0001752724-23-270199.txt : 20231128
0001752724-23-270199.hdr.sgml : 20231128
20231128132703
ACCESSION NUMBER: 0001752724-23-270199
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231128
DATE AS OF CHANGE: 20231128
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04878
FILM NUMBER: 231444416
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003455734
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS
STREET 2: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
DATE OF NAME CHANGE: 19890509
0000804239
S000035779
SIMT MULTI-ASSET ACCUMULATION FUND
C000109624
Class F
SAAAX
C000147403
Class Y
SMOYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000035779
C000109624
C000147403
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Multi-Asset Accumulation Fund
S000035779
CVCNKSRMQ9EYZG6CF762
2023-09-30
2023-09-30
N
1899369931.48
17937676.85
1881432254.63
0.00000000
284859480.84000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
319772288.78000000
USD
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-109816.10000000
-0.00583683519
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
6527211.17000000
USD
32439750.00000000
BRL
2023-12-20
-109816.10000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
COCA-COLA HBC AG-DI COMMON STOCK
N/A
4673.00000000
NS
128275.08000000
0.006817948383
Long
EC
GB
N
1
N
N
N
CANADIAN UTILITIES LIMITED
LWV4QIQODEH3VBHUFX07
CANADIAN UTILITIES LTD-A COMMON STOCK
136717832
4850.00000000
NS
102954.88000000
0.005472154511
Long
EC
CA
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1746.25000000
-0.00009281492
N/A
DFE
KR
N
2
KOREAN WON
N/A
337844.50000000
USD
450000001.00000000
KRW
2023-12-20
-1746.25000000
N
N
N
IDP EDUCATION LIMITED
N/A
IDP EDUCATION LTD COMMON STOCK
N/A
3370.00000000
NS
46501.36000000
0.002471593642
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1400.31000000
0.000074427872
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
KRW
76088.81000000
USD
2023-12-20
1400.31000000
N
N
N
TELSTRA GROUP LIMITED
894500WRW54CVN62K416
TELSTRA GROUP LTD COMMON STOCK
N/A
34358.00000000
NS
85372.23000000
0.004537619135
Long
EC
AU
N
1
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
7.00000000
NC
USD
645400.00000000
0.034303653422
N/A
DCO
GB
N
1
BRENT CRUDE FUTR DEC23
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Dec 2023
2023-11-03
525435.05000000
USD
119964.95000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
2439720.00000000
0.129673550243
N/A
DCO
GB
N
1
BRENT CRUDE FUTR JAN24
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jan 2024
2023-12-03
2259218.25000000
USD
180501.75000000
N
N
N
Shizuoka Financial Group, Inc.
353800MNO5C8V2SHGA81
SHIZUOKA FINANCIAL GROUP INC COMMON STOCK
N/A
12000.00000000
NS
98026.47000000
0.005210204606
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027
912828V49
2000000.00000000
PA
USD
2353983.89000000
0.125116590523
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
300.00000000
NC
USD
34134375.00000000
1.814276061016
N/A
DIR
US
N
1
US LONG BOND(CBT) DEC23
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Dec 2023
2023-12-22
36020481.47000000
USD
-1886106.47000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
18.38000000
0.000000976915
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
59942.99000000
USD
5000000.00000000
INR
2023-12-20
18.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1476.67000000
0.000078486482
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669736.00000000
ILS
442104.35000000
USD
2023-12-20
1476.67000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-398.59000000
-0.00002118545
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
INR
239446.87000000
USD
2023-12-20
-398.59000000
N
N
N
ROHM COMPANY LIMITED
5493009V2FGDEP7JFE59
ROHM CO LTD COMMON STOCK
N/A
2800.00000000
NS
52857.09000000
0.002809407028
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7512.14000000
-0.00039927773
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
249870.08000000
USD
90000000.00000000
HUF
2023-12-20
-7512.14000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024
912828WU0
2000000.00000000
PA
USD
2514852.79000000
0.133666932934
Long
DBT
USGA
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1237.53000000
0.000065775953
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
53932.84000000
USD
1046890.00000000
ZAR
2023-12-20
1237.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
330.11000000
0.000017545675
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50000000.00000000
KRW
37674.36000000
USD
2023-12-20
330.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
493.14000000
0.000026210882
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
27421.80000000
USD
2023-12-20
493.14000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
1210.00000000
NC
USD
127484843.75000000
6.775946539466
N/A
DIR
US
N
1
US 5YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Dec 2023
2024-01-01
128969186.50000000
USD
-1484342.75000000
N
N
N
TOYOTA INDUSTRIES CORPORATION
35380000WKGEAHEMW830
TOYOTA INDUSTRIES CORP COMMON STOCK
N/A
700.00000000
NS
55235.38000000
0.002935815513
Long
EC
JP
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3729.64000000
0.000198234084
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
6331271.30000000
USD
32023250.00000000
BRL
2023-12-20
3729.64000000
N
N
N
RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.
815600FBF92FD3531704
RECORDATI INDUSTRIA CHIMICA COMMON STOCK
N/A
2099.00000000
NS
99359.76000000
0.005281070299
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
196674.98000000
0.010453471259
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949770.00000000
EUR
9709132.49000000
USD
2023-12-20
196674.98000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
19813.45000000
0.001053104620
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
951058.39000000
USD
18422860.00000000
ZAR
2023-12-20
19813.45000000
N
N
N
NORTHLAND POWER INC.
549300IT8CIDW8V5KX72
NORTHLAND POWER INC COMMON STOCK
666511100
5821.00000000
NS
95237.07000000
0.005061945215
Long
EC
CA
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1570.64000000
-0.00008348108
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
423165.05000000
USD
8000000.00000000
ZAR
2023-12-20
-1570.64000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
81457.74000000
0.004329560089
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5143196.19000000
USD
92050750.00000000
MXN
2023-12-20
81457.74000000
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
6455.00000000
NS
135782.51000000
0.007216975772
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-129.92000000
-0.00000690537
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13242784.00000000
CLP
14607.01000000
USD
2023-12-20
-129.92000000
N
N
N
WOOLWORTHS GROUP LIMITED
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP LTD COMMON STOCK
N/A
6248.00000000
NS
150491.06000000
0.007998749868
Long
EC
AU
N
1
N
N
N
WHITBREAD PLC
21380099VMZKRMN3EX36
WHITBREAD PLC COMMON STOCK
N/A
1289.00000000
NS
54498.91000000
0.002896671398
Long
EC
GB
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-81.53000000
-0.00000433340
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21786.43000000
USD
500000.00000000
CZK
2023-12-20
-81.53000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
0.25000000
0.000000013287
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
68.64000000
USD
500.00000000
CNY
2023-12-20
0.25000000
N
N
N
BROTHER INDUSTRIES, LTD.
549300O5FACQ67KI6R92
BROTHER INDUSTRIES LTD COMMON STOCK
114813108
9300.00000000
NS
150102.53000000
0.007978099112
Long
EC
JP
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
84.00000000
NS
63713.04000000
0.003386411593
Long
EC
FR
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-299.59000000
-0.00001592350
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
62160.35000000
USD
1173844.00000000
ZAR
2023-12-20
-299.59000000
N
N
N
Epiroc Aktiebolag
5493004Q73OEYW1SPE91
EPIROC AB-A COMMON STOCK
N/A
6391.00000000
NS
122358.57000000
0.006503479979
Long
EC
SE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/25/2024
912796ZY8
1338000.00000000
PA
USD
1315293.48000000
0.069909159724
Long
DBT
UST
US
N
2
2024-01-25
None
0.00000000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3118.70000000
-0.00016576201
N/A
DFE
XX
N
2
EURO
N/A
219944.53000000
USD
204000.00000000
EUR
2023-12-20
-3118.70000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
358.67000000
0.000019063668
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
141537.35000000
USD
2500000.00000000
MXN
2023-12-20
358.67000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-20374.78000000
-0.00108293986
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
4269440.54000000
USD
354316964.00000000
INR
2023-12-20
-20374.78000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
605.93000000
0.000032205783
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
186492.52000000
USD
709000.00000000
ILS
2023-12-20
605.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-559.44000000
-0.00002973479
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
25000000.00000000
INR
299247.39000000
USD
2023-12-20
-559.44000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028
91282CGW5
9000000.00000000
PA
USD
8719672.43000000
0.463459282604
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
794.25000000
0.000042215179
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45629.72000000
USD
191666666.00000000
COP
2023-12-20
794.25000000
N
N
N
Nissan Chemical Corporation
3538002E4L1CUGJFFU25
NISSAN CHEMICAL CORP COMMON STOCK
N/A
1800.00000000
NS
76704.31000000
0.004076910545
Long
EC
JP
N
1
N
N
N
VIVENDI SE
969500FU4DRAEVJW7U54
VIVENDI SE COMMON STOCK
N/A
13337.00000000
NS
117144.07000000
0.006226324105
Long
EC
FR
N
1
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
318.11000000
0.000016907863
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
87964.96000000
USD
5000000.00000000
PHP
2023-12-20
318.11000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
94.00000000
NC
USD
11156625.00000000
0.592985741184
N/A
DIR
US
N
1
US ULTRA BOND CBT DEC23
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Dec 2023
2023-12-22
12020364.68000000
USD
-863739.68000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
-83.00000000
NC
USD
-7652600.00000000
-0.40674331914
N/A
DCO
GB
N
1
BRENT CRUDE FUTR DEC23
N/A
Short
Crude Oil
BRENT CRUDE OIL(ICE) Dec 2023
2023-11-03
-7716532.79000000
USD
63932.79000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
3922.00000000
NS
258737.14000000
0.013752136935
Long
EC
FR
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
548.29000000
0.000029142160
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45875.68000000
USD
191666668.00000000
COP
2023-12-20
548.29000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-150.72000000
-0.00000801091
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
43560.53000000
USD
1000000.00000000
CZK
2023-12-20
-150.72000000
N
N
N
NIPPON PAINT HOLDINGS CO., LTD.
529900RYRJUN78A7PL87
NIPPON PAINT HOLDINGS CO LTD COMMON STOCK
N/A
5400.00000000
NS
36404.09000000
0.001934913676
Long
EC
JP
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
492.57000000
0.000026180586
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
279690.33000000
USD
2033502.00000000
CNY
2023-12-20
492.57000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5823.43000000
-0.00030952111
N/A
DFE
KR
N
2
KOREAN WON
N/A
638704.00000000
USD
847360125.00000000
KRW
2023-12-20
-5823.43000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2827.16000000
-0.00015026637
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190434.82000000
USD
6000000.00000000
TWD
2023-12-20
-2827.16000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027
9128282L3
2200000.00000000
PA
USD
2549117.23000000
0.135488122079
Long
DBT
USGA
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE COMMON STOCK
N/A
19443.00000000
NS
230555.10000000
0.012254233413
Long
EC
DE
N
1
N
N
N
KOBAYASHI PHARMACEUTICAL CO.,LTD.
529900WBSL04KD6TKP95
KOBAYASHI PHARMACEUTICAL CO COMMON STOCK
N/A
1100.00000000
NS
49204.22000000
0.002615253346
Long
EC
JP
N
1
N
N
N
SONIC HEALTHCARE LIMITED
549300NQQ5L2NONWR862
SONIC HEALTHCARE LTD COMMON STOCK
N/A
8788.00000000
NS
169018.54000000
0.008983503901
Long
EC
AU
N
1
N
N
N
JARDINE MATHESON HOLDINGS LIMITED
2138009KENVUNWOLPK41
JARDINE MATHESON HLDGS LTD COMMON STOCK
N/A
3164.00000000
NS
USD
146872.88000000
0.007806439994
Long
EC
SG
N
1
N
N
N
Knorr-Bremse Aktiengesellschaft
5299001GRRO0Z25YZT52
KNORR-BREMSE AG COMMON STOCK
N/A
603.00000000
NS
38420.49000000
0.002042087346
Long
EC
DE
N
1
N
N
N
IGM FINANCIAL INC.
254900RYHLVJNTUFDA95
IGM FINANCIAL INC COMMON STOCK
449586106
1781.00000000
NS
45381.25000000
0.002412058679
Long
EC
CA
N
1
N
N
N
Fujitsu Limited
3538000246DHJLRTUZ24
FUJITSU LIMITED COMMON STOCK
N/A
400.00000000
NS
47177.08000000
0.002507508834
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-23.27000000
-0.00000123682
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75575.00000000
CNY
10389.71000000
USD
2023-12-20
-23.27000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
728.74000000
0.000038733257
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
196925.34000000
USD
749000.00000000
ILS
2023-12-20
728.74000000
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
LA FRANCAISE DES JEUX SAEM COMMON STOCK
N/A
1007.00000000
NS
32837.77000000
0.001745360212
Long
EC
FR
Y
1
N
N
N
Mitsui Fudosan Co., Ltd.
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD COMMON STOCK
N/A
2500.00000000
NS
55185.12000000
0.002933144143
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
145.29000000
0.000007722308
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
267500.00000000
SGD
196934.94000000
USD
2023-12-20
145.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
80450.60000000
0.004276029594
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2518704.82000000
USD
2023-12-20
80450.60000000
N
N
N
DISCO CORPORATION
N/A
DISCO CORP COMMON STOCK
N/A
600.00000000
NS
110892.95000000
0.005894070845
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-398.35000000
-0.00002117269
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
421992.76000000
USD
8000000.00000000
ZAR
2023-12-20
-398.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
129.69000000
0.000006893152
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
170822.00000000
ILS
45208.01000000
USD
2023-12-20
129.69000000
N
N
N
Panasonic Holdings Corporation
254900GE1G59KGWPHX32
Panasonic Holdings Corporation COMMON STOCK
N/A
10200.00000000
NS
114970.01000000
0.006110770649
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-64.07000000
-0.00000340538
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44405.19000000
USD
2023-12-20
-64.07000000
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
1231.00000000
NS
155797.56000000
0.008280795634
Long
EC
DK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
146.28000000
0.000007774927
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
267500.00000000
SGD
196935.93000000
USD
2023-12-20
146.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
184.23000000
0.000009792008
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
289500.00000000
SGD
213158.45000000
USD
2023-12-20
184.23000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/28/2023
912796ZN2
48173000.00000000
PA
USD
47553655.64000000
2.527524205188
Long
DBT
UST
US
N
2
2023-12-28
None
0.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
564.00000000
NC
69118378.85000000
3.673710742436
N/A
DIR
DE
N
1
EURO-BOBL FUTURE DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Dec 2023
2023-12-10
71865894.25000000
EUR
-2747515.40000000
N
N
N
L E Lundbergforetagen Aktiebolag (publ)
529900BPSFZS6O3A9R04
LUNDBERGS AB-B SHS COMMON STOCK
N/A
4595.00000000
NS
193287.59000000
0.010273428103
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
176002.00000000
0.009354681762
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5986534.00000000
EUR
6538919.74000000
USD
2023-12-20
176002.00000000
N
N
N
JAPAN POST BANK Co.,Ltd.
5493006JVO6N2HC2XZ76
JAPAN POST BANK CO LTD COMMON STOCK
N/A
14500.00000000
NS
126416.49000000
0.006719162472
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
25.75000000
0.000001368638
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
23500.00000000
ILS
6227.18000000
USD
2023-12-20
25.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
7024.39000000
0.000373353331
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
487500000.00000000
KRW
371130.83000000
USD
2023-12-20
7024.39000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030
N/A
11600000.00000000
PA
14492532.30000000
0.770292539863
Long
DBT
USGA
FR
N
2
2030-07-25
Fixed
0.70000000
N
N
N
N
N
N
AURIZON HOLDINGS LIMITED
5299005PC1O6NOWL3H48
AURIZON HOLDINGS LTD COMMON STOCK
N/A
21309.00000000
NS
47997.27000000
0.002551102750
Long
EC
AU
N
1
N
N
N
KOSE Corporation
353800NX4GGAVDHHY664
KOSE CORP COMMON STOCK
N/A
1000.00000000
NS
72742.50000000
0.003866336394
Long
EC
JP
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-19097.64000000
-0.00101505860
N/A
DFE
KR
N
2
KOREAN WON
N/A
1284858.77000000
USD
1694720250.00000000
KRW
2023-12-20
-19097.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
354.85000000
0.000018860631
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489376.00000000
SGD
360370.30000000
USD
2023-12-20
354.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
725.24000000
0.000038547229
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1999999997.00000000
IDR
129835.24000000
USD
2023-12-20
725.24000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L STOCK UKTI 2.5 2.500% 07/17/2024
N/A
340000.00000000
PA
1574281.01000000
0.083674605137
Long
DBT
NUSS
GB
N
2
2024-07-17
Fixed
2.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
178.96000000
0.000009511902
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97011.46000000
USD
2023-12-20
178.96000000
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
736.00000000
NS
96781.61000000
0.005144039056
Long
EC
FR
N
1
N
N
N
KEYERA CORP.
N/A
KEYERA CORP COMMON STOCK
493271100
3731.00000000
NS
88004.13000000
0.004677507243
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1474.46000000
0.000078369018
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669736.00000000
ILS
442102.14000000
USD
2023-12-20
1474.46000000
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
272100.00000000
NS
322016.15000000
0.017115479401
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
2378.74000000
0.000126432402
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
1183355.53000000
USD
22500000.00000000
ZAR
2023-12-20
2378.74000000
N
N
N
Heineken Holding N.V.
724500M1WJLFM9TYBS04
HEINEKEN HOLDING NV COMMON STOCK
N/A
1929.00000000
NS
145822.28000000
0.007750599557
Long
EC
NL
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-404.45000000
-0.00002149692
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
43814.26000000
USD
1000000.00000000
CZK
2023-12-20
-404.45000000
N
N
N
RIO TINTO LIMITED
529900X2VMAQT2PE0V24
RIO TINTO LTD COMMON STOCK
N/A
1118.00000000
NS
81932.65000000
0.004354802029
Long
EC
AU
N
1
N
N
N
N/A
N/A
CAC40 10 EURO FUT OCT23 PHYSICAL INDEX FUTURE.
N/A
93.00000000
NC
7041635.36000000
0.374269939439
N/A
DE
FR
N
1
CAC40 10 EURO FUT OCT23
N/A
Long
CAC40 10 EURO FUT Oct 2023
N/A
N/A
2023-10-23
7158142.44000000
EUR
-116507.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-163.54000000
-0.00000869231
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
341379.00000000
CNY
46872.83000000
USD
2023-12-20
-163.54000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-396.24000000
-0.00002106055
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
421990.65000000
USD
8000000.00000000
ZAR
2023-12-20
-396.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
34321.47000000
0.001824220346
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1226000.00000000
GBP
1531314.10000000
USD
2023-12-20
34321.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2398.66000000
0.000127491170
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
387500000.00000000
KRW
291816.60000000
USD
2023-12-20
2398.66000000
N
N
N
Beiersdorf Aktiengesellschaft
L47NHHI0Z9X22DV46U41
BEIERSDORF AG COMMON STOCK
N/A
1765.00000000
NS
228260.95000000
0.012132297053
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
434.51000000
0.000023094639
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
MXN
28813.71000000
USD
2023-12-20
434.51000000
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
5200.00000000
NS
125622.38000000
0.006676954734
Long
EC
JP
N
1
N
N
N
Koninklijke KPN N.V.
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV COMMON STOCK
N/A
43321.00000000
NS
143056.40000000
0.007603590277
Long
EC
NL
N
1
N
N
N
The Kansai Electric Power Company, Incorporated
353800PFUKP5ONPJNZ86
KANSAI ELECTRIC POWER CO INC COMMON STOCK
N/A
26300.00000000
NS
366146.76000000
0.019461065318
Long
EC
JP
N
1
N
N
N
ARISTOCRAT LEISURE LIMITED
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD COMMON STOCK
N/A
3212.00000000
NS
84682.88000000
0.004500979495
Long
EC
AU
N
1
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL NETHERLANDS NET INDEX EUR
N/A
2549063.16000000
NC
54650.41000000
0.002904723774
N/A
DE
XX
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
EUR
0.00000000
EUR
-7042.00000000
EUR
54650.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
99231.97000000
0.005274278133
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2537486.19000000
USD
2023-12-20
99231.97000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-76.74000000
-0.00000407880
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4645.14000000
USD
20000.00000000
PLN
2023-12-20
-76.74000000
N
N
N
RAMSAY HEALTH CARE LIMITED
549300QBX122KF2JPI10
RAMSAY HEALTH CARE LTD COMMON STOCK
N/A
2924.00000000
NS
97886.24000000
0.005202751242
Long
EC
AU
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-16756.91000000
-0.00089064647
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
680516.00000000
USD
11694463.00000000
MXN
2023-12-20
-16756.91000000
N
N
N
DAIICHI SANKYO COMPANY, LIMITED
353800XGIU2IHQGC9504
DAIICHI SANKYO CO LTD COMMON STOCK
N/A
3800.00000000
NS
104558.89000000
0.005557409241
Long
EC
JP
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE PREFERRED STOCK
N/A
2071.00000000
NS
102288.12000000
0.005436715552
Long
EP
DE
N
1
N
N
N
Government of the Republic of Korea
549300O0QCVSQGPGDT58
REPUBLIC OF KOREA 2.750000% 01/19/2027
50064FAM6
1000000.00000000
PA
USD
930691.91000000
0.049467202856
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-10-30
N/A
1.00000000
NC
USD
9422.31000000
0.000500805169
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3570000.00000000
CHF
3926088.36000000
USD
2023-10-30
9422.31000000
N
N
N
N/A
N/A
CONSTELLATION SOFTWARE INC - WARRANTS ISSUE 1:1
21037X134
100.00000000
NS
0.01000000
0.000000000531
Long
EC
CA
N
2
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4459.11000000
-0.00023700614
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115741.81000000
USD
100000000.00000000
CLP
2023-12-20
-4459.11000000
N
N
N
QANTAS AIRWAYS LIMITED
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS LTD COMMON STOCK
N/A
8953.00000000
NS
29931.36000000
0.001590881623
Long
EC
AU
N
1
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
1520.00000000
NS
81834.91000000
0.004349607050
Long
EC
CA
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
791.54000000
0.000042071140
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45632.43000000
USD
191666666.00000000
COP
2023-12-20
791.54000000
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
1215.00000000
NS
USD
161935.20000000
0.008607017318
Long
EC
US
N
1
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
BALOISE HOLDING AG - REG COMMON STOCK
N/A
496.00000000
NS
72057.72000000
0.003829939654
Long
EC
CH
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3795.55000000
-0.00020173726
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
134024.97000000
USD
3000000.00000000
CZK
2023-12-20
-3795.55000000
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HELLOFRESH SE COMMON STOCK
N/A
4883.00000000
NS
146204.11000000
0.007770894202
Long
EC
DE
N
1
N
N
N
Mitsubishi Chemical Group Corporation
353800YNKX4RQUGAR072
MITSUBISHI CHEMICAL GROUP CO COMMON STOCK
N/A
8100.00000000
NS
51170.18000000
0.002719746080
Long
EC
JP
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR DEC23 PHYSICAL INDEX FUTURE.
N/A
119.00000000
NC
18528832.30000000
0.984825908793
N/A
DE
JP
N
1
TOPIX INDX FUTR DEC23
N/A
Long
TOPIX INDX FUTR Dec 2023
N/A
N/A
2023-12-10
19141874.04000000
JPY
-613041.74000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.5% 04/15/2030
N/A
3875000.00000000
PA
5111322.42000000
0.271671882281
Long
DBT
USGA
DE
N
2
2030-04-15
Fixed
0.50000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFIELD SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO-WESTFIELD REIT
N/A
1316.00000000
NS
65137.48000000
0.003462121999
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
744.84000000
0.000039588988
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2000000000.00000000
IDR
129854.84000000
USD
2023-12-20
744.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-281.11000000
-0.00001494127
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
INR
179602.99000000
USD
2023-12-20
-281.11000000
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC COMMON STOCK
N/A
1750.00000000
NS
110515.07000000
0.005873986146
Long
EC
GB
N
1
N
N
N
Central Japan Railway Company
353800YAR3OVUITHTG64
CENTRAL JAPAN RAILWAY CO COMMON STOCK
N/A
3000.00000000
NS
73077.57000000
0.003884145699
Long
EC
JP
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
17626.15000000
0.000936847444
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2053492.19000000
USD
15031693.00000000
CNY
2023-12-20
17626.15000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 0.15% 05/15/2051 SERIES CPI
N/A
500000.00000000
PA
339379.97000000
0.018038383745
Long
DBT
USGA
IT
N
2
2051-05-15
Fixed
0.15000000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA-REG COMMON STOCK
N/A
1025.00000000
NS
86298.10000000
0.004586830048
Long
EC
CH
N
1
N
N
N
PUMA SE
529900GRZ2BQY5ZM9N49
PUMA SE COMMON STOCK
N/A
744.00000000
NS
46317.35000000
0.002461813327
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-736.01000000
-0.00003911966
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157361.89000000
USD
2023-12-20
-736.01000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
600.53000000
0.000031918768
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
129628.89000000
USD
3000000.00000000
CZK
2023-12-20
600.53000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-14451.28000000
-0.00076809993
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
283063.40000000
USD
1175958.00000000
PLN
2023-12-20
-14451.28000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-11764.59000000
-0.00062529968
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2166278.15000000
USD
179658482.00000000
INR
2023-12-20
-11764.59000000
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP COMMON STOCK
N/A
1983.00000000
NS
27068.31000000
0.001438707661
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-977.39000000
-0.00005194925
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
200000000.00000000
KRW
148399.61000000
USD
2023-12-20
-977.39000000
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC INTERNATIONAL HOLDINGS COMMON STOCK
N/A
32000.00000000
NS
53770.18000000
0.002857938672
Long
EC
HK
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TREASURY GILT INFLATION LINKED 0.125% 11/22/2065
N/A
550000.00000000
PA
602189.95000000
0.032006996186
Long
DBT
USGA
GB
N
2
2065-11-22
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
468.57000000
0.000024904962
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
53000.00000000
SGD
39458.67000000
USD
2023-12-20
468.57000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-228.83000000
-0.00001216254
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
20402.27000000
USD
312499999.00000000
IDR
2023-12-20
-228.83000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/28/2024
912797GY7
45653000.00000000
PA
USD
44453025.96000000
2.362722646569
Long
DBT
UST
US
N
2
2024-03-28
None
0.00000000
N
N
N
N
N
N
LIXIL Corporation
353800KB8G4F9WUJJ886
LIXIL CORP COMMON STOCK
N/A
2000.00000000
NS
23340.59000000
0.001240575627
Long
EC
JP
N
1
N
N
N
TOKYU CORPORATION
3538005PGNIBTZYXAE45
TOKYU CORP COMMON STOCK
N/A
7000.00000000
NS
80871.17000000
0.004298383308
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
493.28000000
0.000026218323
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
27421.94000000
USD
2023-12-20
493.28000000
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
1366.00000000
NS
165812.86000000
0.008813118813
Long
EC
NL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028
9128283R9
2000000.00000000
PA
USD
2284139.95000000
0.121404315482
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
7909.91000000
0.000420419602
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
508000.00000000
EUR
547848.75000000
USD
2023-12-20
7909.91000000
N
N
N
BRK: JP MORGAN
N/A
BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE DEC23
N/A
128.00000000
NC
7801986.16000000
0.414683342480
N/A
DE
KR
N
1
J.P. MORGAN SECURITIES
N/A
Y
2023-12-17
8162812.32000000
KRW
0.00000000
KRW
128.00000000
KRW
-360826.16000000
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
17126.00000000
NS
55226.28000000
0.002935331839
Long
EC
GB
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033
91282CGK1
4000000.00000000
PA
USD
3706558.10000000
0.197007258213
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
BUONI PELIENNALI DEL TES 1.30% 05/15/2028 SERIES CPI
N/A
500000.00000000
PA
622035.74000000
0.033061819710
Long
DBT
USGA
IT
N
2
2028-05-15
Fixed
1.30000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2.11000000
0.000000112148
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3500.00000000
ILS
925.73000000
USD
2023-12-20
2.11000000
N
N
N
CORPORATION CAMECO
N4BHALMXL3GMZKCUON55
CAMECO CORP COMMON STOCK
13321L108
7757.00000000
NS
309189.89000000
0.016433750895
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-303.42000000
-0.00001612707
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
INR
179580.68000000
USD
2023-12-20
-303.42000000
N
N
N
ALGONQUIN POWER & UTILITIES CORP.
