NC
USD
3563.680000000000
0.0032400835
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-289918667.000000000000
JPY
2203000.000000000000
EUR
2021-07-30
3563.680000000000
N
N
N
N/A
N/A
EUR/JPY FWD 20210730
N/A
1.000000000000
NC
USD
21869.700000000000
0.0198838431
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4333017.340000000000
EUR
573440181.000000000000
JPY
2021-07-30
21869.700000000000
N
N
N
N/A
N/A
EURPGBPC OT 0.832 22/07/2021
N/A
235000.000000000000
NC
4834.310000000000
0.0043953352
N/A
DFE
GB
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
BRITISH POUND
One Touch - Option pays notional if spot rate meets strike at any point during the term of option
1.000000000000
EUR
0.832000000000
EUR
2021-07-22
XXXX
-32951.610000000000
N
N
N
N/A
N/A
EURPKRWC 1365 20/08/2021
N/A
5132000.000000000000
NC
130054.070000000000
0.1182446362
N/A
DFE
KR
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
SOUTH KOREAN WON
SOUTH KOREAN WON
1.000000000000
EUR
1365.000000000000
EUR
2021-08-20
XXXX
77519.520000000000
N
N
N
N/A
N/A
EUR/USD FWD 20210702
N/A
1.000000000000
NC
USD
5777.520000000000
0.0052528979
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-704166.280000000000
EUR
840777.570000000000
USD
2021-07-02
5777.520000000000
N
N
N
N/A
N/A
EUR/USD FWD 20210730
N/A
1.000000000000
NC
USD
-661.580000000000
-0.0006015059
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-90836.120000000000
USD
76000.000000000000
EUR
2021-07-30
-661.580000000000
N
N
N
N/A
N/A
EURUSD 1.2359 AND EUSA 300.826 29 OCT 21
N/A
559000.000000000000
NC
17498.780000000000
0.0159098202
N/A
DFE
US
N
3
CITIGROUP GLOBAL MARKETS INC.
XKZZ2JZF41MRHTR1V493
Put
Purchased
US DOLLARS
Dual binary option - Option only pays if both terms are met at maturity
1.000000000000
EUR
1.235900000000
EUR
2021-10-29
XXXX
-66916.700000000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT Aug21
N/A
-1.000000000000
NC
USD
-1602.800000000000
-0.0014572593
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Feeder Cattle
Feeder Cattle
2021-08-26
-75709.700000000000
USD
-1602.800000000000
N
N
N
N/A
N/A
VSTOXX Future Jul21
N/A
-3.000000000000
NC
92.720000000000
0.0000843007
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro STOXX 50 Volatility Index
FVS_Index
2021-07-21
-5463.189999999999
EUR
92.720000000000
N
N
N
N/A
N/A
VSTOXX Opt Jul21P 20
N/A
-318.000000000000
NC
-123489.650000000000
-0.1122762920
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Put
Written
N/A
N/A
N/A
N/A
VSTOXX Future Jul21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
Euro STOXX 50 Volatility Index
Euro STOXX 50 Volatility Index
N/A
N/A
N/A
100.000000000000
20.000000000000
EUR
2021-07-21
XXXX
-34237.050000000000
N
N
N
N/A
N/A
VSTOXX Future Aug21
N/A
-57.000000000000
NC
2887.060000000000
0.0026249033
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro STOXX 50 Volatility Index
FVS_Index
2021-08-18
-111019.810000000000
EUR
2887.060000000000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Sep21
N/A
-1.000000000000
NC
USD
451.690000000000
0.0004106747
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 5 Year Note
U.S. Treasury 5 Year Note
2021-09-30
-123881.382500000000
USD
451.690000000000
N
N
N
N/A
N/A
LONG GILT FUTURE Sep21
N/A
-74.000000000000
NC
-64008.990000000000
-0.0581967157
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
Long Gilt
Long Gilt
2021-09-28
-9433127.259999999999
GBP
-64008.990000000000
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
G02602103
577.000000000000
NS
USD
44636.720000000000
0.0405835259
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
G47567105
129.000000000000
NS
USD
14533.140000000000
0.0132134723
Long
EC
CORP
GB
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
G6095L109
67.000000000000
NS
USD
10541.110000000000
0.0095839347
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
IRS PAY FIXED 0.8925% 09/15/2051
N/A
1.000000000000
NC
-39253.750000000000
-0.0356893513
N/A
DIR
US
N
2
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Y
2051-09-15
0.000000000000
GBP
0.000000000000
GBP
1684200.000000000000
GBP
-39253.750000000000
N
N
N
N/A
N/A
GBP/USD FWD 20210730
N/A
1.000000000000
NC
USD
-21150.320000000000
-0.0192297857
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3738406.440000000000
USD
2687000.000000000000
GBP
2021-07-30
-21150.320000000000
N
N
N
N/A
N/A
GBP/USD FWD 20210730
N/A
1.000000000000
NC
USD
493.780000000000
0.0004489428
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1326000.000000000000
GBP
1834911.950000000000
USD
2021-07-30
493.780000000000
N
N
N
N/A
N/A
GOLD FUT OPT(CMX) Aug21P 1725
N/A
-35.000000000000
NC
USD
-35000.000000000000
-0.0318218589
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Put
Written
N/A
N/A
N/A
N/A
GOLD 100 OZ FUTR Aug21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DCO
N/A
Gold
Gold
N/A
N/A
N/A
100.000000000000
1725.000000000000
USD
2021-07-27
XXXX
-2962.950000000000
N
N
N
N/A
N/A
SOCIETE GENERALE SA (EUR) SWAP
N/A
1.000000000000
NC
.090000000000
0.0000000818
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Societe Generale SA
Societe Generale SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-09
0.000000000000
EUR
0.000000000000
EUR
74.580000000000
EUR
.090000000000
N
N
N
N/A
N/A
STOXX 600 UTIL Sep21
N/A
2.000000000000
NC
-1674.800000000000
-0.0015227214
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
STOXX 600 Utilities Index
GP_Index
2021-09-17
38292.439999999999
EUR
-1674.800000000000
N
N
N
N/A
N/A
GS CUSTOM BASKET-TRS
N/A
1.000000000000
NC
USD
11246.500000000000
0.0102252725
N/A
DE
US
N
1
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
GS Custom Basket
GSCBFACT
GSCBFACT is a custom basket of investment management company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2024-05-09
0.000000000000
USD
0.000000000000
USD
-862935.920000000000
USD
11246.500000000000
N
N
N
N/A
N/A
KOREA 10YR BND FU Sep21
N/A
-3.000000000000
NC
571.920000000000
0.0005199874
N/A
DIR
KR
N
1
Korea Exchange
549300TJ3RRV6Q1UEW14
Short
10-Year Korea Treasury Bonds
10-Year Korea Treasury Bonds
2021-09-17
-378014068.999999999509
KRW
571.920000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE Sep21
N/A
1.000000000000
NC
USD
484.380000000000
0.0004403963
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Arabica Coffee
Arabica Coffee
2021-09-20
59421.870000000000
USD
484.380000000000
N
N
N
N/A
N/A
KOREA 3YR BND FUT Sep21
N/A
-142.000000000000
NC
44513.850000000000
0.0404718130
N/A
DIR
KR
N
1
Korea Exchange
549300TJ3RRV6Q1UEW14
Short
3-Year Korea Treasury Bonds
3-Year Korea Treasury Bonds
2021-09-17
-15665869266.000000000152
KRW
44513.850000000000
N
N
N
N/A
N/A
KOSPI2 INX FUT Sep21
N/A
2.000000000000
NC
2571.630000000000
0.0023381156
N/A
DE
KR
N
1
Korea Exchange
549300TJ3RRV6Q1UEW14
Long
KOSPI 200 Index
KM_Index
2021-09-09
216528953.999999999896
KRW
2571.630000000000
N
N
N
N/A
N/A
KRW/USD FWD 20210915
N/A
1.000000000000
NC
USD
-155.550000000000
-0.0001414254
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-56499152.000000000000
KRW
50000.000000000000
USD
2021-09-15
-155.550000000000
N
N
N
N/A
N/A
KRW/USD FWD 20210915
N/A
1.000000000000
NC
USD
-89578.500000000000
-0.0814444111
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-11409000.150000000000
USD
12751083252.000000000000
KRW
2021-09-15
-89578.500000000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT Sep21
N/A
1.000000000000
NC
USD
934.680000000000
0.0008498073
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Hard Red Winter Wheat
Hard Red Winter Wheat
2021-09-14
32015.320000000000
USD
934.680000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Jul21
N/A
2.000000000000
NC
USD
-2418.060000000000
-0.0021984904
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2021-07-19
128393.060000000000
USD
-2418.060000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Jul21
N/A
-2.000000000000
NC
USD
-3980.560000000000
-0.0036191091
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2021-07-19
-121994.440000000000
USD
-3980.560000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Aug21
N/A
2.000000000000
NC
USD
3969.440000000000
0.0036089988
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2021-08-16
122155.560000000000
USD
3969.440000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Aug21
N/A
-1.000000000000
NC
USD
-680.820000000000
-0.0006189988
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Live Cattle
Live Cattle
2021-08-31
-48409.177720000000
USD
-680.820000000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE Aug21
N/A
5.000000000000
NC
USD
-30633.950000000000
-0.0278522638
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
Lean Hogs
2021-08-13
237133.950000000000
USD
-30633.950000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Jul21
N/A
-4.000000000000
NC
USD
-6704.870000000000
-0.0060960408
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Lead
London Metals - Lead
2021-07-19
-219695.130000000000
USD
-6704.870000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Jul21
N/A
4.000000000000
NC
USD
5543.880000000000
0.0050404733
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Lead
London Metals - Lead
2021-07-19
220856.120000000000
USD
5543.880000000000
N
N
N
N/A
N/A
LLOYDS BANKING GROUP PLC (GB 2 SWAP
N/A
1.000000000000
NC
-.540000000000
-0.0000004910
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Lloyds Banking Group PLC
Lloyds Banking Group PLC
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-09
0.000000000000
GBP
0.000000000000
GBP
60.230000000000
GBP
-.540000000000
N
N
N
N/A
N/A
LME LEAD FUTURE Aug21
N/A
2.000000000000
NC
USD
3956.940000000000
0.0035976339
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Lead
London Metals - Lead
2021-08-16
109493.060000000000
USD
3956.940000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Jul21
N/A
-1.000000000000
NC
USD
-518.780000000000
-0.0004716727
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2021-07-19
-108717.220000000000
USD
-518.780000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Jul21
N/A
1.000000000000
NC
USD
1311.220000000000
0.0011921559
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2021-07-19
107924.780000000000
USD
1311.220000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Aug21
N/A
1.000000000000
NC
USD
453.220000000000
0.0004120658
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2021-08-16
108794.780000000000
USD
