0001752724-20-267588.txt : 20201222
0001752724-20-267588.hdr.sgml : 20201222
20201222122449
ACCESSION NUMBER: 0001752724-20-267588
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201030
FILED AS OF DATE: 20201222
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS ALTERNATIVE SOLUTIONS TRUST
CENTRAL INDEX KEY: 0001589756
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22906
FILM NUMBER: 201406956
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 860.263.4790
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: VIRTUS ALTERNATIVE SOLUTIONS FUNDS
DATE OF NAME CHANGE: 20140204
FORMER COMPANY:
FORMER CONFORMED NAME: VIRTUS ALTERNATIVES TRUST I
DATE OF NAME CHANGE: 20131022
0001589756
S000048832
Virtus Aviva Multi-Strategy Target Return Fund
C000153646
Class A
VMSAX
C000153647
Class C
VCMSX
C000153648
Class I
VMSIX
C000176668
Class R6
VMSRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001589756
XXXXXXXX
S000048832
C000176668
C000153647
C000153648
C000153646
Virtus Alternative Solutions Trust
811-22906
0001589756
549300LL1U2Z63VKA167
101 Munson Street
Greenfield
01301-9668
860-263-4790
Virtus Aviva Multi-Strategy Target Return Fund
S000048832
549300QU7C7MB70P4505
2020-10-31
2020-10-30
N
38707867.55
1175786.47
37532081.08
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9263039.50000000
USD
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
5248.25000000
0.013983370623
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-276000.00000000
EUR
326780.06000000
USD
2020-11-12
5248.25000000
N
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries Inc
890516107
348.00000000
NS
USD
10398.24000000
0.027704938550
Long
EC
CORP
US
N
1
N
N
N
Deciphera Pharmaceuticals Inc
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals Inc
24344T101
198.00000000
NS
USD
11497.86000000
0.030634752108
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
38531.41000000
0.102662599278
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2664107.00000000
EUR
3147534.79000000
USD
2021-01-20
38531.41000000
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
104.00000000
NS
USD
5867.68000000
0.015633772045
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
566.00000000
NS
USD
341762.12000000
0.910586650581
Long
EC
CORP
US
N
1
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
46.00000000
NS
USD
9726.70000000
0.025915695906
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
71.00000000
NS
USD
10061.41000000
0.026807492977
Long
EC
CORP
US
N
1
N
N
N
Fitbit Inc
549300GYQQ375BZPXK02
Fitbit Inc
33812L102
1608.00000000
NS
USD
11320.32000000
0.030161716788
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
205.00000000
NS
USD
9725.20000000
0.025911699325
Long
EC
CORP
NL
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
5958.00000000
NS
139799.58000000
0.372480224856
Long
EC
CORP
GB
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
921.00000000
NS
USD
85846.41000000
0.228728084160
Long
EC
CORP
US
N
1
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce Inc
78463M107
139.00000000
NS
USD
11897.01000000
0.031698242297
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
USD/MXN FORWARD
000000000
1.00000000
NC
USD
21569.38000000
0.057469182041
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-1544000.00000000
USD
33489624.88000000
MXN
2021-01-14
21569.38000000
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
USD/AUD FORWARD
000000000
1.00000000
NC
USD
19032.89000000
0.050710990311
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-1285000.00000000
AUD
922319.03000000
USD
2020-11-12
19032.89000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
3.00000000
NC
USD
51000.00000000
0.135883752066
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3400.00000000
USD
2020-11-20
XXXX
11754.96000000
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
364.00000000
NS
USD
41743.52000000
0.111220904353
Long
EC
CORP
PE
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
32.00000000
NS
53946.40000000
0.143734102793
Long
EC
CORP
NL
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
124.00000000
NS
USD
10180.40000000
0.027124528422
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS WALT DISNEY
000000000
1.00000000
NC
USD
1763.15000000
0.004697714459
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Walt Disney Co/The
Walt Disney Co/The
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-42986.95000000
USD
1763.15000000
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS WALT DISNEY
000000000
1.00000000
NC
USD
6111.78000000
0.016284148984
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
Walt Disney Co/The
Walt Disney Co/The
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-38724.14000000
USD
6111.78000000
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
242.00000000
NS
USD
9597.72000000
0.025572043232
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
109.00000000
NS
USD
9670.48000000
0.025765904052
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
796.00000000
NS
USD
59867.16000000
0.159509300516
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
47.00000000
NS
1761.48000000
0.004693264933
Long
EC
CORP
FR
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods Inc
128030202
267.00000000
NS
USD
10239.45000000
0.027281860492
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
200.00000000
NS
60025.86000000
0.159932138780
Long
EC
CORP
FR
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
892.00000000
NS
USD
37651.32000000
0.100317698663
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
97.00000000
NS
USD
9322.67000000
0.024839203507
Long
EC
CORP
US
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
81.00000000
NS
USD
9673.83000000
0.025774829749
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
24.00000000
NS
USD
9079.68000000
0.024191784038
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
157.00000000
NS
USD
10935.05000000
0.029135208294
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
48.00000000
NS
USD
9430.08000000
0.025125385346
Long
EC
CORP
US
N
1
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC
000000000
290.00000000
NS
3629.98000000
0.009671672594
Long
EC
CORP
IM
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
156.00000000
NS
USD
13698.36000000
0.036497736352
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
75.00000000
NS
USD
8495.25000000
0.022634636171
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
96.00000000
NS
USD
10084.80000000
0.026869812996
Long
EC
CORP
US
N
1
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
000000000
10074.00000000
NS
181034.69000000
0.482346528065
Long
EC
CORP
FR
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
328.00000000
NS
USD
63494.24000000
0.169173246387
Long
EC
CORP
US
N
1
N
N
N
Global Blood Therapeutics Inc
549300U4G0QKK99GRT15
Global Blood Therapeutics Inc
37890U108
193.00000000
NS
USD
10205.84000000
0.027192310435
Long
EC
CORP
US
N
1
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
392.00000000
NS
58345.97000000
0.155456261206
Long
EC
CORP
FR
N
1
N
N
N
AAON Inc
N/A
AAON Inc
000360206
181.00000000
NS
USD
10572.21000000
0.028168462008
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS AT&T INC
000000000
1.00000000
NC
USD
3006.05000000
0.008009281429
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
AT&T Inc
AT&T Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-104544.29000000
USD
3006.05000000
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
156.00000000
NS
USD
11712.48000000
0.031206582909
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
13.00000000
NC
USD
-42437.85000000
-0.11307086838
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2020-12-18
2164492.85000000
USD
-42437.85000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-3.00000000
NC
-111.24000000
-0.00029638644
N/A
DE
CORP
CH
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
11000.00000000
CHF
2020-12-18
XXXX
5034.82000000
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
106.00000000
NS
USD
9312.10000000
0.024811040933
Long
EC
CORP
US
N
1
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
easyJet PLC
000000000
1716.00000000
NS
11244.37000000
0.029959356572
Long
EC
CORP
GB
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-63.00000000
NC
-36686.35000000
-0.09774664485
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
62.50000000
EUR
2020-12-18
XXXX
-18397.31000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2967.18000000
-0.00790571669
N/A
DFE
CORP
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
-76075000.00000000
KRW
64074.49000000
USD
2020-11-12
-2967.18000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
33.00000000
NC
6437.58000000
0.017152206365
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
54.00000000
EUR
2020-12-18
XXXX
-1251.23000000
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637100
151.00000000
NS
USD
9475.25000000
0.025245735720
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
1129.00000000
NS
44048.66000000
0.117362690084
Long
EC
CORP
FR
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
3.00000000
NC
USD
57018.00000000
0.151918034809
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3350.00000000
USD
2020-12-18
XXXX
4842.96000000
N
N
N
Anterix Inc
549300QIX2QHFGIEQG40
Anterix Inc
03676C100
284.00000000
NS
USD
9065.28000000
0.024153416861
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
196.00000000
NS
USD
9935.24000000
0.026471327232
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
263.00000000
NS
USD
9920.36000000
0.026431681149
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
51.00000000
NS
USD
13312.53000000
0.035469735801
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
747.00000000
NS
USD
102040.20000000
0.271874612501
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
N/A
Exelixis Inc
30161Q104
403.00000000
NS
USD
8253.44000000
0.021990360679
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
100.00000000
NS
USD
10937.00000000
0.029140403849
Long
EC
CORP
US
N
1
N
N
N
China Southern Airlines Co Ltd
529900AJQ1Q18ABYVX84
China Southern Airlines Co Ltd
000000000
14000.00000000
NS
7332.99000000
0.019537925393
Long
EC
CORP
CN
N
2
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
60.00000000
NC
13602.80000000
0.036243127502
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Call
Purchased
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
6200.00000000
GBP
2020-12-18