549300K5VIUTJXQL7X75
ALGONQUIN POWER & UTILITIES COMMON STOCK
015857105
32126.00000000
NS
191045.15000000
0.010154240182
Long
EC
CA
N
1
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE.
N/A
916.00000000
NC
USD
98985250.00000000
5.261164719399
N/A
DIR
US
N
1
US 10YR NOTE (CBT)DEC23
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Dec 2023
2023-12-22
101184084.92000000
USD
-2198834.92000000
N
N
N
SHIMANO INC.
529900L32YT3P9DECR10
SHIMANO INC COMMON STOCK
N/A
400.00000000
NS
54052.61000000
0.002872950108
Long
EC
JP
N
1
N
N
N
Astellas Pharma Inc.
529900IB708DY2HBBB35
ASTELLAS PHARMA INC COMMON STOCK
N/A
6600.00000000
NS
91729.94000000
0.004875537759
Long
EC
JP
N
1
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
EUROFINS SCIENTIFIC COMMON STOCK
N/A
1432.00000000
NS
81112.96000000
0.004311234688
Long
EC
FR
N
1
N
N
N
COMPAGNIE PETROLIERE IMPERIALE LTEE
549300JZNB745JT5WY51
IMPERIAL OIL LTD COMMON STOCK
453038408
2811.00000000
NS
173941.02000000
0.009245138620
Long
EC
CA
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECHNOLOGIES AG COMMON STOCK
N/A
2515.00000000
NS
83490.73000000
0.004437615534
Long
EC
DE
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC COMMON STOCK
N/A
14932.00000000
NS
133591.55000000
0.007100524064
Long
EC
GB
N
1
N
N
N
PEMBINA PIPELINE CORPORATION
5493002W3L9YICM6FU21
PEMBINA PIPELINE CORP COMMON STOCK
706327103
4545.00000000
NS
137291.27000000
0.007297167871
Long
EC
CA
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/2024
912828B25
1000000.00000000
PA
USD
1297485.45000000
0.068962645176
Long
DBT
USGA
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
675.00000000
NC
USD
145985625.00000000
7.759281506987
N/A
DE
US
N
1
S&P500 EMINI FUT DEC23
N/A
Long
S&P 500 Future (e-Mini) Dec 2023
N/A
N/A
2023-12-18
152061870.38000000
USD
-6076245.38000000
N
N
N
TAYLOR WIMPEY PLC
21380089BTRXTD8S3R66
TAYLOR WIMPEY PLC COMMON STOCK
N/A
153902.00000000
NS
220343.04000000
0.011711452243
Long
EC
GB
N
1
N
N
N
BRK: BANK OF AMERICA
N/A
BRK: BANK OF AMERICA REF: WIG 20 INDEX FUTURE SWAP - DEC23
N/A
240.00000000
NC
2137707.44000000
0.113621281592
N/A
DE
PL
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-12-18
2208799.12000000
PLN
0.00000000
PLN
240.00000000
PLN
-71091.68000000
N
N
N
KBC GROEP NV
213800X3Q9LSAKRUWY91
KBC GROUP NV COMMON STOCK
N/A
780.00000000
NS
48839.29000000
0.002595856953
Long
EC
BE
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4498.80000000
-0.00023911570
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115781.50000000
USD
100000000.00000000
CLP
2023-12-20
-4498.80000000
N
N
N
Japan Airlines Co., Ltd.
3538002MH5L1QZZ93477
JAPAN AIRLINES CO LTD COMMON STOCK
N/A
5500.00000000
NS
107180.43000000
0.005696746706
Long
EC
JP
N
1
N
N
N
Nintendo Co., Ltd.
353800FEEXU6I9M0ZF27
NINTENDO CO LTD COMMON STOCK
N/A
3040.00000000
NS
126917.07000000
0.006745768798
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
2000000.00000000
PA
USD
2266119.42000000
0.120446506347
Long
DBT
USGA
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-30
N/A
1.00000000
NC
USD
1456086.39000000
0.077392443252
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
53500000.00000000
EUR
58165381.90000000
USD
2023-10-30
1456086.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
90514.19000000
0.004810919435
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2528768.41000000
USD
2023-12-20
90514.19000000
N
N
N
TMX Group Limited
549300N65GFVKSHGJW59
TMX GROUP LTD COMMON STOCK
87262K105
6850.00000000
NS
147893.12000000
0.007860666767
Long
EC
CA
N
1
N
N
N
N/A
N/A
LIVE CATTLE FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
78.00000000
NC
USD
5863260.00000000
0.311638114291
N/A
DCO
US
N
1
LIVE CATTLE FUTR DEC23
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Dec 2023
2024-01-01
5746484.88000000
USD
116775.12000000
N
N
N
JDE Peet's N.V.
724500EHG519SE5ZRT89
JDE PEET'S NV COMMON STOCK
N/A
6548.00000000
NS
183161.81000000
0.009735232801
Long
EC
NL
N
1
N
N
N
N/A
N/A
PLATINUM (OSE) AUG24 PHYSICAL COMMODITY FUTURE.
N/A
8.00000000
NC
116602.46000000
0.006197536994
N/A
DCO
JP
N
1
PLATINUM (OSE) AUG24
N/A
Long
Platinum
PLATINUM FUT TCOM Aug 2024
2024-08-30
116344.56000000
JPY
257.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
476.45000000
0.000025323792
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97308.95000000
USD
2023-12-20
476.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1071.25000000
0.000056938005
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
80000.00000000
PLN
19344.84000000
USD
2023-12-20
1071.25000000
N
N
N
NMC HEALTH PLC
2138008YQEVWBE1V2M52
NMC HEALTH PLC COMMON STOCK
N/A
12179.00000000
NS
0.01000000
0.000000000531
Long
EC
GB
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
6540.88000000
0.000347654292
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7750000.00000000
MXN
446418.53000000
USD
2023-12-20
6540.88000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
18.08000000
0.000000960970
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
59943.29000000
USD
5000000.00000000
INR
2023-12-20
18.08000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044
912810RF7
500000.00000000
PA
USD
548043.80000000
0.029129074334
Long
DBT
USGA
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
BT GROUP PLC
213800LRO7NS5CYQMN21
BT GROUP PLC COMMON STOCK
N/A
104801.00000000
NS
149277.15000000
0.007934229342
Long
EC
GB
N
1
N
N
N
ORICA LIMITED
N/A
ORICA LTD COMMON STOCK
N/A
6944.00000000
NS
69868.89000000
0.003713601158
Long
EC
AU
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-14.18000000
-0.00000075368
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
7719.72000000
USD
55925.00000000
CNY
2023-12-20
-14.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-3321.94000000
-0.00017656442
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
300000000.00000000
CLP
330526.16000000
USD
2023-12-20
-3321.94000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-419.08000000
-0.00002227451
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40765.95000000
USD
625000000.00000000
IDR
2023-12-20
-419.08000000
N
N
N
EDP - Energias de Portugal, S.A.
529900CLC3WDMGI9VH80
EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK
N/A
44659.00000000
NS
186104.77000000
0.009891654059
Long
EC
PT
N
1
N
N
N
WENDEL SE
969500M98ZMIZYJD5O34
WENDEL COMMON STOCK
N/A
480.00000000
NS
38140.41000000
0.002027200815
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
52833.24000000
0.002808139377
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2491087.46000000
USD
2023-12-20
52833.24000000
N
N
N
ASSOCIATED BRITISH FOODS PLC
GBQKSY6W7G0OHCQ8OQ72
ASSOCIATED BRITISH FOODS PLC COMMON STOCK
N/A
7753.00000000
NS
195693.93000000
0.010401327473
Long
EC
GB
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027
91282CEJ6
4000000.00000000
PA
USD
3975039.45000000
0.211277309625
Long
DBT
USGA
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
SNAM S.P.A.
8156002278562044AF79
SNAM SPA COMMON STOCK
N/A
6697.00000000
NS
31545.40000000
0.001676669458
Long
EC
IT
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 07/25/2047
N/A
1200000.00000000
PA
1161210.98000000
0.061719521239
Long
DBT
USGA
FR
N
2
2047-07-25
Fixed
0.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
251.76000000
0.000013381294
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10500.00000000
EUR
11411.91000000
USD
2023-12-20
251.76000000
N
N
N
Republique Francaise
N/A
EURO-OAT FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
145.00000000
NC
18913510.71000000
1.005271949784
N/A
DIR
DE
N
1
EURO-OAT FUTURE DEC23
N/A
Long
France Govt. Bond Future
Eurex Long Term Euro OAT Bond Future Dec 2023
2023-12-10
19995426.98000000
EUR
-1081916.27000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 08/10/2031
N/A
3400000.00000000
PA
5154679.47000000
0.273976352712
Long
DBT
USGA
GB
N
2
2031-08-10
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
OMXS30 IND FUTURE OCT23 PHYSICAL INDEX FUTURE.
N/A
900.00000000
NC
17893632.30000000
0.951064395540
N/A
DE
SE
N
1
OMXS30 IND FUTURE OCT23
N/A
Long
OMXS30 IND FUTURE Oct 2023
N/A
N/A
2023-10-23
17708755.24000000
SEK
184877.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
73820.86000000
0.003923652303
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2512075.08000000
USD
2023-12-20
73820.86000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-299.90000000
-0.00001593998
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
62160.66000000
USD
1173844.00000000
ZAR
2023-12-20
-299.90000000
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
745.00000000
NS
91211.19000000
0.004847965680
Long
EC
CH
N
1
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
4984.00000000
NS
136212.13000000
0.007239810504
Long
EC
CA
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5524.96000000
-0.00029365713
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
143931.89000000
USD
5000000.00000000
THB
2023-12-20
-5524.96000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2958.14000000
-0.00015722809
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
176597.37000000
USD
4000000.00000000
CZK
2023-12-20
-2958.14000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-206.84000000
-0.00001099375
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
15840.81000000
USD
500000.00000000
TWD
2023-12-20
-206.84000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG-REG COMMON STOCK
N/A
4371.00000000
NS
108414.94000000
0.005762362143
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
52820.79000000
0.002807477647
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2491075.01000000
USD
2023-12-20
52820.79000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4819.94000000
-0.00025618461
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
143226.87000000
USD
5000000.00000000
THB
2023-12-20
-4819.94000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-BR COMMON STOCK
N/A
484.00000000
NS
142533.45000000
0.007575794964
Long
EC
CH
N
1
N
N
N
AltaGas Ltd.
549300D7A8QA85Z2MH11
ALTAGAS LTD COMMON STOCK
021361100
8963.00000000
NS
172696.86000000
0.009179010276
Long
EC
CA
N
1
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-218.18000000
-0.00001159648
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
20391.62000000
USD
312500000.00000000
IDR
2023-12-20
-218.18000000
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
8563.00000000
NS
174748.63000000
0.009288063897
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
16680.34000000
0.000886576700
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
943000.00000000
GBP
1168119.20000000
USD
2023-12-20
16680.34000000
N
N
N
SOCIETE AURIFERE BARRICK
0O4KBQCJZX82UKGCBV73
BARRICK GOLD CORP COMMON STOCK
067901108
5823.00000000
NS
84976.18000000
0.004516568682
Long
EC
CA
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-KYMMENE OYJ COMMON STOCK
N/A
3293.00000000
NS
113205.48000000
0.006016984120
Long
EC
FI
N
1
N
N
N
KOBE BUSSAN CO., LTD.
353800CJIFNHN2DXRD59
KOBE BUSSAN CO LTD COMMON STOCK
N/A
2600.00000000
NS
61086.28000000
0.003246796681
Long
EC
JP
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2817.75000000
-0.00014976622
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
201472.17000000
USD
3500000.00000000
MXN
2023-12-20
-2817.75000000
N
N
N
SQUARE ENIX HOLDINGS CO.,LTD.
529900KCRNRDF8DIA489
SQUARE ENIX HOLDINGS CO LTD COMMON STOCK
N/A
3200.00000000
NS
109901.16000000
0.005841356218
Long
EC
JP
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
106279152.65000000
PA
USD
0.01000000
0.000000000531
Long
STIV
US
N
2
N
N
N
DCC PUBLIC LIMITED COMPANY
213800UPS1QEE4TD3T45
DCC PLC COMMON STOCK
N/A
732.00000000
NS
41178.91000000
0.002188700119
Long
EC
GB
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-289.98000000
-0.00001541272
N/A
DFE
XX
N
2
EURO
N/A
40679.11000000
USD
38000.00000000
EUR
2023-12-20
-289.98000000
N
N
N
N/A
N/A
FTSE/JSE TOP 40 DEC23 PHYSICAL INDEX FUTURE.
N/A
75.00000000
NC
2685196.98000000
0.142720896454
N/A
DE
ZA
N
1
FTSE/JSE TOP 40 DEC23
N/A
Long
ALL SHARE INDEX TOP 40 Dec 2023
N/A
N/A
2023-12-24
2741118.86000000
ZAR
-55921.88000000
N
N
N
COLOPLAST A/S
529900NN7SOJ5QG82X67
COLOPLAST-B COMMON STOCK
N/A
1741.00000000
NS
184798.33000000
0.009822215471
Long
EC
DK
N
1
N
N
N
Otsuka Holdings Co., Ltd.
N/A
OTSUKA HOLDINGS CO LTD COMMON STOCK
N/A
3200.00000000
NS
113932.65000000
0.006055633930
Long
EC
JP
N
1
N
N
N
TOSOH CORPORATION
529900YSLFVJF2MDBX02
TOSOH CORP COMMON STOCK
N/A
12700.00000000
NS
163234.04000000
0.008676051959
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. TSY GILT STOCK - INFLATION LINKED .125% 03/22/2058
N/A
3500000.00000000
PA
4082798.33000000
0.217004801525
Long
DBT
USGA
GB
N
2
2058-03-22
Fixed
0.12500000
N
N
N
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB COMMON STOCK
N/A
2299.00000000
NS
45898.74000000
0.002439563789
Long
EC
SE
N
1
N
N
N
N/A
N/A
HSCEI FUTURES OCT23 PHYSICAL INDEX FUTURE.
N/A
201.00000000
NC
7931593.42000000
0.421572097559
N/A
DE
HK
N
1
HSCEI FUTURES OCT23
N/A
Long
H-SHARES IDX FUT Oct 2023
N/A
N/A
2023-11-02
7848330.54000000
HKD
83262.88000000
N
N
N
SEGRO PUBLIC LIMITED COMPANY
213800XC35KGM9NFC641
SEGRO PLC REIT
N/A
3917.00000000
NS
34393.87000000
0.001828068478
Long
EC
GB
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1080.01000000
0.000057403608
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
1437992.75000000
USD
120000000.00000000
INR
2023-12-20
1080.01000000
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
N/A
ISHARES IBOXX INVESTMENT GRA MUTUAL FUND
464287242
130327.00000000
NS
USD
13295960.54000000
0.706693557914
Long
EC
RF
US
N
1
N
N
N
ELBIT SYSTEMS LTD
529900Q9CB1REUMZSS32
ELBIT SYSTEMS LTD COMMON STOCK
N/A
167.00000000
NS
33163.89000000
0.001762693815
Long
EC
IL
N
2
N
N
N
Eisai Co., Ltd.
353800HDEE0ZYEX4QV91
EISAI CO LTD COMMON STOCK
N/A
2000.00000000
NS
111295.02000000
0.005915441266
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
90501.55000000
0.004810247606
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2528755.77000000
USD
2023-12-20
90501.55000000
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
NEXI SPA COMMON STOCK
N/A
15465.00000000
NS
94770.22000000
0.005037131672
Long
EC
IT
Y
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3147.55000000
0.000167295420
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
784000.00000000
BRL
158242.39000000
USD
2023-12-20
3147.55000000
N
N
N
BURBERRY GROUP PLC
213800PE1KEFCNFR1R50
BURBERRY GROUP PLC COMMON STOCK
N/A
2683.00000000
NS
62498.55000000
0.003321860239
Long
EC
GB
N
1
N
N
N
KERRY GROUP PUBLIC LIMITED COMPANY
635400TLVVBNXLFHWC59
KERRY GROUP PLC-A COMMON STOCK
N/A
2791.00000000
NS
233974.63000000
0.012435984842
Long
EC
IE
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
TOKIO MARINE HOLDINGS INC COMMON STOCK
N/A
6900.00000000
NS
160217.79000000
0.008515735265
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2496.64000000
0.000132698904
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
207000.00000000
PLN
49779.54000000
USD
2023-12-20
2496.64000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-11072.66000000
-0.00058852291
N/A
DFE
KR
N
2
KOREAN WON
N/A
1276833.79000000
USD
1694720249.00000000
KRW
2023-12-20
-11072.66000000
N
N
N
FAST RETAILING CO., LTD.
353800ZCXKHDPY0N5218
FAST RETAILING CO LTD COMMON STOCK
N/A
702.00000000
NS
153313.32000000
0.008148755801
Long
EC
JP
N
1
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
317.67000000
0.000016884477
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
87965.40000000
USD
5000000.00000000
PHP
2023-12-20
317.67000000
N
N
N
JSR Corporation
353800TL8FC0AWR22506
JSR CORP COMMON STOCK
N/A
1900.00000000
NS
51146.26000000
0.002718474708
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3117.60000000
-0.00016570354
N/A
DFE
XX
N
2
EURO
N/A
219943.43000000
USD
204000.00000000
EUR
2023-12-20
-3117.60000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-330.47000000
-0.00001756480
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
150000000.00000000
CLP
166593.58000000
USD
2023-12-20
-330.47000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
NESTE OYJ COMMON STOCK
N/A
4566.00000000
NS
155324.54000000
0.008255654149
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-159.41000000
-0.00000847280
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13681.28000000
USD
2023-12-20
-159.41000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
359.38000000
0.000019101405
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
141536.64000000
USD
2500000.00000000
MXN
2023-12-20
359.38000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 02/01/2024
912797GE1
1655000.00000000
PA
USD
1625260.35000000
0.086384207882
Long
DBT
UST
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
Nippon Building Fund Inc.
52990053R8NL2MB32172
NIPPON BUILDING FUND INC REIT
N/A
13.00000000
NS
52792.76000000
0.002805987824
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
434.37000000
0.000023087198
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
MXN
28813.57000000
USD
2023-12-20
434.37000000
N
N
N
TORAY INDUSTRIES, INC.
35380099TCYR5FHT0A11
TORAY INDUSTRIES INC COMMON STOCK
N/A
10000.00000000
NS
52136.04000000
0.002771082502
Long
EC
JP
N
1
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR
N/A
4297284.98000000
NC
5983.97000000
0.000318053971
N/A
DE
ZA
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
ZAR
0.00000000
ZAR
-3646.00000000
ZAR
5983.97000000
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC COMMON STOCK
N/A
12000.00000000
NS
48176.91000000
0.002560650795
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
41.22000000
0.000002190884
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13881.91000000
USD
2023-12-20
41.22000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
87.00000000
NC
USD
16235070.00000000
0.862910155815
N/A
DCO
US
N
1
GOLD 100 OZ FUTR DEC23
N/A
Long
Gold
GOLD 100 OZ FUTR Dec 2023
2023-12-30
17309018.96000000
USD
-1073948.96000000
N
N
N
Embracer Group AB
549300RFXXKT652HB549
EMBRACER GROUP AB COMMON STOCK
N/A
58052.00000000
NS
117074.37000000
0.006222619481
Long
EC
SE
N
1
N
N
N
CITY DEVELOPMENTS LIMITED
254900BPLPJS0RJ72373
CITY DEVELOPMENTS LTD COMMON STOCK
N/A
10200.00000000
NS
49397.03000000
0.002625501390
Long
EC
SG
N
1
N
N
N
GJENSIDIGE FORSIKRING ASA
5967007LIEEXZX6FAO47
GJENSIDIGE FORSIKRING ASA COMMON STOCK
N/A
3339.00000000
NS
49422.04000000
0.002626830696
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2007.54000000
0.000106702752
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
331500.00000000
EUR
354349.52000000
USD
2023-12-20
2007.54000000
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
7100.00000000
NS
110954.60000000
0.005897347604
Long
EC
JP
N
1
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMMON STOCK
29250N105
4791.00000000
NS
159640.94000000
0.008485075112
Long
EC
CA
N
1
N
N
N
EDP Renovaveis, S.A.
529900MUFAH07Q1TAX06
EDP RENOVAVEIS SA COMMON STOCK
N/A
8525.00000000
NS
140035.98000000
0.007443051943
Long
EC
PT
N
1
N
N
N
RATIONAL Aktiengesellschaft
529900K139N6UFJ1A758
RATIONAL AG COMMON STOCK
N/A
61.00000000
NS
38750.25000000
0.002059614418
Long
EC
DE
N
1
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO INC COMMON STOCK
N/A
1800.00000000
NS
33080.92000000
0.001758283877
Long
EC
JP
N
1
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE COMMON STOCK
N/A
1033.00000000
NS
57156.18000000
0.003037907948
Long
EC
FR
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
440.66000000
0.000023421518
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
56317.75000000
USD
1000000.00000000
MXN
2023-12-20
440.66000000
N
N
N
N/A
N/A
NATURAL GAS FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
28.00000000
NC
USD
927360.00000000
0.049290108518
N/A
DCO
US
N
1
NATURAL GAS FUTR DEC23
N/A
Long
Natural Gas
Natural Gas Future Dec 2023
2023-12-01
1000937.56000000
USD
-73577.56000000
N
N
N
MINES AGNICO EAGLE LIMITEE
YGE0EUBRF7IJOB3QRX76
AGNICO EAGLE MINES LTD COMMON STOCK
008474108
1381.00000000
NS
63043.88000000
0.003350845072
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
14418.45000000
0.000766354991
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
503500.00000000
EUR
549574.37000000
USD
2023-12-20
14418.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-129.60000000
-0.00000688836
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
120500.00000000
CNY
16473.30000000
USD
2023-12-20
-129.60000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE NOV23 PHYSICAL COMMODITY FUTURE.