453.220000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Jul21
N/A
1.000000000000
NC
USD
-1352.780000000000
-0.0012299421
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2021-07-19
75609.030000000000
USD
-1352.780000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Jul21
N/A
-1.000000000000
NC
USD
740.970000000000
0.0006736869
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2021-07-19
-74997.220000000000
USD
740.970000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Aug21
N/A
1.000000000000
NC
USD
-846.530000000000
-0.0007696617
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2021-08-16
75177.780000000000
USD
-846.530000000000
N
N
N
ZIM Integrated Shipping Servic
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
M9T951109
2605.000000000000
NS
USD
117042.650000000000
0.1064147055
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
MARKIT ITRX EUR XOVER 06/26 V1 (BUY PROTECTION)
N/A
1.000000000000
NC
-14867.980000000000
-0.0135179075
N/A
DCR
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Y
DEFAULT EVENT SETTLEMENT
2026-06-20
0.000000000000
EUR
-12225.700000000000
EUR
100000.000000000000
EUR
-2642.280000000000
N
N
N
N/A
N/A
MARKIT ITRX EUROPE 06/26 V1 (SELL PROTECTION)
N/A
1.000000000000
NC
47746.690000000000
0.0434110981
N/A
DCR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
DEFAULT EVENT SETTLEMENT
2026-06-20
42392.040000000000
EUR
0.000000000000
EUR
1500000.000000000000
EUR
5354.650000000000
N
N
N
N/A
N/A
MSCI EmgMkt Sep21
N/A
2.000000000000
NC
USD
585.760000000000
0.0005325706
N/A
DE
US
N
1
ICE Futures US Indices
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets Index
MES_Index
2021-09-17
135894.240000000000
USD
585.760000000000
N
N
N
N/A
N/A
NIKKEI DIVIDEND Dec22
N/A
5.000000000000
NC
-3931.320000000000
-0.0035743403
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
Nikkei 225 Index
MND_Index
2023-03-31
26801750.000000000026
JPY
-3931.320000000000
N
N
N
N/A
N/A
ICE ECX EMISSION Dec21
N/A
49.000000000000
NC
641256.830000000000
0.5830281247
N/A
DO
GB
N
1
ICE Endex
N/A
Long
ICE European Climate Exchange Emissions
ICE European Climate Exchange Emissions
2021-12-20
2221326.050050000000
EUR
641256.830000000000
N
N
N
N/A
N/A
MSFDRUS
N/A
1.000000000000
NC
USD
137612.190000000000
0.1251164484
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
MSFDRUS
MSFDRUS
SITEONE LANDSCAPE SUPPLY INC
61272.119999999995
61272.119999999995
USD
MICRON TECHNOLOGY INC
63225.12
63225.12
USD
SALESFORCE COM
62533.12
62533.12
USD
AT & T INC
-62222.36
-62222.36
USD
JD.COM INC
62092.18
62092.18
USD
LGI HOMES INC
61699.14
61699.14
USD
KLA CORP
61599.899999999994
61599.899999999994
USD
NVIDIA CORP
67208.40000000001
67208.40000000001
USD
MITSUI OSKLINES LTD
7150260
64422.56059104424
USD
Franco Nev Corp Common (Canada)
64266.009999999995
64266.009999999995
USD
COVANTA HOLDING CORPORATION
63959.52
63959.52
USD
CASELLA WASTE
63874.01
63874.01
USD
SWATCH GROUP I
-58718.99999999999
-63521.20294244915
USD
PINDUODUO INC-ADR
70750.14
70750.14
USD
FORTUNE BRANDS HOME & SECURITY INC
69826.61
69826.61
USD
NVR INC
69626.2
69626.2
USD
VEOLIA ENVIRONNEMENT ORDS
57791.43
68538.2234345351
USD
NB: XCMG MACHINERY
439701.99
68049.52255668188
USD
WHEATON PRECIOUS METAL
67603.38
67603.38
USD
DEERE & CO
74421.81
74421.81
USD
TRONOX HOLDINGS PLC-CLASS A
73315.2
73315.2
USD
CATERPILLAR INC
73123.68
73123.68
USD
NETDRAGON
561094.2
72251.02048700086
USD
TREX COMPANY
72058.04999999999
72058.04999999999
USD
TEXAS INSTRUMENTS
70766.40000000001
70766.40000000001
USD
INTERNATIONAL PAPER
79335.14
79335.14
USD
WEYERHAEUSER CO STOCK
78821.8
78821.8
USD
BT GROUP PLC
-56789.619999999995
-78449.53722889902
USD
PELOTON INTERACTIVE INC-A
76520.34
76520.34
USD
STAR BULK CARRIERS CORP
75964.5
75964.5
USD
KINGSOFT CLOUD HOLDINGS-ADR
74612.06999999999
74612.06999999999
USD
CAMDEN PROPERTY
83582.09999999999
83582.09999999999
USD
CLEAN HARBORS
83360.3
83360.3
USD
MEITUAN-CLASS B
645285.6
83092.18506547857
USD
LULULEMON ATHLCA
81023.34000000001
81023.34000000001
USD
SUN COMMUNITIES
80215.2
80215.2
USD
SMURFIT KAPPA
67481.25
80029.94544592031
USD
FRESHPET INC
86694.72
86694.72
USD
CARRIER GLOBAL CORP
85001.40000000001
85001.40000000001
USD
SEK Cash
-726145.9213
-84907.49997661421
USD
NIKE INC CL B
84660.52
84660.52
USD
FUTURE PLC
60980.04
84238.20969747203
USD
EQUITY LIFESTYLE PROPERT
84044.61
84044.61
USD
AUD Cash
-131228.2871
-98519.73506006005
USD
WESTROCK COMPANY
95263.8
95263.8
USD
AROUNDTOWN PROPERTY HOLDINGS S
80183.88
95094.73434535105
USD
NIPPON YUSEN KK
9790570
88211.28029552213
USD
CORTEVA INC
88167.8
88167.8
USD
UDR INC
87478.28
87478.28
USD
AVALONBAY COMMUNITIES INC. STOCK
102049.41
102049.41
USD
NB: LOMON BILLIONS GROUP CO LTD
658645.26
101933.80174881994
USD
PROLOGIS INC
101480.97
101480.97
USD
THE MOSAIC CO
101154.7
101154.7
USD
CDN NATL RR
100982.64
100982.64
USD
TAG IMMOBILIEN AG
84615.12000000001
100350.00000000001
USD
LOUISIANA PACIF
106653.01
106653.01
USD
DKK Cash
-660058.0199
-105262.33851625043
USD
ESSEX PROP TR
104703.48999999999
104703.48999999999
USD
DARLING INGREDIENTS INC
104287.5
104287.5
USD
KANSAS CITY SOUTHERN
102863.31
102863.31
USD
TRUPANION INC
102669.2
102669.2
USD
TENCENT HOLDINGS LTD.
890600
114680.84832408349
USD
POOL CORP
114206.34000000001
114206.34000000001
USD
GFL ENVIRONMENTAL INC-SUB VT
114177.84000000001
114177.84000000001
USD
EQUITY RESIDENTIAL
110649
110649
USD
BAKKAFROST
927855
107824.91981592526
USD
STORA ENSO OYJ R
90447.03
107266.40180265655
USD
CSX CORP
125496.95999999999
125496.95999999999
USD
NUTRIEN LTD
125159.65
125159.65
USD
WEST FRASER
154931.59
125116.36114027296
USD
NORFOLK SOUTHERN
124477.29000000001
124477.29000000001
USD
DEUTSCHE WOHNEN SE
104346.34
123750.40322580645
USD
MID AM APT COMM
119915.04
119915.04
USD
SALMAR ASA
1184097.6
137602.56589039188
USD
JPY Cash
-14928580.94
-134503.8376430309
USD
WASTE MANAGEMENT
133805.05000000002
133805.05000000002
USD
ALIBABA GROUP HOLDING LTD
133573.42
133573.42
USD
LEG IMMOBILIEN SE
107118.90000000001
127038.54364326378
USD
CF INDUSTRIES HOLDINGS
126875.70000000001
126875.70000000001
USD
REPUBLIC SVCS
160944.63
160944.63
USD
LI NING
1245292.8
160353.9576868103
USD
ANTA SPORTS
1243222.8
160087.4077698657
USD
WASTE CONNECTIONS INC
197417.3
159426.06799644674
USD
CHEWY INC - CLASS A
152724.36
152724.36
USD
CHF Cash
138872.58
150229.96538295108
USD
UNION PACIFIC CP
190019.52000000002
190019.52000000002
USD
VONOVIA SE
150638.76
178651.28083491462
USD
INVITATION HOMES
177836.01
177836.01
USD
CDN PAC RLWAY
172662.94999999998
172662.94999999998
USD
ZOETIS INC
168283.08000000002
168283.08000000002
USD
ZAR Cash
-2379933.0743
-166675.98637840713
USD
GBP Cash
-231270.7451
-319478.857715154
USD
HKD Cash
1771708.1302
228139.4468380999
USD
MOWI ASA
1949100
226502.57983544833
USD
IDEXX LABS
205885.3
205885.3
USD
DNB ASA
1756498.8
204120.6247385302
USD
AMERICAN HOMES 4 RENT
194638.5
194638.5
USD
USD Cash
29058551.8407
29058551.8407
USD
EUR CASH
-1267591.6845
-1503310.821276091
USD
NOK Cash
-10996466.6663
-1277886.2392855485
USD
CNY Cash
-3766410.8954
-582900.3939332971
USD
CAD Cash
-453023.3436
-365842.96503270615
USD
ZOOPLUS AG
25954
30780.3605313093
USD
SNOWFLAKE INC-CLASS A
30708.600000000002
30708.600000000002
USD
ON SEMICONDUCTOR CORP
30662.280000000002
30662.280000000002
USD
MKS INSTRUMENTS
30429.449999999997
30429.449999999997
USD
TEEKAY LNG PARTNERS LP
31613.55
31613.55
USD
NB: THUNISOFT CORP
203530.25
31498.916660218216
USD
MARVELL TECHNOLOGY INC
31498.2
31498.2
USD
GOLDEN OCEAN GROUP LTD
31386.719999999998
31386.719999999998
USD
WORKDAY INC-CLASS A
31274.940000000002
31274.940000000002
USD
QORVO INC
-30912.7
-30912.7
USD
TOKYO ELECTRON LTD
3557920
32056.221281196507
USD
ZTO EXPRESS CAYMAN INC-ADR
31867.5
31867.5
USD
FURUKAWA ELECTRIC CO LTD
-3536226
-31860.76223083161
USD
NETEASE INC
31809
31809
USD
REA GROUP LTD
42257.5
31724.84984984985
USD
NB: GLODON SOFTWARE
204463.6
31643.36454383657
USD
ZOOM VIDEO COMMUNICATIONS-A
32897.549999999996
32897.549999999996
USD
SPAREBANK 1 NORD-NORGE
279954.6
32533.189234416397
USD
IBERDROLA
27355.079999999998
32441.98292220114
USD
SANY HEAVY EQUIPMENT INTL
250738.2
32287.075548230085
USD
SWEDENCARE
276000
32272.39774560932
USD
SHOPIFY INC
32141.56
32141.56
USD
SKYWORKS SOLUTIONS INC
-33939.75
-33939.75
USD
Tyler Technologies, Inc.
33927.75
33927.75
USD
CIE FINANCIERE RICHEMONT SA
-31085.879999999997
-33628.169623539594
USD
DOCUSIGN INC
33548.4
33548.4
USD
SUNNY OPTICAL TECH
-259633.2
-33432.46758263691
USD
NB: PETPAL PET TECH
215699.40000000002
33382.24870386133
USD
METSO OUTOTEC OYJ
29047.2
34448.76660341556
USD
ALSTRIA OFFICE
29012.989999999998
34408.194971537
USD
FORTUM OYJ
28981.960000000003
34371.39468690703
USD
DECHRA PHARMACEUTICALS PLC
24722.88
34152.341483630335
USD
PUMA SE
28757.3
34104.957305502845
USD
CANADA GOOSE HOLDINGS INC
42097.86
33996.49519502544
USD
ROYAL GOLD
35256.9
35256.9
USD
UPM-KYMMENE OYJ
29667
35183.82352941177
USD
ALTERYX LLC - A
35096.159999999996
35096.159999999996
USD
SMARTSHEET INC-CLASS A
35075.2
35075.2
USD
NB: IFLYTEK
226460.58
35047.67933142459
USD
EPIROC A
297180
34748.95348565282
USD
NB: CS ZOOMLION
232062.6
35914.66377776058
USD
NB: BJ VENUSTECH
231238.71000000002
35787.15623307282
USD
SCORPIO TANKERS INC
35787.15
35787.15
USD
TALEND SA - ADR
35752
35752
USD
CANON INC
-3957975
-35660.645103162446
USD
TELENOR
-305000.2
-35443.70845535258
USD
TOTALENERGIES SE
31062.239999999998
36838.51992409867
USD
Pegasystems Inc
36606.97
36606.97
USD
COLUMBIA SPTSWR
36589.92
36589.92
USD
SPLUNK INC
36289.58
36289.58
USD
TELIA COMPANY
-309954.77999999997
-36242.69544678562
USD
ANALOG DEVICES
36153.6
36153.6
USD
FIRST INDUST REA
37971.21
37971.21
USD
MIRVAC GROUP
50562.72
37960
USD
SERVICENOW
37918.95
37918.95
USD
SUMO LOGIC INC
37768.85
37768.85
USD
SWISSCOM N
-34861.200000000004
-37712.24578104717
USD
SINGAPORE TELECOMMUNICATIONS
-50597.55
-37641.38521053415
USD
SBANKEN ASA
337144
39179.10100869242
USD
2U Inc
39169.8
39169.8
USD
ZENDESK INC
39116.14
39116.14
USD
TAYLOR MORRISON HOME CORP
38995.920000000006
38995.920000000006
USD
ADEVINTA ASA
329835
38329.73086040998
USD
ERICSSON ADS
-38041.92
-38041.92
USD
PROOFPOINT INC
39617.28
39617.28
USD
SGD Cash
53241.1798
39608.07900610028
USD
MEDIA DO CO LTD
4386465
39521.26317686278
USD
ENTEGRIS INC
39473.37
39473.37
USD
DHT HOLDINGS INC
39374.83
39374.83
USD
MINEBEA MITSUMI INC
-4352659
-39216.677178124155
USD
TELEFONICAS.A.