XXXX
-67190.00000000
N
N
N
Kura Oncology Inc
5493005QORQTZCZYOP39
Kura Oncology Inc
50127T109
354.00000000
NS
USD
11062.50000000
0.029474784455
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
86.00000000
NS
USD
11141.30000000
0.029684738174
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-8001.21000000
-0.02131832227
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-345064.01000000
USD
479500.00000000
AUD
2020-11-12
-8001.21000000
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
44.00000000
NS
USD
11396.00000000
0.030363357618
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-926.00000000
NC
-18873.09000000
-0.05028522122
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
62.50000000
EUR
2020-11-20
XXXX
30904.79000000
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
1710.00000000
NS
65800.64000000
0.175318389246
Long
EC
CORP
BE
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
203.00000000
NS
USD
9530.85000000
0.025393875654
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
MSCI INDUSTRIALS
000000000
-10.00000000
NC
USD
13078.00000000
0.034844857049
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
MSCI
MSCI WORLD INDUSTRIALS NET TOTAL RETURN INDEX
2020-12-18
-379848.00000000
USD
13078.00000000
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
60.00000000
NS
USD
10368.00000000
0.027624367478
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-2462.94000000
-0.00656222604
N/A
DFE
CORP
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
-121658.43000000
USD
92000.00000000
GBP
2020-11-12
-2462.94000000
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
54.00000000
NS
USD
9747.54000000
0.025971221737
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
270.00000000
NS
31175.01000000
0.083062300578
Long
EC
CORP
FR
N
1
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642105
186.00000000
NS
USD
10849.38000000
0.028906950235
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/SEK FORWARD
000000000
1.00000000
NC
USD
1651.39000000
0.004399942535
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-784000.00000000
SEK
89768.91000000
USD
2020-11-12
1651.39000000
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
996.00000000
NS
56317.39000000
0.150051338426
Long
EC
CORP
GB
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
450.00000000
NS
53824.12000000
0.143408301514
Long
EC
CORP
IE
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
926.00000000
NC
70100.04000000
0.186773655984
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
60.00000000
EUR
2020-12-18
XXXX
-41808.56000000
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
55.00000000
NS
USD
9778.45000000
0.026053577948
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology Inc
87357P100
316.00000000
NS
USD
11559.28000000
0.030798398776
Long
EC
CORP
US
N
1
N
N
N
Raven Industries Inc
ZN4TZXB8X0VUOSZJ5442
Raven Industries Inc
754212108
472.00000000
NS
USD
10346.24000000
0.027566390411
Long
EC
CORP
US
N
1
N
N
N
CryoPort Inc
N/A
CryoPort Inc
229050307
226.00000000
NS
USD
9071.64000000
0.024170362364
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VSWAP SPX
000000000
1.00000000
NC
USD
-150404.73000000
-0.40073645178
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
Y
2021-06-18
0.00000000
USD
0.00000000
USD
-41223.60000000
USD
-150404.73000000
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
88.00000000
NS
USD
11261.36000000
0.030004624513
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
22.00000000
NS
USD
5104.88000000
0.013601377416
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
50.00000000
NS
USD
10693.00000000
0.028490293349
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
926.00000000
NC
32353.87000000
0.086203240185
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
60.00000000
EUR
2020-11-20
XXXX
-49912.21000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TWD/USD FORWARD
000000000
1.00000000
NC
USD
3121.95000000
0.008318083916
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-467870.79000000
USD
13470000.00000000
TWD
2020-12-11
3121.95000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
38975.00000000
NS
99267.85000000
0.264487998383
Long
EC
CORP
GB
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
343.00000000
NS
87718.52000000
0.233716110260
Long
EC
CORP
CH
N
1
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
2700.00000000
NS
47157.76000000
0.125646536624
Long
EC
CORP
JP
N
2
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
1435.00000000
NS
USD
66670.10000000
0.177634967423
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries Inc
N/A
National Presto Industries Inc
637215104
124.00000000
NS
USD
10303.16000000
0.027451608606
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
195.00000000
NS
USD
11280.75000000
0.030056286982
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
355.00000000
NS
USD
62902.45000000
0.167596488630
Long
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
75.00000000
NS
USD
10181.25000000
0.027126793151
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
1345.00000000
NS
USD
107142.70000000
0.285469648676
Long
EC
CORP
US
N
1
N
N
N
SJM Holdings Ltd
529900XEAB40COT5ZL30
SJM Holdings Ltd
000000000
1417.00000000
NS
1471.28000000
0.003920059739
Long
EC
CORP
HK
N
2
N
N
N
Relmada Therapeutics Inc
549300217EASRZ9JSF81
Relmada Therapeutics Inc
75955J402
275.00000000
NS
USD
8505.75000000
0.022662612237
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
57.00000000
NS
USD
9712.23000000
0.025877142222
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
10.00000000
NC
3947.87000000
0.010518654671
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10400.00000000
CHF
2020-12-18
XXXX
-37451.35000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-3.00000000
NC
USD
-32550.00000000
-0.08672580646
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3150.00000000
USD
2020-12-18
XXXX
-275.10000000
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
50.00000000
NS
USD
9535.00000000
0.025404932861
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
-14.00000000
NC
-33653.61000000
-0.08966625092
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3150.00000000
EUR
2020-11-20
XXXX
-20571.57000000
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
2586.00000000
NS
183458.28000000
0.488803910470
Long
EC
CORP
KR
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
24867.22000000
0.066255905040
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-12-16
0.00000000
USD
0.00000000
USD
13044000.00000000
CNY
24867.22000000
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
502.00000000
NS
64837.94000000
0.172753383596
Long
EC
CORP
DE
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
4.00000000
NC
USD
3400.00000000
0.009058916804
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
2675.00000000
USD
2020-11-13
XXXX
313.28000000
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
84.00000000
NS
USD
9980.04000000
0.026590691783
Long
EC
CORP
US
N
1
N
N
N
Melco Resorts & Entertainment
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
136.00000000
NS
USD
2192.32000000
0.005841189555
Long
EC
CORP
HK
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
3.00000000
NC
811.39000000
0.002161857207
N/A
DE
CORP
CH
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10500.00000000
CHF
2020-12-18
XXXX
-12001.35000000
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
000000000
1609.00000000
NS
5646.95000000
0.015045661837
Long
EC
CORP
MO
N
2
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
171.00000000
NS
USD
10584.90000000
0.028202273083
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
187.00000000
NS
USD
13557.50000000
0.036122430757
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
16493.65000000
0.043945471515
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-07-29
0.00000000
USD
0.00000000
USD
-144236.00000000
USD
16493.65000000
N
N
N
Codexis Inc
N/A
Codexis Inc
192005106
862.00000000
NS
USD
11473.22000000
0.030569101605
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
1257.00000000
NS
USD
15046.29000000
0.040089143919
Long
EC
CORP
US
N
1
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences Inc
50015M109
197.00000000
NS
USD
17889.57000000
0.047664743028
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
-62.00000000
NC
-55961.24000000
-0.14910241689
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
2800.00000000
EUR
2020-12-18
XXXX
-27831.75000000
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
99.00000000
NS
USD
11171.16000000
0.029764296779
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
923.00000000
NS
USD
113861.28000000
0.303370547871
Long
EC
CORP
US
N
1
N
N
N
Mitek Systems Inc
549300ABZAQ3R25XG118
Mitek Systems Inc
606710200
824.00000000
NS
USD
10258.80000000
0.027333416386
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
535.00000000
NS
56015.40000000
0.149246720107
Long
EC
CORP
DE
N
1
N
N
N
AtriCure Inc
N/A
AtriCure Inc
04963C209
265.00000000
NS
USD
9158.40000000
0.024401524606
Long
EC
CORP
US
N
1
N
N
N
Silk Road Medical Inc
549300VL8KC0ZPDQHE14
Silk Road Medical Inc
82710M100
149.00000000
NS
USD
9029.40000000
0.024057818645
Long
EC
CORP
US
N
1
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
428.00000000
NS
USD
11393.36000000
0.030356323636
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
92.00000000
NS
4667.34000000
0.012435601399
Long
EC
CORP
GB
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
203.00000000
NS
USD
9756.18000000
0.025994242043
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
3000.00000000
NS
7444.85000000
0.019835963756
Long
EC
CORP
SG
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-2355.51000000
-0.00627599091
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-461379.52000000
USD
627000.00000000
SGD
2020-11-12
-2355.51000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
3.00000000
NC
USD
20055.00000000
0.053434287209
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1130.00000000
USD
2021-01-15
XXXX
4447.71000000
N
N
N
VirnetX Holding Corp
529900GEQQ3ACACKKD25
VirnetX Holding Corp
92823T108
2016.00000000
NS
USD
11168.64000000
0.029757582523
Long
EC
CORP
US
N
1
N
N
N
Acacia Communications Inc
549300PZLTIVLKOBPB61
Acacia Communications Inc
00401C108
153.00000000
NS
USD
10364.22000000
0.027614296094
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS DISCOVERY INC
000000000
1.00000000