N/A
151.00000000
NC
USD
13709290.00000000
0.728662430776
N/A
DCO
US
N
1
WTI CRUDE FUTURE NOV23
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Nov 2023
2023-10-23
13171187.92000000
USD
538102.08000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1004.56000000
-0.00005339336
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
56645.91000000
USD
50000000.00000000
CLP
2023-12-20
-1004.56000000
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
BRENNTAG SE COMMON STOCK
N/A
810.00000000
NS
63015.53000000
0.003349338241
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-127.06000000
-0.00000675336
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
399000.00000000
EUR
423958.76000000
USD
2023-12-20
-127.06000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1257.86000000
0.000066856513
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
83879.75000000
USD
1500000.00000000
MXN
2023-12-20
1257.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-163.77000000
-0.00000870453
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
341380.00000000
CNY
46872.74000000
USD
2023-12-20
-163.77000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-688.63000000
-0.00003660137
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
24909.83000000
USD
100000000.00000000
COP
2023-12-20
-688.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1253.77000000
-0.00006663912
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
186757216.00000000
CLP
206574.70000000
USD
2023-12-20
-1253.77000000
N
N
N
TDK CORPORATION
3538005O8WNU39U8NX03
TDK CORP COMMON STOCK
N/A
1500.00000000
NS
55707.82000000
0.002960926170
Long
EC
JP
N
1
N
N
N
EURAZEO SE
969500C656AA39O94N60
EURAZEO SE COMMON STOCK
N/A
468.00000000
NS
27970.69000000
0.001486670058
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
391.46000000
0.000020806489
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
476500.00000000
ILS
126135.34000000
USD
2023-12-20
391.46000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1458.38000000
-0.00007751435
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
29670.90000000
USD
25352113.00000000
CLP
2023-12-20
-1458.38000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7523.88000000
-0.00039990172
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
273301.83000000
USD
1343500.00000000
BRL
2023-12-20
-7523.88000000
N
N
N
L'AIR LIQUIDE SOCIETE ANONYME POUR L'ETUDE ET L'EXPLOITATION DES PROCEDES GEORGES CLAUDE SA
969500MMPQVHK671GT54
AIR LIQUIDE SA COMMON STOCK
N/A
872.00000000
NS
147569.09000000
0.007843444250
Long
EC
FR
N
1
N
N
N
THE BERKELEY GROUP HOLDINGS PLC
2138009OQSSLVVHQAL78
BERKELEY GROUP HOLDINGS/THE COMMON STOCK
N/A
1223.00000000
NS
61306.74000000
0.003258514349
Long
EC
GB
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8225.09000000
-0.00043717173
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
294675.76000000
USD
1448000.00000000
BRL
2023-12-20
-8225.09000000
N
N
N
BHP GROUP LIMITED
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD-DI COMMON STOCK
N/A
3324.00000000
NS
94916.37000000
0.005044899690
Long
EC
GB
N
1
N
N
N
SAPUTO INC.
549300HH4U1DPY0TBT90
SAPUTO INC COMMON STOCK
802912105
4704.00000000
NS
98811.83000000
0.005251947273
Long
EC
CA
N
1
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
ENGIE COMMON STOCK
N/A
11598.00000000
NS
178419.43000000
0.009483170577
Long
EC
FR
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 1.25% 09/15/2032 SERIES CPI
N/A
2000000.00000000
PA
2382260.69000000
0.126619530633
Long
DBT
USGA
IT
N
2
2032-09-15
Fixed
1.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
500.34000000
0.000026593569
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
27429.00000000
USD
2023-12-20
500.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4698.76000000
0.000249743778
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489374.00000000
SGD
364712.74000000
USD
2023-12-20
4698.76000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S COMMON STOCK
N/A
4024.00000000
NS
93898.28000000
0.004990787192
Long
EC
DK
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
BARRY CALLEBAUT AG-REG COMMON STOCK
N/A
104.00000000
NS
165754.26000000
0.008810004165
Long
EC
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/18/2024
912797GD3
50000000.00000000
PA
USD
49204250.00000000
2.615254940958
Long
DBT
UST
US
N
2
2024-01-18
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5595.06000000
0.000297383016
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
487500000.00000000
KRW
369701.50000000
USD
2023-12-20
5595.06000000
N
N
N
GOODMAN GROUP
N/A
GOODMAN GROUP REIT
N/A
3333.00000000
NS
46141.39000000
0.002452460878
Long
EC
AU
N
1
N
N
N
Repubblica Italiana
N/A
EURO-BTP FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
228.00000000
NC
26488274.35000000
1.407878188800
N/A
DIR
DE
N
1
EURO-BTP FUTURE DEC23
N/A
Long
Italy Govt. Bond Futures
Euro-BTP Futures Dec 2023
2023-12-10
28559496.23000000
EUR
-2071221.88000000
N
N
N
CK ASSET HOLDINGS LIMITED
5299006GJZSGP78B8S35
CK ASSET HOLDINGS LTD COMMON STOCK
N/A
5931.00000000
NS
31238.31000000
0.001660347319
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
16309.83000000
0.000866883724
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1648000.00000000
EUR
1767922.44000000
USD
2023-12-20
16309.83000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-34621.29000000
-0.00184015607
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
931286.37000000
USD
805754250.00000000
CLP
2023-12-20
-34621.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
51691.08000000
0.002747432434
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1842000.00000000
GBP
2300843.14000000
USD
2023-12-20
51691.08000000
N
N
N
TOBU RAILWAY CO., LTD.
N/A
TOBU RAILWAY CO LTD COMMON STOCK
N/A
5000.00000000
NS
128731.78000000
0.006842222444
Long
EC
JP
N
1
N
N
N
DENTSU GROUP INC.
5299007PBBE83ZLJZG91
DENTSU GROUP INC COMMON STOCK
N/A
4300.00000000
NS
126788.41000000
0.006738930391
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 08/10/2028
N/A
5280000.00000000
PA
8498038.90000000
0.451679239530
Long
DBT
USGA
GB
N
2
2028-08-10
Fixed
0.12500000
N
N
N
N
N
N
SANDS CHINA LTD.
549300EVO6UZDGY05787
SANDS CHINA LTD COMMON STOCK
N/A
36800.00000000
NS
112770.29000000
0.005993853338
Long
EC
HK
N
1
N
N
N
THE LOTTERY CORPORATION LIMITED
N/A
LOTTERY CORP LTD/THE COMMON STOCK
N/A
30312.00000000
NS
92338.89000000
0.004907904059
Long
EC
AU
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-19104.07000000
-0.00101540036
N/A
DFE
KR
N
2
KOREAN WON
N/A
1284865.20000000
USD
1694720250.00000000
KRW
2023-12-20
-19104.07000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T
N/A
210409.98000000
NC
1942.94000000
0.000103269197
N/A
DE
XX
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
EUR
0.00000000
EUR
-913.00000000
EUR
1942.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
9950.82000000
0.000528896003
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
749500.00000000
PLN
181151.48000000
USD
2023-12-20
9950.82000000
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
6962.00000000
NS
229747.28000000
0.012211296975
Long
EC
NO
N
1
N
N
N
CAPGEMINI SE
96950077L0TN7BAROX36
CAPGEMINI SE COMMON STOCK
N/A
565.00000000
NS
99180.53000000
0.005271544046
Long
EC
FR
N
1
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1156.26000000
0.000061456371
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
203490.92000000
USD
775500.00000000
ILS
2023-12-20
1156.26000000
N
N
N
GECINA SA
9695003E4MMA10IBTR26
GECINA SA REIT
N/A
323.00000000
NS
33086.20000000
0.001758564514
Long
EC
FR
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-342.58000000
-0.00001820846
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
53611.19000000
USD
19781380.00000000
HUF
2023-12-20
-342.58000000
N
N
N
BLUESCOPE STEEL LIMITED
529900H6UQI16XACWC95
BLUESCOPE STEEL LTD COMMON STOCK
N/A
3194.00000000
NS
40073.68000000
0.002129956042
Long
EC
AU
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
6230.13000000
0.000331137620
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2064956.96000000
USD
15032192.00000000
CNY
2023-12-20
6230.13000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 12/28/2023
912796ZN2
23471000.00000000
PA
USD
23169241.10000000
1.231468262701
Long
DBT
UST
US
N
2
2023-12-28
None
0.00000000
N
N
N
N
N
N
RECKITT BENCKISER GROUP PLC
5493003JFSMOJG48V108
RECKITT BENCKISER GROUP PLC COMMON STOCK
N/A
1696.00000000
NS
119939.27000000
0.006374891772
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1482.87000000
0.000078816018
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1071376.00000000
BRL
213427.88000000
USD
2023-12-20
1482.87000000
N
N
N
TC Energy Corporation
549300UGKOFV2IWJJG27
TC ENERGY CORP COMMON STOCK
87807B107
4836.00000000
NS
167078.08000000
0.008880366518
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
150.35000000
0.000007991252
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
215000.00000000
SGD
158317.73000000
USD
2023-12-20
150.35000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8775.38000000
-0.00046642019
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2197552.58000000
USD
182515625.00000000
INR
2023-12-20
-8775.38000000
N
N
N
UNICREDIT, SOCIETA PER AZIONI
549300TRUWO2CD2G5692
UNICREDIT SPA COMMON STOCK
N/A
3777.00000000
NS
90894.97000000
0.004831158271
Long
EC
IT
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-11079.05000000
-0.00058886255
N/A
DFE
KR
N
2
KOREAN WON
N/A
1276840.18000000
USD
1694720251.00000000
KRW
2023-12-20
-11079.05000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 08/10/2028
N/A
6000000.00000000
PA
9656862.39000000
0.513271863296
Long
DBT
USGA
GB
N
2
2028-08-10
Fixed
0.12500000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2828.12000000
-0.00015031739
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190435.78000000
USD
6000000.00000000
TWD
2023-12-20
-2828.12000000
N
N
N
TOKYO GAS CO.,LTD.
353800678EIJLOQSWZ83
TOKYO GAS CO LTD COMMON STOCK
N/A
31600.00000000
NS
718080.75000000
0.038166707742
Long
EC
JP
N
1
N
N
N
TERUMO CORPORATION
353800JX1R4582QVK932
TERUMO CORP COMMON STOCK
N/A
2800.00000000
NS
74360.19000000
0.003952318230
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HKD SETTLE 2023-10-30
N/A
1.00000000
NC
USD
2660.45000000
0.000141405569
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
23950000.00000000
HKD
3063162.41000000
USD
2023-10-30
2660.45000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
324.00000000
NC
27590325.44000000
1.466453302908
N/A
DIR
CA
N
1
CAN 10YR BOND FUT DEC23
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Dec 2023
2023-12-21
28131321.97000000
CAD
-540996.53000000
N
N
N
Oji Holdings Corporation
529900LVC9GIIYUGE243
OJI HOLDINGS CORP COMMON STOCK
N/A
14000.00000000
NS
59011.56000000
0.003136523244
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
245815.40000000
0.013065333572
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949768.00000000
EUR
9758270.78000000
USD
2023-12-20
245815.40000000
N
N
N
Tokyo Electric Power Company Holdings, Incorporated
5299004EMJ3R4RVR5Y75
TOKYO ELECTRIC POWER COMPANY COMMON STOCK
N/A
43300.00000000
NS
194062.93000000
0.010314638197
Long
EC
JP
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE COMMON STOCK
N/A
930.00000000
NS
42290.18000000
0.002247765227
Long
EC
DE
N
1
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
SWISS PRIME SITE-REG COMMON STOCK
N/A
588.00000000
NS
53959.99000000
0.002868027263
Long
EC
CH
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
937.93000000
0.000049851914
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
198296.92000000
USD
1446000.00000000
CNY
2023-12-20
937.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
490.81000000
0.000026087040
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
111773.51000000
USD
2023-12-20
490.81000000
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC COMMON STOCK
N/A
157079.00000000
NS
147281.94000000
0.007828181941
Long
EC
GB
N
1
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
24297.00000000
NS
277429.48000000
0.014745653441
Long
EC
NO
N
1
N
N
N
COMPASS GROUP PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP PLC COMMON STOCK
N/A
3169.00000000
NS
77358.72000000
0.004111693089
Long
EC
GB
N
1
N
N
N
N/A
N/A
FTSE 100 IDX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
202.00000000
NC
18912998.89000000
1.005244746041
N/A
DE
GB
N
1
FTSE 100 IDX FUT DEC23
N/A
Long
FTSE 100 IDX FUT Dec 2023
N/A
N/A
2023-12-18
19099502.70000000
GBP
-186503.81000000
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA COMMON STOCK
N/A
6322.00000000
NS
175861.14000000
0.009347194913
Long
EC
NO
N
1
N
N
N
BROOKFIELD ASSET MANAGEMENT LTD
549300CZ84WPNJZKY093
BROOKFIELD ASSET MGMT-A COMMON STOCK
113004105
336.00000000
NS
11248.05000000
0.000597845071
Long
EC
CA
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
1139.00000000
NC
USD
246337225.00000000
13.09306909104
N/A
DE
US
N
1
S&P500 EMINI FUT DEC23
N/A
Long
S&P 500 Future (e-Mini) Dec 2023
N/A
N/A
2023-12-18
256545447.98000000
USD
-10208222.98000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3689.31000000
-0.00019609050
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
285194.35000000
USD
1423000.00000000
BRL
2023-12-20
-3689.31000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
393.79000000
0.000020930331
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
87889.28000000
USD
5000000.00000000
PHP
2023-12-20
393.79000000
N
N
N
CAPCOM CO., LTD.
529900JJWQKXS3TC8744
CAPCOM CO LTD COMMON STOCK
N/A
4100.00000000
NS
147954.43000000
0.007863925455
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
305.84000000
0.000016255700
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
INR
240151.30000000
USD
2023-12-20
305.84000000
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
3263.00000000
NS
180892.79000000
0.009614632126
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2.10000000
0.000000111617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3500.00000000
ILS
925.72000000
USD
2023-12-20
2.10000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
813.26000000
0.000043225579
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45610.71000000
USD
191666666.00000000
COP
2023-12-20
813.26000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-102064.07000000
-0.00542480707
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
3660803.85000000
USD
1321543582.00000000
HUF
2023-12-20
-102064.07000000
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC COMMON STOCK
N/A
10804.00000000
NS
343649.75000000
0.018265326809
Long
EC
GB
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
59228.90000000
0.003148075082
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5165425.03000000
USD
92050750.00000000
MXN
2023-12-20
59228.90000000
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB-B SHS COMMON STOCK
N/A
24535.00000000
NS
188977.45000000
0.010044339865
Long
EC
SE
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-732.63000000
-0.00003894001
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
22437.53000000
USD
500000.00000000
CZK
2023-12-20
-732.63000000
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
STRAUMANN HOLDING AG-REG COMMON STOCK
N/A
960.00000000
NS
122990.82000000
0.006537084696
Long
EC
CH
N
1
N
N
N
HERMES INTERNATIONAL S.C.A.
969500Y4IJGHJE2MTJ13
HERMES INTERNATIONAL COMMON STOCK
N/A
44.00000000
NS
80582.74000000
0.004283052966
Long
EC
FR
N
1
N
N
N
N/A
N/A
CATTLE FEEDER FUT NOV23 PHYSICAL COMMODITY FUTURE.
N/A
-15.00000000
NC
USD
-1911750.00000000
-0.10161141839
N/A
DCO
US
N
1
CATTLE FEEDER FUT NOV23
N/A
Short
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Nov 2023
2023-11-19
-1971528.55000000
USD
59778.55000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-675.52000000
-0.00003590456
N/A
DFE
KR
N
2
KOREAN WON
N/A
75364.02000000
USD
100000000.00000000
KRW
2023-12-20
-675.52000000
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049
912810SG4
3000000.00000000
PA
USD
2687968.14000000
0.142868186371
Long
DBT
USGA
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2208.67000000
-0.00011739301
N/A
DFE
KR
N
2
KOREAN WON
N/A
151585.67000000
USD
200000000.00000000
KRW
2023-12-20
-2208.67000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
76.63000000
0.000004072960
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
17284.08000000
USD
126000.00000000
CNY
2023-12-20
76.63000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT NOV23 PHYSICAL COMMODITY FUTURE.
N/A
-1.00000000
NC
USD
-100779.00000000
-0.00535650432
N/A
DCO
US
N
1
GASOLINE RBOB FUT NOV23
N/A
Short
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Nov 2023
2023-11-03
-105560.80000000
USD
4781.80000000
N
N
N
EXPERIAN PLC
635400RXXHHYT1JTSZ26
EXPERIAN PLC COMMON STOCK
N/A
1157.00000000
NS
38001.79000000
0.002019833023
Long
EC
GB
N
1
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
NIPPON PROLOGIS REIT INC REIT
N/A
40.00000000
NS
74840.01000000
0.003977821142
Long
EC
JP
N
1
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL SWEDEN NET INDEX SEK REAL
N/A
23622849.54000000
NC
225.44000000
0.000011982360
N/A
DE
SE
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
SEK
0.00000000
SEK
-423.00000000
SEK
225.44000000
N
N
N
SUMITOMO CHEMICAL COMPANY, LIMITED
353800RSAU9BD8U4DM91
SUMITOMO CHEMICAL CO LTD COMMON STOCK
N/A
39700.00000000
NS
108278.77000000
0.005755124572
Long
EC
JP
N
1
N
N
N
N/A
N/A
LME COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
61.00000000
NC
USD
12611750.00000000
0.670327085600
N/A
DCO
GB
N
1
LME COPPER FUTURE DEC23
N/A
Long
Copper
LME Copper Composite Future Dec 2023
2023-12-21
12978436.43000000
USD
-366686.43000000
N
N
N
Iberdrola, S.A.
5QK37QC7NWOJ8D7WVQ45
IBERDROLA SA COMMON STOCK
N/A
10170.00000000
NS
114081.53000000
0.006063547051
Long
EC
ES
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
BOLIDEN AB COMMON STOCK
N/A
2335.00000000
NS
67583.51000000
0.003592130932
Long
EC
SE
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
476.41000000
0.000025321666
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
84297.79000000
USD
350000000.00000000
COP
2023-12-20
476.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2.33000000
-0.00000012384
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2500.00000000
CNY
342.13000000
USD
2023-12-20
-2.33000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4293.30000000
-0.00022819317
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
235649.69000000
USD
1169500.00000000
BRL
2023-12-20
-4293.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
324.51000000
0.000017248030
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50500.00000000
SGD
37475.45000000
USD
2023-12-20
324.51000000
N
N
N
Ressources Teck Limitee
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD-CLS B COMMON STOCK
878742204
2369.00000000
NS
102434.72000000
0.005444507488
Long
EC
CA
N
1
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
87.00000000
NC
USD
17635851.56000000
0.937363092218
N/A
DIR
US
N
1
US 2YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Dec 2023
2024-01-01
17678852.97000000
USD
-43001.41000000
N
N
N
Suntory Beverage & Food Limited
549300FONLMVK7YYYH41
SUNTORY BEVERAGE & FOOD LTD COMMON STOCK
094259231
3500.00000000
NS
106718.04000000
0.005672170216
Long
EC
JP
N
1
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
238.00000000
NC
USD
9072560.00000000
0.482215608756
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR DEC23
N/A
Long
Soybean Meal
Soybean Meal Future Dec 2023
2023-12-17
9163295.78000000
USD
-90735.78000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1590.15000000
0.000084518057
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
58962.85000000
USD
249999999.00000000
COP
2023-12-20
1590.15000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
191.03000000
0.000010153434
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
201487.41000000
USD
1463735.00000000
CNY
2023-12-20
191.03000000
N
N
N
D'Ieteren Group NV
549300DV5KJ23OKVTW34
D'IETEREN GROUP COMMON STOCK
N/A
263.00000000
NS
44524.36000000
0.002366514121
Long
EC
BE
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
6219.82000000
0.000330589633
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2064967.69000000
USD
15032195.00000000
CNY
2023-12-20
6219.82000000
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
510.00000000
NS
85395.07000000
0.004538833103
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1202.17000000
-0.00006389653
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
110080.53000000
USD
2023-12-20
-1202.17000000
N
N
N
Hitachi Construction Machinery Co., Ltd.
5493009B7C53PDH8W826
HITACHI CONSTRUCTION MACHINE COMMON STOCK
N/A
3100.00000000
NS
94438.60000000
0.005019505739
Long
EC
JP
N
1
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
729.00000000
NS
433670.53000000
0.023050021011
Long
EC
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/28/2024
912797GY7
9208000.00000000
PA
USD
8965970.76000000
0.476550284387
Long
DBT
UST
US
N
2
2024-03-28
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1437.48000000
-0.00007640349
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
528500.00000000
ILS
138028.72000000
USD
2023-12-20
-1437.48000000
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
449000.00000000
NS
468959.44000000
0.024925661758
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2585.53000000
0.000137423497
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489374.00000000
SGD
362599.51000000
USD
2023-12-20
2585.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
286.31000000
0.000015217661
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
22062.00000000
PLN
5325.71000000
USD
2023-12-20
286.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1212.46000000
0.000064443457
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
630000.00000000
SGD
464679.68000000
USD
2023-12-20
1212.46000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
144282.21000000
0.007668743301
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8939484.00000000
EUR
9645807.02000000
USD
2023-12-20
144282.21000000
N
N
N
Kintetsu Group Holdings Co.,Ltd.
N/A
KINTETSU GROUP HOLDINGS CO L COMMON STOCK
N/A
4000.00000000
NS
113600.27000000
0.006037967602
Long
EC
JP
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
3034.00000000
NS
102762.72000000
0.005461941015
Long
EC
GB
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
76.54000000
0.000004068177
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
17284.17000000
USD
126000.00000000
CNY
2023-12-20
76.54000000
N
N
N
ANA HOLDINGS INC.
5493008IRKIY0G3TE305
ANA HOLDINGS INC COMMON STOCK
N/A
3500.00000000
NS
73483.00000000
0.003905694707
Long
EC
JP
N
1
N
N
N
NEXON Co., Ltd.
5299005SFO0GAJFLKN43
NEXON CO LTD COMMON STOCK
N/A
5300.00000000
NS
94954.26000000
0.005046913582
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
178.48000000
0.000009486389
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97010.98000000
USD
2023-12-20
178.48000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
4400000.00000000
PA
USD
4683945.36000000
0.248956365474
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-224.94000000
-0.00001195578
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
20398.38000000
USD
312500000.00000000
IDR
2023-12-20
-224.94000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
ZALANDO SE COMMON STOCK
N/A
1399.00000000
NS
31297.57000000
0.001663497047
Long
EC
DE
Y
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 11/16/2023
912797FK8
27489000.00000000
PA
USD
27307057.18000000
1.451397312488
Long
DBT
UST
US
N
2
2023-11-16
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2583.73000000
0.000137327825
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489376.00000000
SGD
362599.18000000
USD
2023-12-20
2583.73000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
ZURICH INSURANCE GROUP AG COMMON STOCK
N/A
87.00000000
NS
39952.67000000
0.002123524240
Long
EC
CH
N
1
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
9100.00000000
NS
212882.26000000
0.011314904348
Long
EC
SG
N
1
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
6096.00000000
NS
106324.72000000
0.005651264866
Long
EC
GB
N
1
N
N
N
SODEXO SA
969500LCBOG12HXPYM84
SODEXO SA COMMON STOCK
N/A
477.00000000
NS
49249.92000000
0.002617682346
Long
EC
FR
N
1
N
N
N
TOYOTA MOTOR CORPORATION
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP COMMON STOCK
N/A
8800.00000000
NS
157895.79000000
0.008392318650
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-29.98000000
-0.00000159346
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
158067.92000000
USD
2023-12-20
-29.98000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6560.25000000
-0.00034868382
N/A
DFE
KR
N
2
KOREAN WON
N/A
380002.75000000
USD
500000000.00000000
KRW
2023-12-20
-6560.25000000
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV COMMON STOCK
N/A
3979.00000000
NS
79899.32000000
0.004246728512
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-262.26000000
-0.00001393938
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
488892.00000000
CNY
67098.96000000
USD
2023-12-20
-262.26000000
N
N
N
AUCKLAND INTERNATIONAL AIRPORT LIMITED
549300HFZIZDJWB7AK60
AUCKLAND INTL AIRPORT LTD COMMON STOCK
N/A
12197.00000000
NS
57968.93000000
0.003081106420
Long
EC
NZ
N
1
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI POLIENNALI DEL TES 1.5% 05/15/2029
N/A
2000000.00000000
PA
2082789.10000000
0.110702317071
Long
DBT
USGA
IT
N
2
2029-05-15
Fixed
1.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO COMMON STOCK
N/A
23072.00000000
NS
59603.05000000
0.003167961527
Long
EC
IT
N
1
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2026
N/A
1000000.00000000
PA
1285043.29000000
0.068301331968
Long
DBT
USGA
DE
N
2
2026-04-15
Fixed
0.10000000
N
N
N
N
N
N
Acciona, S.A.
54930002KP75TLLLNO21
ACCIONA SA COMMON STOCK
N/A
722.00000000
NS
92265.20000000
0.004903987362
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-885.18000000
-0.00004704819
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000.00000000
ZAR
78163.77000000
USD
2023-12-20
-885.18000000
N
N
N
JOHNSON MATTHEY PLC
2138001AVBSD1HSC6Z10
JOHNSON MATTHEY PLC COMMON STOCK
N/A
2742.00000000
NS
54485.24000000
0.002895944824
Long
EC
GB
N
1
N
N
N
Rheinmetall Aktiengesellschaft
5299001OU9CSE29O6S05
RHEINMETALL AG COMMON STOCK
N/A
281.00000000
NS
72562.39000000
0.003856763368
Long
EC
DE
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2012.69000000
-0.00010697648
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
82798.67000000
USD
30000000.00000000
HUF
2023-12-20
-2012.69000000
N
N
N
MEDIBANK PRIVATE LIMITED
BDYVSUPTML83OLINBJ17
MEDIBANK PRIVATE LTD COMMON STOCK
N/A
28257.00000000
NS
62735.38000000
0.003334447990
Long
EC
AU
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
820.53000000
0.000043611987
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
149440.85000000
USD
1090562.00000000
CNY
2023-12-20
820.53000000
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
15298.00000000
NS
247097.74000000
0.013133491221
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
176034.64000000
0.009356416611
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5986532.00000000
EUR
6538950.25000000
USD
2023-12-20
176034.64000000
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc. COMMON STOCK
N/A
70100.00000000
NS
277111.68000000
0.014728762054
Long
EC
JP
N
1
N
N
N
ASX LIMITED
549300VSBVYUCBIQKT71
ASX LTD COMMON STOCK
N/A
1383.00000000
NS
50984.53000000
0.002709878597
Long
EC
AU
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/25/2024
912796ZY8
10379000.00000000
PA
USD
10202863.28000000
0.542292354927
Long
DBT
UST
US
N
2
2024-01-25
None
0.00000000
N
N
N
N
N
N
AUST 10Y BOND FUT DEC23
N/A
AUST 10Y BOND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
1133.00000000
NC
81878600.35000000
4.351929236277
Long
AU
N
1
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE.