-34451.36
-40857.87476280835
USD
APPLE INC
-40677.12
-40677.12
USD
TERRENO REALTY CORP
40389.52
40389.52
USD
ROGERS COMMS B
-49820.4
-40232.89994347089
USD
NB: CHINA PET FOODS
258956
40076.762361680725
USD
KE HOLDINGS INC
39669.76
39669.76
USD
TENABLE HOLDINGS INC
41515.4
41515.4
USD
TRITON INTERNATIONAL LTD/BER
41453.280000000006
41453.280000000006
USD
MAXIM INTEGRATED PRODUCTS
41301.12
41301.12
USD
APPLIED MATERIALS
41296
41296
USD
AMAZON.COM INC
41281.92
41281.92
USD
ASM INTL
34625
41063.804554079696
USD
QUALYS INC
43800.15
43800.15
USD
CROWDSTRIKE HOLDINGS INC - A
43476.63
43476.63
USD
GRAND CITY PROP
35946.840000000004
42631.451612903234
USD
HOLMEN B
359645.3
42052.95713383691
USD
SILGAN HOLDINGS INC
41998
41998
USD
DT EUROSHOP NA
-35240
-41793.16888045541
USD
HUBSPOT INC
46034.880000000005
46034.880000000005
USD
TOMRA SYSTEMS
392350
45594.52424115651
USD
SEIKO EPSON CORP
-4949482
-44593.94540048653
USD
KONINKLIJKE KPN NV
-37509.06
-44484.17931688805
USD
AMERICA MOVIL
-44535
-44535
USD
TRI POINTE HOMES INC
43931.5
43931.5
USD
DIALOG SEMICON
-39598.24
-46961.8595825427
USD
NXP SEMICONDUCTORS NV
46904.159999999996
46904.159999999996
USD
JUNIPER NETWORKS
-46795.850000000006
-46795.850000000006
USD
HAPAG-LLOYD AG
39402.299999999996
46729.48292220114
USD
TERADYNE INC
46618.08
46618.08
USD
VERIZON COMMUNICATIONS
-46392.840000000004
-46392.840000000004
USD
KB HOME
47886.72
47886.72
USD
EQUINOR ASA
409540.64
47592.22795518989
USD
TOLL BROTHERS
47462.01
47462.01
USD
TELECOM ITALIA
-40101.6
-47558.82352941177
USD
SPAREBANKEN MIDT
406829.60000000003
47277.18123925069
USD
COSTAMARE INC
47180.950000000004
47180.950000000004
USD
XILINX INC
48888.31999999999
48888.31999999999
USD
NOKIA CORP A
-48763.12
-48763.12
USD
ROYAL DUTCH SHELL PLC-A SHS
41106
48750
USD
LEROY SEAFOOD
417781.80000000005
48549.92330218938
USD
VODAFONE GROUP PLC
-34987.15
-48331.4684348667
USD
APARTMENT INCOME REIT CORP
47951.73
47951.73
USD
REXFORD INL RTY
50002.100000000006
50002.100000000006
USD
AAC TECH
-386713.60000000003
-49796.3661649004
USD
FORTINET INC
49781.71
49781.71
USD
ARISTA NETWORKS
-49636.47
-49636.47
USD
SAPPI LTD
705363.4800000001
49399.35288679721
USD
PINTEREST INC- CLASS A
49106.9
49106.9
USD
DUKE REALTY CORP
52463.8
52463.8
USD
CAI INTERNATIONAL INC
51520
51520
USD
LAM RESEARCH
50754.600000000006
50754.600000000006
USD
RAPID7 INC
50153.899999999994
50153.899999999994
USD
YARA INTERNAT
430993.2
50085.2042950774
USD
ILUKA RESOURCES LTD
66685.2
50063.96396396396
USD
SEGRO PLC
39781.35
54954.20638209697
USD
STAG INDUSTRIAL INC
54273.5
54273.5
USD
FLOOR & DECOR HOLDINGS INC
53907
53907
USD
SCA B
457215
53461.68237412596
USD
HUNTSMAN
53199.12
53199.12
USD
D.R. HORTON INC
52685.71
52685.71
USD
PALO ALTO NETWORK INC
56028.55
56028.55
USD
LENNAR CORP
55636
55636
USD
MIMECAST LTD
55596.399999999994
55596.399999999994
USD
JD SPORTS FASHION PLC
40233.82
55579.2512778008
USD
EASTGRP PROP
55419.649999999994
55419.649999999994
USD
ADVANCED MICRO DEVICES
54949.05
54949.05
USD
BILIBILI INC-ADR
59457.92
59457.92
USD
ASML HOLDING NV
49249
58407.258064516136
USD
SPAREBANK 1 SR BANK ASA
502212.9
58361.56045181983
USD
POTLATCHDELTIC CORPORATION COMMON STOCK
58305.549999999996
58305.549999999996
USD
KLEPIERRE
-48892.5
-57984.46394686907
USD
QUALCOMM INC
-56743.21
-56743.21
USD
NB: SANY HEAVY IND
392590.35
60758.392014238176
USD
A.P. MLLER - MRSK B
378525
60365.03683858004
USD
TRUSTPILOT AS
43526.700000000004
60128.056361375886
USD
INFINEON TECHNOLOGIES AG
50662.36
60083.4440227704
USD
KOMATSU LTD
6627960.5
59716.735741958735
USD
BP PLC
43164.45
59627.6419394944
USD
CHINA RES LAND
-119352.75
-15368.823961163547
USD
KERRY GROUP
12958
15367.64705882353
USD
KUNLUN ENERGY
-119106.6
-15337.12769930079
USD
ANAPLAN INC
15030.599999999999
15030.599999999999
USD
CHEMOURS COMPANY
61004.399999999994
61004.399999999994
USD
UNIBAIL-RODAMCO-WESTFIELD
-51238.979999999996
-60767.29127134725
USD
GOLDWIN INC
1769630
15944.049013424634
USD
CHINA TAIPING
-122804.6
-15813.312043678132
USD
TORM A
99012
15789.87656683571
USD
KINGSPAN GROUP
13299.88
15773.102466793169
USD
BYD COMPANY
121208.4
15607.772441056411
USD
OMV AG
13095.81
15531.083965844402
USD
SILVERCREST METALS INC
16421.13
16421.13
USD
CHINA RES BEER
-126735.75
-16319.51866493259
USD
FORD MOTOR CO
16316.279999999999
16316.279999999999
USD
CHINA GAS HOLDINGS LTD
-125136
-16113.521935641715
USD
BANKCOMM
-124538.76
-16036.616490039789
USD
CPIC
-123839.25
-15946.54193332389
USD
SINOPHARM
-130284.00000000001
-16776.41998995609
USD
ABC
-130218.3
-16767.959927374806
USD
CONCH CEMENT
-130150.8
-16759.268082257047
USD
CITIZEN WATCH CO LTD
-1856890
-16730.245968105235
USD
SK TELECOM
-16615.89
-16615.89
USD
WOODSIDE PETROLEUM LTD
22121.16
16607.477477477478
USD
OIL SEARCH LTD
22650.45
17004.84234234234
USD
GROWTHPOINT PROPERTIES AUSTR
22645.480000000003
17001.111111111113
USD
MINSHENG BANK
-131650.80000000002
-16952.420195985014
USD
CITIC BANK
-130916
-16857.801413873472
USD
ORSTED A/S
105600
16840.493732657163
USD
BMW
14200.29
16840.951138519926
USD
CHINA SHENHUA
-134377.38
-17303.51665615061
USD
BANK OF CHINA
-133880.94
-17239.5910325912
USD
AUSTEVOLL
148131.6
17214.196067494075
USD
CNBM
-133671.84
-17212.66562793752
USD
PING AN
-132631.19999999998
-17078.664417517608
USD
ALTRI SGPS SA
14399.52
17077.22960151803
USD
BRILLIANCE CHI
136904.19999999998
17628.890405490667
USD
PICC PROPERTY AND CASUALTY CO. LTD.
-136761.6
-17610.52807787893
USD
NEXTERA ENERGY PARTNERS LP
17562.8
17562.8
USD
AUTOHOME INC
17525.04
17525.04
USD
NCI
-136077.5
-17522.437837211397
USD
FIRST MAJESTIC SILVER CORP.
17391
17391
USD
TSINGTAO BREW
-139026.8
-17902.21352322332
USD
ICBC
-138564.72
-17842.712370749043
USD
LENOVO GROUP
-138093.52
-17782.0368534233
USD
CM BANK
-137535
-17710.11730771707
USD
CHINA VANKE
-137392.2
-17691.72922649017
USD
CITIC SEC
-137256.08000000002
-17674.201316009738
USD
TEREX CORP
18190.84
18190.84
USD
GUANGDONG INV
-140828.04
-18134.155732110896
USD
NB: WINNING HEALTH
116639.62999999999
18051.478758802135
USD
CHINA LIFE
-140063
-18035.643003386598
USD
SPAREBANKEN VEST
154656
17972.38878817459
USD
ELASTIC NV
17928.48
17928.48
USD
CCB
-146621.67
-18880.19031921606
USD
SHENZHOU INTERNATIONAL GROUP
-144133.5
-18559.793456006388
USD
SINOPEC CORP
-144014.85
-18544.515123810506
USD
CITIC
-143712.9
-18505.633603317063
USD
MMC NORILSK NICKEL PJSC-ADR
18295.59
18295.59
USD
DAIMLER AG
15361.199999999999
18217.74193548387
USD
CVS GROUP PLC
14231.279999999999
19659.17944467468
USD
MENGNIU DAIRY
-152164.95
-19593.987818540027
USD
HENGAN INT'L
-151684
-19532.05681247505
USD
WEICHAI POWER
-147745.6
-19024.916622670906
USD
PSBC
-147308.18000000002
-18968.590890946318
USD
WEIMOB INC
147077.92
18938.940753808318
USD
SUNAC
-155422.8
-20013.494894345793
USD
SHIMAO GROUP HOLDINGS LIMITED
-155328.32
-20001.328886542447
USD
PLANET FITNESS
19866
19866
USD
GAC GROUP
-153988.21
-19828.765500457124
USD
MERITAGE HOME CORP
19756.8
19756.8
USD
PERSIMMON PLC
14287.14
19736.344799005386
USD
DANSKE BANK
-129109.5
-20589.656492201702
USD
FORTUNA SILVER ORD
20562.75
20562.75
USD
GENERAC HOLDINGS INC
20342.35
20342.35
USD
BE SEMICOND IND
17026.52
20192.74193548387
USD
GRIEG SEAFOOD
173497.2
20161.902105703528
USD
FRESNILLO PLC
14563.320000000002
20117.86158309159
USD
INTERNATIONAL SEAWAYS INC
21366.52
21366.52
USD
NB: SANGFOR TECH
137783.88
21323.82264180144
USD
JINKOSOLAR HOLDING CO-ADR
21063.52
21063.52
USD
INNERGEX RENWBLE
26032.4
21022.692400872165
USD
MAG SILVER CORP
20815.4
20815.4
USD
KAHOOT ASA
178947
20795.216845628223
USD
ENDEAVOUR SILVER CORP
21628.08
21628.08
USD
YUHUA EDU
167166.37
21525.691806487335
USD
SEB A
-183955.19999999998
-21509.693412221415
USD
SINO BIOPHARM
-166756.08000000002
-21472.859552659706
USD
EURONAV NV
21463.96
21463.96
USD
EUROCOMMERCIAL
-18084.760000000002
-21447.77039848198
USD
XIAOMI CORP-CLASS B
-171477
-22080.763337153454
USD
SV. HANDELSBANKEN A
-187326.4
-21903.88438062721
USD
NORDEA BANK ABP
-186804.86000000002
-21842.901241785745
USD
ORANGE S.A.
-18422.3
-21848.078747628086
USD
EURONAV
18267.2
21664.136622390895
USD
KONINKLIJKE DSM NV
18258.4
21653.700189753323
USD
JAMF HOLDING CORP
23062.59
23062.59
USD
TOPSPORTS
178105.44
22934.29480163278
USD
SANDVIK
194554
22749.00025724375
USD
CA IMMOBILIEN
18875.55
22385.61432637571
USD
SWEDBANK A
-189336.36000000002
-22138.906947919837
USD
NORTHLAND POWER INC
27361.63
22096.123718000486
USD
ANGLO AMERICAN PLATINUM LIMITED
337304.4
23622.741406840913
USD
PETS AT HOME GROUP PLC
17081.76
23596.850393700784
USD
VARONIS SYSTEMS INC
23451.34
23451.34
USD
PETROCHINA
-181387.08
-23356.86526996227
USD
VIRBAC
19652
23306.451612903227
USD
NONGFU SPRING
-179949
-23171.686475488998
USD
T-MOBILE US INC
-24476.27
-24476.27
USD
HECLA MINING CO
24313.920000000002
24313.920000000002
USD
NITTO DENKO CORP
-2694250
-24274.709433282278
USD
LUNDIN ENERGY AB
206812.4
24182.362433058162
USD
HANSOH PHARMA
-187306
-24119.033209286754
USD
SHARP CORP
-2663349
-23996.296963690424
USD
CASIO COMPUTER CO LTD
-2818926
-25398.017839444998
USD
PAN AMER SILVER
25313.02
25313.02
USD
ENI SPA
21289.71
25248.707305502845
USD
WDP(SICAFI)
21284.2
25242.172675521822
USD
TLG IMMOBILIEN
21204
25147.058823529413
USD
AKER BP ASA
211836.8
24617.30116673639
USD
FIREEYE INC
25820.94
25820.94
USD
PULTE GROUP INC
25811.61
25811.61
USD
NB: THUNDER SW TECH
166640.66
25789.779462972994
USD
COSCO SHIP DEV
199859.02
25735.461440399693
USD
IMPALA PLATINUM
366186.95
25645.498921477996
USD
MUSTI GROUP OY
21541.8
25547.67552182163
USD
FRONTLINE LTD
227486.44
26435.927113838145
USD
MDC HOLDINGS INC
26362.600000000002
26362.600000000002
USD
CSPC PHARMA
-204433.12
-26324.45949600175
USD
BAIDU INC-CLASS A
-202191.6
-26035.823278692747
USD
CAPITAL & COUNTIES PROPERTIE
-18693.710000000003
-25823.60823318138
USD
NAVIGATOR CO SA/THE
21781.44
25831.878557874763
USD
PETCO HEALTH AND WELLNESS CO
27833.22
27833.22
USD
D/S NORDEN
174163.5
27774.61486939049
USD
MICROSOFT CORPORATION
27360.899999999998
27360.899999999998
USD
COSCO SHIP HOLD
209565.84
26985.389974117614
USD
ENN ENERGY HOLDINGS LTD
-207511.2
-26720.8179348176
USD
FRONTLINE LTD
26586
26586
USD
NORDIC VLSI
252457.4
29337.77250964533
USD
HAMMERSON PLC
-20709.27
-28607.91545793618
USD
PROXIMUS
-24109.199999999997
-28592.504743833015
USD
PETIQ INC
28139.4
28139.4
USD
NOR FINANS HOLD
240048.2
27895.714219309255
USD
SIBANYE STILLWATER LTD
398230.5
27889.633582654005
USD
ECOLAB INC
29865.65
29865.65
USD
TELSTRA CORP LTD
-39652.96
-29769.489489489486
USD
NB: OFFCN EDUCATION TECHNOLOGY-A
191519.52000000002
29640.10214346514
USD
ALGONQUIN PWR & UTILS CORP
36662.95
29607.486069611565
USD
ENCE ENERGIA Y CELULOSA S.A.