NC
USD
1668.75000000
0.004446196299
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Discovery Inc
Discovery Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-55788.95000000
USD
1668.75000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
INR/USD FORWARD
000000000
1.00000000
NC
USD
-886.11000000
-0.00236094022
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3639066.60000000
INR
48165.00000000
USD
2020-11-12
-886.11000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-1778.92000000
-0.00473973184
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-10-26
0.00000000
USD
0.00000000
USD
-525000.00000000
USD
-1778.92000000
N
N
N
Tabcorp Holdings Ltd
213800OCCFUN67NEY278
Tabcorp Holdings Ltd
000000000
1251.00000000
NS
2890.58000000
0.007701624628
Long
EC
CORP
AU
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-116.00000000
NC
-22966.82000000
-0.06119250342
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
55.00000000
EUR
2020-11-20
XXXX
6899.06000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
38.00000000
NC
6771.25000000
0.018041232474
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
2600.00000000
EUR
2020-11-20
XXXX
-4032.31000000
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
147.00000000
NS
USD
10043.04000000
0.026758548183
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
101.00000000
NS
USD
13557.23000000
0.036121711373
Long
EC
CORP
US
N
1
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs Inc
743713109
77.00000000
NS
USD
9092.16000000
0.024225035591
Long
EC
CORP
US
N
1
N
N
N
Guardant Health Inc
N/A
Guardant Health Inc
40131M109
96.00000000
NS
USD
10239.36000000
0.027281620697
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
MSCI WORLD INDEX
000000000
-31.00000000
NC
USD
91480.00000000
0.243738149784
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
MSCI WORLD NET TOTAL RETURN USD INDEX
MSCI WORLD NET TOTAL RETURN USD INDEX
2020-12-18
-2207230.00000000
USD
91480.00000000
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TOPIX INDEX
000000000
-7.00000000
NC
14939.17000000
0.039803734752
N/A
DE
CORP
JP
N
1
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Short
TPX INDEX
TPX INDEX
2020-12-10
-1053538.34000000
USD
14939.17000000
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
49.00000000
NS
USD
9910.25000000
0.026404744194
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS MSCI DAILY NET TR EMU EU
000000000
1.00000000
NC
38759.57000000
0.103270505883
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
MSCI EMU INDEX
MSCI EMU INDEX
Y
2021-07-13
0.00000000
USD
0.00000000
USD
-417188.15000000
EUR
38759.57000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
21150.24000000
0.056352430750
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1434379.00000000
EUR
1692159.20000000
USD
2020-11-12
21150.24000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-2.00000000
NC
-5644.80000000
-0.01503993340
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
9600.00000000
CHF
2020-11-20
XXXX
-2018.16000000
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
3183.00000000
NS
104353.97000000
0.278039391894
Long
EC
CORP
FR
N
1
N
N
N
DSP Group Inc
N/A
DSP Group Inc
23332B106
797.00000000
NS
USD
10496.49000000
0.027966714602
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
4086.00000000
NS
113755.85000000
0.303089641519
Long
EC
CORP
GB
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
750.43000000
0.001999436158
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Verizon Communications Inc
Verizon Communications Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-77741.75000000
USD
750.43000000
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS NETFLIX INC
000000000
1.00000000
NC
USD
283.67000000
0.000755806744
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Netflix Inc
Netflix Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-14079.74000000
USD
283.67000000
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
116.00000000
NS
USD
11811.12000000
0.031469398072
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-3.00000000
NC
USD
-54804.00000000
-0.14601908133
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3260.00000000
USD
2021-01-15
XXXX
-28889.04000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1976.93000000
0.005267307175
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-106000.00000000
EUR
125463.78000000
USD
2020-11-12
1976.93000000
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
650.00000000
NS
64937.17000000
0.173017770748
Long
EC
CORP
NL
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-3915.00000000
-0.01043107626
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
980.00000000
USD
2020-12-18
XXXX
1735.71000000
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
100.00000000
NS
13997.81000000
0.037295587127
Long
EC
CORP
JP
N
2
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
90.00000000
NS
USD
10268.10000000
0.027358195188
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
335.00000000
NS
USD
48745.85000000
0.129877823444
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
4504.00000000
NS
125369.02000000
0.334031624126
Long
EC
CORP
DE
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-3540.00000000
-0.00943193102
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1180.00000000
USD
2020-12-18
XXXX
2710.71000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-7369.63000000
-0.01963554854
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-439573.62000000
USD
371000.00000000
EUR
2020-11-12
-7369.63000000
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
370.00000000
NS
54080.34000000
0.144090970827
Long
EC
CORP
FR
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-4681.28000000
-0.01247274295
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1250000.00000000
SGD
910438.36000000
USD
2020-11-12
-4681.28000000
N
N
N
Atrion Corp
N/A
Atrion Corp
049904105
16.00000000
NS
USD
9618.40000000
0.025627142762
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
1200.00000000
NS
78776.29000000
0.209890546255
Long
EC
CORP
JP
N
2
N
N
N
Rhythm Pharmaceuticals Inc
529900JPNWXQ8DPLA551
Rhythm Pharmaceuticals Inc
76243J105
395.00000000
NS
USD
8362.15000000
0.022280006222
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
116.00000000
NC
337.75000000
0.000899896809
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
77.50000000
EUR
2020-12-18
XXXX
-1190.79000000
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
645.00000000
NS
USD
28063.95000000
0.074773231839
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
921.00000000
NS
USD
122262.75000000
0.325755317802
Long
EC
CORP
IE
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
61.00000000
NS
USD
10808.59000000
0.028798269877
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
38.00000000
NS
USD
9816.92000000
0.026156076928
Long
EC
CORP
US
N
1
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
000000000
59.00000000
NS
4382.70000000
0.011677210199
Long
EC
CORP
SE
N
1
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
559.00000000
NS
USD
10235.29000000
0.027270776640
Long
EC
CORP
US
N
1
N
N
N
Corcept Therapeutics Inc
529900EO9LUTFMZ7FF90
Corcept Therapeutics Inc
218352102
579.00000000
NS
USD
9715.62000000
0.025886174495
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
176.00000000
NS
66740.74000000
0.177823179742
Long
EC
CORP
FR
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
21.00000000
NS
USD
10044.72000000
0.026763024353
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
317.00000000
NS
6383.33000000
0.017007663354
Long
EC
CORP
AU
N
2
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
85.00000000
NS
USD
9849.80000000
0.026243681982
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
57.00000000
NS
USD
10851.09000000
0.028911506337
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
232.00000000
NS
USD
10122.16000000
0.026969354506
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
34837.00000000
NS
70360.00000000
0.187466290105
Long
EC
CORP
CH
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
134.00000000
NS
USD
9229.92000000
0.024592081585
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
28.00000000
NC
326.10000000
0.000868856697
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3425.00000000
EUR
2020-11-20
XXXX
-31667.47000000
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
792.00000000
NS
USD
111901.68000000
0.298149414527
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSSELL 2000
000000000
-34.00000000
NC
USD
-83172.80000000
-0.22160455164
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2020-12-18
-2529387.20000000
USD
-83172.80000000
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
574.00000000
NS
55833.69000000
0.148762574292
Long
EP
CORP
DE
N
1
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet Inc
83200N103
214.00000000
NS
USD
10667.90000000
0.028423417228
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
6.00000000
NS
USD
10391.16000000
0.027686074688
Long
EC
CORP
US
N
1
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
3600.00000000
NS
1699.98000000
0.004529405114
Long
EC
CORP
SG
N
2
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
92.00000000
NS
USD
8751.04000000
0.023316159797
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
50.00000000
NC
86242.04000000
0.229782195706
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3000.00000000
EUR
2020-12-18
XXXX
41313.30000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
3.00000000
NC
USD
0.00000000
0.000000
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
2650.00000000
USD
2020-10-30
XXXX
-2885.04000000
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
531.00000000
NS
59072.15000000
0.157391085972
Long
EC
CORP
NL
N
1
N
N
N
Allegion plc
N/A
Allegion plc
000000000
1412.00000000
NS
USD
139082.00000000
0.370568313820
Long
EC
CORP
IE
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
47.00000000
NS
USD
10519.54000000
0.028028128729
Long
EC
CORP
US
N
1
N
N
N
Mirati Therapeutics Inc
529900GYRW59IDQV6N54
Mirati Therapeutics Inc
60468T105
63.00000000
NS
USD
13679.82000000
0.036448338611
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CHF/USD FORWARD
000000000
1.00000000
NC
USD
415.62000000
0.001107372647
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-82000.00000000
CHF
89874.03000000
USD
2020-11-12
415.62000000
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