N/A
467.00000000
NC
USD
13850099.20000000
0.736146580134
N/A
DCO
US
N
1
SUGAR #11 (WORLD) MAR24
N/A
Long
Sugar
Sugar #11 World Future Mar 2024
2024-03-03
13965992.49000000
USD
-115893.29000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1381.27000000
0.000073415877
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
60479.49000000
USD
1173844.00000000
ZAR
2023-12-20
1381.27000000
N
N
N
REMY COINTREAU SA
5493004V6A3Z027YT216
REMY COINTREAU COMMON STOCK
N/A
674.00000000
NS
82527.55000000
0.004386421557
Long
EC
FR
N
1
N
N
N
Repsol S.A.
BSYCX13Y0NOTV14V9N85
REPSOL SA COMMON STOCK
N/A
13993.00000000
NS
230670.94000000
0.012260390425
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1863.16000000
0.000099028811
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
240000.00000000
SGD
178422.10000000
USD
2023-12-20
1863.16000000
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMMON STOCK
335934105
2143.00000000
NS
50864.55000000
0.002703501541
Long
EC
CA
N
1
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC COMMON STOCK
N/A
15739.00000000
NS
42896.61000000
0.002279997586
Long
EC
GB
N
1
N
N
N
KONAMI GROUP CORPORATION
353800FC4A5QCMIZFV94
KONAMI GROUP CORPORATION COMMON STOCK
N/A
2000.00000000
NS
105706.15000000
0.005618387254
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3.81000000
-0.00000020250
N/A
DFE
XX
N
2
EURO
N/A
535.25000000
USD
500.00000000
EUR
2023-12-20
-3.81000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR OCT23 PHYSICAL INDEX FUTURE.
N/A
8.00000000
NC
799568.03000000
0.042497837912
N/A
DE
ES
N
1
IBEX 35 INDX FUTR OCT23
N/A
Long
IBEX 35 INDX FUTR Oct 2023
N/A
N/A
2023-10-23
808715.68000000
EUR
-9147.65000000
N
N
N
KOITO MANUFACTURING CO., LTD.
N/A
KOITO MANUFACTURING CO LTD COMMON STOCK
N/A
9900.00000000
NS
149702.46000000
0.007956834992
Long
EC
JP
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029
N/A
2500000.00000000
PA
2896031.89000000
0.153926982110
Long
DBT
USGA
FR
N
2
2029-03-01
Fixed
0.10000000
N
N
N
N
N
N
Just Eat Takeaway.com N.V.
724500FVZIBSSQ7SHI95
JUST EAT TAKEAWAY COMMON STOCK
N/A
2362.00000000
NS
29434.03000000
0.001564448038
Long
EC
NL
Y
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4073.41000000
-0.00021650580
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
156007.73000000
USD
3500000.00000000
CZK
2023-12-20
-4073.41000000
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG PREFERRED STOCK
N/A
230.00000000
NS
78362.33000000
0.004165035961
Long
EP
DE
N
1
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
EURONEXT NV COMMON STOCK
N/A
536.00000000
NS
37454.34000000
0.001990735510
Long
EC
FR
Y
1
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
3283.00000000
NS
122681.06000000
0.006520620644
Long
EC
FR
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-81.64000000
-0.00000433924
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21786.54000000
USD
500000.00000000
CZK
2023-12-20
-81.64000000
N
N
N
ORACLE CORPORATION JAPAN
529900MIMKY9RU60Z323
ORACLE CORP JAPAN COMMON STOCK
N/A
1500.00000000
NS
111576.48000000
0.005930401146
Long
EC
JP
N
1
N
N
N
DOLLARAMA INC.
5493002GJ0NJP1HI0C79
DOLLARAMA INC COMMON STOCK
25675T107
3557.00000000
NS
246201.23000000
0.013085840821
Long
EC
CA
N
1
N
N
N
TRYG A/S
213800ZRS8AC4LSTCE39
TRYG A/S COMMON STOCK
N/A
2801.00000000
NS
51441.01000000
0.002734140964
Long
EC
DK
N
1
N
N
N
RENTOKIL INITIAL PLC
549300VN4WV7Z6T14K68
RENTOKIL INITIAL PLC COMMON STOCK
N/A
12011.00000000
NS
89455.78000000
0.004754663888
Long
EC
GB
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-136868.61000000
-0.00727470307
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5361522.49000000
USD
92050749.00000000
MXN
2023-12-20
-136868.61000000
N
N
N
Bechtle AG
529900HA2QT774RUXW59
BECHTLE AG COMMON STOCK
N/A
3183.00000000
NS
149088.86000000
0.007924221540
Long
EC
DE
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
377.48000000
0.000020063438
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
35954.32000000
USD
150000000.00000000
COP
2023-12-20
377.48000000
N
N
N
BARRATT DEVELOPMENTS P L C
2138006R85VEOF5YNK29
BARRATT DEVELOPMENTS PLC COMMON STOCK
N/A
6905.00000000
NS
37175.59000000
0.001975919670
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
330.30000000
0.000017555774
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50000000.00000000
KRW
37674.55000000
USD
2023-12-20
330.30000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-25122.97000000
-0.00133531090
N/A
DFE
KR
N
2
KOREAN WON
N/A
1290884.10000000
USD
1694720250.00000000
KRW
2023-12-20
-25122.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-736.80000000
-0.00003916165
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157361.10000000
USD
2023-12-20
-736.80000000
N
N
N
HALEON PLC
549300PSB3WWEODCUP19
HALEON PLC COMMON STOCK
N/A
22671.00000000
NS
94317.22000000
0.005013054271
Long
EC
GB
N
1
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE REF: AEX INDEX FUTURE SWAP - OCT23
N/A
-176.00000000
NC
-27214958.08000000
-1.44650215350
N/A
DE
XX
N
1
J.P. MORGAN SECURITIES
N/A
Y
2023-10-23
0.00000000
EUR
-27681902.48000000
EUR
-176.00000000
EUR
466944.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1715.56000000
0.000091183724
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
150000000.00000000
CLP
168639.61000000
USD
2023-12-20
1715.56000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
134.97000000
0.000007173790
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
17403.90000000
USD
127293.00000000
CNY
2023-12-20
134.97000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT DEC23 PHYSICAL COMMODITY FUTURE.
N/A
31.00000000
NC
USD
3059179.20000000
0.162598424284
N/A
DCO
US
N
1
GASOLINE RBOB FUT DEC23
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Dec 2023
2023-12-03
3064056.97000000
USD
-4877.77000000
N
N
N
West Japan Railway Company
353800QGUXHZ7EBCR121
WEST JAPAN RAILWAY CO COMMON STOCK
N/A
3400.00000000
NS
140921.43000000
0.007490114494
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030
912828ZZ6
5400000.00000000
PA
USD
5578369.25000000
0.296495886911
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
99244.66000000
0.005274952619
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2537498.88000000
USD
2023-12-20
99244.66000000
N
N
N
CyberAgent,Inc.
3538006T5KZABPGS8Q08
CYBERAGENT INC COMMON STOCK
N/A
13100.00000000
NS
70782.58000000
0.003762164692
Long
EC
JP
N
1
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
68474.00000000
NS
331360.36000000
0.017612133478
Long
EC
HK
N
1
N
N
N
Wartsila Oyj Abp
743700G7A9J1PHM3X223
WARTSILA OYJ ABP COMMON STOCK
N/A
4133.00000000
NS
47061.88000000
0.002501385839
Long
EC
FI
N
1
N
N
N
N/A
N/A
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE.
N/A
545.00000000
NC
USD
49011850.00000000
2.605028689148
N/A
DE
US
N
1
E-MINI RUSS 2000 DEC23
N/A
Long
Russell 2000 E-mini Composite Index Futures Dec 2023
N/A
N/A
2023-12-18
51145108.08000000
USD
-2133258.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
390.83000000
0.000020773004
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
476500.00000000
ILS
126134.71000000
USD
2023-12-20
390.83000000
N
N
N
CHUGAI PHARMACEUTICAL CO., LTD.
529900T9LAII161DCN95
CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK
N/A
2500.00000000
NS
77466.91000000
0.004117443496
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5396.89000000
-0.00028685008
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
969578.35000000
USD
18295906.00000000
ZAR
2023-12-20
-5396.89000000
N
N
N
N/A
N/A
SOYBEAN FUTURE NOV23 PHYSICAL COMMODITY FUTURE.
N/A
143.00000000
NC
USD
9116250.00000000
0.484537775812
N/A
DCO
US
N
1
SOYBEAN FUTURE NOV23
N/A
Long
Soybeans
Soybean Future Nov 2023
2023-11-17
9552829.34000000
USD
-436579.34000000
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG COMMON STOCK
N/A
2395.00000000
NS
167077.69000000
0.008880345789
Long
EC
DE
N
1
N
N
N
KERING SA
549300VGEJKB7SVUZR78
KERING COMMON STOCK
N/A
119.00000000
NS
54415.62000000
0.002892244451
Long
EC
FR
N
1
N
N
N
N/A
N/A
COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
43.00000000
NC
USD
2356668.75000000
0.125259293509
N/A
DCO
US
N
1
COFFEE 'C' FUTURE DEC23
N/A
Long
Coffee
Coffee C Future Dec 2023
2023-12-21
2623526.64000000
USD
-266857.89000000
N
N
N
Repubblica Italiana
815600DE60799F5A9309
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 2.35% 09/15/2035 SERIES CPI
N/A
750000.00000000
PA
1147741.92000000
0.061003627272
Long
DBT
USGA
IT
N
2
2035-09-15
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
MEX BOLSA IDX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
9.00000000
NC
267408.00000000
0.014213001788
N/A
DE
MX
N
1
MEX BOLSA IDX FUT DEC23
N/A
Long
MEX BOLSA IPC IDX FUT Dec 2023
N/A
N/A
2023-12-18
274499.08000000
MXN
-7091.08000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 07/25/2038
BW7932815
1000000.00000000
PA
1055473.18000000
0.056099451755
Long
DBT
USGA
FR
N
2
2038-07-25
Fixed
0.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-145.77000000
-0.00000774782
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
26782.89000000
USD
2023-12-20
-145.77000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2026
D2R06JAC9
930000.00000000
PA
1188885.03000000
0.063190424586
Long
DBT
USGA
DE
N
2
2026-04-15
Fixed
0.10000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2816.74000000
-0.00014971253
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
201471.16000000
USD
3500000.00000000
MXN
2023-12-20
-2816.74000000
N
N
N
DAIFUKU CO.,LTD.
3538006FG1W4X3MYHL36
DAIFUKU CO LTD COMMON STOCK
N/A
2100.00000000
NS
39818.73000000
0.002116405196
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-102082.37000000
-0.00542577973
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
3660822.15000000
USD
1321543582.00000000
HUF
2023-12-20
-102082.37000000
N
N
N
Shimadzu Corporation
N/A
SHIMADZU CORP COMMON STOCK
N/A
2300.00000000
NS
61220.30000000
0.003253919977
Long
EC
JP
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2846.25000000
-0.00015128102
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190453.91000000
USD
6000000.00000000
TWD
2023-12-20
-2846.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
73833.35000000
0.003924316159
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996868.00000000
GBP
2512085.12000000
USD
2023-12-20
73833.35000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2026
BK0496913
3500000.00000000
PA
4080434.88000000
0.216879181801
Long
DBT
USGA
FR
N
2
2026-03-01
Fixed
0.10000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4499.38000000
-0.00023914653
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115782.08000000
USD
100000000.00000000
CLP
2023-12-20
-4499.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-132.00000000
-0.00000701593
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
445000.00000000
ILS
117299.33000000
USD
2023-12-20
-132.00000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
2368.36000000
0.000125880695
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
4246697.42000000
USD
354316966.00000000
INR
2023-12-20
2368.36000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6935.36000000
-0.00036862129
N/A
DFE
KR
N
2
KOREAN WON
N/A
492410.61000000
USD
650000000.00000000
KRW
2023-12-20
-6935.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1714.72000000
0.000091139077
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
150000000.00000000
CLP
168638.77000000
USD
2023-12-20
1714.72000000
N
N
N
BRK: BANK OF AMERICA
N/A
BRK: BANK OF AMERICA REF: KOSPI 200 INDEX FUTURE DEC23
N/A
600.00000000
NC
36571809.68000000
1.943828144223
N/A
DE
KR
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-12-17
38279508.56000000
KRW
0.00000000
KRW
600.00000000
KRW
-1707698.88000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
242.00000000
0.000012862541
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
46181.97000000
USD
191666666.00000000
COP
2023-12-20
242.00000000
N
N
N
COCHLEAR LIMITED
5493001OLLWY8KV5UC08
COCHLEAR LTD COMMON STOCK
N/A
834.00000000
NS
137429.17000000
0.007304497393
Long
EC
AU
N
1
N
N
N
PEARSON PLC
2138004JBXWWJKIURC57
PEARSON PLC COMMON STOCK
N/A
15564.00000000
NS
164967.39000000
0.008768181240
Long
EC
GB
N
1
N
N
N
ELIA GROUP SA
549300S1MP1NFDIKT460
ELIA GROUP SA/NV COMMON STOCK
N/A
1988.00000000
NS
195009.26000000
0.010364936580
Long
EC
BE
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-387.68000000
-0.00002060557
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
30424.89000000
USD
131500.00000000
PLN
2023-12-20
-387.68000000
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA COMMON STOCK
N/A
2355.00000000
NS
193334.85000000
0.010275940019
Long
EC
BE
N
1
N
N
N
N/A
N/A
SPI 200 FUTURES DEC23 PHYSICAL INDEX FUTURE.
N/A
178.00000000
NC
20351161.39000000
1.081684516671
N/A
DE
AU
N
1
SPI 200 FUTURES DEC23
N/A
Long
SPI 200 Future Dec 2023
N/A
N/A
2023-12-24
20834835.85000000
AUD
-483674.46000000
N
N
N
SEMBCORP INDUSTRIES LTD
254900J0FF14U6TPQM96
SEMBCORP INDUSTRIES LTD COMMON STOCK
N/A
11200.00000000
NS
41767.16000000
0.002219966193
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
788.17000000
0.000041892021
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1667427.00000000
ILS
440806.52000000
USD
2023-12-20
788.17000000
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG COMMON STOCK
N/A
2261.00000000
NS
399159.93000000
0.021215748216
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1399.93000000
0.000074407675
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
KRW
76088.43000000
USD
2023-12-20
1399.93000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UKTI 0 1/8 I/L GILT - SOVEREIGN (GB) 0.125% 08/10/2048
N/A
4000000.00000000
PA
4824481.31000000
0.256425991322
Long
DBT
USGA
GB
N
2
2048-08-10
Fixed
0.12500000
N
N
N
N
N
N
DAIWA HOUSE INDUSTRY CO.,LTD.
N/A
DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK
N/A
1300.00000000
NS
34977.38000000
0.001859082617
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3407.96000000
0.000181136471
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2593500.00000000
BRL
516467.22000000
USD
2023-12-20
3407.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-414.92000000
-0.00002205341
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157682.98000000
USD
2023-12-20
-414.92000000
N
N
N
Nomura Real Estate Master Fund, Inc.
353800TNNZOQ1CPZE086
NOMURA REAL ESTATE MASTER FU REIT
N/A
44.00000000
NS
49359.02000000
0.002623481120
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055
N/A
800000.00000000
PA
1816595.65000000
0.096553869826
Long
DBT
USGA
GB
N
2
2055-11-22
Fixed
1.25000000
N
N
N
N
N
N
Lasertec Corporation
N/A
LASERTEC CORP COMMON STOCK
N/A
200.00000000
NS
31187.80000000
0.001657662662
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
323.51000000
0.000017194879
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
14164.20000000
USD
2023-12-20
323.51000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
109.00000000
NC
USD
6410562.50000000
0.340727787791
N/A
DCO
GB
N
1
LME PRI ALUM FUTR DEC23
N/A
Long
Aluminum
Aluminium High Grade Composite Commodity Future Dec 2023
2023-12-21
6181698.87000000
USD
228863.63000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4459.68000000
-0.00023703643
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115742.38000000
USD
100000000.00000000
CLP
2023-12-20
-4459.68000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
118079.66000000
0.006276051646
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8761770.00000000
EUR
9430717.28000000
USD
2023-12-20
118079.66000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3761.30000000
0.000199916844
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
6331239.64000000
USD
32023250.00000000
BRL
2023-12-20
3761.30000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1402.84000000
-0.00007456234
N/A
DFE
KR
N
2
KOREAN WON
N/A
113435.59000000
USD
150000000.00000000
KRW
2023-12-20
-1402.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
21806.91000000
0.001159059006
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1060000.00000000
GBP
1316107.22000000
USD
2023-12-20
21806.91000000
N
N
N
N/A
N/A
KOSPI2 INX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
219.00000000
NC
13348710.53000000
0.709497272471
N/A
DE
KR
N
1
KOSPI2 INX FUT DEC23
N/A
Long
KOSPI2 INX FUT Dec 2023
N/A
N/A
2023-12-17
13935340.29000000
KRW
-586629.76000000
N
N
N
Nitori Holdings Co., Ltd.
N/A
NITORI HOLDINGS CO LTD COMMON STOCK
N/A
600.00000000
NS
67187.13000000
0.003571062940
Long
EC
JP
N
1
N
N
N
Deutsche Lufthansa Aktiengesellschaft
529900PH63HYJ86ASW55
DEUTSCHE LUFTHANSA-REG COMMON STOCK
N/A
6970.00000000
NS
55390.44000000
0.002944057106
Long
EC
DE
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1817.61000000
-0.00009660778
N/A
DFE
KR
N
2
KOREAN WON
N/A
188538.86000000
USD
250000000.00000000
KRW
2023-12-20
-1817.61000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
52.00000000
NC
USD
2265900.00000000
0.120434843955
N/A
DCO
US
N
1
COTTON NO.2 FUTR DEC23
N/A
Long
Cotton
Cotton No. 2 Future Dec 2023
2023-12-09
2216924.29000000
USD
48975.71000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
4891.00000000
NS
89068.38000000
0.004734073192
Long
EC
GB
N
1
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT
N/A
5808.00000000
NS
82645.52000000
0.004392691780
Long
EC
NL
Y
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5815.42000000
-0.00030909537
N/A
DFE
KR
N
2
KOREAN WON
N/A
638695.99000000
USD
847360124.00000000
KRW
2023-12-20
-5815.42000000
N
N
N
HOYA CORPORATION
353800X4VR3BHEUCJB42
HOYA CORP COMMON STOCK
N/A
500.00000000
NS
51348.63000000
0.002729230875
Long
EC
JP
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-61.67000000
-0.00000327782
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
13902.36000000
USD
500000.00000000
THB
2023-12-20
-61.67000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 03/22/2026 SERIES 3MO
N/A
1500000.00000000
PA
2615497.74000000
0.139016312363
Long
DBT
USGA
GB
N
2
2026-03-22
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-0.50000000
-0.00000002657
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2000.00000000
CNY
275.07000000
USD
2023-12-20
-0.50000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
76.00000000
NS
85944.47000000
0.004568034261
Long
EC
CH
N
1
N
N
N
N/A
N/A
OMXS30 IND FUTURE OCT23 PHYSICAL INDEX FUTURE.
N/A
-429.00000000
NC
-8529298.06000000
-0.45334069504
N/A
DE
SE
N
1
OMXS30 IND FUTURE OCT23
N/A
Short
OMXS30 IND FUTURE Oct 2023
N/A
N/A
2023-10-23
-8401982.54000000
SEK
-127315.52000000
N
N
N
N/A
N/A
DAX INDEX FUTURE DEC23 PHYSICAL INDEX FUTURE.
N/A
-9.00000000
NC
-3698584.46000000
-0.19658345129
N/A
DE
DE
N
1
DAX INDEX FUTURE DEC23
N/A
Short
DAX INDEX FUTURE Dec 2023
N/A
N/A
2023-12-18
-3801962.80000000
EUR
103378.34000000
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
6279.00000000
NS
182351.66000000
0.009692172521
Long
EC
FR
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-16760.31000000
-0.00089082718
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
680519.46000000
USD
11694464.00000000
MXN
2023-12-20
-16760.31000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-50344.78000000
-0.00267587524
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
1002651.21000000
USD
855754250.00000000
CLP
2023-12-20
-50344.78000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1300.46000000
0.000069120745
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1078624.00000000
BRL
214679.30000000
USD
2023-12-20
1300.46000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 07/25/2031
BN5634736
8600000.00000000
PA
10017935.47000000
0.532463257464
Long
DBT
USGA
FR
N
2
2031-07-25
Fixed
0.10000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-367.25000000
-0.00001951970
N/A
DFE
KR
N
2
KOREAN WON
N/A
75055.75000000
USD
100000000.00000000
KRW
2023-12-20
-367.25000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)DEC23 FINANCIAL COMMODITY FUTURE.
N/A
1140.00000000
NC
USD
123191250.00000000
6.547737751217
N/A
DIR
US
N
1
US 10YR NOTE (CBT)DEC23
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Dec 2023
2023-12-22
125433991.95000000
USD
-2242741.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5543.41000000
0.000294637767
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7750000.00000000
MXN
445421.06000000
USD
2023-12-20
5543.41000000
N
N
N
WELCIA HOLDINGS CO.,LTD.
N/A
WELCIA HOLDINGS CO LTD COMMON STOCK
N/A
5700.00000000
NS
98682.86000000
0.005245092389
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1301.53000000
0.000069177617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1078624.00000000
BRL
214680.37000000
USD
2023-12-20
1301.53000000
N
N
N
Nomura Real Estate Holdings, Inc.
N/A
NOMURA REAL ESTATE HOLDINGS COMMON STOCK
N/A
8400.00000000
NS
211259.51000000
0.011228653568
Long
EC
JP
N
1
N
N
N
NEC Corporation
5493000QYMPFRTEY4K28
NEC CORP COMMON STOCK
N/A
4600.00000000
NS
254653.04000000
0.013535062948
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5874.87000000
-0.00031225519
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
258208.31000000
USD
93704418.00000000
HUF
2023-12-20
-5874.87000000
N
N
N
Telefonica S.A.
549300EEJH4FEPDBBR25
TELEFONICA SA COMMON STOCK
879382109
41335.00000000
NS
169276.96000000
0.008997239182
Long
EC
ES
N
1
N
N
N
N/A
N/A
SOYBEAN FUTURE NOV23 PHYSICAL COMMODITY FUTURE.
N/A
24.00000000
NC
USD
1530000.00000000
0.081321025311
N/A
DCO
US
N
1
SOYBEAN FUTURE NOV23
N/A
Long
Soybeans
Soybean Future Nov 2023
2023-11-17
1612212.38000000
USD
-82212.38000000
N
N
N
YAMAHA CORPORATION
529900S5TENP3IJS7S02
YAMAHA CORP COMMON STOCK
N/A
1100.00000000
NS
30119.62000000
0.001600887830
Long
EC
JP
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
ADECCO GROUP AG-REG COMMON STOCK
N/A
1187.00000000
NS
48995.54000000
0.002604161796
Long
EC
CH
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
377.66000000
0.000020073005
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
35954.14000000
USD
150000000.00000000
COP
2023-12-20
377.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
468.37000000
0.000024894332
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
53000.00000000
SGD
39458.47000000
USD
2023-12-20
468.37000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2507.36000000
-0.00013326868
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190115.02000000
USD
6000000.00000000
TWD
2023-12-20
-2507.36000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) DEC23 PHYSICAL COMMODITY FUTURE.
N/A
120.00000000
NC
USD
3249000.00000000
0.172687589043
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) DEC23
N/A
Long
Wheat
Wheat Future (CBT) Dec 2023
2023-12-17
4068649.69000000
USD
-819649.69000000
N
N
N
The Chiba Bank, Ltd.
FGJPAKKCTZVSKZXNBS63
CHIBA BANK LTD/THE COMMON STOCK
N/A
7300.00000000
NS
53199.87000000
0.002827626127
Long
EC
JP
N
1
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
SOMPO HOLDINGS INC COMMON STOCK
N/A
2100.00000000
NS
90529.74000000
0.004811745933
Long
EC
JP
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
2187.00000000
NS
55050.69000000
0.002925999055
Long
EC
NL
N
1
N
N
N
NIBE Industrier AB
549300ZQH0FIF1P0MX67
NIBE INDUSTRIER AB-B SHS COMMON STOCK
N/A
13845.00000000
NS
91499.70000000
0.004863300274
Long
EC
SE
N
1
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
197.00000000
NC
24142412.47000000
1.283193291206
N/A
DIR
DE
N
1
EURO-BOBL FUTURE DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Dec 2023
2023-12-10
25054326.75000000
EUR
-911914.28000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026
912828S50
1000000.00000000
PA
USD
1191869.92000000
0.063349074465
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
120.47000000
0.000006403100
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
59840.90000000
USD
5000000.00000000
INR
2023-12-20
120.47000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1495.52000000
-0.00007948837
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
44905.33000000
USD
1000000.00000000
CZK
2023-12-20
-1495.52000000
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ-R SHS COMMON STOCK
N/A
7398.00000000
NS
93130.00000000
0.004949952344
Long
EC
FI
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-16328.30000000
-0.00086786542
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
912993.38000000
USD
805754250.00000000
CLP
2023-12-20
-16328.30000000
N
N
N
OCADO GROUP PLC
213800LO8F61YB8MBC74
OCADO GROUP PLC COMMON STOCK
N/A
7660.00000000
NS
56134.07000000
0.002983581782
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3136.67000000
0.000166717137
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
113000.00000000
EUR
123241.18000000
USD
2023-12-20
3136.67000000
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
2511.00000000
NS
163140.71000000
0.008671091377
Long
EC
CA
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH TREASURY NOTE 1.85% 07/25/2027
N/A
2849309.00000000
PA
4145728.74000000
0.220349615554
Long
DBT
USGA
FR
N
2
2027-07-25
Fixed
1.85000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
80463.16000000
0.004276697170
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996869.00000000
GBP
2518716.15000000
USD
2023-12-20
80463.16000000
N
N
N
FUJIFILM Holdings Corporation
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP COMMON STOCK
N/A
2100.00000000
NS
121841.51000000
0.006475997724
Long
EC
JP
N
1
N
N
N
SECOM CO., LTD.