24836.63
29455.206356736246
USD
AMS AG
-27134.719999999998
-29353.8727823453
USD
ENEL SPA
25604.1
30365.393738140418
USD
MICROCHIP TECHNOLOGY
30097.74
30097.74
USD
CHINA EDUCATION GROUP HOLDIN
232139.96
29892.21596981676
USD
SAVILLS PLC
1217.94
1682.469954413593
USD
DUNDEE PREC A
-2027.7
-1637.4868771703143
USD
COUNTRYSIDE PROPERTIES PLC
1163.5800000000002
1607.3767094902614
USD
RIVER GOLD MINE
-1928.6399999999999
-1557.4901074053137
USD
RESOLUTE MINING LTD
-1623.84
-1219.099099099099
USD
PRETIUM RESOURCS
-1245.3
-1005.6529112492934
USD
REGIS RESOURCES LTD
-2968.8799999999997
-2228.8888888888887
USD
TOREX GOLD RESOURCES INC
-2441.88
-1971.9615602035049
USD
EQUINOX GOLD CORP
-2359.14
-1905.144149236857
USD
ST BARBARA LTD
-2428.2
-1822.9729729729727
USD
RAMELIUS RESOURCES LTD
-2330.7
-1749.7747747747746
USD
ATRIUM EUROPEAN REAL ESTATE
-1449
-1718.4535104364327
USD
CONSOLIDATED EDISON INC
2653.64
2653.64
USD
ADIENT PLC
2486
2486
USD
NEW GOLD INC
-2441.69
-2441.69
USD
POLYUS PJSC-REG S-GDR
-2322
-2322
USD
SILVER LAKE RESOURCES LTD
-2988
-2243.2432432432433
USD
K92 MINING
-2768.6400000000003
-2235.8394573205205
USD
PERSEUS MINING LTD
-3810.6
-2860.8108108108104
USD
EVERGY INC
2840.21
2840.21
USD
DANA INC
2827.44
2827.44
USD
HARMONY GOLD
-2816.15
-2816.15
USD
MINAS BUENAVENTURA SA
2669.75
2669.75
USD
IAMGOLD CORP
-2657.9500000000003
-2657.9500000000003
USD
EDVANTAGE GROUP
25969.64
3344.060572502865
USD
ALAMOS GOLD
-3977.4
-3211.9841718485022
USD
VETO PROMESSES
2693.6
3194.4971537001898
USD
PLASTIC OMNIUM
2660.34
3155.0521821631883
USD
VEONEER INC
2973.4500000000003
2973.4500000000003
USD
TENNECO INC-CLASS A
2878.68
2878.68
USD
CATHAY MEDIA AND EDUCATION
29851.2
3843.881584877477
USD
CARMILA
-3167.44
-3756.4516129032263
USD
INFRASTRUTTURE WIRELESS ITALIANE SPA (IT
3109.77
3688.057400379507
USD
REDROW PLC
2588.76
3576.129299627021
USD
EVOLUTION MINING LTD
-4621.5
-3469.5945945945946
USD
AGNICO EAGLE
-3385.2000000000003
-3385.2000000000003
USD
FOSUN INTL
-31997.16
-4120.212724861252
USD
ELDORADO GOLD CP
-4039.7
-4039.7
USD
VISTRY GROUP PLC
2883.65
3983.492195054566
USD
ANGLOGOLD ASHANTI LIMITED
-3901.7999999999997
-3901.7999999999997
USD
PNM RESOURCES
3901.6000000000004
3901.6000000000004
USD
DAQO NEW ENERGY CORP
3901.2
3901.2
USD
NEWCREST MINING LTD
-5864.96
-4403.123123123123
USD
CREST NICHOLSON HOLDINGS
3146.6900000000005
4346.8573007321465
USD
SOLARIA ENERGIA Y MEDIO AMBIENTE S.A.
3596.64
4265.464895635674
USD
SANDSTORM GOLD LTD
5237.65
4229.710086408786
USD
GOLD FIELDS LTD
-4209.7
-4209.7
USD
KINROSS GOLD
-4178.3
-4178.3
USD
NEW HIGHER EDU
38703
4983.7108384089415
USD
ALFEN BEHEER BV
4173.75
4949.893263757116
USD
FORTIS
6090.57
4918.493095372688
USD
POLYMETAL INTERNATIONAL PLC
-3498.75
-4833.195192706175
USD
ENDEAVOUR MINING PLC
-5962.88
-4815.375918598078
USD
SSR MINING INC
-5904.8
-4768.472906403941
USD
COEUR MINING INC
-5336.88
-5336.88
USD
NORTHERN STAR RESOURCES LTD
-6973.139999999999
-5235.09009009009
USD
KIRKLAND LAKE GOLD LTD
-5085.96
-5085.96
USD
AMEREN CORPORATION
5042.52
5042.52
USD
SEMPRA ENERGY
5034.24
5034.24
USD
EMERA INC
6186.400000000001
4995.881450375516
USD
NEWMONT CORP
-5704.2
-5704.2
USD
ARI
80435.25
5633.193965879485
USD
AMERICAN ELECTRIC POWER COMPANY
5582.9400000000005
5582.9400000000005
USD
WEC ENERGY GROUP INC
5514.900000000001
5514.900000000001
USD
PINNACL WEST CAP
5410.0199999999995
5410.0199999999995
USD
CORESITE REALTY CORP
5384
5384
USD
MITSUBISHI MOTORS CORP
684840
6170.285611316335
USD
ROYAL BAFOKENG PLATINUM LTD
87371.92
6118.995994061125
USD
SINOTRUK
-45643.520000000004
-5877.428243989751
USD
SUZUKI MOTOR CORP
644037
5802.657897107848
USD
China Kepei Education Group Ltd.
44391.2
5716.169407280547
USD
BOQII HOLDING LTD
5711.280000000001
5711.280000000001
USD
EVERSOURCE ENERGY
6740.16
6740.16
USD
NEXTERA ENERGY INC
6668.4800000000005
6668.4800000000005
USD
WANT WANT CHINA
-51353.5
-6612.691381552685
USD
NEOEN
5492.6
6513.99430740038
USD
CHINA EAST EDUCATION HOLDING
49629.6
6390.708095648926
USD
SBA COMMS CORP
6374
6374
USD
NAVIGATOR HLDGS LTD
7796.4
7796.4
USD
CITYCON OYJ
-6190.59
-7341.781309297913
USD
HELLA GMBH & CO KGAA
6007.04
7124.098671726756
USD
DONGFENG GROUP
-53801.840000000004
-6927.959412302503
USD
APTIV PLC
6922.52
6922.52
USD
ALLIANT ENERGY CORP
6802.719999999999
6802.719999999999
USD
SYMRISE AG
7755
9197.106261859582
USD
BARRICK GOLD
-9140.56
-9140.56
USD
CHINA RAILWAY
-69558.75
-8956.946393850036
USD
SPAREBANK 1 OESTLANDET
76041
8836.633663366336
USD
SILVERCORP METALS INC
8383.23
8383.23
USD
AKER HORIZONS ASA
68553.08
7966.471435875982
USD
GDS HOLDINGS LTD - ADR
9497.289999999999
9497.289999999999
USD
APT INV MANAGE
9414.13
9414.13
USD
ANICOM HOLDINGS INC
1040130
9371.384809442292
USD
MAZDA MOTOR CORP
1037736
9349.815298675558
USD
DESCENTE LTD
1027540
9257.951166771782
USD
AISIN CORP
1021250
9201.27939454005
USD
FALK RENEWABLES SPA
8417.84
9983.206831119545
USD
EDP RENOVAVEIS
8284.96
9825.61669829222
USD
FOSSIL GROUP INC
-9796.08
-9796.08
USD
SWITCH INC ORD
9647.27
9647.27
USD
EVERGRANDE
-74898.12
-9644.486794833823
USD
CYRUSONE INC
9583.68
9583.68
USD
BELLWAY PLC
7581.599999999999
10473.26978864484
USD
EQUINIX INC
10433.800000000001
10433.800000000001
USD
MOVADO GROUP
-10353.63
-10353.63
USD
SCATEC ASA
88692
10306.791242504532
USD
MERCIALYS
-8586.61
-10183.3610056926
USD
CONTINENTAL
8554.62
10145.42220113852
USD
CELLNEX TELECOM S.A.
9454.72
11212.90322580645
USD
CHINDATA GROUP HOLDINGS-ADR
11211.87
11211.87
USD
SUBARU CORP
1214091
10938.742229029644
USD
TAYLOR WIMPEY PLC
7845.530000000001
10837.864345904132
USD
COGENT COMMUNICATIONS HOLDINGS
10764.6
10764.6
USD
CHINA RES POWER
-82817.8
-10664.288749533216
USD
GEELY AUTOMOBILE HOLDINGS LT
93570.15
12048.848169561801
USD
BORALEX CL A
14458.25
11675.886295728014
USD
QTS REALTY TR
11595
11595
USD
CROWN CASTLE INTERNATIONAL CORP
11510.9
11510.9
USD
GREATWALL MOTOR
89004.6
11460.951081007997
USD
NORWAY ROYAL SAL
96544
11219.262771347558
USD
BORG WARNER
12620.4
12620.4
USD
CHINARES CEMENT
-96722.28
-12454.74188439202
USD
AMERICAN TOWER CORP
12426.439999999999
12426.439999999999
USD
BARRATT DEVELOPMENTS PLC
8937.7
12346.594833540545
USD
RENAULT
10397.45
12330.94165085389
USD
BW LPG
103893.75
12073.368428392136
USD
HITACHI CONST MACH CO LTD
1466640
13214.163438147581
USD
NORTHAM PLATINUM
187210.59
13111.087066140011
USD
FAURECIA
11045.789999999999
13099.845825426944
USD
HESKA CORP
13094.609999999999
13094.609999999999
USD
SANDSTORM GOLD LTD
12702.9
12702.9
USD
DENSO CORP
1402115
12632.804757185333
USD
GIVAUDAN N
12909
13964.733881436607
USD
BASIC FIT NV
11683.44
13856.072106261861
USD
LEAR CORP
13847.12
13847.12
USD
MURATA MANUFACTURING CO LTD
-1526760
-13755.833858906208
USD
DIGITAL REALTY COMMON STOCK
13691.86
13691.86
USD
CHR. HANSEN HOLDING
83768
13358.849232928269
USD
ADLER GROUP SA
12110.28
14362.286527514234
USD
HAITONG SEC
-110364
-14211.35991964872
USD
GENERAL MOTORS
14200.800000000001
14200.800000000001
USD
BERKELEY GROUP HOLDINGS/THE
10246.85
14155.062853985357
USD
CHINA RES GAS
-109789.6
-14137.395536898492
USD
MAGNA INTL A
17445.04
14087.894694339015
USD
VALEO
12634.26
14983.70493358634
USD
HONDA MOTOR CO LTD
1636550
14745.022074060727
USD
OSISKO GOLD ROYALTIES LTD ORDINARY SHARE
14385
14385
USD
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-07-01
0.000000000000
USD
0.000000000000
USD
38686200.000000000000
USD
137612.190000000000
N
N
N
N/A
N/A
MSFINTOT INDEX TRS
N/A
1.000000000000
NC
USD
-10965.150000000000
-0.0099694702
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
MSFINTOT
MSFINTOT
MSFINTOT is a custom basket of South Korea and Taiwan electronics company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-08-03
0.000000000000
USD
0.000000000000
USD
441207.900000000000
USD
-10965.150000000000
N
N
N
N/A
N/A
RED WHEAT FUT MGE Sep21
N/A
1.000000000000
NC
USD
4831.830000000000
0.0043930804
N/A
DCO
US
N
1
Minneapolis Grain Exchange
549300RGCVWZUN04IA69
Long
Red Spring Wheat
Red Spring Wheat
2021-09-14
37655.670000000000
USD
4831.830000000000
N
N
N
N/A
N/A
IRS PAY FIXED 6.79% 09/15/2021
N/A
1.000000000000
NC
540.540000000000
0.0004914568
N/A
DIR
US
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Y
2031-09-03
0.000000000000
MXN
0.000000000000
MXN
500000.000000000000
MXN
540.540000000000
N
N
N
N/A
N/A
MXN/USD FWD 20210730
N/A
1.000000000000
NC
USD
12482.330000000000
0.0113488841
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-40296586.790000000000
MXN
2026329.910000000000
USD
2021-07-30
12482.330000000000
N
N
N
N/A
N/A
MXN/USD FWD 20210730
N/A
1.000000000000
NC
USD
-18331.650000000000
-0.0166670623
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2032179.240000000000
USD
40296586.790000000000
MXN
2021-07-30
-18331.650000000000
N
N
N
N/A
N/A
MSCI CHILE NET INDEX USD END OF DAY
N/A
1.000000000000
NC
USD
-1795.840000000000
-0.0016327705
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
NDEUSCH INDEX
NDEUSCH INDEX
NDEUSCH - MSCI Daily Emerging Markets Chile Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-23
0.000000000000
USD
0.000000000000
USD
100961.140000000000
USD
-1795.840000000000
N
N
N
N/A
N/A
MSCI DAILY TR NET EM MKT CHILE SWAP
N/A
1.000000000000
NC
USD
16385.850000000000
0.0148979488
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
NDEUSCH - MSCI Daily Emerging Markets Chile Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-02-23
0.000000000000
USD
0.000000000000
USD
526060.660000000000
USD
16385.850000000000
N
N
N
N/A
N/A
MSCI DAILY TR NET RUSSIA USD SWAP
N/A
1.000000000000
NC
USD
7748.940000000000
0.0070453050
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
NDEUSRU - MSCI Daily Emerging Markets Russia Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-04-20
0.000000000000
USD
0.000000000000
USD
827176.680000000000
USD
7748.940000000000
N
N
N
N/A
N/A
MSCI DAILY TR NET SA USD (USD) SWAP
N/A
1.000000000000
NC
USD
3005.080000000000
0.0027322066
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
NDEUSSA - MSCI Emerging Markets Africa Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-02-24
0.000000000000
USD
0.000000000000
USD
716443.720000000000
USD
3005.080000000000
N
N
N
N/A
N/A
MSCI BRAZIL NET INDEX USD END OF DAY
N/A
1.000000000000
NC
USD
-2076.390000000000
-0.0018878454
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
MSCI Brazil Net Total Return USD Index
NDUEBRAF
NDUEBRAF - MSCI Brazil Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-03-23
0.000000000000
USD
0.000000000000
USD
281556.770000000000
USD
-2076.390000000000
N
N
N
N/A
N/A
MSCI DAILY TR NET BRAZIL (USD) SWAP
N/A
1.000000000000
NC
USD
-7122.200000000000
-0.0064754755
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ICE LIBOR USD 1 Month
US0001M
NDUEBRAF - MSCI Brazil Net Total Return USD Index
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-02-23
0.000000000000
USD
0.000000000000
USD
621328.050000000000
USD
-7122.200000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Aug21
N/A
2.000000000000
NC
USD
9314.810000000000
0.0084689877
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
Natural Gas
2021-07-28
63685.190000000000
USD
9314.810000000000
N
N
N
N/A
N/A
NIKKEI 225 (SGX) Sep21
N/A
11.000000000000
NC
-12941.870000000000
-0.0117666960
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
Nikkei 225 Index
NI_Index
2021-09-09
159507776.999999999990
JPY
-12941.870000000000
N
N
N
N/A
N/A