43.00000000
NS
USD
11995.71000000
0.031961217323
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS DISCOVERY INC SERIES A
000000000
1.00000000
NC
USD
13874.22000000
0.036966295501
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
Discovery Inc
Discovery Inc
Y
Equity - Performance Leg
2021-01-13
0.00000000
USD
0.00000000
USD
-38340.53000000
USD
13874.22000000
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp
057665200
108.00000000
NS
USD
10794.60000000
0.028760995099
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
18834.00000000
NS
140405.57000000
0.374094816913
Long
EC
CORP
IT
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
665.00000000
NS
59016.11000000
0.157241773708
Long
EC
CORP
NL
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-2.00000000
NC
-8999.40000000
-0.02397788702
N/A
DE
CORP
CH
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
9700.00000000
CHF
2020-12-18
XXXX
-4949.08000000
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
129.00000000
NS
70341.29000000
0.187416439419
Long
EC
CORP
KR
N
2
N
N
N
Arena Pharmaceuticals Inc
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals Inc
040047607
140.00000000
NS
USD
12000.80000000
0.031974779054
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
20.00000000
NS
USD
11728.40000000
0.031248999955
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
10.00000000
NS
USD
9979.10000000
0.026588187259
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
STOXX EUROPE 600
000000000
-87.00000000
NC
139221.78000000
0.370940741876
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCHE BORSE AKTIENGESELLSCHAFT
STOXX EUROPE 600 PRICE INDEX
2020-12-18
-1900702.43000000
USD
139221.78000000
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
429.00000000
NS
52886.17000000
0.140909239451
Long
EC
CORP
DE
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
200.00000000
NS
USD
44828.00000000
0.119439153678
Long
EC
CORP
US
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
89.00000000
NS
53744.34000000
0.143195736696
Long
EC
CORP
FR
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
48.00000000
NS
USD
12161.76000000
0.032403638833
Long
EC
CORP
US
N
1
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources Inc
66987E206
910.00000000
NS
USD
9427.60000000
0.025118777666
Long
EC
CORP
CA
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
-12.00000000
NC
-24206.00000000
-0.06449415887
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3000.00000000
EUR
2021-01-15
XXXX
-13493.70000000
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
49.00000000
NS
USD
10155.25000000
0.027057519081
Long
EC
CORP
US
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
221.00000000
NS
USD
10497.50000000
0.027969405633
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-2019.40000000
-0.00538046370
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3064000.00000000
TWD
105104.28000000
USD
2020-11-12
-2019.40000000
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
422.00000000
NS
USD
77006.56000000
0.205175300127
Long
EC
CORP
GB
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P 500 ANNUAL DIVIDEND
000000000
15.00000000
NC
USD
750.00000000
0.001998290471
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500 DIVIDEND POINTS ANNUAL
2022-12-16
189375.00000000
USD
750.00000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
7775.00000000
NS
USD
328416.00000000
0.875027418010
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
3618.00000000
NS
181861.04000000
0.484548244506
Long
EC
CORP
KR
N
2
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS VIACOMCBS INC CLASS B
000000000
1.00000000
NC
USD
11591.30000000
0.030883712457
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
ViacomCBS Inc
ViacomCBS Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-38900.31000000
USD
11591.30000000
N
N
N
Calavo Growers Inc
N/A
Calavo Growers Inc
128246105
154.00000000
NS
USD
10338.02000000
0.027544489147
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
23684.78000000
0.063105426926
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-12-16
0.00000000
USD
0.00000000
USD
15576000.00000000
CNY
23684.78000000
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
122.00000000
NS
USD
12332.98000000
0.032859835226
Long
EC
CORP
US
N
1
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
51.00000000
NS
USD
11044.05000000
0.029425626509
Long
EC
CORP
US
N
1
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
71.00000000
NS
USD
10593.91000000
0.028226279212
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2965.58000000
-0.00790145367
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-242696725.00000000
KRW
210912.76000000
USD
2020-11-12
-2965.58000000
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
537.00000000
NS
61778.48000000
0.164601797241
Long
EC
CORP
DE
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
277.00000000
NS
USD
3797.67000000
0.010118463700
Long
EC
CORP
US
N
1
N
N
N
Air China Ltd
213800I9TWC9K22N4502
Air China Ltd
000000000
11612.00000000
NS
7512.01000000
0.020014904007
Long
EC
CORP
CN
N
2
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
3.00000000
NC
USD
10395.00000000
0.027696305935
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1080.00000000
USD
2020-12-18
XXXX
-2539.29000000
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
72.00000000
NS
USD
8375.76000000
0.022316268533
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
509.00000000
NS
74159.88000000
0.197590642101
Long
EP
CORP
DE
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
115.00000000
NS
USD
10752.50000000
0.028648824393
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
271.00000000
NS
USD
5574.47000000
0.014852547046
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
129.00000000
NS
60441.28000000
0.161038978550
Long
EC
CORP
FR
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS MSCI EMU INDEX
000000000
1.00000000
NC
115929.31000000
0.308880580730
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
MSCI EMU INDEX
MSCI EMU INDEX
Y
2021-07-09
0.00000000
USD
0.00000000
USD
-1247295.55000000
EUR
115929.31000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-1725.00000000
-0.00459606808
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1170.00000000
USD
2020-11-20
XXXX
2950.71000000
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
42.00000000
NS
USD
10601.22000000
0.028245755883
Long
EC
CORP
US
N
1
N
N
N
Karuna Therapeutics Inc
N/A
Karuna Therapeutics Inc
48576A100
130.00000000
NS
USD
10554.70000000
0.028121808586
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
372.00000000
NS
59961.57000000
0.159760845321
Long
EC
CORP
FR
N
1
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
38.00000000
NS
USD
9571.44000000
0.025502023134
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
196.00000000
NS
USD
10131.24000000
0.026993547142
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS AT&T INC
000000000
1.00000000
NC
USD
21373.21000000
0.056946509186
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
AT&T Inc
AT&T Inc
Y
Equity - Performance Leg
2021-01-13
0.00000000
USD
0.00000000
USD
-76720.90000000
USD
21373.21000000
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella Inc
000000000
204.00000000
NS
USD
11152.68000000
0.029715058901
Long
EC
CORP
US
N
1
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
242.00000000
NS
1408.90000000
0.003753855260
Long
EC
CORP
AU
N
2
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS CENTURYLINK INC
000000000
1.00000000
NC
USD
13126.41000000
0.034973840038
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
CenturyLink Inc
CenturyLink Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-38749.78000000
USD
13126.41000000
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
319.00000000
NS
54446.56000000
0.145066722742
Long
EC
CORP
FR
N
1
N
N
N
MAXIMUS Inc
549300DQCDS8HJ7QF202
MAXIMUS Inc
577933104
150.00000000
NS
USD
10137.00000000
0.027008894013
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
12.00000000
NS
USD
9883.32000000
0.026332992244
Long
EC
CORP
US
N
1
N
N
N
Allakos Inc
549300S6ZD1W6BPMDY37
Allakos Inc
01671P100
130.00000000
NS
USD
12366.90000000
0.032950211243
Long
EC
CORP
US
N
1
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
987.00000000
NS
48555.12000000
0.129369644855
Long
EC
CORP
FI
N
1
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings Inc
53815P108
198.00000000
NS
USD
13085.82000000
0.034865692558
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
70.00000000
NS
USD
9513.70000000
0.025348181412
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Co
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
118.00000000
NS
USD
9263.00000000
0.024680219517
Long
EC
CORP
US
N
1
N
N
N
Veracyte Inc
529900ESWZRHXOW27Z37
Veracyte Inc
92337F107
327.00000000
NS
USD
11333.82000000
0.030197686016
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
33.00000000
NS
USD
10201.95000000
0.027181945968
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-2880.00000000
-0.00767343541
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1220.00000000
USD
2021-01-15
XXXX
1348.71000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.35.V1
000000000
1.00000000
NC
USD
221515.00000000
0.590201751743
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.35.V1
Y
Default Event
2025-12-20
240747.09000000
USD
0.00000000
USD
5469335.00000000
USD
-19232.09000000
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
298.00000000
NS
65421.66000000
0.174308639748
Long
EC
CORP
IT
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
106.00000000
NS
2698.67000000
0.007190302062
Long
EC
CORP
FR
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
MSCI ACWI
000000000
-39.00000000
NC
USD
33450.30000000
0.089124554347
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
MSCI AC WORLD NR
MSCI AC WORLD NR
2020-12-18
-1124085.30000000
USD
33450.30000000
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
33.00000000
NS
USD
10536.57000000
0.028073503245
Long
EC
CORP
CA
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-4.00000000
NC
-117.78000000
-0.00031381153
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10700.00000000
CHF
2020-11-20
XXXX
5264.28000000
N
N
N
Michelin
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
704.00000000
NS
75956.54000000
0.202377640179
Long
EC
CORP
FR
N
1
N
N
N
Bandwidth Inc
549300QC70JB7MUGXM66
Bandwidth Inc