529900TYCL9N3E9PGE47
SECOM CO LTD COMMON STOCK
N/A
1100.00000000
NS
74746.19000000
0.003972834515
Long
EC
JP
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-902.08000000
-0.00004794645
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
47292.05000000
USD
234500.00000000
BRL
2023-12-20
-902.08000000
N
N
N
ANHEUSER-BUSCH INBEV SA
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK
N/A
2899.00000000
NS
161169.80000000
0.008566335545
Long
EC
BE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2325.90000000
-0.00012362390
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
288000.00000000
GBP
349333.05000000
USD
2023-12-20
-2325.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
428.55000000
0.000022777859
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97261.05000000
USD
2023-12-20
428.55000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TREASURY 2% 01/26/2035
N/A
932000.00000000
PA
2723364.29000000
0.144749527031
Long
DBT
NUSS
GB
N
2
2035-01-26
Fixed
2.00000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
185.00000000
NC
21261564.76000000
1.130073363400
N/A
DIR
GB
N
1
LONG GILT FUTURE DEC23
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Dec 2023
2023-12-30
21963554.40000000
GBP
-701989.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
958.32000000
0.000050935663
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2826901.00000000
CNY
390458.46000000
USD
2023-12-20
958.32000000
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CAPITALAND ASCENDAS REIT REIT
N/A
28900.00000000
NS
58227.71000000
0.003094860835
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-17.80000000
-0.00000094608
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
786020.00000000
BRL
155476.64000000
USD
2023-12-20
-17.80000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0.125% 03/22/2029
N/A
4600000.00000000
PA
8661988.16000000
0.460393306146
Long
DBT
USGA
GB
N
2
2029-03-22
Fixed
0.12500000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE COMMON STOCK
N/A
1664.00000000
NS
40185.75000000
0.002135912675
Long
EC
DE
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-599.99000000
-0.00003189006
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21052.78000000
USD
471156.00000000
CZK
2023-12-20
-599.99000000
N
N
N
Seven & i Holdings Co., Ltd.
52990037G8JRM3TWGY86
SEVEN & I HOLDINGS CO LTD COMMON STOCK
N/A
3600.00000000
NS
141249.79000000
0.007507567155
Long
EC
JP
N
1
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-604.94000000
-0.00003215316
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40951.82000000
USD
625000001.00000000
IDR
2023-12-20
-604.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-329.64000000
-0.00001752069
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
150000000.00000000
CLP
166594.41000000
USD
2023-12-20
-329.64000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
440.94000000
0.000023436400
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
56317.47000000
USD
1000000.00000000
MXN
2023-12-20
440.94000000
N
N
N
GLP J-REIT
353800E27V9KA51K2I90
GLP J-REIT REIT
N/A
44.00000000
NS
39422.35000000
0.002095337204
Long
EC
JP
N
1
N
N
N
WOODSIDE ENERGY GROUP LTD
2549005ZC5RXAOO7FH41
WOODSIDE ENERGY GROUP LTD COMMON STOCK
N/A
2545.00000000
NS
59936.27000000
0.003185672503
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
318.30000000
0.000016917962
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
684966.00000000
BRL
135821.73000000
USD
2023-12-20
318.30000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 11/16/2023
912797FK8
84309000.00000000
PA
USD
83750979.81000000
4.451448071217
Long
DBT
UST
US
N
2
2023-11-16
None
0.00000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI PELIENNALI DEL TES 0.40% 05/15/2030 SERIES CPI
ZR9250799
2500000.00000000
PA
2763868.42000000
0.146902361921
Long
DBT
USGA
IT
N
2
2030-05-15
Fixed
0.40000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3485.12000000
-0.00018523760
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
141892.05000000
USD
5000000.00000000
THB
2023-12-20
-3485.12000000
N
N
N
SCSK Corporation
529900SNGFXMSUBB7864
SCSK CORP COMMON STOCK
N/A
4600.00000000
NS
80424.86000000
0.004274661487
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
0.94000000
0.000000049961
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4429.00000000
CNY
611.18000000
USD
2023-12-20
0.94000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 01/15/2025
912828H45
500000.00000000
PA
USD
620642.38000000
0.032987761237
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2980.82000000
-0.00015843355
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
765000.00000000
GBP
931113.27000000
USD
2023-12-20
-2980.82000000
N
N
N
JFE Holdings, Inc.
3538002Y11Y03NA9B530
JFE HOLDINGS INC COMMON STOCK
N/A
5400.00000000
NS
79285.64000000
0.004214110808
Long
EC
JP
N
1
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
12410.00000000
NS
149804.59000000
0.007962263303
Long
EC
GB
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 03/22/2024 SERIES 3MO
N/A
700000.00000000
PA
1309204.77000000
0.069585538718
Long
DBT
USGA
GB
N
2
2024-03-22
Fixed
0.12500000
N
N
N
N
N
N
McDonald's Holdings Company (Japan), Ltd.
529900FY9FV0AYNRC729
MCDONALD'S HOLDINGS CO JAPAN COMMON STOCK
N/A
5223.00000000
NS
199854.78000000
0.010622480799
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2927.59000000
0.000155604327
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
236938.00000000
PLN
57048.93000000
USD
2023-12-20
2927.59000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TREASURY INDEX-LINKED 4.125% 07/22/2030
N/A
500000.00000000
PA
2062699.87000000
0.109634554469
Long
DBT
NUSS
GB
N
1
2030-07-22
Fixed
4.28520000
N
N
N
N
N
N
Trend Micro Incorporated
3538005O5UJ5RNAGVE16
TREND MICRO INC COMMON STOCK
N/A
3300.00000000
NS
125343.61000000
0.006662137830
Long
EC
JP
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
819.78000000
0.000043572124
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
149441.60000000
USD
1090562.00000000
CNY
2023-12-20
819.78000000
N
N
N
N/A
N/A
NATURAL GAS FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
65.00000000
NC
USD
2152800.00000000
0.114423466202
N/A
DCO
US
N
1
NATURAL GAS FUTR DEC23
N/A
Long
Natural Gas
Natural Gas Future Dec 2023
2023-12-01
2223892.85000000
USD
-71092.85000000
N
N
N
BRK: JP MORGAN CHASE
N/A
BRK: JP MORGAN CHASE REF: HSCEI FUTURES SWAP OCT23
N/A
2320.00000000
NC
91548740.08000000
4.865906803431
N/A
DE
HK
N
1
J.P. MORGAN SECURITIES
N/A
Y
2023-11-02
91089784.56000000
HKD
0.00000000
HKD
2320.00000000
HKD
458955.52000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR OCT23 PHYSICAL INDEX FUTURE.
N/A
139.00000000
NC
13892494.52000000
0.738399933657
N/A
DE
ES
N
1
IBEX 35 INDX FUTR OCT23
N/A
Long
IBEX 35 INDX FUTR Oct 2023
N/A
N/A
2023-10-23
14135352.73000000
EUR
-242858.21000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27
91282CFR7
8900000.00000000
PA
USD
8915932.91000000
0.473890722775
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
Hexagon Aktiebolag
549300WJFW6ILNI4TA80
HEXAGON AB-B SHS COMMON STOCK
N/A
6475.00000000
NS
55653.94000000
0.002958062394
Long
EC
SE
N
1
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
258.00000000
NC
35138982.12000000
1.867671930973
N/A
DIR
DE
N
1
EURO-BUND FUTURE DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-Bund Future Dec 2023
2023-12-10
37102189.13000000
EUR
-1963207.01000000
N
N
N
Demant A/S
213800RM6L9LN78BVA56
DEMANT A/S COMMON STOCK
N/A
3284.00000000
NS
136429.24000000
0.007251350117
Long
EC
DK
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5179.40000000
-0.00027529027
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
380394.73000000
USD
12000000.00000000
TWD
2023-12-20
-5179.40000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1113.03000000
0.000059158654
N/A
DFE
XX
N
2
EURO
N/A
501625.30000000
USD
473000.00000000
EUR
2023-12-20
1113.03000000
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
4470.00000000
NS
207714.37000000
0.011040225843
Long
EC
FI
N
1
N
N
N
CAE INC.
549300FFM2BEH2GF1E44
CAE INC COMMON STOCK
124765108
3606.00000000
NS
84575.64000000
0.004495279582
Long
EC
CA
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MNGMT BILL 0.000000% 11/09/2023
912797FJ1
119881000.00000000
PA
USD
119210964.71000000
6.336181619967
Long
DBT
UST
US
N
2
2023-11-09
None
0.00000000
N
N
N
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) DEC23 PHYSICAL COMMODITY FUTURE.
N/A
-82.00000000
NC
USD
-2220150.00000000
-0.11800318584
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) DEC23
N/A
Short
Wheat
Wheat Future (CBT) Dec 2023
2023-12-17
-2610324.85000000
USD
390174.85000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
2347.13000000
0.000124752299
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
4246718.65000000
USD
354316966.00000000
INR
2023-12-20
2347.13000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-289.77000000
-0.00001540156
N/A
DFE
XX
N
2
EURO
N/A
40678.90000000
USD
38000.00000000
EUR
2023-12-20
-289.77000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL CANADA NET INDEX CAD REAL
N/A
1401212.09000000
NC
37569.37000000
0.001996849469
N/A
DE
CA
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
CAD
0.00000000
CAD
-154.00000000
CAD
37569.37000000
N
N
N
AEON CO.,LTD.
5299009MXFL34SA71416
AEON CO LTD COMMON STOCK
N/A
5400.00000000
NS
107203.89000000
0.005697993628
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
9949.92000000
0.000528848167
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
749500.00000000
PLN
181150.58000000
USD
2023-12-20
9949.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
699.15000000
0.000037160519
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
94000.00000000
SGD
69851.40000000
USD
2023-12-20
699.15000000
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
HENKEL AG & CO KGAA COMMON STOCK
N/A
2041.00000000
NS
129049.48000000
0.006859108515
Long
EC
DE
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
2372.83000000
0.000126118280
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
1183361.44000000
USD
22500000.00000000
ZAR
2023-12-20
2372.83000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
65.51000000
0.000003481921
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
208540.03000000
USD
790500.00000000
ILS
2023-12-20
65.51000000
N
N
N
Asahi Group Holdings, Ltd.
353800KAJ02XNHLCJW79
ASAHI GROUP HOLDINGS LTD COMMON STOCK
N/A
2400.00000000
NS
89904.51000000
0.004778514335
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
6543.11000000
0.000347772819
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7750000.00000000
MXN
446420.76000000
USD
2023-12-20
6543.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-304.32000000
-0.00001617491
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
INR
179579.78000000
USD
2023-12-20
-304.32000000
N
N
N
YAKULT HONSHA CO.,LTD.
353800YJPSPGG7KI0S71
YAKULT HONSHA CO LTD COMMON STOCK
N/A
4200.00000000
NS
102252.30000000
0.005434811683
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3927.35000000
0.000208742567
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489376.00000000
SGD
363942.80000000
USD
2023-12-20
3927.35000000
N
N
N
BRK: BANK OF AMERICA
N/A
BRK: BANK OF AMERICA REF: HSCEI FUTURES SWAP OCT23
N/A
2392.00000000
NC
94389907.84000000
5.016917702336
N/A
DE
HK
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-11-02
93666921.12000000
HKD
0.00000000
HKD
2392.00000000
HKD
722986.72000000
N
N
N
Kirin Holdings Company, Limited
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD COMMON STOCK
497350108
4100.00000000
NS
57505.78000000
0.003056489536
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0 1/4% 03/22/2052
N/A
1200000.00000000
PA
1634506.54000000
0.086875652098
Long
DBT
USGA
GB
N
2
2052-03-22
Fixed
0.25000000
N
N
N
N
N
N
ASAHI INTECC CO., LTD.
353800J3AV2SCNIO8L39
ASAHI INTECC CO LTD COMMON STOCK
N/A
2900.00000000
NS
52237.90000000
0.002776496462
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
324.33000000
0.000017238462
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50500.00000000
SGD
37475.27000000
USD
2023-12-20
324.33000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028
9128283R9
7700000.00000000
PA
USD
8793938.82000000
0.467406615271
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
KONE Oyj
2138001CNF45JP5XZK38
KONE OYJ-B COMMON STOCK
N/A
1311.00000000
NS
55409.81000000
0.002945086641
Long
EC
FI
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-732.51000000
-0.00003893363
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
22437.41000000
USD
500000.00000000
CZK
2023-12-20
-732.51000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4176.32000000
0.000221975571
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
327000.00000000
PLN
78869.60000000
USD
2023-12-20
4176.32000000
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
2309.00000000
NS
175428.36000000
0.009324192224
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
0.93000000
0.000000049430
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4430.00000000
CNY
611.31000000
USD
2023-12-20
0.93000000
N
N
N
Galaxy Entertainment Group Limited
549300ZSEBV3HR826S10
GALAXY ENTERTAINMENT GROUP L COMMON STOCK
N/A
23000.00000000
NS
138466.65000000
0.007359640489
Long
EC
HK
N
1
N
N
N
N/A
N/A
NY HARB ULSD FUT DEC23 PHYSICAL COMMODITY FUTURE.
N/A
30.00000000
NC
USD
3978828.00000000
0.211478674834
N/A
DCO
US
N
1
NY HARB ULSD FUT DEC23
N/A
Long
Heating Oil
Heating Oil Future Dec 2023
2023-12-03
3976870.62000000
USD
1957.38000000
N
N
N
OMRON Corporation
549300ZHW0TR2QZ0NY83
OMRON CORP COMMON STOCK
N/A
1100.00000000
NS
49145.25000000
0.002612119032
Long
EC
JP
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
-8.00000000
NC
-1392071.01000000
-0.07398996198
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT DEC23
N/A
Short
S&P/TSE 60 IX FUT Dec 2023
N/A
N/A
2023-12-17
-1419275.79000000
CAD
27204.78000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6558.35000000
-0.00034858284
N/A
DFE
KR
N
2
KOREAN WON
N/A
380000.85000000
USD
500000000.00000000
KRW
2023-12-20
-6558.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-159.48000000
-0.00000847652
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13681.21000000
USD
2023-12-20
-159.48000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8503.87000000
-0.00045198916
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2133036.74000000
USD
177158481.00000000
INR
2023-12-20
-8503.87000000
N
N
N
QUEBECOR INC.
N/A
QUEBECOR INC -CL B COMMON STOCK
748193208
3150.00000000
NS
67822.86000000
0.003604852624
Long
EC
CA
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1495.29000000
-0.00007947615
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
44905.10000000
USD
1000000.00000000
CZK
2023-12-20
-1495.29000000
N
N
N
MONDI PLC
213800LOZA69QFDC9N34
MONDI PLC COMMON STOCK
N/A
5822.00000000
NS
97530.76000000
0.005183857125
Long
EC
GB
N
1
N
N
N
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
SINGAPORE EXCHANGE LTD COMMON STOCK
N/A
7100.00000000
NS
50718.00000000
0.002695712262
Long
EC
SG
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE (GOVT OF) 3.40% 07/25/2029 SERIES OATI
N/A
500000.00000000
PA
899260.96000000
0.047796616529
Long
DBT
USGA
FR
N
2
2029-07-25
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
S&P MID 400 EMINI DEC23 PHYSICAL INDEX FUTURE.
N/A
86.00000000
NC
USD
21675440.00000000
1.152071245013
N/A
DE
US
N
1
S&P MID 400 EMINI DEC23
N/A
Long
S&P MID 400 EMINI Dec 2023
N/A
N/A
2023-12-18
22393843.70000000
USD
-718403.70000000
N
N
N
WORLDLINE SA
549300CJMQNCA0U4TS33
WORLDLINE SA COMMON STOCK
N/A
1571.00000000
NS
44326.85000000
0.002356016268
Long
EC
FR
Y
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
12600.00000000
NS
386464.73000000
0.020540985679
Long
EC
JP
N
1
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND DEC23 FINANCIAL COMMODITY FUTURE.
N/A
119.00000000
NC
15416289.92000000
0.819391178293
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND DEC23
N/A
Long
Germany Govt. Bond Futures
EURO BUXL 30Y BND Dec 2023
2023-12-10
17244559.60000000
EUR
-1828269.68000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-600.10000000
-0.00003189591
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21052.89000000
USD
471156.00000000
CZK
2023-12-20
-600.10000000
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC COMMON STOCK
N/A
46411.00000000
NS
301022.89000000
0.015999666703
Long
EC
GB
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13732.07000000
-0.00072987321
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2084919.16000000
USD
15032192.00000000
CNY
2023-12-20
-13732.07000000
N
N
N
TOHO CO., LTD.
529900IYHHYWU4O3H185
TOHO CO LTD COMMON STOCK
N/A
4200.00000000
NS
143597.92000000
0.007632372605
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-23315.03000000
-0.00123921708
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
3700333.67000000
USD
1365466620.00000000
HUF
2023-12-20
-23315.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-560.94000000
-0.00002981452
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
25000000.00000000
INR
299245.89000000
USD
2023-12-20
-560.94000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13852.24000000
-0.00073626036
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
910517.33000000
USD
805754251.00000000
CLP
2023-12-20
-13852.24000000
N
N
N
FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED
N/A
FISHER & PAYKEL HEALTHCARE C COMMON STOCK
N/A
11240.00000000
NS
145741.60000000
0.007746311334
Long
EC
NZ
N
1
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
18300.00000000
NS
207312.11000000
0.011018845323
Long
EC
JP
N
1
N
N
N
argenx SE
7245009C5FZE6G9ODQ71
ARGENX SE COMMON STOCK
N/A
357.00000000
NS
174094.72000000
0.009253307929
Long
EC
BE
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-0.76000000
-0.00000004039
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
343.39000000
USD
1500.00000000
PLN
2023-12-20
-0.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1347.57000000
0.000071624688
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
187500001.00000000
KRW
141388.51000000
USD
2023-12-20
1347.57000000
N
N
N
SEVERN TRENT PLC
213800RPBXRETY4A4C59
SEVERN TRENT PLC COMMON STOCK
N/A
3984.00000000
NS
115002.56000000
0.006112500714
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
698.80000000
0.000037141916
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
94000.00000000
SGD
69851.05000000
USD
2023-12-20
698.80000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2044
N/A
500000.00000000
PA
735417.76000000
0.039088187107
Long
DBT
USGA
GB
N
2
2044-03-22
Fixed
0.12500000
N
N
N
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP COMMON STOCK
683715106
2952.00000000
NS
104084.20000000
0.005532178995
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-672.59000000
-0.00003574882
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
PHP
175893.55000000
USD
2023-12-20
-672.59000000
N
N
N
YASKAWA Electric Corporation
3538003K39GR98R0CK58
YASKAWA ELECTRIC CORP COMMON STOCK
N/A
1400.00000000
NS
50614.84000000
0.002690229205
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4476.44000000
0.000237927248
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
CLP
87938.46000000
USD
2023-12-20
4476.44000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
660.00000000
NC
75852068.84000000
4.031613078458
N/A
DIR
GB
N
1
LONG GILT FUTURE DEC23
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Dec 2023
2023-12-30
79098209.91000000
GBP
-3246141.07000000
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
CARL ZEISS MEDITEC AG - BR COMMON STOCK
N/A
837.00000000
NS
73392.91000000
0.003900906334
Long
EC
DE
N
1
N
N
N
SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY
635400CPLP8H5ITDVT56
SMURFIT KAPPA GROUP PLC COMMON STOCK
N/A
3889.00000000
NS
129947.63000000
0.006906846083
Long
EC
GB
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
82381055.01000000
PA
USD
0.01000000
0.000000000531
Long
STIV
US
N
2
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4490.00000000
-0.00023864797
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115772.70000000
USD
100000000.00000000
CLP
2023-12-20
-4490.00000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
38.00000000
NC
USD
3374400.00000000
0.179352724058
N/A
DCO
US
N
1
WTI CRUDE FUTURE DEC23
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Dec 2023
2023-11-23
2972744.16000000
USD
401655.84000000
N
N
N
TEVA PHARMACEUTICAL INDUSTRIES LIMITED
549300BAFGM4RC74ZJ94
TEVA PHARMACEUTICAL-SP ADR DEPOSITARY RECEIPT
881624209
19121.00000000
NS
USD
195034.20000000
0.010366262166
Long
EC
US
N
1
N
N
N
ENDEAVOUR GROUP LIMITED
254900JAN9FOLMWAD533
ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK
N/A
22375.00000000
NS
76102.99000000
0.004044949788
Long
EC
AU
N
1
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2046
N/A
1205000.00000000
PA
1448127.23000000
0.076969405963
Long
DBT
USGA
DE
N
2
2046-04-15
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
CORN FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
140.00000000
NC
USD
3337250.00000000
0.177378164522
N/A
DCO
US
N
1
CORN FUTURE DEC23
N/A
Long
Corn
Corn Future Dec 2023
2023-12-17
3563552.63000000
USD
-226302.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-17.03000000
-0.00000090516
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
786020.00000000
BRL
155477.41000000
USD
2023-12-20
-17.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
138510.53000000
0.007361972755
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3993740.00000000
GBP
5015018.96000000
USD
2023-12-20
138510.53000000
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
2074.00000000
NS
89996.81000000
0.004783420172
Long
EC
FR
N
1
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
584.00000000
NS
97600.24000000
0.005187550057
Long
EC
FR
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
23924.12000000
0.001271590828
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
940257.34000000
USD
18295906.00000000
ZAR
2023-12-20
23924.12000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
396.16000000
0.000021056298
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
193695.40000000
USD
735500.00000000
ILS
2023-12-20
396.16000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5392.05000000
-0.00028659283
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
969573.45000000
USD
18295905.00000000
ZAR
2023-12-20
-5392.05000000
N
N
N
LME ZINC FUTURE DEC23
N/A
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
81.00000000
NC
USD
5371818.75000000
0.285517521918
N/A
DCO
GB
N
1
LME ZINC FUTURE DEC23
N/A
Long
N/A
N/A
2023-12-21
5083952.83000000
USD
287865.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1602.30000000
0.000085163842
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
289000.00000000
GBP
354482.29000000
USD
2023-12-20
1602.30000000
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA COMMON STOCK
N/A
560.00000000
NS
21329.87000000
0.001133703855
Long
EC
NO
N
1
N
N
N
ACS, Actividades de Construccion y Servicios, S.A.
95980020140005558665
ACS ACTIVIDADES CONS Y SERV COMMON STOCK
N/A
1954.00000000
NS
70483.93000000
0.003746291147
Long
EC
ES
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3656.79000000
0.000194362034
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
338888.67000000
USD
6500000.00000000
ZAR
2023-12-20
3656.79000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031
91282CCM1
5000000.00000000
PA
USD
4841192.82000000
0.257314224739
Long
DBT
USGA
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
Aktiebolaget SKF
549300B6HWYEE57O8J84
SKF AB-B SHARES COMMON STOCK
N/A
7979.00000000
NS
133776.52000000
0.007110355404
Long
EC
SE
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-14.22000000
-0.00000075580
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
7719.62000000
USD
55924.00000000
CNY
2023-12-20
-14.22000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2508.31000000
-0.00013331917
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190115.97000000
USD
6000000.00000000
TWD
2023-12-20
-2508.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2397.20000000
0.000127413569
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
387500001.00000000
KRW
291815.14000000
USD
2023-12-20
2397.20000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT NOV23 PHYSICAL COMMODITY FUTURE.
N/A
20.00000000
NC
USD
2549000.00000000
0.135481891188
N/A
DCO
US
N
1
CATTLE FEEDER FUT NOV23
N/A
Long
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Nov 2023
2023-11-19
2521784.80000000
USD
27215.20000000
N
N
N
Brookfield Corporation
C6J3FGIWG6MBDGTE8F80
BROOKFIELD CORP COMMON STOCK
11271J107
1346.00000000
NS
42281.52000000
0.002247304939
Long
EC
CA
N
1
N
N
N
N/A
N/A
BRENT CRUDE FUTR JAN24 PHYSICAL COMMODITY FUTURE.
N/A
203.00000000
NC
USD
18343080.00000000
0.974952988865
N/A
DCO
GB
N
1
BRENT CRUDE FUTR JAN24
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jan 2024
2023-12-03
18298715.76000000
USD
44364.24000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
CHOCOLADEFABRIKEN LINDT-REG COMMON STOCK
N/A
1.00000000
NS
109750.77000000
0.005833362839
Long
EC
CH
N
1
N
N
N
N/A
N/A
COTTON NO.2 FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
51.00000000
NC
USD
2222325.00000000
0.118118789264
N/A
DCO
US
N
1
COTTON NO.2 FUTR DEC23
N/A
Long
Cotton
Cotton No. 2 Future Dec 2023
2023-12-09
2162186.97000000
USD
60138.03000000
N
N
N
SG HOLDINGS CO.,LTD.