NIKKEI 225 (OSE) Sep21
N/A
9.000000000000
NC
-17932.730000000000
-0.0163043658
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NK_Index
2021-09-09
261012237.300000000049
JPY
-17932.730000000000
N
N
N
BNP PARIBAS ISSUANCE BV
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV
BP2725797
400.000000000000
NS
USD
369444.000000000000
0.3358969954
N/A
DE
CORP
NL
N
1
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
Call
Purchased
S&P 500 INDEX
US78378X1072
1.000000000000
1000.000000000000
USD
2022-07-01
XXXX
-30556.000000000000
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
Q57085286
888.000000000000
NS
104175.610000000000
0.0947160446
Long
EC
CORP
AU
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
G7493L105
547.000000000000
NS
14520.380000000000
0.0132018710
Long
EC
CORP
GB
N
1
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
E3847K101
55.000000000000
NS
1274.320000000000
0.0011586066
Long
EC
CORP
ES
N
1
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
T7733C101
466.000000000000
NS
3538.080000000000
0.0032168081
Long
EC
CORP
IT
N
1
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
D12459117
26.000000000000
NS
2417.640000000000
0.0021981085
Long
EC
CORP
DE
N
1
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
K1830B107
15.000000000000
NS
1353.800000000000
0.0012308695
Long
EC
CORP
DK
N
1
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
L0187K107
23.000000000000
NS
1178.430000000000
0.0010714238
Long
EC
CORP
LU
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
G80277141
214.000000000000
NS
3240.000000000000
0.0029457949
Long
EC
CORP
GB
N
1
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
F3192L109
47.000000000000
NS
2677.830000000000
0.0024346722
Long
EC
CORP
FR
N
1
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
J5528H104
3.000000000000
NS
9545.880000000000
0.0086790756
Long
EC
CORP
JP
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
D9581T100
285.000000000000
NS
18424.380000000000
0.0167513720
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
BCIIFFOD SWAP
N/A
1.000000000000
NC
USD
30641.940000000000
0.0278595283
N/A
DE
US
N
1
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BCIIFFOD INDEX
BCIIFFOD
BCIIFFOD is a custom basket of food company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-08
0.000000000000
USD
0.000000000000
USD
-1026243.540000000000
USD
30641.940000000000
N
N
N
N/A
N/A
BCIIPRIV SWAP
N/A
1.000000000000
NC
USD
14741.520000000000
0.0134029306
N/A
DE
US
N
1
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
BCIIPRIV
BCIIPRIV
BCIIPRIV is a custom basket of investment company stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-05-10
0.000000000000
USD
0.000000000000
USD
554873.610000000000
USD
14741.520000000000
N
N
N
N/A
N/A
BCOM INDEX SWAP
N/A
1.000000000000
NC
USD
-8636.280000000000
-0.0078520710
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Bloomberg Commodity Index
BCOM
Bloomberg Commodity Index - The components of the basket as of June 30, 2021 are shown on the following pages.
KC HRW WHEAT FUT
659
659
USD
COTTON NO.2 FUTR
84.9
84.9
USD
GASOLINE RBOB FUT
222.34
222.34
USD
SOYBEAN MEAL FUTR
381.7
381.7
USD
WHEAT FUTURE(CBT)
679.5
679.5
USD
NY Harb ULSD Fut
213.07
213.07
USD
LME NICKEL FUTURE
18214
18214
USD
LEAN HOGS FUTURE
103.25
103.25
USD
SILVER FUTURE
26.19
26.19
USD
LIVE CATTLE FUTR
122.73
122.73
USD
COFFEE 'C' FUTURE
159.75
159.75
USD
Low Su Gasoil G
599.75
599.75
USD
SUGAR #11 (WORLD)
17.89
17.89
USD
LME ZINC FUTURE
2977
2977
USD
BRENT CRUDE FUTR
74.62
74.62
USD
CORN FUTURE
599.25
599.25
USD
COPPER FUTURE
428.9
428.9
USD
SOYBEAN FUTURE
1399
1399
USD
LME PRI ALUM FUTR
2524.5
2524.5
USD
SOYBEAN OIL FUTR
62.76
62.76
USD
GOLD 100 OZ FUTR
1771.6
1771.6
USD
WTI CRUDE FUTURE
72.77
72.77
USD
NATURAL GAS FUTR
3.62
3.62
USD
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-07-12
0.000000000000
USD
0.000000000000
USD
1676215.480000000000
USD
-8636.280000000000
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
D6T479107
1142.000000000000
NS
69981.100000000000
0.0636265340
Long
EC
CORP
DE
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N0709G103
36.000000000000
NS
1391.170000000000
0.0012648462
Long
EC
CORP
NL
N
1
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
171.000000000000
NS
16985.500000000000
0.0154431481
Long
EC
CORP
CA
N
1
N
N
N
Wihlborgs Fastigheter AB
549300RC1YDJPITF8X06
Wihlborgs Fastigheter AB
W9899F155
70.000000000000
NS
1518.910000000000
0.0013809868
Long
EC
CORP
SE
N
1
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N13107144
84.000000000000
NS
7125.580000000000
0.0064785486
Long
EC
CORP
NL
N
1
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
G7455X147
1162.000000000000
NS
9834.030000000000
0.0089410604
Long
EC
CORP
GB
N
1
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
G7565D106
2100.000000000000
NS
18864.590000000000
0.0171516092
Long
EC
CORP
GB
N
1
N
N
N
Jenoptik AG
529900P34GDHGXK6VB37
Jenoptik AG
D3S19K104
328.000000000000
NS
8968.610000000000
0.0081542241
Long
EC
CORP
DE
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
T6730E110
61.000000000000
NS
4127.180000000000
0.0037524154
Long
EC
CORP
IT
N
1
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
G7S8MZ109
246.000000000000
NS
2301.730000000000
0.0020927236
Long
EC
CORP
GB
N
1
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet Oyj
X96478114
28.000000000000
NS
1221.130000000000
0.0011102465
Long
EC
CORP
FI
N
1
N
N
N
N/A
N/A
KLABIN UNT TRS
N/A
1.000000000000
NC
1895.970000000000
0.0017238083
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Klabin SA
Klabin SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-09-16
0.000000000000
BRL
0.000000000000
BRL
411471.060000000000
BRL
1895.970000000000
N
N
N
PrairieSky Royalty Ltd
529900AXG582AP7CV733
PrairieSky Royalty Ltd
739721108
699.000000000000
NS
8464.010000000000
0.0076954438
Long
EC
CORP
CA
N
1
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
K9773J201
290.000000000000
NS
11320.230000000000
0.0102923075
Long
EC
CORP
DK
N
1
N
N
N
N/A
N/A
PET CENTER COMERCIO E PARTIC
N/A
1.000000000000
NC
9592.740000000000
0.0087216805
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Pet Center Comercio e Particip
Pet Center Comercio e Participacoes SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-09-16
0.000000000000
BRL
0.000000000000
BRL
602546.200000000000
BRL
9592.740000000000
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
F22736106
326.000000000000
NS
3950.580000000000
0.0035918514
Long
EC
CORP
FR
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N64038107
98.000000000000
NS
4622.560000000000
0.0042028129
Long
EC
CORP
NL
N
1
N
N
N
Yuexiu Property Co Ltd
529900GASK6R1FD08W10
Yuexiu Property Co Ltd
Y9863Z128
1911.600000000000
NS
2013.950000000000
0.0018310752
Long
EC
CORP
HK
N
1
N
N
N
N/A
N/A
SOYBEAN OIL FUTR Dec21
N/A
1.000000000000
NC
USD
-2228.820000000000
-0.0020264342
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Crude Soybean Oil
Crude Soybean Oil
2021-12-14
39884.820000000000
USD
-2228.820000000000
N
N
N
Yuexiu Services Group Ltd
N/A
Yuexiu Services Group Ltd
N/A
22.000000000000
NS
15.730000000000
0.0000143017
Long
EC
CORP
HK
N
1
N
N
N
N/A
N/A
BP CURRENCY FUT Sep21
N/A
13.000000000000
NC
USD
-24031.090000000000
-0.0218489702
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
British Pound/US Dollar Cross Currency Rate
British Pound/US Dollar Cross Currency Rate
2021-09-13
1145687.335000000000
USD
-24031.090000000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
D98423102
101.000000000000
NS
12209.580000000000
0.0111009009
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
BRL/USD FWD 20210915
N/A
1.000000000000
NC
USD
-16544.490000000000
-0.0150421836
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1400746.500000000000
USD
6952119.960000000000
BRL
2021-09-15
-16544.490000000000
N
N
N
N/A
N/A
BRL/USD FWD 20210915
N/A
1.000000000000
NC
USD
-19724.490000000000
-0.0179334268
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-12645208.300000000000
BRL
2498000.000000000000
USD
2021-09-15
-19724.490000000000
N
N
N
N/A
N/A
Short Euro-BTP Fu Sep21
N/A
12.000000000000
NC
266.940000000000
0.0002427008
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Short-term Euro-BTP
Short-term Euro-BTP
2021-09-08
1357694.880000000000
EUR
266.940000000000
N
N
N
N/A
N/A
CIA DE MINAS BUENAVENTUR-ADR (US SWAP
N/A
1.000000000000
NC
USD
185.700000000000
0.0001688377
N/A
DE
US
N
1
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Cia de Minas Buenaventura SAA
Cia de Minas Buenaventura SAA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-03-22
0.000000000000
USD
0.000000000000
USD
-5601.950000000000
USD
185.700000000000
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
G2871V114
340.000000000000
NS
1340.420000000000
0.0012187045
Long
EC
CORP
GB
N
1
N
N
N
Future PLC
213800K2581YRLEXV353
Future PLC
G37005132
1088.000000000000
NS
47137.490000000000
0.0428572159
Long
EC
CORP
GB
N
1
N
N
N
Hapag-Lloyd AG
HD52L5PJVBXJUUX8I539
Hapag-Lloyd AG
D3R03P128
51.000000000000
NS
11737.830000000000
0.0106719877
Long
EC
CORP
DE
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
G25536148
13.000000000000
NS
1324.980000000000
0.0012046665
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
CORN FUTURE Sep21
N/A
3.000000000000
NC
USD
-3821.410000000000
-0.0034744106
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn No. 2 Yellow
Corn No. 2 Yellow
2021-09-14
93708.910000000000
USD
-3821.410000000000
N
N
N
N/A
N/A
IRS REC FIXED 2.37% 09/15/2051
N/A
1.000000000000
NC
42116.270000000000
0.0382919429
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2051-09-15
0.000000000000
CAD
-4901.740000000000
CAD
1606000.000000000000
CAD
47018.010000000000
N
N
N
N/A
N/A
CADPNOKC 6.65 18/08/2021
N/A
5279000.000000000000
NC
2921.420000000000
0.0026561433
N/A
DFE
CA
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Put
Purchased
NORWEIGAN KRONE
NORWEIGAN KRONE
1.000000000000
CAD
6.650000000000
CAD
2021-08-18
XXXX
-31503.030000000000
N
N
N
N/A
N/A
CAD/USD FWD 20210730
N/A
1.000000000000
NC
USD
38260.870000000000
0.0347866288
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-4939373.260000000000
CAD
4022863.560000000000
USD
2021-07-30
38260.870000000000
N
N
N
N/A
N/A
MILL WHEAT EURO Dec21
N/A
4.000000000000
NC
555.640000000000
0.0005051856
N/A
DCO
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
Milling Wheat No. 2
Milling Wheat No. 2
2021-12-10
41481.400000000000
EUR
555.640000000000
N
N
N
N/A
N/A
COCOA FUTURE Sep21
N/A
-1.000000000000
NC
USD
-192.520000000000
-0.0001750384
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
US Cocoa
US Cocoa
2021-09-15
-23697.480000000000
USD
-192.520000000000
N
N
N
N/A
N/A
C$ CURRENCY FUT Sep21
N/A
10.000000000000
NC
USD
-19796.700000000000
-0.0179990798
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Canadian Dollar/US Dollar Cross Currency Rate
Canadian Dollar/US Dollar Cross Currency Rate
2021-09-14
825996.700000000000
USD
-19796.700000000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT Jul21
N/A
13.000000000000
NC
-20561.570000000000
-0.0186944966
N/A
DE
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
CAC40 10 Euro Index
CF_Index
2021-07-16
862990.600000000000
EUR
-20561.570000000000
N
N
N
N/A
N/A
EU OFFICE REITS
N/A
1.000000000000
NC
19549.140000000000
0.0177739993
N/A
DE
US
N
1
CITIGROUP GLOBAL MARKETS INC.