05988J103
61.00000000
NS
USD
9781.66000000
0.026062130632
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
799.00000000
NS
57787.29000000
0.153967721312
Long
EC
CORP
DE
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
-4.00000000
NC
USD
-37836.00000000
-0.10080975770
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1520.00000000
USD
2021-01-15
XXXX
-14801.72000000
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
196.00000000
NS
USD
11801.16000000
0.031442860775
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
296.00000000
NS
USD
9258.88000000
0.024669242241
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
-60.00000000
NC
-8161.68000000
-0.02174587650
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Call
Written
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
6300.00000000
GBP
2020-12-18
XXXX
46411.28000000
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
62.00000000
NS
USD
9605.04000000
0.025591546547
Long
EC
CORP
US
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
81.00000000
NS
USD
10100.70000000
0.026912176754
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
60.00000000
NS
USD
11516.40000000
0.030684149848
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
90.00000000
NS
USD
10362.60000000
0.027609979787
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
12.00000000
NC
4360.43000000
0.011617874294
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3250.00000000
EUR
2021-01-15
XXXX
-11437.99000000
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
320.00000000
NS
USD
111881.60000000
0.298095913630
Long
EC
CORP
US
N
1
N
N
N
Dorman Products Inc
N/A
Dorman Products Inc
258278100
124.00000000
NS
USD
11069.48000000
0.029493381878
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
1229.00000000
NS
USD
41036.31000000
0.109336623014
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
17387.25000000
0.046326368002
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-461218.49000000
USD
543094000.00000000
KRW
2020-11-12
17387.25000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P 500 ANNUAL DIVIDEND
000000000
15.00000000
NC
USD
9750.00000000
0.025977776130
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500 DIVIDEND POINTS ANNUAL
2021-12-17
185437.50000000
USD
9750.00000000
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
24.00000000
NS
USD
9394.80000000
0.025031385762
Long
EC
CORP
US
N
1
N
N
N
Infrastrutture Wireless Italia
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
5527.00000000
NS
59735.35000000
0.159158107627
Long
EC
CORP
IT
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
-4.00000000
NC
USD
-5680.00000000
-0.01513371983
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1650.00000000
USD
2020-11-20
XXXX
22.28000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-10832.92000000
-0.02886309442
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-599725.42000000
USD
505500.00000000
EUR
2020-11-12
-10832.92000000
N
N
N
Krystal Biotech Inc
549300YONUY68210OE41
Krystal Biotech Inc
501147102
238.00000000
NS
USD
10231.62000000
0.027260998339
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
38.00000000
NS
USD
10261.90000000
0.027341675986
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
28.00000000
NS
USD
11894.96000000
0.031692780303
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMERGING MARKETS
000000000
19.00000000
NC
USD
14253.45000000
0.037976711095
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2020-12-18
1032551.55000000
USD
14253.45000000
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
244.00000000
NS
60926.83000000
0.162332671801
Long
EC
CORP
NL
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
6603.00000000
NS
30093.73000000
0.080181351883
Long
EC
CORP
GB
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
178.00000000
NS
USD
10035.64000000
0.026738831717
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
2385.00000000
NS
20477.06000000
0.054558818511
Long
EC
CORP
DE
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
686.00000000
NC
13981.58000000
0.037252344121
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
67.50000000
EUR
2020-12-18
XXXX
-128527.85000000
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
3319.00000000
NS
121124.80000000
0.322723378279
Long
EC
CORP
IE
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E Mini Industrial Select Sector
000000000
5.00000000
NC
USD
-24528.20000000
-0.06535262445
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
E Mini Industrial Select Sector
E Mini Industrial Select Sector
2020-12-18
405378.20000000
USD
-24528.20000000
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
120.00000000
NS
USD
10554.00000000
0.028119943515
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
53.00000000
NS
USD
11809.46000000
0.031464975189
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
797.00000000
NS
USD
101505.92000000
0.270451083657
Long
EC
CORP
US
N
1
N
N
N
Simulations Plus Inc
N/A
Simulations Plus Inc
829214105
160.00000000
NS
USD
10371.20000000
0.027632893518
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
765.00000000
NS
USD
79146.90000000
0.210877994831
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS VSWAP SPX
000000000
1.00000000
NC
USD
78118.51000000
0.208137965580
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
Y
2021-01-15
0.00000000
USD
0.00000000
USD
15503.40000000
USD
78118.51000000
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
86.00000000
NS
USD
11432.84000000
0.030461513646
Long
EC
CORP
US
N
1
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter Inc
056525108
161.00000000
NS
USD
11807.74000000
0.031460392443
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
702.00000000
NS
56887.32000000
0.151569852678
Long
EC
CORP
NL
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
3.00000000
NC
USD
6630.00000000
0.017664887768
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1080.00000000
USD
2020-11-20
XXXX
-3274.29000000
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
30.00000000
NS
USD
11531.40000000
0.030724115658
Long
EC
CORP
US
N
1
N
N
N
Vicor Corp
5299005KMQOTR6B51F09
Vicor Corp
925815102
133.00000000
NS
USD
10374.00000000
0.027640353802
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
95.00000000
NS
USD
10355.00000000
0.027589730444
Long
EC
CORP
US
N
1
N
N
N
CSW Industrials Inc
549300SYOEO3RVQ7FB83
CSW Industrials Inc
126402106
138.00000000
NS
USD
11803.14000000
0.031448136261
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
412.00000000
NS
USD
9088.72000000
0.024215870099
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
131.00000000
NS
USD
10593.97000000
0.028226439075
Long
EC
CORP
GB
N
1
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
437.00000000
NS
USD
8709.41000000
0.023205241354
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-13.82000000
-0.00003682183
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-10461000.00000000
JPY
99919.40000000
USD
2020-11-12
-13.82000000
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
439.00000000
NS
USD
10351.62000000
0.027580724814
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
39.00000000
NC
13853.46000000
0.036910982821
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
2525.00000000
EUR
2020-12-18
XXXX
7223.99000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-3.00000000
NC
-641.26000000
-0.00170856499
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10800.00000000
CHF
2021-01-15
XXXX
2649.37000000
N
N
N
Madrigal Pharmaceuticals Inc
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals Inc
558868105
83.00000000
NS
USD
10561.75000000
0.028140592517
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRS MSDEEMUN MSCI EMU INDEX
000000000
1.00000000
NC
21196.35000000
0.056475285649
N/A
DE
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
MSCI EMU INDEX
MSCI EMU INDEX
Y
2021-07-13
0.00000000
USD
0.00000000
USD
-227998.18000000
EUR
21196.35000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
346.00000000
NS
USD
62871.66000000
0.167514452145
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
1829.00000000
NS
USD
72300.37000000
0.192636187281
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
68.00000000
NS
USD
6250.56000000
0.016653912653
Long
EC
CORP
US
N
1
N
N
N
J & J Snack Foods Corp
N/A
J & J Snack Foods Corp
466032109
82.00000000
NS
USD
11116.74000000
0.029619300822
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
1310.00000000
NS
60836.74000000
0.162092637150
Long
EC
CORP
NL
N
1
N
N
N
MyoKardia Inc
549300OLNNNZ1NI9UY54
MyoKardia Inc
62857M105
78.00000000
NS
USD
17435.34000000
0.046454498387
Long
EC
CORP
US
N
1
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems Inc
922280102
89.00000000
NS
USD
10285.73000000
0.027405168336
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
594.00000000
NS
53524.54000000
0.142610104368
Long
EC
CORP
FR
N
1
N
N
N
Axonics Modulation Technologie
549300LJY4X7N57VJL05
Axonics Modulation Technologies Inc
05465P101
235.00000000
NS
USD
11019.15000000
0.029359283266
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
4.00000000
NC
USD
9040.00000000
0.024086061150
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
2775.00000000
USD
2020-11-27
XXXX
5077.92000000
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
526.00000000
NS
51887.54000000
0.138248502366
Long
EC
CORP
BE
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
100.00000000
NS
54068.88000000
0.144060436949
Long
EC
CORP
JP
N
2
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
3177.00000000
NS
USD
85620.15000000
0.228125239891
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
402.00000000
NS
USD
60911.04000000
0.162290601126
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
282.00000000
NS
USD
11299.74000000
0.030106883697
Long
EC
CORP
US
N
1
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
000000000
10000.00000000
NS
109093.01000000
0.290666029862
Long
EC
CORP
TW
N
2
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
1340.00000000
NS
8855.47000000
0.023594401762
Long
EC
CORP
HK
N
2
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
103.00000000
NS
USD
12225.07000000
0.032572321193
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
852.00000000
NS
USD
88360.92000000
0.235427712659
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
754.00000000
NS
USD
83211.44000000
0.221707503569
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