N/A
SG HOLDINGS CO LTD COMMON STOCK
N/A
8000.00000000
NS
102663.76000000
0.005456681193
Long
EC
JP
N
1
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI POLIENNALI DEL TES 2.55% 09/15/2041
N/A
790000.00000000
PA
1095848.64000000
0.058245447706
Long
DBT
USGA
IT
N
2
2041-09-15
Fixed
2.55000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5593.21000000
0.000297284687
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
487499999.00000000
KRW
369699.65000000
USD
2023-12-20
5593.21000000
N
N
N
N/A
N/A
CORN FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
311.00000000
NC
USD
7413462.50000000
0.394032922618
N/A
DCO
US
N
1
CORN FUTURE DEC23
N/A
Long
Corn
Corn Future Dec 2023
2023-12-17
7547271.13000000
USD
-133808.63000000
N
N
N
M3, Inc.
3538001UOKRWIODYM055
M3 INC COMMON STOCK
N/A
1900.00000000
NS
34581.34000000
0.001838032696
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025
91282CAQ4
2000000.00000000
PA
USD
2232515.73000000
0.118660436723
Long
DBT
USGA
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-884.79000000
-0.00004702747
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000.00000000
ZAR
78164.16000000
USD
2023-12-20
-884.79000000
N
N
N
NIPPON STEEL CORPORATION
35380065QWQ4U2V3PA33
NIPPON STEEL CORP COMMON STOCK
N/A
4300.00000000
NS
100998.49000000
0.005368170432
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
14421.20000000
0.000766501157
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
503500.00000000
EUR
549577.12000000
USD
2023-12-20
14421.20000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
530.69000000
0.000028206702
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
694311.19000000
USD
5043000.00000000
CNY
2023-12-20
530.69000000
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
704.00000000
NC
USD
142708500.00000000
7.585099046155
N/A
DIR
US
N
1
US 2YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Dec 2023
2024-01-01
143412357.44000000
USD
-703857.44000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1429.24000000
-0.00007596553
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
189036.90000000
USD
6000000.00000000
TWD
2023-12-20
-1429.24000000
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD COMMON STOCK
67077M108
1332.00000000
NS
82639.17000000
0.004392354271
Long
EC
CA
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
GETINGE AB-B SHS COMMON STOCK
N/A
3429.00000000
NS
60820.70000000
0.003232680839
Long
EC
SE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 10/26/2023
912797FC6
250000000.00000000
PA
USD
249119445.00000000
13.24094685774
Long
DBT
UST
US
N
2
2023-10-26
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-617.92000000
-0.00003284306
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
408000.00000000
SGD
299532.28000000
USD
2023-12-20
-617.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-129.18000000
-0.00000686604
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
399000.00000000
EUR
423956.64000000
USD
2023-12-20
-129.18000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen
529900MUF4C20K50JS49
MUENCHENER RUECKVER AG-REG COMMON STOCK
N/A
274.00000000
NS
107074.99000000
0.005691142465
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-134.59000000
-0.00000715359
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13329.74000000
USD
2023-12-20
-134.59000000
N
N
N
Concordia Financial Group, Ltd.
N/A
CONCORDIA FINANCIAL GROUP LT COMMON STOCK
N/A
15100.00000000
NS
68960.63000000
0.003665326233
Long
EC
JP
N
1
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB-A SHS COMMON STOCK
N/A
1380.00000000
NS
18704.09000000
0.000994141030
Long
EC
SE
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
SCHINDLER HOLDING AG-REG COMMON STOCK
N/A
179.00000000
NS
34594.67000000
0.001838741199
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1432.52000000
-0.00007613986
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
501500.00000000
ILS
130908.63000000
USD
2023-12-20
-1432.52000000
N
N
N
GEA Group Aktiengesellschaft
549300PHUU0ZZWO8EO07
GEA GROUP AG COMMON STOCK
N/A
1568.00000000
NS
58037.80000000
0.003084766929
Long
EC
DE
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
18290.00000000
NS
115506.56000000
0.006139288816
Long
EC
NO
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2644.97000000
-0.00014058279
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
89786.90000000
USD
440500.00000000
BRL
2023-12-20
-2644.97000000
N
N
N
Enagas, S.A.
213800OU3FQKGM4M2U23
ENAGAS SA COMMON STOCK
N/A
5761.00000000
NS
95639.52000000
0.005083335834
Long
EC
ES
N
1
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
2051.00000000
NS
175063.17000000
0.009304782012
Long
EC
CA
N
1
N
N
N
Daiwa House REIT Investment Corporation
3538001FWU534P8JMO05
DAIWA HOUSE REIT INVESTMENT REIT
N/A
42.00000000
NS
74247.61000000
0.003946334491
Long
EC
JP
N
1
N
N
N
Meiji Holdings Co.,Ltd.
5299002D52YIP6DWMV49
MEIJI HOLDINGS CO LTD COMMON STOCK
N/A
4800.00000000
NS
119529.57000000
0.006353115808
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
286.28000000
0.000015216067
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
22062.00000000
PLN
5325.68000000
USD
2023-12-20
286.28000000
N
N
N
SARTORIUS STEDIM BIOTECH S.A.
52990006IVXY7GCSSR39
SARTORIUS STEDIM BIOTECH COMMON STOCK
N/A
137.00000000
NS
32781.02000000
0.001742343893
Long
EC
FR
N
1
N
N
N
WIX.COM LTD
5493008P6N29Q1AG9464
WIX.COM LTD COMMON STOCK
M98068105
1638.00000000
NS
USD
150368.40000000
0.007992230367
Long
EC
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC COMMON STOCK
N/A
17725.00000000
NS
139519.75000000
0.007415613804
Long
EC
GB
N
1
N
N
N
Japan Real Estate Investment Corporation
3538003YAIR3CBGJJ928
JAPAN REAL ESTATE INVESTMENT REIT
N/A
12.00000000
NS
46882.22000000
0.002491836731
Long
EC
JP
N
1
N
N
N
THALES SA
529900FNDVTQJOVVPZ19
THALES SA COMMON STOCK
N/A
220.00000000
NS
31002.32000000
0.001647804215
Long
EC
FR
N
1
N
N
N
ORIENTAL LAND CO.,LTD.
353800PIFKBZ6KTU5994
ORIENTAL LAND CO LTD COMMON STOCK
N/A
3000.00000000
NS
98689.90000000
0.005245466572
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4696.96000000
0.000249648106
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489376.00000000
SGD
364712.41000000
USD
2023-12-20
4696.96000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6281.11000000
-0.00033384725
N/A
DFE
KR
N
2
KOREAN WON
N/A
639161.68000000
USD
847360126.00000000
KRW
2023-12-20
-6281.11000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 01/18/2024
912797GD3
5000000.00000000
PA
USD
4920425.00000000
0.261525494095
Long
DBT
UST
US
N
2
2024-01-18
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
193.40000000
0.000010279402
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13657.73000000
USD
2023-12-20
193.40000000
N
N
N
KOEI TECMO HOLDINGS CO., LTD.
353800RQ25FIYLPYXP11
KOEI TECMO HOLDINGS CO LTD COMMON STOCK
N/A
6960.00000000
NS
99135.40000000
0.005269145341
Long
EC
JP
N
1
N
N
N
N/A
N/A
SOYBEAN OIL FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
126.00000000
NC
USD
4220748.00000000
0.224336964013
N/A
DCO
US
N
1
SOYBEAN OIL FUTR DEC23
N/A
Long
Soybean Oil
Soybean Oil Future Dec 2023
2023-12-17
4220925.12000000
USD
-177.12000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
938.92000000
0.000049904534
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
198295.93000000
USD
1446000.00000000
CNY
2023-12-20
938.92000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4489.42000000
-0.00023861714
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
115772.12000000
USD
100000000.00000000
CLP
2023-12-20
-4489.42000000
N
N
N
Sumitomo Metal Mining Co., Ltd.
353800CF81IXL9974H84
SUMITOMO METAL MINING CO LTD COMMON STOCK
N/A
1000.00000000
NS
29478.97000000
0.001566836644
Long
EC
JP
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1430.19000000
-0.00007601602
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
189037.85000000
USD
6000000.00000000
TWD
2023-12-20
-1430.19000000
N
N
N
SYSMEX CORPORATION
5299001ZO4CKWACMZI55
SYSMEX CORP COMMON STOCK
N/A
1000.00000000
NS
47800.30000000
0.002540633598
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1214.78000000
0.000064566768
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
630000.00000000
SGD
464682.00000000
USD
2023-12-20
1214.78000000
N
N
N
AMPOL LIMITED
5493009TD1CGVRZ27U11
AMPOL LTD COMMON STOCK
N/A
9426.00000000
NS
205623.23000000
0.010929079667
Long
EC
AU
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/14/2024
912797GX9
28640000.00000000
PA
USD
27947361.36000000
1.485430117997
Long
DBT
UST
US
N
2
2024-03-14
None
0.00000000
N
N
N
N
N
N
TAISEI CORPORATION
529900TF7XJKIOWMLQ79
TAISEI CORP COMMON STOCK
N/A
1900.00000000
NS
66985.42000000
0.003560341853
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
277.21000000
0.000014733987
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
424901.00000000
CNY
58821.53000000
USD
2023-12-20
277.21000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6268.27000000
-0.00033316479
N/A
DFE
KR
N
2
KOREAN WON
N/A
639148.84000000
USD
847360126.00000000
KRW
2023-12-20
-6268.27000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13728.98000000
-0.00072970897
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
537287.89000000
USD
12060844.00000000
CZK
2023-12-20
-13728.98000000
N
N
N
N/A
N/A
COPPER FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
49.00000000
NC
USD
4578437.50000000
0.243348517531
N/A
DCO
US
N
1
COPPER FUTURE DEC23
N/A
Long
Copper
COPPER FUTURE (Consolidated) Dec 2023
2023-12-30
4696351.18000000
USD
-117913.68000000
N
N
N
J SAINSBURY PLC
213800VGZAAJIKJ9Y484
SAINSBURY (J) PLC COMMON STOCK
N/A
54025.00000000
NS
166697.42000000
0.008860134059
Long
EC
GB
N
1
N
N
N
Iida Group Holdings Co.,Ltd.
35380051BV8PV1I4S949
IIDA GROUP HOLDINGS CO LTD COMMON STOCK
N/A
3400.00000000
NS
56653.38000000
0.003011183626
Long
EC
JP
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
SIKA AG-REG COMMON STOCK
N/A
195.00000000
NS
49687.91000000
0.002640961952
Long
EC
CH
N
1
N
N
N
Swedish Orphan Biovitrum AB (publ)
549300124Y3MQI87PT35
SWEDISH ORPHAN BIOVITRUM AB COMMON STOCK
N/A
5208.00000000
NS
107091.84000000
0.005692038059
Long
EC
SE
N
1
N
N
N
HALMA PUBLIC LIMITED COMPANY
2138007FRGLUR9KGBT40
HALMA PLC COMMON STOCK
N/A
5482.00000000
NS
129706.54000000
0.006894031910
Long
EC
GB
N
1
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
102.00000000
NC
99084737.80000000
5.266452595152
N/A
DIR
JP
N
1
JPN 10Y BOND(OSE) DEC23
N/A
Long
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Dec 2023
2023-12-16
101017526.59000000
JPY
-1932788.79000000
N
N
N
DIASORIN S.P.A.
8156002878BDF0EE4348
DIASORIN SPA COMMON STOCK
N/A
1085.00000000
NS
99274.44000000
0.005276535456
Long
EC
IT
N
1
N
N
N
ORIGIN ENERGY LIMITED
ZSN2LWNPYW6ISMRUC664
ORIGIN ENERGY LTD COMMON STOCK
N/A
9571.00000000
NS
54235.03000000
0.002882645913
Long
EC
AU
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028
N/A
2000000.00000000
PA
2414862.02000000
0.128352323824
Long
DBT
USGA
FR
N
2
2028-03-01
Fixed
0.10000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1237.26000000
0.000065761602
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
53933.11000000
USD
1046890.00000000
ZAR
2023-12-20
1237.26000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
374.21000000
0.000019889634
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
129855.21000000
USD
3000000.00000000
CZK
2023-12-20
374.21000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 07/25/2031
BN5634736
2500000.00000000
PA
2912190.54000000
0.154785830466
Long
DBT
USGA
FR
N
2
2031-07-25
Fixed
0.10000000
N
N
N
N
N
N
BRK: CITI
N/A
BRK: CITI REF: MSCI THAILAND NET INDEX USD END OF DAY UNHEDG
TSTHF1220
1094377.50000000
NC
USD
62655.03000000
0.003330177307
N/A
DE
US
N
2
BRK: CITI
N/A
Y
2023-12-20
0.00000000
USD
0.00000000
USD
-930.00000000
USD
62655.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-10-30
N/A
1.00000000
NC
USD
29230.14000000
0.001553611081
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
17120000.00000000
EUR
18176204.70000000
USD
2023-10-30
29230.14000000
N
N
N
Renesas Electronics Corporation
5299000EPC47VJQOFB81
RENESAS ELECTRONICS CORP COMMON STOCK
N/A
4800.00000000
NS
73515.83000000
0.003907439655
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
7026.25000000
0.000373452192
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
487499999.00000000
KRW
371132.69000000
USD
2023-12-20
7026.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
0.96000000
0.000000051024
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000.00000000
ILS
264.85000000
USD
2023-12-20
0.96000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
-150.00000000
NC
-20429640.77000000
-1.08585577395
N/A
DIR
DE
N
1
EURO-BUND FUTURE DEC23
N/A
Short
Germany Govt. Bond Futures
Euro-Bund Future Dec 2023
2023-12-10
-21273835.08000000
EUR
844194.31000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
727.76000000
0.000038681169
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
196926.32000000
USD
749000.00000000
ILS
2023-12-20
727.76000000
N
N
N
East Japan Railway Company
353800SENYJ2DSM6PS44
EAST JAPAN RAILWAY CO COMMON STOCK
N/A
1200.00000000
NS
68795.44000000
0.003656546220
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
251.82000000
0.000013384484
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10500.00000000
EUR
11411.97000000
USD
2023-12-20
251.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
12819.07000000
0.000681346350
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
921500.00000000
PLN
223307.94000000
USD
2023-12-20
12819.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
25.78000000
0.000001370232
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
23500.00000000
ILS
6227.21000000
USD
2023-12-20
25.78000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7522.52000000
-0.00039982943
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
273300.47000000
USD
1343500.00000000
BRL
2023-12-20
-7522.52000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028
N/A
100000.00000000
PA
120743.10000000
0.006417616138
Long
DBT
USGA
FR
N
2
2028-03-01
Fixed
0.10000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD.
529900YEXNDM894PWS93
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK
M2682V108
1176.00000000
NS
USD
192593.52000000
0.010236537591
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
317.62000000
0.000016881819
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
684966.00000000
BRL
135821.05000000
USD
2023-12-20
317.62000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
235.00000000
NC
22002746.25000000
1.169467898504
N/A
DE
GB
N
1
FTSE 100 IDX FUT DEC23
N/A
Long
FTSE 100 IDX FUT Dec 2023
N/A
N/A
2023-12-18
22254174.96000000
GBP
-251428.71000000
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
K72807140
4602.00000000
NS
420721.80000000
0.022361783102
Long
EC
DK
N
1
N
N
N
Constellation Software Inc.
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC COMMON STOCK
21037X100
100.00000000
NS
207401.63000000
0.011023603400
Long
EC
CA
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
23919.42000000
0.001271341019
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
940262.04000000
USD
18295906.00000000
ZAR
2023-12-20
23919.42000000
N
N
N
N/A
N/A
NATURAL GAS FUTR NOV23 PHYSICAL COMMODITY FUTURE.
N/A
-45.00000000
NC
USD
-1318050.00000000
-0.07005567151
N/A
DCO
US
N
1
NATURAL GAS FUTR NOV23
N/A
Short
Natural Gas
Natural Gas Future Nov 2023
2023-10-30
-1348754.75000000
USD
30704.75000000
N
N
N
SUMITOMO CORPORATION
V82KK8NH1P0JS71FJC05
SUMITOMO CORP COMMON STOCK
N/A
6500.00000000
NS
129978.22000000
0.006908471972
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1380.97000000
0.000073399932
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
60479.79000000
USD
1173844.00000000
ZAR
2023-12-20
1380.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-23.22000000
-0.00000123416
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75574.00000000
CNY
10389.63000000
USD
2023-12-20
-23.22000000
N
N
N
CORPORACION ACCIONA ENERGIAS RENOVABLES SA
254900UPX0OEHTKB9Y44
CORP ACCIONA ENERGIAS RENOVA COMMON STOCK
N/A
3758.00000000
NS
97082.30000000
0.005160021029
Long
EC
ES
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
18.93000000
0.000001006148
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
4087.43000000
USD
29803.00000000
CNY
2023-12-20
18.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-261.49000000
-0.00001389845
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
156500.00000000
SGD
114869.65000000
USD
2023-12-20
-261.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-129.99000000
-0.00000690909
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
13242784.00000000
CLP
14606.94000000
USD
2023-12-20
-129.99000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031
91282CBF7
11000000.00000000
PA
USD
11044389.93000000
0.587020335322
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
463.36000000
0.000024628045
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669736.00000000
ILS
441091.04000000
USD
2023-12-20
463.36000000
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
31563.00000000
NS
119233.02000000
0.006337353880
Long
EC
FI
N
1
N
N
N
GENMAB A/S
529900MTJPDPE4MHJ122
GENMAB A/S COMMON STOCK
N/A
210.00000000
NS
74778.51000000
0.003974552355
Long
EC
DK
N
1
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK
N/A
4318.00000000
NS
134292.77000000
0.007137794606
Long
EC
JP
N
1
N
N
N
LAND SECURITIES GROUP PLC
213800V8IAVKS37D6B88
LAND SECURITIES GROUP PLC REIT
N/A
4420.00000000
NS
31818.82000000
0.001691202004
Long
EC
GB
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6101.72000000
-0.00032431250
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
970182.36000000
USD
18293993.00000000
ZAR
2023-12-20
-6101.72000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
127.84000000
0.000006794823
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44597.10000000
USD
2023-12-20
127.84000000
N
N
N
Ferrari N.V.
549300RIVY5EX8RCON76
FERRARI NV COMMON STOCK
N3167Y103
832.00000000
NS
246382.15000000
0.013095456899
Long
EC
IT
N
1
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
938.88000000
0.000049902408
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
225347.33000000
USD
857500.00000000
ILS
2023-12-20
938.88000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-135.06000000
-0.00000717857
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
683568.00000000
BRL
135091.81000000
USD
2023-12-20
-135.06000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-SCHATZ FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
22.00000000
NC
2445479.67000000
0.129979682445
N/A
DIR
DE
N
1
EURO-SCHATZ FUT DEC23
N/A
Long
Germany Govt. Bond Futures
Euro-Schatz Future Dec 2023
2023-12-10
2461561.96000000
EUR
-16082.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
52969.78000000
0.002815396614
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2879000.00000000
GBP
3568338.28000000
USD
2023-12-20
52969.78000000
N
N
N
REF: TAIEX FUTURES OCT23
N/A
REF: TAIEX FUTURES OCT23 BRK: BANK OF AMERICA
N/A
656.00000000
NC
66521596.64000000
3.535689179150
N/A
DE
TW
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-10-21
68587605.12000000
TWD
0.00000000
TWD
656.00000000
TWD
-2066008.48000000
N
N
N
METRO INC.
549300KQ7DCG4IXSNW78
METRO INC/CN COMMON STOCK
59162N109
4352.00000000
NS
227063.67000000
0.012068660428
Long
EC
CA
N
1
N
N
N
KUBOTA CORPORATION
549300CSY4INHEHQQT13
KUBOTA CORP COMMON STOCK
N/A
3100.00000000
NS
45785.89000000
0.002433565699
Long
EC
JP
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT OCT23 PHYSICAL INDEX FUTURE.
N/A
36.00000000
NC
4111442.38000000
0.218527261339
N/A
DE
HK
N
1
HANG SENG IDX FUT OCT23
N/A
Long
HANG SENG IDX FUT Oct 2023
N/A
N/A
2023-11-02
4078286.61000000
HKD
33155.77000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT JAN24 PHYSICAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
1419275.00000000
0.075435881175
N/A
DCO
US
N
1
CATTLE FEEDER FUT JAN24
N/A
Long
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Jan 2024
2024-01-28
1372937.06000000
USD
46337.94000000
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
1537.00000000
NS
63513.47000000
0.003375804249
Long
EC
BE
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
1198.00000000
NS
41628.32000000
0.002212586708
Long
EC
AT
N
1
N
N
N
Canadien Pacifique Kansas City Limitee
N/A
CANADIAN PACIFIC KANSAS CITY COMMON STOCK
13646K108
1666.00000000
NS
124407.81000000
0.006612399128
Long
EC
CA
N
1
N
N
N
BANK LEUMI LE ISRAEL B.M.
7JDSZWRGUQY2DSTWCR57
BANK LEUMI LE-ISRAEL COMMON STOCK
N/A
7501.00000000
NS
62271.34000000
0.003309783801
Long
EC
IL
N
2
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
904.00000000
NS
97127.53000000
0.005162425049
Long
EC
FR
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030
N/A
3000000.00000000
PA
3748068.70000000
0.199213587987
Long
DBT
USGA
FR
N
2
2030-07-25
Fixed
0.70000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
129.92000000
0.000006905377
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
170822.00000000
ILS
45208.24000000
USD
2023-12-20
129.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
12817.95000000
0.000681286821
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
921500.00000000
PLN
223306.82000000
USD
2023-12-20
12817.95000000
N
N
N
Bandai Namco Holdings Inc.
N/A
BANDAI NAMCO HOLDINGS INC COMMON STOCK
N/A
4500.00000000
NS
91733.96000000
0.004875751426
Long
EC
JP
N
1
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA COMMON STOCK
N/A
892.00000000
NS
31297.58000000
0.001663497578
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1478.99000000
0.000078609792
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1114000.00000000
GBP
1361715.36000000
USD
2023-12-20
1478.99000000
N
N
N
SINGAPORE TELECOMMUNICATIONS LIMITED
2549003XJKIQO8YDYD89
SINGAPORE TELECOMMUNICATIONS COMMON STOCK
N/A
252100.00000000
NS
446979.27000000
0.023757393809
Long
EC
SG
N
1
N
N
N
N/A
N/A
HANG SENG IDX FUT OCT23 PHYSICAL INDEX FUTURE.
N/A
165.00000000
NC
18844110.91000000
1.001583281227
N/A
DE
HK
N
1
HANG SENG IDX FUT OCT23
N/A
Long
HANG SENG IDX FUT Oct 2023
N/A
N/A
2023-11-02
18791891.11000000
HKD
52219.80000000
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP COMMON STOCK
N/A
3400.00000000
NS
63636.79000000
0.003382358830
Long
EC
JP
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
135.05000000
0.000007178042
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
17403.95000000
USD
127294.00000000
CNY
2023-12-20
135.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5086.16000000
0.000270334474
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
115000000.00000000
HUF
314765.75000000
USD
2023-12-20
5086.16000000
N
N
N
HANG LUNG PROPERTIES LIMITED
529900CIVTNMXQT59E61
HANG LUNG PROPERTIES LTD COMMON STOCK
N/A
77000.00000000
NS
105395.28000000
0.005601864204
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-282.01000000
-0.00001498911
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
INR
179602.09000000
USD
2023-12-20
-282.01000000
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV COMMON STOCK
N/A
1957.00000000
NS
57849.51000000
0.003074759128
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3148.34000000
0.000167337409
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
784000.00000000
BRL
158243.18000000
USD
2023-12-20
3148.34000000
N
N
N
BRK: BANK OF AMERICA
N/A
BRK: BANK OF AMERICA FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX FUTURE
N/A
-48.00000000
NC
-315449.68000000
-0.01676646497
N/A
DE
ZA
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-12-24
0.00000000
ZAR
-322769.68000000
ZAR
-48.00000000
ZAR
7320.00000000
N
N
N
N/A
N/A
SOYBEAN FUTURE JAN24 PHYSICAL COMMODITY FUTURE.
N/A
15.00000000
NC
USD
970875.00000000
0.051602974149
N/A
DCO
US
N
1
SOYBEAN FUTURE JAN24
N/A
Long
Soybeans
Soybean Future Jan 2024
2024-01-15
1011586.28000000
USD
-40711.28000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031
91282CBF7
3000000.00000000
PA
USD
3012106.34000000
0.160096454846
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
COFFEE 'C' FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
60.00000000
NC
USD
3288375.00000000
0.174780409547
N/A
DCO
US
N
1
COFFEE 'C' FUTURE DEC23
N/A
Long
Coffee
Coffee C Future Dec 2023
2023-12-21
3582677.56000000
USD
-294302.56000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-136895.43000000
-0.00727612858
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5361549.36000000
USD
92050750.00000000
MXN
2023-12-20
-136895.43000000
N
N
N
INPEX CORPORATION
353800VHYYADPR6MXQ47
INPEX CORP COMMON STOCK
N/A
12100.00000000
NS
182929.13000000
0.009722865628
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-14449.86000000
-0.00076802446
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
283061.98000000
USD
1175958.00000000
PLN
2023-12-20
-14449.86000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7071.72000000
-0.00037586896
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2135094.62000000
USD
15444693.00000000
CNY
2023-12-20
-7071.72000000
N
N
N
JAPAN POST HOLDINGS Co.,Ltd.
5299003D9N4JBS256X18
JAPAN POST HOLDINGS CO LTD COMMON STOCK
N/A
13200.00000000
NS
105927.29000000
0.005630141066
Long
EC
JP
N
1
N
N
N
VINCI SA
213800WFQ334R8UXUG83
VINCI SA COMMON STOCK
N/A
720.00000000
NS
80056.75000000
0.004255096073
Long
EC
FR
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029
N/A
100000.00000000
PA
115841.27000000
0.006157078986
Long
DBT
USGA
FR
N
2
2029-03-01
Fixed
0.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
676.05000000
0.000035932731
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
HUF
41069.04000000
USD
2023-12-20
676.05000000
N
N
N
Akzo Nobel N.V.