E57ODZWZ7FF32TWEFA76
Euribor 1 Month ACT/360
EUR001M
CGFCREIT is a custom basket of real estate investment trust stocks.
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-02-04
0.000000000000
EUR
0.000000000000
EUR
-293499.940000000000
EUR
19549.140000000000
N
N
N
N/A
N/A
CHF/USD FWD 20210730
N/A
1.000000000000
NC
USD
80738.150000000000
0.0734068005
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-7135655.770000000000
CHF
7799216.200000000000
USD
2021-07-30
80738.150000000000
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
Q25953102
93.000000000000
NS
17552.840000000000
0.0159589714
Long
EC
CORP
AU
N
1
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
J1046G108
1211.000000000000
NS
25997.880000000000
0.0236371677
Long
EC
CORP
JP
N
1
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
J08988107
54.000000000000
NS
4904.450000000000
0.0044591062
Long
EC
CORP
JP
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
481.000000000000
NS
USD
11197.680000000000
0.0101808855
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
4.000000000000
NS
USD
19893.200000000000
0.0180868172
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
26.000000000000
NS
USD
4570.800000000000
0.0041557529
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ECLAT TEXTILE
N/A
1.000000000000
NC
USD
433.580000000000
0.0003942092
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Eclat Textile Co Ltd
Eclat Textile Co Ltd
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-06-15
0.000000000000
USD
0.000000000000
USD
9370.590000000000
USD
433.580000000000
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
J22848105
615.000000000000
NS
81542.370000000000
0.0741379941
Long
EC
CORP
JP
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
J2501P104
1628.000000000000
NS
46893.200000000000
0.0426351084
Long
EC
CORP
JP
N
1
N
N
N
Kikkoman Corp
529900T9K5UH9HXOND47
Kikkoman Corp
J32620106
153.000000000000
NS
10094.870000000000
0.0091782151
Long
EC
CORP
JP
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
328.000000000000
NS
USD
50672.720000000000
0.0460714327
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MAKALOT
N/A
1.000000000000
NC
USD
350.400000000000
0.0003185823
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
United States SOFR Secured Overnight Financing Rate
SOFRRATE
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2023-06-15
0.000000000000
USD
0.000000000000
USD
9106.290000000000
USD
350.400000000000
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
J45013133
251.000000000000
NS
12064.810000000000
0.0109692766
Long
EC
CORP
JP
N
1
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
J49119100
400.000000000000
NS
5926.460000000000
0.0053883135
Long
EC
CORP
JP
N
1
N
N
N
Oil Search Ltd
529900NIUGGGKB5VMO41
Oil Search Ltd
Y64695110
7182.000000000000
NS
20521.230000000000
0.0186578196
Long
EC
CORP
AU
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
J61374120
175.000000000000
NS
13877.760000000000
0.0126176034
Long
EC
CORP
JP
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
350.000000000000
NS
USD
33575.500000000000
0.0305267092
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
142.000000000000
NS
USD
113614.200000000000
0.1032975726
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
69.000000000000
NS
USD
2087.940000000000
0.0018983466
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
J86957115
258.000000000000
NS
111657.950000000000
0.1015189580
Long
EC
CORP
JP
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
J92719111
136.000000000000
NS
6426.930000000000
0.0058433388
Long
EC
CORP
JP
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
J92676113
779.000000000000
NS
68086.680000000000
0.0619041350
Long
EC
CORP
JP
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
162.000000000000
NS
USD
15859.800000000000
0.0144196662
Long
EC
CORP
US
N
1
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Unicharm Corp
J94104114
1018.000000000000
NS
40960.080000000000
0.0372407396
Long
EC
CORP
JP
N
1
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
66.000000000000
NS
USD
12590.160000000000
0.0114469227
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
88.000000000000
NS
USD
9467.920000000000
0.0086081947
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
130.000000000000
NS
USD
11602.500000000000
0.0105489462
Long
EC
CORP
US
N
1
N
N
N
Alumina Ltd
2138002VD9MW2WT8HR38
Alumina Ltd
Q0269M109
29538.000000000000
NS
36440.140000000000
0.0331312284
Long
EC
CORP
AU
N
1
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
J9690T102
226.000000000000
NS
11046.220000000000
0.0100431787
Long
EC
CORP
JP
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
F06106102
1359.000000000000
NS
34460.440000000000
0.0313312931
Long
EC
CORP
FR
N
1
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
H3816Q102
84.000000000000
NS
5038.640000000000
0.0045811112
Long
EC
CORP
CH
N
1
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
H14843165
34.000000000000
NS
676.140000000000
0.0006147438
Long
EC
CORP
CH
N
1
N
N
N
Vontobel Holding AG
529900G69W5VR3DDPW23
Vontobel Holding AG
H92070210
119.000000000000
NS
9273.060000000000
0.0084310288
Long
EC
CORP
CH
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
T3679P115
699.000000000000
NS
6491.450000000000
0.0059020002
Long
EC
CORP
IT
N
1
N
N
N
BillerudKorsnas AB
549300YJUYJ9A24RXL71
BillerudKorsnas AB
W16021102
64.000000000000
NS
1270.190000000000
0.0011548516
Long
EC
CORP
SE
N
1
N
N
N
Falck Renewables SpA
81560097DD19407C3F80
Falck Renewables SpA
T3947T105
125.000000000000
NS
824.090000000000
0.0007492593
Long
EC
CORP
IT
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
250.000000000000
NS
USD
29882.500000000000
0.0271690485
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
69.000000000000
NS
USD
7070.430000000000
0.0064284065
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
307.000000000000
NS
USD
16752.990000000000
0.0152317510
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
114.000000000000
NS
USD
12541.140000000000
0.0114023539
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
39.000000000000
NS
USD
16007.550000000000
0.0145539999
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
110.000000000000
NS
USD
14572.800000000000
0.0132495310
Long
EC
CORP
US
N
1
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
94.000000000000
NS
USD
22917.200000000000
0.0208362259
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
99.000000000000
NS
USD
16968.600000000000
0.0154277827
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
262.000000000000
NS
USD
17664.040000000000
0.0160600740
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
196.000000000000
NS
USD
133221.200000000000
0.1211241780
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
209.000000000000
NS
USD
40190.700000000000
0.0365412224
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
42.000000000000
NS
USD
6287.820000000000
0.0057168606
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
57.000000000000
NS
USD
4664.310000000000
0.0042407718
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
432.000000000000
NS
USD
31864.320000000000
0.0289709113
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
229.000000000000
NS
USD
13046.130000000000
0.0118614888
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
328.000000000000
NS
USD
68214.160000000000
0.0620200393
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963S6
5500000.000000000000
PA
USD
5499914.420000000000
5.0005000187
Long
DBT
UST
US
N
2
2021-07-15
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964B2
4690000.000000000000
PA
USD
4689712.740000000000
4.2638679174
Long
DBT
UST
US
N
2
2021-08-12
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964L0
5100000.000000000000
PA
USD
5099578.540000000000
4.6365162505
Long
DBT
UST
US
N
2
2021-09-09
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964V8
5500000.000000000000
PA
USD
5499326.250000000000
4.9999652569
Long
DBT
UST
US
N
2
2021-10-07
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964W6
7000000.000000000000
PA
USD
6998815.810000000000
6.3632951199
Long
DBT
UST
US
N
2
2021-11-04
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127965G0
2500000.000000000000
PA
USD
2499500.930000000000
2.2725361692
Long
DBT
UST
US
N
2
2021-12-02
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796C64
4000000.000000000000
PA
USD
3999837.320000000000
3.6366359667
Long
DBT
UST
US
N
2
2021-08-05
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796D55
4460000.000000000000
PA
USD
4459725.980000000000
4.0547648824
Long
DBT
UST
US
N
2
2021-08-26
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796F53
5000000.000000000000
PA
USD
4999475.000000000000
4.5455025155
Long
DBT
UST
US
N
2
2021-09-23
Fixed
.000000000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
293.000000000000
NS
USD
117328.920000000000
0.1066749811
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
65.000000000000
NS
USD
11356.800000000000
0.0103255568
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550105
7738.000000000000
NS
USD
136653.080000000000
0.1242444294
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
510.000000000000
NS
USD
119248.200000000000
0.1084199827
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
153.000000000000
NS
USD
9409.500000000000
0.0085550795
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
170.000000000000
NS
USD
29591.900000000000
0.0269048362
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
637.000000000000
NS
USD
28849.730000000000
0.0262300582
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
Westrock Co
96145D105
183.000000000000
NS
USD
9739.260000000000
0.0088548959
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
285.000000000000
NS
USD
9809.700000000000
0.0089189397
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
61.000000000000
NS
USD
14563.140000000000
0.0132407482
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
206.000000000000
NS
USD
13571.280000000000
0.0123389531
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
148.000000000000
NS
USD
27581.280000000000
0.0250767886
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
AUDUSD Crncy Fut Sep21
N/A
5.000000000000
NC
USD
-12418.350000000000
-0.0112907138
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
AUD/USD Cross Currency Rate
AUD/USD Cross Currency Rate
2021-09-13
387318.350000000000
USD
-12418.350000000000
N
N
N
N/A
N/A
FTSE/JSE TOP 40 Sep21
N/A
1.000000000000
NC
-984.960000000000
-0.0008955217
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
FTSE/JSE Top 40 Index
AI_Index
2021-09-16
612825.250000000003
ZAR
-984.960000000000
N
N
N
N/A
N/A
S&P 500 Annl Div Dec21
N/A
193.000000000000
NC
USD
859417.110000000000
0.7813785718
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Annual Dividend Index
ASD_Index
2021-12-17
2025932.890000000000
USD
859417.110000000000
N
N
N
N/A
N/A
S&P 500 Annl Div Dec22
N/A
131.000000000000
NC
USD
293657.180000000000
0.2669919242
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Annual Dividend Index
ASD_Index
2022-12-16
1743392.820000000000
USD
293657.180000000000
N
N
N
N/A
N/A
S&P 500 Annl Div Dec23
N/A
68.000000000000
NC
USD
380553.840000000000
0.3459980172
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Annual Dividend Index
ASD_Index
2023-12-15
701496.160000000000
USD
380553.840000000000
N
N
N
N/A
N/A
AUD/CAD FWD 20210730
N/A
1.000000000000
NC
USD
-8425.110000000000
-0.0076600760
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2318095.320000000000
CAD
2481895.990000000000
AUD
2021-07-30
-8425.110000000000
N
N
N
N/A
N/A
AUDCUSDP DIGI 0.7875 KI 0.74 20/09/2021
N/A
834000.000000000000
NC
19881.480000000000
0.0180761615
N/A
DFE
AU
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Call
Purchased
US DOLLARS
Binary Knock-In (KI) option - Payoff is either notional amount or nothing. Activates when closing level above or below knock-in term as indicated
1.000000000000
AUD
0.787500000000
AUD
2021-09-20
XXXX
-17084.780000000000
N
N
N
N/A
N/A
AUDCUSDP DIGI 0.7975 KI 0.7375 20/09/2021
N/A
834000.000000000000
NC
6669.900000000000
0.0060642462
N/A
DFE
AU
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Call
Purchased
US DOLLARS
Binary Knock-In (KI) option - Payoff is either notional amount or nothing. Activates when closing level above or below knock-in term as indicated
1.000000000000
AUD
0.797500000000
AUD
2021-09-20
XXXX
-10638.550000000000
N
N
N
N/A
N/A
AUD/NZD FWD 20210730
N/A
1.000000000000
NC
USD
-1196.820000000000
-0.0010881439
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-8626141.370000000000
NZD
8036721.770000000000
AUD
2021-07-30
-1196.820000000000
N
N
N
N/A
N/A
AUDPUSDC DIGI .71 03/09/2021
N/A
492000.000000000000
NC
27489.450000000000
0.0249932971
N/A
DFE
AU
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Put
Purchased
US DOLLARS
Binary option - Payoff is either notional amount or nothing
1.000000000000
AUD
0.710000000000
AUD
2021-09-03
XXXX
3374.390000000000
N
N
N
N/A
N/A
AUDPUSDC DIGI .74 03/09/2021
N/A
124000.000000000000
NC
29143.560000000000
0.0264972073
N/A
DFE
AU
N
2
GOLDMAN SACHS & CO. LLC
W22LROWP2IHZNBB6K528
Put
Purchased
US DOLLARS
Binary option - Payoff is either notional amount or nothing
1.000000000000
AUD
0.740000000000
AUD
2021-09-03
XXXX
10150.500000000000
N
N
N
N/A
N/A