202.00000000
NS
USD
10752.46000000
0.028648717818
Long
EC
CORP
CN
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
599.00000000
NS
57693.42000000
0.153717615276
Long
EC
CORP
NL
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
42.00000000
NS
USD
10075.38000000
0.026844714468
Long
EC
CORP
SE
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/GBP FORWARD
000000000
1.00000000
NC
USD
434.42000000
0.001157463128
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-31000.00000000
GBP
40598.12000000
USD
2020-11-12
434.42000000
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
190.00000000
NS
16563.01000000
0.044130273417
Long
EC
CORP
IE
N
1
N
N
N
BellRing Brands Inc
N/A
BellRing Brands Inc
079823100
539.00000000
NS
USD
9858.31000000
0.026266355918
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
13131185.81000000
NS
USD
13131185.81000000
34.98656464588
Long
STIV
RF
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular Inc
525558201
318.00000000
NS
USD
10328.64000000
0.027519497194
Long
EC
CORP
US
N
1
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
481.00000000
NS
83777.12000000
0.223214694174
Long
EC
CORP
IE
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
60.00000000
NS
USD
11898.60000000
0.031702478673
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
120.00000000
NS
USD
10065.60000000
0.026818656760
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-30319.92000000
-0.08078400964
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2309001.87000000
USD
1956000.00000000
EUR
2020-11-12
-30319.92000000
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
119.00000000
NS
USD
10310.16000000
0.027470259317
Long
EC
CORP
US
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
693.00000000
NS
60128.93000000
0.160206757178
Long
EC
CORP
IE
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
5936.00000000
NS
127413.47000000
0.339478830732
Long
EC
CORP
SE
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-3.00000000
NC
USD
-25200.00000000
-0.06714255984
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3200.00000000
USD
2020-11-20
XXXX
-1085.10000000
N
N
N
OrthoPediatrics Corp
5493000KUTPFGOPAT717
OrthoPediatrics Corp
68752L100
242.00000000
NS
USD
10793.20000000
0.028757264956
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
103.00000000
NS
USD
10163.01000000
0.027078194727
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
30.00000000
NS
USD
9571.50000000
0.025502182998
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS FOX CORP CLASS B
000000000
1.00000000
NC
USD
10764.76000000
0.028681489782
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
Fox Corp
Fox Corp
Y
Equity - Performance Leg
2021-01-13
0.00000000
USD
0.00000000
USD
-38704.53000000
USD
10764.76000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
4.00000000
NC
649.98000000
0.001731798454
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10300.00000000
CHF
2020-11-20
XXXX
-12745.24000000
N
N
N
AeroVironment Inc
529900PGHVI29YLZ6221
AeroVironment Inc
008073108
164.00000000
NS
USD
12523.04000000
0.033366228675
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
109.00000000
NS
USD
11338.18000000
0.030209302745
Long
EC
CORP
CH
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
TRS MSCI WORLD/INDUSTRIAL NR
000000000
1.00000000
NC
USD
44069.31000000
0.117417709681
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
MSCI WORLD/INDUSTRIAL NR
MSCI WORLD/INDUSTRIAL NR
Y
2021-09-10
0.00000000
USD
0.00000000
USD
-752719.89000000
USD
44069.31000000
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
32.00000000
NS
USD
9739.84000000
0.025950705955
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-230.00000000
NC
-12054.09000000
-0.03211676425
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
62.50000000
EUR
2020-12-18
XXXX
7828.33000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
3.00000000
NC
2162.60000000
0.005762003965
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10400.00000000
CHF
2021-01-15
XXXX
-6226.81000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
16.00000000
NC
USD
42800.00000000
0.114035776243
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Purchased
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1700.00000000
USD
2021-01-15
XXXX
-59782.88000000
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
63.00000000
NS
USD
9339.75000000
0.024884711242
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
116.00000000
NC
337.75000000
0.000899896809
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
75.00000000
EUR
2020-11-20
XXXX
-853.21000000
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS NETFLIX INC
000000000
1.00000000
NC
USD
-16082.22000000
-0.04284926265
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
Netflix Inc
Netflix Inc
Y
2021-01-13
0.00000000
USD
0.00000000
USD
-39099.69000000
USD
-16082.22000000
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
2400.00000000
NS
168308.79000000
0.448439801782
Long
EC
CORP
JP
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
32.00000000
NS
USD
10065.60000000
0.026818656760
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
TRS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
1911.49000000
0.005092949671
N/A
DE
CORP
FR
N
2
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
Verizon Communications Inc
Verizon Communications Inc
Y
Equity - Performance Leg
2021-01-13
0.00000000
USD
0.00000000
USD
-78246.82000000
USD
1911.49000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
916.00000000
NS
50567.07000000
0.134730258874
Long
EC
CORP
FR
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
89096.00000000
NS
118887.01000000
0.316761039033
Long
EC
CORP
GB
N
1
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
151.00000000
NS
USD
10500.54000000
0.027977505370
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
3612.00000000
NS
USD
181828.08000000
0.484460426301
Long
EC
CORP
US
N
1
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
1051.00000000
NS
1452.10000000
0.003868956791
Long
EC
CORP
MO
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
17762.72000000
0.047326765499
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-12-16
0.00000000
USD
0.00000000
USD
9492000.00000000
CNY
17762.72000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-196.37000000
-0.00052320573
N/A
DFE
CORP
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
-112939.11000000
USD
154000.00000000
SGD
2020-11-12
-196.37000000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
3506.00000000
NS
USD
107423.84000000
0.286218714520
Long
EC
CORP
US
N
1
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
000000000
5297.00000000
NS
102261.81000000
0.272465067370
Long
EC
CORP
AU
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-1650.00000000
-0.00439623903
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
990.00000000
USD
2020-11-20
XXXX
2365.71000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
212.00000000
NS
USD
10322.28000000
0.027502551691
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
171.00000000
NS
USD
46453.86000000
0.123771074406
Long
EC
CORP
US
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
31.00000000
NS
USD
9865.13000000
0.026284527039
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-30630.67000000
-0.08161196799
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-756094000.00000000
KRW
635682.94000000
USD
2020-11-12
-30630.67000000
N
N
N
Winmark Corp
N/A
Winmark Corp
974250102
66.00000000
NS
USD
11181.06000000
0.029790674213
Long
EC
CORP
US
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
7531.00000000
NS
117179.88000000
0.312212583550
Long
EC
CORP
FR
N
1
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092109
151.00000000
NS
USD
11089.44000000
0.029546563049
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
246.00000000
NS
25934.24000000
0.069098859572
Long
EP
CORP
FR
Y
2
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology Inc
045327103
79.00000000
NS
USD
8674.99000000
0.023113533143
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
34.00000000
NS
USD
11894.22000000
0.031690808656
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
106.00000000
NS
USD
10409.20000000
0.027734140235
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-4.00000000
NC
USD
-20.00000000
-0.00005328774
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3580.00000000
USD
2020-10-30
XXXX
4094.28000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
158.00000000
NS
USD
14675.04000000
0.039099990135
Long
EC
CORP
US
N
1
N
N
N
Viking Therapeutics Inc
529900IVC72YPFA25M37
Viking Therapeutics Inc
92686J106
1548.00000000
NS
USD
8715.24000000
0.023220774732
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
101.00000000
NS
USD
8931.43000000
0.023796788621
Long
EC
CORP
US
N
1
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
111.00000000
NS
USD
10073.25000000
0.026839039323
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
123.00000000
NS
USD
9639.51000000
0.025683387978
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
57.00000000
NS
USD
10144.29000000
0.027028317396
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-4.00000000
NC
USD
-240.00000000
-0.00063945295
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3700.00000000
USD
2020-11-13
XXXX
5554.28000000
N
N
N
Luminex Corp
5299004PD7MBYRVKM104
Luminex Corp
55027E102
418.00000000
NS
USD
9212.72000000
0.024546254124
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
430.00000000
NS
USD
79124.30000000
0.210817779678
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50
000000000
-28.00000000
NC
96029.32000000
0.255859300195
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
2020-12-18
-1078696.47000000
USD
96029.32000000
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
474.00000000
NS
58626.88000000
0.156204714241
Long
EC
CORP
FR
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
1187.00000000
NS
USD
10671.13000000
0.028432023199
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
152.00000000
NS
USD
13549.28000000
0.036100529494
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-116.00000000
NC
-67549.47000000
-0.17997794967
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
62.50000000
EUR
2020-12-18
XXXX
-28901.49000000
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
259.00000000
NS
USD
13460.23000000
0.035863265805