724500XYIJUGXAA5QD70
AKZO NOBEL N.V. COMMON STOCK
N/A
725.00000000
NS
52564.82000000
0.002793872586
Long
EC
NL
N
1
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
397.12000000
0.000021107323
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
193694.44000000
USD
735500.00000000
ILS
2023-12-20
397.12000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-16323.74000000
-0.00086762305
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
912988.82000000
USD
805754250.00000000
CLP
2023-12-20
-16323.74000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
904.00000000
NC
76980414.20000000
4.091585759229
N/A
DIR
CA
N
1
CAN 10YR BOND FUT DEC23
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Dec 2023
2023-12-21
79185917.76000000
CAD
-2205503.56000000
N
N
N
VENTURE CORPORATION LIMITED
254900B1NLZC3J1MAE72
VENTURE CORP LTD COMMON STOCK
N/A
25300.00000000
NS
229292.26000000
0.012187112208
Long
EC
SG
N
1
N
N
N
GETLINK S.E.
9695007ZEQ7M0OE74G82
GETLINK SE COMMON STOCK
N/A
4624.00000000
NS
73973.43000000
0.003931761551
Long
EC
FR
N
1
N
N
N
N/A
N/A
ABIOMED INC - CVR CONTINGENT VALUE RIGHT
003CVR016
422.00000000
NS
USD
0.01000000
0.000000000531
Long
EC
US
N
2
N
N
N
OTSUKA CORPORATION
529900RG9DJ58J3UIE72
OTSUKA CORP COMMON STOCK
N/A
3100.00000000
NS
131540.96000000
0.006991533161
Long
EC
JP
N
1
N
N
N
Chubu Electric Power Company, Incorporated
529900A76GOP0PGNHT63
CHUBU ELECTRIC POWER CO INC COMMON STOCK
N/A
24700.00000000
NS
315650.19000000
0.016777122281
Long
EC
JP
N
1
N
N
N
UMICORE SA
529900F3AIQECS8ZSV61
UMICORE COMMON STOCK
N/A
2797.00000000
NS
66481.72000000
0.003533569695
Long
EC
BE
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
18.95000000
0.000001007211
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
4087.27000000
USD
29802.00000000
CNY
2023-12-20
18.95000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
136.00000000
NC
USD
10223120.00000000
0.543369019790
N/A
DCO
US
N
1
LIVE CATTLE FUTR DEC23
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Dec 2023
2024-01-01
10236766.80000000
USD
-13646.80000000
N
N
N
N/A
N/A
LOW SU GASOIL G DEC23 PHYSICAL COMMODITY FUTURE.
N/A
52.00000000
NC
USD
4819100.00000000
0.256139969331
N/A
DCO
GB
N
1
LOW SU GASOIL G DEC23
N/A
Long
Gasoil
GAS OIL FUT (ICE) Dec 2023
2023-12-15
4779387.91000000
USD
39712.09000000
N
N
N
OLYMPUS CORPORATION
5299000Y52IFDI1I2A21
OLYMPUS CORP COMMON STOCK
N/A
3600.00000000
NS
46838.00000000
0.002489486394
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-134.66000000
-0.00000715731
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13329.67000000
USD
2023-12-20
-134.66000000
N
N
N
XINYI GLASS HOLDINGS LIMITED
52990082YXVVZFK1QJ17
XINYI GLASS HOLDINGS LTD COMMON STOCK
N/A
30000.00000000
NS
38841.40000000
0.002064459132
Long
EC
HK
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5177.49000000
-0.00027518875
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
380392.82000000
USD
12000000.00000000
TWD
2023-12-20
-5177.49000000
N
N
N
SUNCORP GROUP LIMITED
549300BVOKRTHDIWVT46
SUNCORP GROUP LTD COMMON STOCK
N/A
7008.00000000
NS
63185.66000000
0.003358380821
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1973.41000000
0.000104888708
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
127000.00000000
EUR
136958.12000000
USD
2023-12-20
1973.41000000
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA COMMON STOCK
N/A
14314.00000000
NS
54838.18000000
0.002914703937
Long
EC
ES
N
1
N
N
N
N/A
N/A
GOLD 100 OZ FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
143.00000000
NC
USD
26685230.00000000
1.418346577950
N/A
DCO
US
N
1
GOLD 100 OZ FUTR DEC23
N/A
Long
Gold
GOLD 100 OZ FUTR Dec 2023
2023-12-30
28626807.81000000
USD
-1941577.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
476.93000000
0.000025349304
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97309.43000000
USD
2023-12-20
476.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
156.07000000
0.000008295276
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44625.33000000
USD
2023-12-20
156.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4476.00000000
0.000237903862
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
CLP
87938.02000000
USD
2023-12-20
4476.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-131.41000000
-0.00000698457
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
445000.00000000
ILS
117299.92000000
USD
2023-12-20
-131.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
121503.76000000
0.006458045975
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949769.00000000
EUR
9633960.20000000
USD
2023-12-20
121503.76000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2443.00000000
-0.00012984788
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
186890.55000000
USD
3500000.00000000
ZAR
2023-12-20
-2443.00000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
785.96000000
0.000041774557
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1667428.00000000
ILS
440804.58000000
USD
2023-12-20
785.96000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-61.74000000
-0.00000328154
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
13902.43000000
USD
500000.00000000
THB
2023-12-20
-61.74000000
N
N
N
N/A
N/A
IFSC NIFTY 50 FUT OCT23 PHYSICAL INDEX FUTURE.
N/A
394.00000000
NC
USD
15531874.00000000
0.825534587375
N/A
DE
IN
N
1
IFSC NIFTY 50 FUT OCT23
N/A
Long
NSE International Exchange Nifty 50 Index Future Oct 2023
N/A
N/A
2023-10-29
15601764.84000000
USD
-69890.84000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
373.56000000
0.000019855086
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
129855.86000000
USD
3000000.00000000
CZK
2023-12-20
373.56000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13847.69000000
-0.00073601852
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
910512.77000000
USD
805754250.00000000
CLP
2023-12-20
-13847.69000000
N
N
N
N/A
N/A
LOW SU GASOIL G NOV23 PHYSICAL COMMODITY FUTURE.
N/A
44.00000000
NC
USD
4251500.00000000
0.225971463470
N/A
DCO
GB
N
1
LOW SU GASOIL G NOV23
N/A
Long
Gasoil
GAS OIL FUT (ICE) Nov 2023
2023-11-13
3949040.99000000
USD
302459.01000000
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP PLC COMMON STOCK
N/A
2390.00000000
NS
69340.05000000
0.003685492785
Long
EC
GB
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1816.67000000
-0.00009655782
N/A
DFE
KR
N
2
KOREAN WON
N/A
188537.92000000
USD
250000000.00000000
KRW
2023-12-20
-1816.67000000
N
N
N
PHOENIX GROUP HOLDINGS PLC
2138001P49OLAEU33T68
PHOENIX GROUP HOLDINGS PLC COMMON STOCK
N/A
7887.00000000
NS
46419.03000000
0.002467217721
Long
EC
GB
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
192.03000000
0.000010206585
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
201486.41000000
USD
1463735.00000000
CNY
2023-12-20
192.03000000
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
153.00000000
NC
148627106.72000000
7.899678893791
N/A
DIR
JP
N
1
JPN 10Y BOND(OSE) DEC23
N/A
Long
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Dec 2023
2023-12-16
151301081.28000000
JPY
-2673974.56000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC COMMON STOCK
N/A
6499.00000000
NS
127711.34000000
0.006787985040
Long
EC
GB
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
70.42000000
0.000003742893
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
24681.55000000
USD
179644.00000000
CNY
2023-12-20
70.42000000
N
N
N
WASHINGTON H. SOUL PATTINSON AND COMPANY LIMITED
549300G2Q3P6ZVNC1465
WASHINGTON H. SOUL PATTINSON COMMON STOCK
N/A
10657.00000000
NS
224154.45000000
0.011914032485
Long
EC
AU
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-20396.13000000
-0.00108407464
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
4269461.90000000
USD
354316965.00000000
INR
2023-12-20
-20396.13000000
N
N
N
BRAMBLES LIMITED
N/A
BRAMBLES LTD COMMON STOCK
N/A
4589.00000000
NS
42412.04000000
0.002254242208
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5541.19000000
0.000294519772
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7750000.00000000
MXN
445418.84000000
USD
2023-12-20
5541.19000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2957.26000000
-0.00015718131
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
176596.49000000
USD
4000000.00000000
CZK
2023-12-20
-2957.26000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-618.76000000
-0.00003288771
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40965.63000000
USD
624999999.00000000
IDR
2023-12-20
-618.76000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-25116.52000000
-0.00133496807
N/A
DFE
KR
N
2
KOREAN WON
N/A
1290877.65000000
USD
1694720249.00000000
KRW
2023-12-20
-25116.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-976.64000000
-0.00005190938
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
200000000.00000000
KRW
148400.36000000
USD
2023-12-20
-976.64000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10309.62000000
-0.00054796658
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2134842.49000000
USD
177158481.00000000
INR
2023-12-20
-10309.62000000
N
N
N
Sharp Corporation
353800YEPK9PD7QO3449
SHARP CORP COMMON STOCK
N/A
4700.00000000
NS
29354.33000000
0.001560211903
Long
EC
JP
N
1
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
894.00000000
NS
96574.48000000
0.005133029890
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-30.77000000
-0.00000163545
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
158067.13000000
USD
2023-12-20
-30.77000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13742.49000000
-0.00073042704
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2084929.86000000
USD
15032194.00000000
CNY
2023-12-20
-13742.49000000
N
N
N
RENAULT SA
969500F7JLTX36OUI695
RENAULT SA COMMON STOCK
N/A
1557.00000000
NS
64084.42000000
0.003406150811
Long
EC
FR
N
1
N
N
N
United States of America
N/A
US LONG BOND(CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
338.00000000
NC
USD
38458062.50000000
2.044084362078
N/A
DIR
US
N
1
US LONG BOND(CBT) DEC23
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Dec 2023
2023-12-22
40725009.52000000
USD
-2266947.02000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
6379.46000000
0.000339074658
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
283466.70000000
USD
5500000.00000000
ZAR
2023-12-20
6379.46000000
N
N
N
HAKUHODO DY HOLDINGS INCORPORATED
N/A
HAKUHODO DY HOLDINGS INC COMMON STOCK
N/A
5800.00000000
NS
47787.57000000
0.002539956986
Long
EC
JP
N
1
N
N
N
Grifols, S.A.
959800HSSNXWRKBK4N60
GRIFOLS SA COMMON STOCK
N/A
12839.00000000
NS
167129.53000000
0.008883101136
Long
EC
ES
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
SCOUT24 SE COMMON STOCK
N/A
3632.00000000
NS
252487.66000000
0.013419970842
Long
EC
DE
Y
1
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N/A
3375.00000000
NS
136749.48000000
0.007268371192
Long
EC
DE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
2000000.00000000
PA
USD
2129066.07000000
0.113161984161
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1072.82000000
0.000057021452
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
1437999.94000000
USD
120000000.00000000
INR
2023-12-20
1072.82000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032
N/A
4400000.00000000
PA
9818143.94000000
0.521844138466
Long
DBT
USGA
GB
N
2
2032-11-22
Fixed
1.25000000
N
N
N
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV COMMON STOCK
N/A
1761.00000000
NS
155607.73000000
0.008270705980
Long
EC
NL
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8764.39000000
-0.00046583606
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2197541.57000000
USD
182515623.00000000
INR
2023-12-20
-8764.39000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1744.56000000
-0.00009272510
N/A
DFE
KR
N
2
KOREAN WON
N/A
337842.81000000
USD
449999999.00000000
KRW
2023-12-20
-1744.56000000
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA COMMON STOCK
780087102
1147.00000000
NS
100701.85000000
0.005352403720
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-671.71000000
-0.00003570205
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
PHP
175894.43000000
USD
2023-12-20
-671.71000000
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC COMMON STOCK
N/A
2888.00000000
NS
106947.30000000
0.005684355614
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-3320.29000000
-0.00017647672
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
300000000.00000000
CLP
330527.81000000
USD
2023-12-20
-3320.29000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 11/24/2023
912797FL6
80000000.00000000
PA
USD
79374747.20000000
4.218846945175
Long
DBT
UST
US
N
2
2023-11-24
None
0.00000000
N
N
N
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
940.00000000
0.000049961937
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
225346.21000000
USD
857500.00000000
ILS
2023-12-20
940.00000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-148.40000000
-0.00000788760
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
46572.37000000
USD
191666668.00000000
COP
2023-12-20
-148.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
33770.18000000
0.001794918733
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1071000.00000000
GBP
1341501.91000000
USD
2023-12-20
33770.18000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2644.52000000
-0.00014055887
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
89786.45000000
USD
440500.00000000
BRL
2023-12-20
-2644.52000000
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
15926.00000000
NS
88049.77000000
0.004679933055
Long
EC
IL
N
2
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND DEC23 FINANCIAL COMMODITY FUTURE.
N/A
60.00000000
NC
7772919.28000000
0.413138408830
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND DEC23
N/A
Long
Germany Govt. Bond Futures
EURO BUXL 30Y BND Dec 2023
2023-12-10
8607598.35000000
EUR
-834679.07000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
38.00000000
NC
USD
1090980.00000000
0.057986674636
N/A
DCO
US
N
1
LEAN HOGS FUTURE DEC23
N/A
Long
Hogs
LEAN HOGS FUTURE(Consolidated) Dec 2023
2023-12-17
1169108.40000000
USD
-78128.40000000
N
N
N
ASM International N.V.
7245001I22ND6ZFHX623
ASM INTERNATIONAL NV COMMON STOCK
N/A
322.00000000
NS
135514.71000000
0.007202741935
Long
EC
NL
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
TELEFONICA DEUTSCHLAND HOLDI COMMON STOCK
N/A
49295.00000000
NS
88463.89000000
0.004701943946
Long
EC
DE
N
1
N
N
N
Continental Aktiengesellschaft
529900A7YD9C0LLXM621
CONTINENTAL AG COMMON STOCK
N/A
779.00000000
NS
55061.40000000
0.002926568302
Long
EC
DE
N
1
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-494.33000000
-0.00002627413
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40841.20000000
USD
624999999.00000000
IDR
2023-12-20
-494.33000000
N
N
N
SMITHS GROUP PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC COMMON STOCK
N/A
3056.00000000
NS
60407.57000000
0.003210722567
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
323.43000000
0.000017190626
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
14164.12000000
USD
2023-12-20
323.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-397.39000000
-0.00002112167
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
INR
239448.07000000
USD
2023-12-20
-397.39000000
N
N
N
N/A
N/A
EURO STOXX 50 DEC23 PHYSICAL INDEX FUTURE.
N/A
788.00000000
NC
35073763.12000000
1.864205476104
N/A
DE
DE
N
1
EURO STOXX 50 DEC23
N/A
Long
DJ EURO STOXX 50 FUTR Dec 2023
N/A
N/A
2023-12-18
36195330.60000000
EUR
-1121567.48000000
N
N
N
INTERCONTINENTAL HOTELS GROUP PLC
2138007ZFQYRUSLU3J98
INTERCONTINENTAL HOTELS GROU COMMON STOCK
N/A
861.00000000
NS
63831.49000000
0.003392707329
Long
EC
GB
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT GROUP AG COMMON STOCK
N/A
332.00000000
NS
119400.96000000
0.006346280059
Long
EC
CH
Y
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
120.77000000
0.000006419045
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
59840.60000000
USD
5000000.00000000
INR
2023-12-20
120.77000000
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
1857.00000000
NS
112395.20000000
0.005973916930
Long
EC
CA
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-56.98000000
-0.00000302854
N/A
DFE
XX
N
2
EURO
N/A
132915.95000000
USD
125000.00000000
EUR
2023-12-20
-56.98000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF; MSCI INTERNATIONAL ITALY NET INDEX EUR REAL T
N/A
7385.00000000
NC
-6802.41000000
-0.00036155487
N/A
DE
XX
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
EUR
0.00000000
EUR
-1097337.15000000
EUR
-6802.41000000
N
N
N
COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
MICHELIN (CGDE) COMMON STOCK
N/A
1899.00000000
NS
58447.16000000
0.003106524822
Long
EC
FR
N
1
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.5% 04/15/2030
N/A
27300000.00000000
PA
36010090.87000000
1.913972229474
Long
DBT
USGA
DE
N
2
2030-04-15
Fixed
0.50000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
465.56000000
0.000024744978
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669736.00000000
ILS
441093.24000000
USD
2023-12-20
465.56000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3237.55000000
-0.00017207901
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
141644.48000000
USD
5000000.00000000
THB
2023-12-20
-3237.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
127.62000000
0.000006783130
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44596.88000000
USD
2023-12-20
127.62000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2845.30000000
-0.00015123053
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190452.96000000
USD
6000000.00000000
TWD
2023-12-20
-2845.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
187533.32000000
0.009967582916
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5956502.00000000
EUR
6518530.89000000
USD
2023-12-20
187533.32000000
N
N
N
Amadeus IT Group, S.A.
9598004A3FTY3TEHHN09
AMADEUS IT GROUP SA COMMON STOCK
N/A
1707.00000000
NS
103521.36000000
0.005502263488
Long
EC
ES
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1324.28000000
-0.00007038680
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
28753.11000000
USD
24647887.00000000
CLP
2023-12-20
-1324.28000000
N
N
N
N/A
N/A
NY HARB ULSD FUT DEC23 PHYSICAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
3580945.20000000
0.190330807351
N/A
DCO
US
N
1
NY HARB ULSD FUT DEC23
N/A
Long
Heating Oil
Heating Oil Future Dec 2023
2023-12-03
3132968.15000000
USD
447977.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
193.33000000
0.000010275682
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13657.66000000
USD
2023-12-20
193.33000000
N
N
N
Shionogi & Co., Ltd.
35380049VXDTHZI3DY35
SHIONOGI & CO LTD COMMON STOCK
N/A
1600.00000000
NS
71687.72000000
0.003810273786
Long
EC
JP
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6937.82000000
-0.00036875204
N/A
DFE
KR
N
2
KOREAN WON
N/A
492413.07000000
USD
650000000.00000000
KRW
2023-12-20
-6937.82000000
N
N
N
TEMENOS AG
5067007NW6550481FH64
TEMENOS AG - REG COMMON STOCK
N/A
2087.00000000
NS
146966.05000000
0.007811392073
Long
EC
CH
N
1
N
N
N
Indutrade Aktiebolag
549300FISLQ6CEFP1867
INDUTRADE AB COMMON STOCK
N/A
8779.00000000
NS
163795.15000000
0.008705875515
Long
EC
SE
N
1
N
N
N
COMPUTERSHARE LIMITED
N/A
COMPUTERSHARE LTD COMMON STOCK
N/A
8847.00000000
NS
148227.49000000
0.007878438866
Long
EC
AU
N
1
N
N
N
SANTOS LIMITED
5299000RK70B5O2M7077
SANTOS LTD COMMON STOCK
N/A
43557.00000000
NS
222081.86000000
0.011803872260
Long
EC
AU
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-374.06000000
-0.00001988166
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
62335.58000000
USD
1175756.00000000
ZAR
2023-12-20
-374.06000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4072.63000000
-0.00021646434
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
156006.95000000
USD
3500000.00000000
CZK
2023-12-20
-4072.63000000
N
N
N
Franco-Nevada Corporation
N/A
FRANCO-NEVADA CORP COMMON STOCK
351858105
892.00000000
NS
119634.88000000
0.006358713140
Long
EC
CA
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5873.58000000
-0.00031218663
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
258207.02000000
USD
93704418.00000000
HUF
2023-12-20
-5873.58000000
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
GEBERIT AG-REG COMMON STOCK
N/A
215.00000000
NS
107876.04000000
0.005733719071
Long
EC
CH
N
1
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI HOLDINGS INC COMMON STOCK
N/A
2400.00000000
NS
50629.59000000
0.002691013182
Long
EC
JP
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-404.23000000
-0.00002148522
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
43814.04000000
USD
1000000.00000000
CZK
2023-12-20
-404.23000000
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
LEGRAND SA COMMON STOCK
N/A
1748.00000000
NS
161565.68000000
0.008587376962
Long
EC
FR
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031
91282CCM1
14000000.00000000
PA
USD
13555339.88000000
0.720479828420
Long
DBT
USGA
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB - A SHARES COMMON STOCK
N/A
3925.00000000
NS
72725.33000000
0.003865423791
Long
EC
SE
N
1
N
N
N
N/A
N/A
LEAN HOGS FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
39.00000000
NC
USD
1119690.00000000
0.059512639758
N/A
DCO
US
N
1
LEAN HOGS FUTURE DEC23
N/A
Long
Hogs
LEAN HOGS FUTURE(Consolidated) Dec 2023
2023-12-17
1181751.09000000
USD
-62061.09000000
N
N
N
N/A
N/A
NY HARB ULSD FUT NOV23 PHYSICAL COMMODITY FUTURE.
N/A
30.00000000
NC
USD
4158756.00000000
0.221042027411
N/A
DCO
US
N
1
NY HARB ULSD FUT NOV23
N/A
Long
Heating Oil
Heating Oil Future Nov 2023
2023-11-03
3905381.36000000
USD
253374.64000000
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
6251.00000000
NS
107778.15000000
0.005728516120
Long
EC
FR
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1023.98000000
0.000054425557
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
84113.63000000
USD
1500000.00000000
MXN
2023-12-20
1023.98000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
0.25000000
0.000000013287
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
68.64000000
USD
500.00000000
CNY
2023-12-20
0.25000000
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
HANKYU HANSHIN HOLDINGS INC COMMON STOCK
N/A
3600.00000000
NS
123059.81000000
0.006540751584
Long
EC
JP
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK
N/A
7194.00000000
NS
64601.78000000
0.003433649010
Long
EC
SE
N
1
N
N
N
N/A
N/A
SET50 FUTURES DEC23 PHYSICAL INDEX FUTURE.
N/A
-186.00000000
NC
-921099.08000000
-0.04895733437
N/A
DE
TH
N
1
SET50 FUTURES DEC23
N/A
Short
SET50 FUTURES Dec 2023
N/A
N/A
2023-12-31
-938580.57000000
THB
17481.49000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3581.08000000
0.000190337972
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
154516.82000000
USD
3000000.00000000
ZAR
2023-12-20
3581.08000000
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
347.00000000
NS
82919.08000000
0.004407231766
Long
EC
DE
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46
912810RR1
900000.00000000
PA
USD
880893.03000000
0.046820342737
Long
DBT
USGA
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP COMMON STOCK
N/A
6982.00000000
NS
77196.47000000
0.004103069340
Long
EC
SE
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10320.30000000
-0.00054853423
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2134853.19000000
USD
177158483.00000000
INR
2023-12-20
-10320.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1587.93000000
-0.00008440006
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
109694.77000000
USD
2023-12-20
-1587.93000000
N
N
N
AUST 10Y BOND FUT DEC23
N/A
AUST 10Y BOND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
1415.00000000
NC
102257916.59000000
5.435110211295
Long
AU
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10.54000000
-0.00000056021
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
26360.19000000
USD
500000.00000000
ZAR
2023-12-20
-10.54000000
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB GLOBAL INC COMMON STOCK
74935Q107
2228.00000000
NS
140139.88000000
0.007448574332
Long
EC
CA
N
1
N
N
N
GLENCORE PLC
2138002658CPO9NBH955
GLENCORE PLC COMMON STOCK
G39420107
20900.00000000
NS
119869.52000000
0.006371184490
Long
EC
GB
N
1
N
N
N
KIKKOMAN CORPORATION
529900T9K5UH9HXOND47
KIKKOMAN CORP COMMON STOCK
N/A
900.00000000
NS
47308.43000000
0.002514490217
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2068
N/A
500000.00000000
PA
567137.68000000
0.030143933091
Long
DBT
USGA
GB
N
2
2068-03-22
Fixed
0.12500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC COMMON STOCK
N/A
1035.00000000
NS
140248.63000000
0.007454354503
Long
EC
GB
N
1
N
N
N
Cellnex Telecom S.A.
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA COMMON STOCK
N/A
4726.00000000
NS
164970.43000000
0.008768342819
Long
EC
ES
Y
1
N
N
N
THE HONG KONG AND CHINA GAS COMPANY LIMITED
254900P7BETXGC7YU827
HONG KONG & CHINA GAS COMMON STOCK
N/A
595999.00000000
NS
415502.66000000
0.022084380608
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
7.66000000
0.000000407136
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
11047.00000000
CNY
1529.75000000
USD
2023-12-20
7.66000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5524.24000000
-0.00029361886
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
143931.17000000
USD
5000000.00000000
THB
2023-12-20
-5524.24000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
BUONI POLIENNALI DEL TES 2.35% 09/15/2024
N/A
1000000.00000000
PA
1319688.16000000
0.070142741347
Long
DBT
USGA
IT
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
HARGREAVES LANSDOWN PLC
2138008ZCE93ZDSESG90
HARGREAVES LANSDOWN PLC COMMON STOCK
N/A
4638.00000000
NS
43770.32000000
0.002326436144
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1774.15000000
-0.00009429784
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4500000.00000000
ZAR
235372.70000000
USD
2023-12-20
-1774.15000000
N
N
N
Odakyu Electric Railway Co.,Ltd.