AUD/USD FWD 20210730
N/A
1.000000000000
NC
USD
25267.650000000000
0.0229732455
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2431000.000000000000
AUD
1848679.480000000000
USD
2021-07-30
25267.650000000000
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
G4035Q189
146.000000000000
NS
2316.500000000000
0.0021061525
Long
EC
CORP
IE
N
1
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
P8T20U187
3351.000000000000
NS
40356.450000000000
0.0366919216
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
SUZANO SA
N/A
1.000000000000
NC
3257.010000000000
0.0029612604
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Suzano SA
Suzano SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-09-16
0.000000000000
BRL
0.000000000000
BRL
560903.600000000000
BRL
3257.010000000000
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
G0110T106
73.000000000000
NS
3174.840000000000
0.0028865517
Long
EC
CORP
GB
N
1
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
G1191G120
37.000000000000
NS
2351.810000000000
0.0021382562
Long
EC
CORP
GB
N
1
N
N
N
Aker ASA
5967007LIEEXZXJ10071
Aker ASA
R0114P108
19.000000000000
NS
1401.250000000000
0.0012740109
Long
EC
CORP
NO
N
1
N
N
N
Nordex SE
529900HVDYCUWVD0OE76
Nordex SE
D5736K135
54.000000000000
NS
1311.340000000000
0.0011922650
Long
EC
CORP
DE
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
D5565H104
11.000000000000
NS
2724.730000000000
0.0024773135
Long
EC
CORP
DE
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N5017D122
27.000000000000
NS
5039.190000000000
0.0045816112
Long
EC
CORP
NL
N
1
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
J76896109
193.000000000000
NS
4734.010000000000
0.0043041428
Long
EC
CORP
JP
N
1
N
N
N
N/A
N/A
COSAN SA INDUSTRIA COMERCIO
N/A
1.000000000000
NC
-2627.460000000000
-0.0023888760
N/A
DE
US
N
1
MORGAN STANLEY & CO. LLC
I7331LVCZKQKX5T7XV54
Cosan SA
Cosan SA
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2021-09-16
0.000000000000
BRL
0.000000000000
BRL
213481.350000000000
BRL
-2627.460000000000
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
G5689U103
283.000000000000
NS
31200.430000000000
0.0283673052
Long
EC
CORP
GB
N
1
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
G7303P106
271.000000000000
NS
1288.070000000000
0.0011711081
Long
EC
CORP
GB
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
F0392W125
9.000000000000
NS
1129.070000000000
0.0010265459
Long
EC
CORP
FR
N
1
N
N
N
Konecranes Oyj
549300EF0CDEQZBMA096
Konecranes Oyj
X4550J108
47.000000000000
NS
1979.530000000000
0.0017997807
Long
EC
CORP
FI
N
1
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
W4235G116
133.000000000000
NS
1766.990000000000
0.0016065402
Long
EC
CORP
SE
N
1
N
N
N
Savills PLC
213800WXICGMBWHTA933
Savills PLC
G78283119
54.000000000000
NS
859.030000000000
0.0007810266
Long
EC
CORP
GB
N
1
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
R0814U100
1257.000000000000
NS
15591.780000000000
0.0141759835
Long
EC
CORP
NO
N
1
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
W8615U124
276.000000000000
NS
1350.640000000000
0.0012279964
Long
EC
CORP
SE
N
1
N
N
N
Albioma SA
9695002W8GRJRZ44MA62
Albioma SA
F0190K109
14.000000000000
NS
573.050000000000
0.0005210147
Long
EC
CORP
FR
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
G32655105
298.000000000000
NS
11484.530000000000
0.0104416884
Long
EC
CORP
IE
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
G6258S107
56.000000000000
NS
1472.600000000000
0.0013388820
Long
EC
CORP
GB
N
1
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
R0139K100
999.000000000000
NS
31837.490000000000
0.0289465176
Long
EC
CORP
NO
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
F15561677
53.000000000000
NS
1685.490000000000
0.0015324407
Long
EC
CORP
FR
N
1
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
P59695109
6760.000000000000
NS
39672.770000000000
0.0360703225
Long
EC
CORP
BR
N
1
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
W90152120
78.000000000000
NS
1278.260000000000
0.0011621888
Long
EC
CORP
SE
N
1
N
N
N
Ence Energia y Celulosa SA
95980020140005309084
Ence Energia y Celulosa SA
E4177G108
75.000000000000
NS
304.680000000000
0.0002770138
Long
EC
CORP
ES
N
1
N
N
N
Solaria Energia y Medio Ambien
959800PM2YJU406K2789
Solaria Energia y Medio Ambiente SA
E8935P110
52.000000000000
NS
939.680000000000
0.0008543533
Long
EC
CORP
ES
N
1
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
P64386116
2306.000000000000
NS
8883.140000000000
0.0080765151
Long
EC
CORP
BR
N
1
N
N
N
Moneysupermarket.com Group PLC
54930016B7VO33FBE722
Moneysupermarket.com Group PLC
G6258H101
1684.000000000000
NS
5977.430000000000
0.0054346553
Long
EC
CORP
GB
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
E6165F166
441.000000000000
NS
5375.560000000000
0.0048874375
Long
EC
CORP
ES
N
1
N
N
N
Fluidra SA
95980020140005026620
Fluidra SA
E52619108
32.000000000000
NS
1269.220000000000
0.0011539697
Long
EC
CORP
ES
N
1
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
63.000000000000
NS
USD
7975.800000000000
0.0072515652
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
81.000000000000
NS
USD
8764.200000000000
0.0079683753
Long
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
348.000000000000
NS
USD
121003.080000000000
0.1100155125
Long
EC
CORP
US
N
1
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
G0536Q108
28.000000000000
NS
1921.120000000000
0.0017466746
Long
EC
CORP
GB
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
100.000000000000
NS
USD
29833.000000000000
0.0271240433
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
335.000000000000
NS
USD
14559.100000000000
0.0132370750
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
110.000000000000
NS
USD
4205.300000000000
0.0038234418
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
54.000000000000
NS
USD
20494.620000000000
0.0186336259
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
D0066B185
79.000000000000
NS
29404.280000000000
0.0267342528
Long
EC
CORP
DE
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
3814.000000000000
NS
USD
88179.680000000000
0.0801726096
Long
EC
CORP
US
N
1
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
F24539102
2.000000000000
NS
2352.520000000000
0.0021389017
Long
EC
CORP
FR
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
76.000000000000
NS
USD
4709.720000000000
0.0042820584
Long
EC
CORP
US
N
1
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
R1640U124
794.000000000000
NS
17299.860000000000
0.0157289630
Long
EC
CORP
NO
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
218.000000000000
NS
USD
69518.020000000000
0.0632055035
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
264.000000000000
NS
USD
57908.400000000000
0.0526500838
Long
EC
CORP
US
N
1
N
N
N
UNIQA Insurance Group AG
529900OOW8ELHOXWZP82
UNIQA Insurance Group AG
A90015131
649.000000000000
NS
5648.500000000000
0.0051355934
Long
EC
CORP
AT
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
41.000000000000
NS
USD
18151.520000000000
0.0165032888
Long
EC
CORP
US
N
1
N
N
N
Hufvudstaden AB
213800UEV5ZAFFVQ4J85
Hufvudstaden AB
W30061126
98.000000000000
NS
1666.140000000000
0.0015148478
Long
EC
CORP
SE
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
1147.000000000000
NS
USD
16367.690000000000
0.0148814378
Long
EC
CORP
US
N
1
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
D28304109
42.000000000000
NS
1701.220000000000
0.0015467424
Long
EC
CORP
DE
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
191.000000000000
NS
USD
7122.390000000000
0.0064756483
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
58.000000000000
NS
USD
14054.560000000000
0.0127783493
Long
EC
CORP
US
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
A91460104
24.000000000000
NS
2209.760000000000
0.0020091049
Long
EC
CORP
AT
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
465.000000000000
NS
USD
72326.100000000000
0.0657585985
Long
EC
CORP
US
N
1
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
X61161273
122.000000000000
NS
730.830000000000
0.0006644677
Long
EC
CORP
FI
N
1
N
N
N
Societa Cattolica Di Assicuraz
815600DEEE5337E9A213
Societa Cattolica Di Assicurazione SPA
T8647K106
488.000000000000
NS
4053.410000000000
0.0036853440
Long
EC
CORP
IT
N
1
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
F7725A100
159.000000000000
NS
32823.740000000000
0.0298432121
Long
EC
CORP
FR
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
D6629K109
43.000000000000
NS
1558.170000000000
0.0014166819
Long
EC
CORP
DE
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
R75677105
525.000000000000
NS
25341.020000000000
0.0230399532
Long
EC
CORP
NO
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
34.000000000000
NS
USD
9634.580000000000
0.0087597213
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
1389.000000000000
NS
USD
56560.080000000000
0.0514241967
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
144.000000000000
NS
USD
2973.600000000000
0.0027035851
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
X9518S108
69.000000000000
NS
2609.950000000000
0.0023729560
Long
EC
CORP
FI
N
1
N
N
N
Metsa Board Oyj
743700KKB8Q035K38488
Metsa Board Oyj
X5327R109
109.000000000000
NS
1121.210000000000
0.0010193996
Long
EC
CORP
FI
N
1
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
N07045201
53.000000000000
NS
17407.960000000000
0.0158272471
Long
EC
CORP
NL
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
413.000000000000
NS
USD
131367.040000000000
0.1194383832
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
X75653109
313.000000000000
NS
14385.340000000000
0.0130790931
Long
EC
CORP
FI
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
F48051100
28.000000000000
NS
40787.340000000000
0.0370836851
Long
EC
CORP
FR
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
64.000000000000
NS
USD
6358.400000000000
0.0057810316
Long
EC
CORP
US
N
1
N
N
N
ERG SpA
8156004604684CA44A90
ERG SpA
T3707Z101
65.000000000000
NS
1926.840000000000
0.0017518752
Long
EC
CORP
IT
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
281.000000000000
NS
USD
17658.040000000000
0.0160546188
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
301.000000000000
NS
USD
16449.650000000000
0.0149559555
Long
EC
CORP
US
N
1
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
W72838118
60.000000000000
NS
1592.180000000000
0.0014476036
Long
EC
CORP
SE
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
146.000000000000
NS
USD
28319.620000000000
0.0257480843
Long
EC
CORP
US
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
F1876N318
212.000000000000
NS
3607.280000000000
0.0032797244
Long
EC
CORP
FR
N
1
N
N
N
Jungheinrich AG
529900PHZORTU6FSXE73
Jungheinrich AG
D37552102
49.000000000000
NS
2394.950000000000
0.0021774789
Long
EP
CORP
DE
N
1
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
F02626103
255.000000000000
NS
33804.470000000000
0.0307348878
Long
EC
CORP
FR
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
82.000000000000
NS
USD
11535.760000000000
0.0104882665
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
396.000000000000
NS
USD
23328.360000000000
0.0212100509
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
244.000000000000
NS
USD
89081.960000000000
0.0809929589
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
60.000000000000
NS
USD
6321.600000000000
0.0057475732
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
D35415104
3429.000000000000
NS
137509.670000000000
0.1250232376
Long
EC
CORP
DE
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
788.000000000000
NS
USD
61282.760000000000
0.0557180383
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
254.000000000000
NS
USD
21584.920000000000
0.0196249222
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
H3238Q102
1.000000000000
NS
4650.630000000000
0.0042283340
Long
EC
CORP
CH
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N7637U112
952.000000000000
NS
47173.870000000000
0.0428902924
Long
EC
CORP
NL
N
1
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
J03234150
197.000000000000
NS
4986.400000000000
0.0045336148
Long
EC
CORP
JP
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
82.000000000000
NS
USD
15759.580000000000
0.0143285466
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
31.000000000000
NS
USD
11233.470000000000
0.0102134256
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
Q62377108
4822.000000000000
NS
10559.490000000000
0.0096006457
Long
EC
CORP
AU
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
286.000000000000
NS
USD
26223.340000000000
0.0238421550
Long
EC
CORP
US
N
1
N
N
N
CHINA OVERSEAS
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
Y15004107
1664.000000000000
NS
3780.500000000000
0.0034372154
Long
EC
CORP
HK
N
1
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
G2108Y105
1109.000000000000
NS
4492.100000000000
0.0040841992
Long
EC
CORP
HK
N
1
N
N
N
REA Group Ltd
N/A
REA Group Ltd
Q8051B108
307.000000000000
NS
38916.630000000000
0.0353828431
Long
EC
CORP
AU
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
106.000000000000
NS
USD
5687.960000000000
0.0051714703
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
G05320109
170.000000000000
NS
12614.020000000000
0.0114686161
Long
EC
CORP
GB
N
1
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
G39021103
1865.000000000000
NS
30340.670000000000