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
148.00000000
NS
62638.39000000
0.166892930521
Long
EP
CORP
DE
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
131.00000000
NC
USD
-121398.56000000
-0.32345278094
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-12-21
18228054.81000000
USD
-121398.56000000
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
3372.00000000
NS
101399.95000000
0.270168738535
Long
EC
CORP
FR
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
113.00000000
NS
USD
9988.07000000
0.026612086813
Long
EC
CORP
US
N
1
N
N
N
Immunovant Inc
N/A
Immunovant Inc
45258J102
289.00000000
NS
USD
12606.18000000
0.033587745835
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands Internationa
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
163.00000000
NS
8469.93000000
0.022567173885
Long
EC
CORP
CA
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
205.00000000
NS
USD
10684.60000000
0.028467912496
Long
EC
CORP
US
N
1
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
884.00000000
NS
31493.84000000
0.083911787179
Long
EC
CORP
NL
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
2130.00000000
NS
USD
64347.30000000
0.171446128614
Long
EC
CORP
BM
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
413.00000000
NS
USD
87969.00000000
0.234383485990
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
225.00000000
NS
USD
10397.25000000
0.027702300807
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
161.00000000
NS
USD
15026.13000000
0.040035429871
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions
N/A
Broadridge Financial Solutions Inc
11133T103
78.00000000
NS
USD
10732.80000000
0.028596335964
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
-12.00000000
NC
-573.01000000
-0.00152672056
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3500.00000000
EUR
2021-01-15
XXXX
2361.87000000
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
99.00000000
NS
USD
12087.90000000
0.032206847188
Long
EC
CORP
JE
N
1
N
N
N
Mesa Laboratories Inc
549300ZCG738WLX8ZW79
Mesa Laboratories Inc
59064R109
44.00000000
NS
USD
11502.04000000
0.030645889247
Long
EC
CORP
US
N
1
N
N
N
Carnival PLC
4DR1VPDQMHD3N3QW8W95
Carnival PLC
000000000
9817.00000000
NS
107924.68000000
0.287553146253
Long
EC
CORP
US
N
1
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
500.00000000
NS
93566.63000000
0.249297740246
Long
EC
CORP
JP
N
2
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
1753.00000000
NS
139524.61000000
0.371747598281
Long
EC
CORP
FI
N
1
N
N
N
Wright Medical Group NV
549300JGCCQ1HTDOXU32
Wright Medical Group NV
000000000
362.00000000
NS
USD
11073.58000000
0.029504305866
Long
EC
CORP
NL
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-3485.01000000
-0.00928541636
N/A
DFE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
-39603045.00000000
JPY
374840.19000000
USD
2020-11-12
-3485.01000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
10045.00000000
NS
136315.22000000
0.363196540339
Long
EC
CORP
LU
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
52.00000000
NS
3336.94000000
0.008890900541
Long
EC
CORP
FR
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
45.00000000
NS
USD
10001.25000000
0.026647203438
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
898.00000000
NS
108977.79000000
0.290359039158
Long
EC
CORP
FR
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
388.00000000
NS
USD
10864.00000000
0.028945903577
Long
EC
CORP
US
N
1
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
677.00000000
NS
54522.38000000
0.145268736587
Long
EC
CORP
DE
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
57.00000000
NS
USD
4128.51000000
0.010999949592
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp
513847103
58.00000000
NS
USD
9636.12000000
0.025674355705
Long
EC
CORP
US
N
1
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp
635017106
142.00000000
NS
USD
11117.18000000
0.029620473152
Long
EC
CORP
US
N
1
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
2193.00000000
NS
60800.45000000
0.161995946535
Long
EC
CORP
IN
N
2
N
N
N
Fastly Inc
549300E2FZC83FJ3H565
Fastly Inc
31188V100
109.00000000
NS
USD
6922.59000000
0.018444460847
Long
EC
CORP
US
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals Inc/DE
269796108
259.00000000
NS
USD
12048.68000000
0.032102349918
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-2.00000000
NC
-10421.51000000
-0.02776693884
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
9700.00000000
CHF
2021-01-15
XXXX
-6249.11000000
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
765.00000000
NS
56557.77000000
0.150691803844
Long
EC
CORP
FR
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/SGD FORWARD
000000000
1.00000000
NC
USD
369.53000000
0.000984571037
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-227678.28000000
USD
311500.00000000
SGD
2020-11-12
369.53000000
N
N
N
TechTarget Inc
529900YQA5JL2H2VMB84
TechTarget Inc
87874R100
250.00000000
NS
USD
10950.00000000
0.029175040884
Long
EC
CORP
US
N
1
N
N
N
Appfolio Inc
529900OOUUGT6JFC0S15
Appfolio Inc
03783C100
72.00000000
NS
USD
10286.64000000
0.027407592928
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
-12.00000000
NC
-293.49000000
-0.00078197102
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3500.00000000
EUR
2020-12-18
XXXX
2029.89000000
N
N
N
ChemoCentryx Inc
529900YTTXUSFQTAKY40
ChemoCentryx Inc
16383L106
195.00000000
NS
USD
9360.00000000
0.024938665085
Long
EC
CORP
US
N
1
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics Inc
019770106
287.00000000
NS
USD
9735.04000000
0.025937916896
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-615.00000000
NC
-32231.58000000
-0.08587741226
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
62.50000000
EUR
2020-12-18
XXXX
19796.49000000
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
334.00000000
NS
56403.81000000
0.150281594776
Long
EC
CORP
FR
N
1
N
N
N
NIC Inc
529900B18T4Q37BZ0F35
NIC Inc
62914B100
509.00000000
NS
USD
11411.78000000
0.030405401650
Long
EC
CORP
US
N
1
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
252.00000000
NS
USD
11705.40000000
0.031187719047
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/TWD FORWARD
000000000
1.00000000
NC
USD
-8186.16000000
-0.02181110070
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-13470000.00000000
TWD
462806.58000000
USD
2020-12-11
-8186.16000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
354.00000000
NS
USD
58491.42000000
0.155843796338
Long
EC
CORP
US
N
1
N
N
N
McDonald's Japan
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
100.00000000
NS
4742.14000000
0.012634897569
Long
EC
CORP
JP
N
2
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
75.00000000
NS
USD
10309.50000000
0.027468500822
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
648.00000000
NS
USD
56350.08000000
0.150138437247
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
72.00000000
NS
USD
11993.04000000
0.031954103409
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
EUR/USD FORWARD
000000000
1.00000000
NC
USD
2861.00000000
0.007622812052
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-143000.00000000
EUR
169451.76000000
USD
2020-11-12
2861.00000000
N
N
N
Eidos Therapeutics Inc
549300VGYGU07QRG6271
Eidos Therapeutics Inc
28249H104
228.00000000
NS
USD
16169.76000000
0.043082503113
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
11.00000000
NS
USD
11430.98000000
0.030456557886
Long
EC
CORP
US
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
1072.00000000
NS
14651.64000000
0.039037643472
Long
EC
CORP
GB
N
1
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
1246.00000000
NS
64111.76000000
0.170818558830
Long
EP
CORP
DE
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
164.00000000
NS
59592.61000000
0.158777792984
Long
EC
CORP
NL
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
11461.00000000
NS
155370.81000000
0.413968012242
Long
EC
CORP
FR
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
1929.00000000
NS
54502.57000000
0.145215955075
Long
EC
CORP
FI
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
509.00000000
NS
58942.58000000
0.157045861310
Long
EC
CORP
DE
N
1
N
N
N
Y-mAbs Therapeutics Inc
N/A
Y-mAbs Therapeutics Inc
984241109
270.00000000
NS
USD
11539.80000000
0.030746496511
Long
EC
CORP
US
N
1
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
1700.00000000
NS
37078.43000000
0.098791297825
Long
EC
CORP
JP
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
1289.00000000
NS
55170.15000000
0.146994646746
Long
EC
CORP
FI
N
1
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
77.00000000
NS
USD
9468.69000000
0.025228257340
Long
EC
CORP
US
N
1
N
N
N
Blackline Inc
529900P9N7PK9LV5EK56
Blackline Inc
09239B109
119.00000000
NS
USD
11623.92000000
0.030970624770
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
55.00000000
NS
USD
10638.65000000
0.028345483900
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
SGD/USD FORWARD
000000000
1.00000000
NC
USD
508.73000000
0.001355453748
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-114796.34000000
USD
157500.00000000
SGD
2020-11-12
508.73000000
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
105.00000000
NS
USD
10719.45000000
0.028560766393
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
84064.00000000
NS
167495.53000000
0.446272962170
Long
EC
CORP
ES
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
136.00000000
NS
USD
9480.56000000
0.025259883617
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
139.00000000
NS
USD
10113.64000000
0.026946653926
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
1178.00000000
NS
55934.52000000
0.149031224463
Long
EC
CORP
NL
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
72.00000000
NS
USD
10119.60000000
0.026962533674
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
12.00000000
NC
544.11000000
0.001449719771
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Call
Purchased
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
6250.00000000
GBP
2020-11-20
XXXX
-24979.93000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
29607.63000000
0.078886193219
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-12-16
0.00000000
USD
0.00000000
USD
15361000.00000000
CNY
29607.63000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
GBP/USD FORWARD
000000000
1.00000000
NC
USD
11087.43000000
0.029541207630
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-849816.00000000
GBP
1112111.71000000
USD
2020-11-12
11087.43000000
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039105
96.00000000
NS
USD
10992.00000000
0.029286945151
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
3.00000000
NC
USD
80835.00000000
0.215375747024
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Purchased
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3460.00000000
USD
2021-01-15
XXXX
39279.96000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.34.V1
000000000
1.00000000
NC
332347.34000000
0.885502030360
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ITRAXX.EU.34.V1
ITRAXX.EU.34.V1
Y
Default Event
2025-12-20
405335.90000000
USD
0.00000000
USD
4303965.00000000
EUR
-72988.56000000
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
-2.00000000
NC
USD
-12720.00000000
-0.03389100639
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1550.00000000
USD
2020-11-20
XXXX
3680.79000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
22.00000000
NS
USD
26432.56000000
0.070426577049
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-116.00000000
NC
-30059.51000000
-0.08009017655
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
55.00000000
EUR
2020-12-18
XXXX
4869.98000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
-6.00000000
NC
-14691.02000000
-0.03914256704
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Put
Written
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
5650.00000000
GBP
2020-11-20
XXXX
-5691.10000000
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
84.00000000
NS
USD
11499.60000000
0.030639388142
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
166.00000000
NS
USD
78537.92000000
0.209255436256
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
34457.95000000
0.091809324206
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3859000.00000000
USD
407566801.00000000
JPY
2020-11-12
34457.95000000
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
122.00000000
NS
USD
3384.28000000
0.009017032636
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
109.00000000
NS
USD
9610.53000000
0.025606174034
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
323.00000000
NS
57612.07000000
0.153500867370
Long
EC
CORP
IT
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-21364.47000000
-0.05692322244
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-529067.52000000
USD
722250.00000000
AUD
2020-11-12
-21364.47000000
N
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp/MA
904708104
56.00000000
NS
USD
9173.36000000
0.024441383840
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
57.00000000
NS
USD
9507.60000000
0.025331928649
Long
EC
CORP
US
N
1
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems Inc
141619106
293.00000000
NS
USD
10445.45000000
0.027830724274
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX 50 INDEX
000000000
12.00000000
NC
2683.34000000
0.007149457005
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Purchased
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50
10.00000000
3250.00000000
EUR
2020-12-18
XXXX
-10977.34000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-8419.54000000
-0.02243291540
N/A
DFE
CORP
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
-500619.50000000
USD
422500.00000000
EUR
2020-11-12
-8419.54000000
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent Inc
30214U102
140.00000000
NS
USD
9742.60000000
0.025958059664
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
000000000
1012.00000000
NS
52601.89000000
0.140151807430
Long
EC
CORP
NL
N
1
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
520.00000000
NS
USD
45130.80000000
0.120245930151
Long
EC
CORP
CN
N
1
N
N
N
Tiffany & Co
549300EJG9IEYQL5XT21
Tiffany & Co
886547108
89.00000000
NS
USD
11644.76000000
0.031026150602
Long
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
49.00000000
NS
USD
10281.67000000
0.027394350923
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
72.00000000
NS
USD
8916.48000000
0.023756956031
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
15566.61000000
0.041475477916
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-07-28
0.00000000
USD
0.00000000
USD
-144382.00000000
USD
15566.61000000
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
32.00000000
NS
USD
9886.40000000
0.026341198557
Long
EC
CORP
US
N
1
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
82.00000000
NS
USD
12441.04000000
0.033147748917
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
-16.00000000
NC
USD
-23520.00000000
-0.06266638918
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1750.00000000
USD
2021-01-15
XXXX
46377.12000000
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
372.00000000
NS
59549.98000000
0.158664210154
Long
EC
CORP
NL
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
166.00000000
NS
USD
10939.40000000
0.029146798379
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-686.00000000
NC
-9986.84000000
-0.02660880961
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Call
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
70.00000000
EUR
2020-12-18
XXXX
98943.25000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
1722.00000000
NS
27676.18000000
0.073740062377
Long
EC
CORP
FR
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
52.00000000
NS
USD
10862.80000000
0.028942706312
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
900.00000000
NS
USD
86841.00000000
0.231378057121
Long
EC
CORP
IE
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
40.00000000
NS
USD
12784.00000000
0.034061527184
Long
EC
CORP
US
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-1988.56000000
-0.00529829400
N/A
DFE
CORP
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
-60508.85000000
USD
83250.00000000
AUD
2020-11-12
-1988.56000000
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
37.00000000
NS
USD
10066.59000000
0.026821294504
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp
640491106
131.00000000
NS
USD
9135.94000000
0.024341682467
Long
EC
CORP
US
N
1
N
N
N
WD-40 Co
549300UZHTN0CNKBOB19
WD-40 Co
929236107
53.00000000
NS
USD
12899.14000000
0.034368304737
Long
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
116.00000000
NS
USD
8652.44000000
0.023053451210
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
2015.00000000
NS
USD
123479.20000000
0.328996411727
Long
EC
CORP
US
N
1
N
N
N
Livongo Health Inc
54930061HKCVF1H2O156
Livongo Health Inc
539183103
75.00000000
NS
USD
9572.25000000
0.025504181288
Long
EC
CORP
US
N
2
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
29.00000000
NS
USD
10373.01000000
0.027637716059
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
1129.00000000
NS
USD
93357.01000000
0.248739231381
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
16654.40000000
0.044373771772
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-07-28
0.00000000
USD
0.00000000
USD
-144382.00000000
USD
16654.40000000
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
230.00000000
NS
USD
9942.90000000
0.026491736439
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
THE FINANCIAL TIMES STOCK EXCHANGE 100 INDEX
000000000
-5.00000000
NC
-28792.59000000
-0.07671461099
N/A
DE
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Put
Written
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
10.00000000
5950.00000000
GBP
2020-12-18
XXXX
-14192.61000000
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
000000000
2635.00000000
NS
36289.06000000
0.096688110426
Long
EC
CORP
IE
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
184.00000000
NS
59509.68000000
0.158556835346
Long
EC
CORP
FR
N
1
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma Inc
00434H108
94.00000000
NS
USD
9830.52000000
0.026192312595
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
135.00000000
NS
USD
11859.75000000
0.031598967226
Long
EC
CORP
US
N
1
N
N
N
Invesco DB Gold Fund
549300B1PZK1PO15FD11
Invesco DB Gold Fund
46140H601
27646.00000000
NS
USD
1518075.04000000
4.044739850061
Long
EC
RF
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
107.00000000
NS
USD
9148.50000000
0.024375147172
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
SWISS MARKET INDEX
000000000
-10.00000000
NC
-98053.33000000
-0.26125204672
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
SIX SWISS EXCHANGE
SWISS MARKET INDEX
10.00000000
10400.00000000
CHF
2020-12-18
XXXX
-48338.13000000
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
166.00000000
NS
USD
11563.56000000
0.030809802353
Long
EC
CORP
US
N
1
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
150.00000000
NS
USD
10513.50000000
0.028012035830
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
408.00000000
NS
USD
11289.36000000
0.030079227357
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
380.00000000
NS
40490.32000000
0.107881894195
Long
EC
CORP
DE
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO STOXX BANKS INDEX
000000000
-33.00000000
NC
-7590.58000000
-0.02022424491
N/A
DE
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Put
Written
DEUTSCHE BORSE AKTIENGESELLSCHAFT
EURO STOXX 50 BANKS
50.00000000
54.00000000
EUR
2020-12-18
XXXX
-1549.37000000
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
73.00000000
NS
USD
9724.33000000
0.025909381308
Long
EC
CORP
US
N
1
N
N
N
Avalara Inc
N/A
Avalara Inc
05338G106
83.00000000
NS
USD
12371.15000000
0.032961534889
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
MSCI EMERGING MARKETS INDEX
000000000
-3.00000000
NC
USD
-13380.00000000
-0.03564950201
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Put
Written
MSCI
MSCI EMERGING MARKETS INDEX
100.00000000
1080.00000000
USD
2021-01-15
XXXX
-3694.29000000
N
N
N
Turning Point Therapeutics Inc
N/A
Turning Point Therapeutics Inc
90041T108
122.00000000
NS
USD
11247.18000000
0.029966843501
Long
EC
CORP
US
N
1
N
N
N
Stoke Therapeutics Inc
549300RD25SS2DIJHJ67
Stoke Therapeutics Inc
86150R107
301.00000000
NS
USD
11555.39000000
0.030788034309
Long
EC
CORP
US
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
RUSSELL 2000 INDEX
000000000
4.00000000
NC
USD
19412.00000000
0.051721086178
N/A
DE
CORP
US
N
1
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Purchased
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
100.00000000
1550.00000000
USD
2020-11-20
XXXX
1484.13000000
N
N
N
2020-12-21
Virtus Alternative Solutions Trust
Amy Hackett
Amy Hackett
Vice President and Asst Treasurer