0.0275856149
Long
EC
CORP
IE
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
280.000000000000
NS
USD
26300.400000000000
0.0239122177
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
G08288105
315.000000000000
NS
3029.260000000000
0.0027541910
Long
EC
CORP
GB
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
140.000000000000
NS
USD
23584.400000000000
0.0214428414
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
722.000000000000
NS
USD
26598.480000000000
0.0241832308
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
106.000000000000
NS
USD
5910.560000000000
0.0053738573
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
47.000000000000
NS
USD
6130.680000000000
0.0055739895
Long
EC
CORP
US
N
1
N
N
N
Clarkson PLC
2138007G6BGTEHI3OT22
Clarkson PLC
G21840106
20.000000000000
NS
882.540000000000
0.0008024018
Long
EC
CORP
GB
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
75.000000000000
NS
USD
183134.250000000000
0.1665049218
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
98.000000000000
NS
USD
7843.920000000000
0.0071316604
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
190.000000000000
NS
USD
16072.100000000000
0.0146126885
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
160.000000000000
NS
USD
7616.000000000000
0.0069244365
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
72.000000000000
NS
USD
11097.360000000000
0.0100896750
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
84.000000000000
NS
USD
14461.440000000000
0.0131482829
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
77.000000000000
NS
USD
29398.600000000000
0.0267290886
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
209.000000000000
NS
USD
29761.600000000000
0.0270591267
Long
EC
CORP
US
N
1
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
45.000000000000
NS
USD
6337.800000000000
0.0057623022
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
55.000000000000
NS
USD
5286.050000000000
0.0048060554
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
123.000000000000
NS
USD
24430.260000000000
0.0222118939
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
48.000000000000
NS
USD
10017.120000000000
0.0091075251
Long
EC
CORP
US
N
1
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
G4647J102
111.000000000000
NS
1253.860000000000
0.0011400045
Long
EC
CORP
GB
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
1318.000000000000
NS
USD
54341.140000000000
0.0494067454
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
G70202109
96.000000000000
NS
3928.120000000000
0.0035714309
Long
EC
CORP
GB
N
1
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
G9283N101
76.000000000000
NS
1129.100000000000
0.0010265732
Long
EC
CORP
GB
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
G75754104
225.000000000000
NS
18515.790000000000
0.0168344816
Long
EC
CORP
GB
N
1
N
N
N
Renishaw PLC
21380048ADXM6Z67CT18
Renishaw PLC
G75006117
90.000000000000
NS
6132.710000000000
0.0055758352
Long
EC
CORP
GB
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
90.000000000000
NS
USD
21887.100000000000
0.0198996631
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
G86954107
1132.000000000000
NS
2488.990000000000
0.0022629797
Long
EC
CORP
GB
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
437.000000000000
NS
USD
18686.120000000000
0.0169893450
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
695.000000000000
NS
USD
46439.900000000000
0.0422229699
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
511.000000000000
NS
USD
82541.830000000000
0.0750466991
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
120.000000000000
NS
USD
10287.600000000000
0.0093534444
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
207.000000000000
NS
USD
19389.690000000000
0.0176290280
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
108.000000000000
NS
USD
25603.560000000000
0.0232786535
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
858.000000000000
NS
USD
27524.640000000000
0.0250252917
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
70.000000000000
NS
USD
10828.300000000000
0.0098450467
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
319.000000000000
NS
USD
22569.250000000000
0.0205198711
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
145.000000000000
NS
USD
26086.950000000000
0.0237181498
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21C 4260
N/A
-4.000000000000
NC
USD
-6540.000000000000
-0.0059461416
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4260.000000000000
USD
2021-07-02
XXXX
-2195.280000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21C 4275
N/A
-4.000000000000
NC
USD
-4120.000000000000
-0.0037458874
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4275.000000000000
USD
2021-07-02
XXXX
-1350.280000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21C 4290
N/A
-4.000000000000
NC
USD
-2120.000000000000
-0.0019274955
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4290.000000000000
USD
2021-07-02
XXXX
-375.280000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21C 4310
N/A
-4.000000000000
NC
USD
-600.000000000000
-0.0005455176
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4310.000000000000
USD
2021-07-02
XXXX
244.720000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21P 4160
N/A
-4.000000000000
NC
USD
-80.000000000000
-0.0000727357
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4160.000000000000
USD
2021-07-02
XXXX
1164.720000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21P 4200
N/A
-4.000000000000
NC
USD
-170.000000000000
-0.0001545633
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4200.000000000000
USD
2021-07-02
XXXX
1824.720000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21P 4225
N/A
-4.000000000000
NC
USD
-290.000000000000
-0.0002636668
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4225.000000000000
USD
2021-07-02
XXXX
2579.720000000000
N
N
N
N/A
N/A
S&P Emini 1st Wee Jul21P 4245
N/A
-4.000000000000
NC
USD
-520.000000000000
-0.0004727819
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
N/A
N/A
N/A
N/A
S&P500 EMINI FUT Sep21
N/A
N/A
OU
N/A
N/A
N/A
0.000000000000
DE
N/A
S&P 500 Index
S&P 500 Index
N/A
N/A
N/A
50.000000000000
4245.000000000000
USD
2021-07-02
XXXX
3324.720000000000
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
156.000000000000
NS
USD
11129.040000000000
0.0101184783
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
73.000000000000
NS
USD
6597.010000000000
0.0059979749
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
87.000000000000
NS
4486.160000000000
0.0040787986
Long
EC
CORP
CA
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
638.000000000000
NS
USD
49387.580000000000
0.0449029886
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
212.000000000000
NS
21478.770000000000
0.0195284111
Long
EC
CORP
CA
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
140.000000000000
NS
USD
9829.400000000000
0.0089368509
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
252.000000000000
NS
19377.730000000000
0.0176181540
Long
EC
CORP
CA
N
1
N
N
N
SunOpta Inc
54930010CP0KEPPRPA40
SunOpta Inc
8676EP108
3110.000000000000
NS
38059.620000000000
0.0346036531
Long
EC
CORP
CA
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
274.000000000000
NS
19201.660000000000
0.0174580719
Long
EC
CORP
CA
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
128.000000000000
NS
USD
9856.000000000000
0.0089610355
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
109.000000000000
NS
USD
4981.300000000000
0.0045289779
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
131.000000000000
NS
USD
10511.440000000000
0.0095569589
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
IRS PAY FIXED 1.81% 09/15/2031
N/A
1.000000000000
NC
-3711.360000000000
-0.0033743536
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2031-09-15
0.000000000000
NOK
-35.450000000000
NOK
3100000.000000000000
NOK
-3675.910000000000
N
N
N
N/A
N/A
NOKCSEKP 1.009 15/07/2021
N/A
78311000.000000000000
NC
6803.210000000000
0.0061854511
N/A
DFE
NO
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Call
Purchased
SWEDISH KRONA
SWEDISH KRONA
1.000000000000
NOK
1.009000000000
NOK
2021-07-15
XXXX
-25618.890000000000
N
N
N
N/A
N/A
NOK/SEK FWD 20210730
N/A
1.000000000000
NC
USD
-28790.650000000000
-0.0261763429
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-53514313.580000000000
SEK
53599000.000000000000
NOK
2021-07-30
-28790.650000000000
N
N
N
N/A
N/A
NOK/USD FWD 20210730
N/A
1.000000000000
NC
USD
-97548.630000000000
-0.0886908211
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-5279443.890000000000
USD
44609925.790000000000
NOK
2021-07-30
-97548.630000000000
N
N
N
N/A
N/A
NIKKEI 225 MINI Sep21
N/A
27.000000000000
NC
-5504.290000000000
-0.0050044783
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NO_Index
2021-09-09
78317499.249999999957
JPY
-5504.290000000000
N
N
N
N/A
N/A
NEW ZEALAND $ FUT Sep21
N/A
7.000000000000
NC
USD
-14256.690000000000
-0.0129621251
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
New Zealand Dollar/US Dollar Cross Currency Rate
New Zealand Dollar/US Dollar Cross Currency Rate
2021-09-13
503066.690000000000
USD
-14256.690000000000
N
N
N
N/A
N/A
IRS PAY FIXED 0.934% 09/15/2024
N/A
1.000000000000
NC
2063.100000000000
0.0018757622
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2024-09-15
0.000000000000
NZD
-12.090000000000
NZD
600000.000000000000
NZD
2075.190000000000
N
N
N
N/A
N/A
NZD/USD FWD 20210730
N/A
1.000000000000
NC
USD
-46598.260000000000
-0.0423669501
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3612659.870000000000
USD
5102000.000000000000
NZD
2021-07-30
-46598.260000000000
N
N
N
N/A
N/A
MEXICAN PESO FUT Sep21
N/A
5.000000000000
NC
USD
-1333.350000000000
-0.0012122764
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Mexican Peso/US Dollar Cross Currency Rate
Mexican Peso/US Dollar Cross Currency Rate
2021-09-13
125583.350000000000
USD
-1333.350000000000
N
N
N
N/A
N/A
PHP/USD FWD 20210915
N/A
1.000000000000
NC
USD
33602.460000000000
0.0305512212
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-100901665.520000000000
PHP
2095363.680000000000
USD
2021-09-15
33602.460000000000
N
N
N
N/A
N/A
PHP/USD FWD 20210915
N/A
1.000000000000
NC
USD
-589.140000000000
-0.0005356437
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-50000.000000000000
USD
2418145.000000000000
PHP
2021-09-15
-589.140000000000
N
N
N
N/A
N/A
IRS REC FIXED 1.958% 09/15/2031
N/A
1.000000000000
NC
3057.350000000000
0.0027797303
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2031-09-15
55.860000000000
PLN
0.000000000000
PLN
800000.000000000000
PLN
3001.490000000000
N
N
N
N/A
N/A
IRS PAY FIXED 1.265% 09/15/2024
N/A
1.000000000000
NC
-345.790000000000
-0.0003143909
N/A
DIR
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Y
2024-09-15
21.840000000000
PLN
0.000000000000
PLN
1000000.000000000000
PLN
-367.630000000000
N
N
N
N/A
N/A
PLN/USD FWD 20210730
N/A
1.000000000000
NC
USD
502.520000000000
0.0004568892
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-196523.890000000000
PLN
52051.120000000000
USD
2021-07-30
502.520000000000
N
N
N
N/A
N/A
PLATINUM FUTURE Oct21
N/A
10.000000000000
NC
USD
-16904.200000000000
-0.0153692305
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Platinum
Platinum
2021-10-27
553354.200000000000
USD
-16904.200000000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT Sep21
N/A
8.000000000000
NC
6630.330000000000
0.0060282693
N/A
DE
CA
N
1
Montreal Exchange
N/A
Long
S&P/Toronto Stock Exchange 60 Index
PT_Index
2021-09-16
1916101.040000000000
CAD
6630.330000000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE Jul21
N/A
14.000000000000
NC
-2077.130000000000
-0.0018885182
N/A
DE
SE
N
1
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
Long
OMXS30 Index
QC_Index
2021-07-16
3190176.239999999999
SEK
-2077.130000000000
N
N
N
N/A
N/A
Low Su Gasoil G Aug21
N/A
2.000000000000
NC
USD
2496.660000000000
0.0022699532
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2021-08-12
117153.340000000000
USD
2496.660000000000
N
N
N
N/A
N/A
WHITE SUGAR (ICE) Aug21
N/A
3.000000000000
NC
USD
2542.500000000000
0.0023116308
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Long
White Sugar
White Sugar
2021-07-16
64612.500000000000
USD
2542.500000000000
N
N
N
N/A
N/A
MSCI SING IX ETS Jul21
N/A
9.000000000000
NC
493.600000000000
0.0004487791
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
MSCI Singapore Index
QZ_Index
2021-07-29
319241.249999999999
SGD
493.600000000000
N
N
N
N/A
N/A
CANOLA FUTR (WCE) Nov21
N/A
6.000000000000
NC
12932.050000000000
0.0117577677
N/A
DCO
US
N
1
ICE Futures US-Canadian Grains
5493004R83R1LVX2IL36
Long
Canadian Canola Oil
Canadian Canola Oil
2021-11-12
81373.425015999999
CAD
12932.050000000000
N
N
N
N/A
N/A
E-Mini Russ 2000 Sep21
N/A
1.000000000000
NC
USD
-404.270000000000
-0.0003675607
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTY_Index
2021-09-17
115794.270000000000
USD
-404.270000000000
N
N
N
N/A
N/A
RUB/USD FWD 20210915
N/A
1.000000000000
NC
USD
25275.070000000000
0.0229799918
N/A
DFE
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-141349065.560000000000
RUB
1934729.360000000000
USD
2021-09-15
25275.070000000000
N
N
N
2021-08-25
Trust for Advised Portfolios
/s/Russell B. Simon
Trust for Advised Portfolios
Treasurer