N/A
ODAKYU ELECTRIC RAILWAY CO COMMON STOCK
N/A
3500.00000000
NS
52409.11000000
0.002785596444
Long
EC
JP
N
1
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP COMMON STOCK
56501R106
3345.00000000
NS
61407.47000000
0.003263868249
Long
EC
CA
N
1
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
600.00000000
NS
61225.40000000
0.003254191047
Long
EC
DE
N
1
N
N
N
INSURANCE AUSTRALIA GROUP LIMITED
549300PFEWKNHRG25N08
INSURANCE AUSTRALIA GROUP COMMON STOCK
N/A
20132.00000000
NS
73801.18000000
0.003922606292
Long
EC
AU
N
1
N
N
N
HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY
549300BNS685UXH4JI75
HIKMA PHARMACEUTICALS PLC COMMON STOCK
N/A
6315.00000000
NS
160938.85000000
0.008554060323
Long
EC
GB
N
1
N
N
N
Adyen N.V.
724500973ODKK3IFQ447
ADYEN NV COMMON STOCK
N/A
65.00000000
NS
48565.39000000
0.002581298895
Long
EC
NL
Y
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt Inflation Linked .125000% 03/22/2046
N/A
1000000.00000000
PA
1334574.26000000
0.070933952403
Long
DBT
USGA
GB
N
2
2046-03-22
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
277.51000000
0.000014749933
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
424901.00000000
CNY
58821.83000000
USD
2023-12-20
277.51000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UKTI 0.750 11/22/33 .75
N/A
400000.00000000
PA
495123.70000000
0.026316318261
Long
DBT
USGA
GB
N
2
2033-11-22
Fixed
0.75000000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
59203.07000000
0.003146702192
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5165450.92000000
USD
92050751.00000000
MXN
2023-12-20
59203.07000000
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC COMMON STOCK
867224107
5194.00000000
NS
179446.55000000
0.009537763029
Long
EC
CA
N
1
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG COMMON STOCK
N/A
5753.00000000
NS
276043.62000000
0.014671993600
Long
EC
AT
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE COMMON STOCK
N/A
313.00000000
NS
68895.72000000
0.003661876202
Long
EC
DE
N
1
N
N
N
EDENRED SE
9695006LOD5B2D7Y0N70
EDENRED COMMON STOCK
N/A
1730.00000000
NS
108579.48000000
0.005771107608
Long
EC
FR
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4294.48000000
-0.00022825589
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
235650.87000000
USD
1169500.00000000
BRL
2023-12-20
-4294.48000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
394.23000000
0.000020953717
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
87888.84000000
USD
5000000.00000000
PHP
2023-12-20
394.23000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-415.70000000
-0.00002209486
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157682.20000000
USD
2023-12-20
-415.70000000
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1157.28000000
0.000061510585
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
203489.90000000
USD
775500.00000000
ILS
2023-12-20
1157.28000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-688.75000000
-0.00003660774
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
24909.95000000
USD
100000000.00000000
COP
2023-12-20
-688.75000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL SWITZERLAND NET INDEX CHF
N/A
443956.44000000
NC
2215.69000000
0.000117766132
N/A
DE
CH
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
CHF
0.00000000
CHF
-127.00000000
CHF
2215.69000000
N
N
N
NTT DATA GROUP CORPORATION
353800SZGJGSLJRRWB43
NTT DATA GROUP CORP COMMON STOCK
N/A
5300.00000000
NS
71193.50000000
0.003784005500
Long
EC
JP
N
1
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D HOLDINGS INC COMMON STOCK
N/A
4600.00000000
NS
76078.41000000
0.004043643336
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4481.99000000
0.000238222236
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1330020.00000000
BRL
267593.26000000
USD
2023-12-20
4481.99000000
N
N
N
FINECOBANK BANCA FINECO S.P.A.
549300L7YCATGO57ZE10
FINECOBANK SPA COMMON STOCK
N/A
4628.00000000
NS
56422.29000000
0.002998900962
Long
EC
IT
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU AERO ENGINES AG COMMON STOCK
N/A
221.00000000
NS
40186.71000000
0.002135963700
Long
EC
DE
N
1
N
N
N
N/A
N/A
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE.
N/A
220.00000000
NC
USD
19784600.00000000
1.051571213968
N/A
DE
US
N
1
E-MINI RUSS 2000 DEC23
N/A
Long
Russell 2000 E-mini Composite Index Futures Dec 2023
N/A
N/A
2023-12-18
20608424.95000000
USD
-823824.95000000
N
N
N
BOLLORE SE
969500LEKCHH6VV86P94
BOLLORE SE COMMON STOCK
N/A
21575.00000000
NS
116268.49000000
0.006179786155
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
145408.02000000
0.007728581225
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8960054.00000000
EUR
9668796.10000000
USD
2023-12-20
145408.02000000
N
N
N
FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY
635400EG4YIJLJMZJ782
FLUTTER ENTERTAINMENT PLC-DI COMMON STOCK
N/A
818.00000000
NS
134152.31000000
0.007130329017
Long
EC
IE
N
1
N
N
N
N/A
N/A
LME PRI ALUM FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
57.00000000
NC
USD
3352312.50000000
0.178178751413
N/A
DCO
GB
N
1
LME PRI ALUM FUTR DEC23
N/A
Long
Aluminum
Aluminium High Grade Composite Commodity Future Dec 2023
2023-12-21
3194027.15000000
USD
158285.35000000
N
N
N
N/A
N/A
SILVER FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
75.00000000
NC
USD
8418750.00000000
0.447464955449
N/A
DCO
US
N
1
SILVER FUTURE DEC23
N/A
Long
Silver
SILVER FUTURE Dec 2023
2023-12-30
8875889.66000000
USD
-457139.66000000
N
N
N
Bachem Holding AG
506700S81111XI7TG884
BACHEM HOLDING AG COMMON STOCK
N/A
1569.00000000
NS
116628.77000000
0.006198935396
Long
EC
CH
N
1
N
N
N
Vicinity Centres
N/A
VICINITY CENTRES REIT
N/A
121603.00000000
NS
133027.69000000
0.007070554343
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
745.49000000
0.000039623536
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2000000000.00000000
IDR
129855.49000000
USD
2023-12-20
745.49000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-675.90000000
-0.00003592475
N/A
DFE
KR
N
2
KOREAN WON
N/A
75364.40000000
USD
100000000.00000000
KRW
2023-12-20
-675.90000000
N
N
N
TECHTRONIC INDUSTRIES COMPANY LIMITED
549300HZW2SBE758OK89
TECHTRONIC INDUSTRIES CO LTD COMMON STOCK
N/A
4001.00000000
NS
38825.56000000
0.002063617220
Long
EC
HK
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045
912810RL4
750000.00000000
PA
USD
707232.65000000
0.037590120412
Long
DBT
USGA
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
NUVEI CORPORATION
N/A
NUVEI CORP-SUBORDINATE VTG COMMON STOCK
67079A102
1571.00000000
NS
23669.58000000
0.001258061774
Long
EC
CA
Y
1
N
N
N
SWIRE PROPERTIES LIMITED
5299001L12PHYVQ92465
SWIRE PROPERTIES LTD COMMON STOCK
N/A
18400.00000000
NS
38388.89000000
0.002040407774
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-347.54000000
-0.00001847209
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
135000.00000000
EUR
143140.14000000
USD
2023-12-20
-347.54000000
N
N
N
CSL LIMITED
529900ECSECK5ZDQTE14
CSL LTD COMMON STOCK
N/A
892.00000000
NS
144384.45000000
0.007674177459
Long
EC
AU
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32
91282CDX6
21400000.00000000
PA
USD
19768210.50000000
1.050700095703
Long
DBT
USGA
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2398.83000000
0.000127500205
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
253000.00000000
EUR
271305.38000000
USD
2023-12-20
2398.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3136.06000000
0.000166684715
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
113000.00000000
EUR
123240.57000000
USD
2023-12-20
3136.06000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-901.84000000
-0.00004793369
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
47291.81000000
USD
234500.00000000
BRL
2023-12-20
-901.84000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-9642.11000000
-0.00051248775
N/A
DFE
XX
N
2
EURO
N/A
386961.57000000
USD
355000.00000000
EUR
2023-12-20
-9642.11000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026
91282CCA7
2000000.00000000
PA
USD
2177794.70000000
0.115751959425
Long
DBT
USGA
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Japan
N/A
10YR MINI JGB FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
736.00000000
NC
71516166.86000000
3.801155565607
N/A
DIR
SG
N
1
10YR MINI JGB FUT DEC23
N/A
Long
Japan Govt. Bond Futures
10YR MINI JGB FUT Dec 2023
2023-12-15
72775373.89000000
JPY
-1259207.03000000
N
N
N
N/A
N/A
LOW SU GASOIL G DEC23 PHYSICAL COMMODITY FUTURE.
N/A
40.00000000
NC
USD
3707000.00000000
0.197030745639
N/A
DCO
GB
N
1
LOW SU GASOIL G DEC23
N/A
Long
Gasoil
GAS OIL FUT (ICE) Dec 2023
2023-12-15
3168224.20000000
USD
538775.80000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-593.15000000
-0.00003152651
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
188200.81000000
USD
6000000.00000000
TWD
2023-12-20
-593.15000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7510.89000000
-0.00039921129
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
249868.83000000
USD
90000000.00000000
HUF
2023-12-20
-7510.89000000
N
N
N
Galp Energia, SGPS, S.A.
2138003319Y7NM75FG53
GALP ENERGIA SGPS SA COMMON STOCK
N/A
27201.00000000
NS
404338.80000000
0.021491010319
Long
EC
PT
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1653.92000000
0.000087907496
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
58899.08000000
USD
249999999.00000000
COP
2023-12-20
1653.92000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
70.30000000
0.000003736515
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
24681.67000000
USD
179644.00000000
CNY
2023-12-20
70.30000000
N
N
N
BIOMERIEUX SA
549300AK8Y0LBIQ4T071
BIOMERIEUX COMMON STOCK
N/A
1345.00000000
NS
130753.41000000
0.006949674094
Long
EC
FR
N
1
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LIMITED
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING CORP COMMON STOCK
N/A
4100.00000000
NS
38479.74000000
0.002045236542
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
490.25000000
0.000026057276
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
111772.95000000
USD
2023-12-20
490.25000000
N
N
N
Sino Land Company Limited
529900G5P51053HJVZ92
SINO LAND CO COMMON STOCK
N/A
28000.00000000
NS
31568.53000000
0.001677898841
Long
EC
HK
N
1
N
N
N
EIFFAGE SA
969500OQXKE5WDM9M994
EIFFAGE COMMON STOCK
N/A
687.00000000
NS
65491.61000000
0.003480944362
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
144.15000000
0.000007661716
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
108000.00000000
PLN
24813.49000000
USD
2023-12-20
144.15000000
N
N
N
N/A
N/A
COCOA FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
14.00000000
NC
USD
478520.00000000
0.025433815053
N/A
DCO
US
N
1
COCOA FUTURE DEC23
N/A
Long
Cocoa
Cocoa Future Dec 2023
2023-12-16
506884.04000000
USD
-28364.04000000
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
L'OREAL COMMON STOCK
N/A
545.00000000
NS
226883.78000000
0.012059099095
Long
EC
FR
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-0.76000000
-0.00000004039
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
343.39000000
USD
1500.00000000
PLN
2023-12-20
-0.76000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-148.17000000
-0.00000787538
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
46572.14000000
USD
191666667.00000000
COP
2023-12-20
-148.17000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-13731.67000000
-0.00072985195
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
537290.58000000
USD
12060844.00000000
CZK
2023-12-20
-13731.67000000
N
N
N
N/A
N/A
SPI 200 FUTURES DEC23 PHYSICAL INDEX FUTURE.
N/A
82.00000000
NC
9375254.13000000
0.498304103532
N/A
DE
AU
N
1
SPI 200 FUTURES DEC23
N/A
Long
SPI 200 Future Dec 2023
N/A
N/A
2023-12-24
9378681.90000000
AUD
-3427.77000000
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
1417.00000000
NS
157871.83000000
0.008391045152
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
883.98000000
0.000046984418
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
161500.00000000
EUR
172537.76000000
USD
2023-12-20
883.98000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1483.70000000
-0.00007886013
N/A
DFE
XX
N
2
EURO
N/A
107770.87000000
USD
100000.00000000
EUR
2023-12-20
-1483.70000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2443.94000000
-0.00012989784
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
186891.49000000
USD
3500000.00000000
ZAR
2023-12-20
-2443.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1862.27000000
0.000098981507
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
240000.00000000
SGD
178421.21000000
USD
2023-12-20
1862.27000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025
912828XL9
2000000.00000000
PA
USD
2467949.56000000
0.131173979500
Long
DBT
USGA
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
Aena SME, S.A.
959800R7QMXKF0NFMT29
AENA SME SA COMMON STOCK
N/A
513.00000000
NS
77451.59000000
0.004116629222
Long
EC
ES
Y
1
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
66.55000000
0.000003537198
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
208538.99000000
USD
790500.00000000
ILS
2023-12-20
66.55000000
N
N
N
Keio Corporation
N/A
KEIO CORP COMMON STOCK
N/A
2500.00000000
NS
86145.08000000
0.004578696883
Long
EC
JP
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
130.00000000
NC
USD
11544000.00000000
0.613575108622
N/A
DCO
US
N
1
WTI CRUDE FUTURE DEC23
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Dec 2023
2023-11-23
11741608.40000000
USD
-197608.40000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-329.05000000
-0.00001748933
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
28708.25000000
USD
500000.00000000
MXN
2023-12-20
-329.05000000
N
N
N
Deutsche Boerse Aktiengesellschaft
529900G3SW56SHYNPR95
DEUTSCHE BOERSE AG COMMON STOCK
N/A
198.00000000
NS
34316.84000000
0.001823974257
Long
EC
DE
N
1
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
RAKUTEN GROUP INC COMMON STOCK
N/A
7600.00000000
NS
31225.06000000
0.001659643068
Long
EC
JP
N
1
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK 2.000000% 01/13/2025
515110BN3
250000.00000000
PA
USD
239111.93000000
0.012709037458
Long
DBT
NUSS
DE
N
2
2025-01-13
Fixed
2.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
138535.61000000
0.007363305782
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3993740.00000000
GBP
5015044.04000000
USD
2023-12-20
138535.61000000
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
3300.00000000
NS
72822.25000000
0.003870575186
Long
EC
JP
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2585.70000000
-0.00013743253
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190193.36000000
USD
6000000.00000000
TWD
2023-12-20
-2585.70000000
N
N
N
SEA LIMITED
529900OM6JLLW44YKI15
SEA LTD-ADR DEPOSITARY RECEIPT
81141R100
5508.00000000
NS
USD
242076.60000000
0.012866612624
Long
EC
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
1266.00000000
NS
129907.54000000
0.006904715260
Long
EC
CH
N
1
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERG MATERIALS AG COMMON STOCK
N/A
1561.00000000
NS
121507.15000000
0.006458226157
Long
EC
DE
N
1
N
N
N
TELEPERFORMANCE SE
9695004GI61FHFFNRG61
TELEPERFORMANCE COMMON STOCK
N/A
223.00000000
NS
28190.49000000
0.001498352647
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
145359.70000000
0.007726012969
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8960055.00000000
EUR
9668748.84000000
USD
2023-12-20
145359.70000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1402.27000000
-0.00007453204
N/A
DFE
KR
N
2
KOREAN WON
N/A
113435.02000000
USD
150000000.00000000
KRW
2023-12-20
-1402.27000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
121455.60000000
0.006455486223
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949770.00000000
EUR
9633913.11000000
USD
2023-12-20
121455.60000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI
N/A
2500000.00000000
PA
2806893.55000000
0.149189190474
Long
DBT
USGA
FR
N
2
2032-03-01
Fixed
0.10000000
N
N
N
N
N
N
SINGAPORE TECHNOLOGIES ENGINEERING LTD
254900OEXGGWCR24DG90
SINGAPORE TECH ENGINEERING COMMON STOCK
N/A
26600.00000000
NS
76200.45000000
0.004050129884
Long
EC
SG
N
1
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
6700.00000000
NS
154451.33000000
0.008209242167
Long
EC
JP
N
1
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
SMITH & NEPHEW PLC COMMON STOCK
N/A
9612.00000000
NS
120018.02000000
0.006379077413
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-262.06000000
-0.00001392875
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
156500.00000000
SGD
114869.08000000
USD
2023-12-20
-262.06000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-4819.22000000
-0.00025614634
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
143226.15000000
USD
5000000.00000000
THB
2023-12-20
-4819.22000000
N
N
N
ITOCHU Techno-Solutions Corporation
N/A
ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK
N/A
3700.00000000
NS
106939.86000000
0.005683960171
Long
EC
JP
N
1
N
N
N
N/A
N/A
DAX INDEX FUTURE DEC23 PHYSICAL INDEX FUTURE.
N/A
34.00000000
NC
13972430.15000000
0.742648592082
N/A
DE
DE
N
1
DAX INDEX FUTURE DEC23
N/A
Long
DAX INDEX FUTURE Dec 2023
N/A
N/A
2023-12-18
14586351.94000000
EUR
-613921.79000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
61.00000000
NC
USD
2043378.00000000
0.108607577815
N/A
DCO
US
N
1
SOYBEAN OIL FUTR DEC23
N/A
Long
Soybean Oil
Soybean Oil Future Dec 2023
2023-12-17
2187657.19000000
USD
-144279.19000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
389.61000000
0.000020708159
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
HUF
54246.93000000
USD
2023-12-20
389.61000000
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
HOLCIM LTD COMMON STOCK
N/A
1540.00000000
NS
98951.90000000
0.005259392133
Long
EC
CH
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-6106.56000000
-0.00032456975
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
970187.26000000
USD
18293994.00000000
ZAR
2023-12-20
-6106.56000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
794.03000000
0.000042203486
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45629.94000000
USD
191666667.00000000
COP
2023-12-20
794.03000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
548.52000000
0.000029154384
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45875.45000000
USD
191666666.00000000
COP
2023-12-20
548.52000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-50339.77000000
-0.00267560896
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
1002646.20000000
USD
855754249.00000000
CLP
2023-12-20
-50339.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1252.74000000
-0.00006658437
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
186757216.00000000
CLP
206575.73000000
USD
2023-12-20
-1252.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3929.16000000
0.000208838771
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489374.00000000
SGD
363943.14000000
USD
2023-12-20
3929.16000000
N
N
N
N/A
N/A
LME NICKEL FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
30.00000000
NC
USD
3358980.00000000
0.178533135686
N/A
DCO
GB
N
1
LME NICKEL FUTURE DEC23
N/A
Long
Nickel
Nickel Composite Commodity Future Dec 2023
2023-12-21
3944622.90000000
USD
-585642.90000000
N
N
N
LME ZINC FUTURE DEC23
N/A
LME ZINC FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
89.00000000
NC
USD
5902368.75000000
0.313716783342
N/A
DCO
GB
N
1
LME ZINC FUTURE DEC23
N/A
Long
N/A
N/A
2023-12-21
5521094.63000000
USD
381274.12000000
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
ACCOR SA COMMON STOCK
N/A
1293.00000000
NS
43724.70000000
0.002324011395
Long
EC
FR
N
1
N
N
N
Japan Metropolitan Fund Investment Corporation
353800QDHNIP60E1LQ93
JAPAN METROPOLITAN FUND INVE REIT
N/A
64.00000000
NS
41601.61000000
0.002211167045
Long
EC
JP
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-34625.94000000
-0.00184040323
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
931291.02000000
USD
805754250.00000000
CLP
2023-12-20
-34625.94000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAR24 PHYSICAL COMMODITY FUTURE.
N/A
113.00000000
NC
USD
3351308.80000000
0.178125403758
N/A
DCO
US
N
1
SUGAR #11 (WORLD) MAR24
N/A
Long
Sugar
Sugar #11 World Future Mar 2024
2024-03-03
3357587.31000000
USD
-6278.51000000
N
N
N
TOWER SEMICONDUCTOR LTD
54930086ZSNXZOUX0C54
TOWER SEMICONDUCTOR LTD COMMON STOCK
N/A
4148.00000000
NS
101334.97000000
0.005386054679
Long
EC
IL
N
2
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3580.31000000
0.000190297045
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
154517.59000000
USD
3000000.00000000
ZAR
2023-12-20
3580.31000000
N
N
N
MonotaRO Co Ltd
N/A
MONOTARO CO LTD COMMON STOCK
N/A
2000.00000000
NS
21450.83000000
0.001140132999
Long
EC
JP
N
1
N
N
N
ADVANTEST CORPORATION
353800EMK32PDKS9XR54
ADVANTEST CORP COMMON STOCK
N/A
2400.00000000
NS
67243.42000000
0.003574054810
Long
EC
JP
N
1
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA COMMON STOCK
064149107
1239.00000000
NS
55791.66000000
0.002965382349
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-10-30
N/A
1.00000000
NC
USD
36244.00000000
0.001926404732
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2780160000.00000000
JPY
18773182.36000000
USD
2023-10-30
36244.00000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-544.41000000
-0.00002893593
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40891.29000000
USD
625000001.00000000
IDR
2023-12-20
-544.41000000
N
N
N
N/A
N/A
LME LEAD FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
52.00000000
NC
USD
2822300.00000000
0.150008058650
N/A
DCO
GB
N
1
LME LEAD FUTURE DEC23
N/A
Long
Lead
Lead Composite Commodity Future Dec 2023
2023-12-21
2820115.51000000
USD
2184.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1772.98000000
-0.00009423565
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4500000.00000000
ZAR
235373.87000000
USD
2023-12-20
-1772.98000000
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
DAI-ICHI LIFE HOLDINGS INC COMMON STOCK
N/A
2300.00000000
NS
47733.96000000
0.002537107561
Long
EC
JP
N
1
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRAL COMMON STOCK
N/A
792.00000000
NS
51100.24000000
0.002716028699
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-0.50000000
-0.00000002657
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2000.00000000
CNY
275.07000000
USD
2023-12-20
-0.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
6710.72000000
0.000356681458
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
764000.00000000
GBP
939583.78000000
USD
2023-12-20
6710.72000000
N
N
N
INFRASTRUTTURE WIRELESS ITALIANE S.P.A.
81560066183FE361C071
INFRASTRUTTURE WIRELESS ITAL COMMON STOCK
N/A
16055.00000000
NS
191485.09000000
0.010177623431
Long
EC
IT
Y
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
956.37000000
0.000050832018
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2826902.00000000
CNY
390456.65000000
USD
2023-12-20
956.37000000
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV COMMON STOCK
N/A
1649.00000000
NS
46073.74000000
0.002448865213
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-2.33000000
-0.00000012384
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2500.00000000
CNY
342.13000000
USD
2023-12-20
-2.33000000
N
N
N
MERIDIAN ENERGY LIMITED
254900IFKXIGNCY3A092
MERIDIAN ENERGY LTD COMMON STOCK
N/A
63697.00000000
NS
196719.71000000
0.010455848703
Long
EC
NZ
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1677.62000000
-0.00008916717
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
31267.58000000
USD
129542.00000000
PLN
2023-12-20
-1677.62000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
813.03000000
0.000043213355
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45610.94000000
USD
191666666.00000000
COP
2023-12-20
813.03000000
N
N
N
N/A
N/A
SILVER FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
57.00000000
NC
USD
6398250.00000000
0.340073366141
N/A
DCO
US
N
1
SILVER FUTURE DEC23
N/A
Long
Silver
SILVER FUTURE Dec 2023
2023-12-30
6773407.74000000
USD
-375157.74000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-109848.73000000
-0.00583856951
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
6527243.80000000
USD
32439750.00000000
BRL
2023-12-20
-109848.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
55202.92000000
0.002934090231
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2493457.14000000
USD
2023-12-20
55202.92000000
N
N
N
HYDRO ONE LIMITED
5493007QZDXTP1W2VL44
HYDRO ONE LTD COMMON STOCK
448811208
7241.00000000
NS
185202.50000000
0.009843697509
Long
EC
CA
Y
1
N
N
N
ONO PHARMACEUTICAL CO., LTD.
529900G26L4NG4GFJZ86
ONO PHARMACEUTICAL CO LTD COMMON STOCK
N/A
5600.00000000
NS
107628.08000000
0.005720539750
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1431.87000000
-0.00007610531
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
501500.00000000
ILS
130909.28000000
USD
2023-12-20
-1431.87000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5465.87000000
-0.00029051643
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
116748.57000000
USD
100000000.00000000
CLP
2023-12-20
-5465.87000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT DEC23 PHYSICAL COMMODITY FUTURE.
N/A
60.00000000
NC
USD
5920992.00000000
0.314706627646
N/A
DCO
US
N
1
GASOLINE RBOB FUT DEC23
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Dec 2023
2023-12-03
6196134.05000000
USD
-275142.05000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
125.00000000
NC
21751109.47000000
1.156093152781
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT DEC23
N/A
Long
S&P/TSE 60 IX FUT Dec 2023
N/A
N/A
2023-12-17
22210499.06000000
CAD
-459389.59000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1258.28000000
0.000066878836
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
83879.33000000
USD
1500000.00000000
MXN
2023-12-20
1258.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-10-30
N/A
1.00000000
NC
USD
1584370.88000000
0.084210891787
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
35600000.00000000
GBP
45035231.76000000
USD
2023-10-30
1584370.88000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK
N/A
5484.00000000
NS
65949.14000000
0.003505262538
Long
EC
SE
N
1
N
N
N
Holmen Aktiebolag
52990080SH3454F0QE68
HOLMEN AB-B SHARES COMMON STOCK
N/A
3015.00000000
NS
118166.73000000
0.006280679504
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-64.29000000
-0.00000341707
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44404.97000000
USD
2023-12-20
-64.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-262.59000000
-0.00001395692
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
488893.00000000
CNY
67098.77000000
USD
2023-12-20
-262.59000000
N
N
N
SUMCO CORPORATION
353800SUSRUOM0V6KU92
SUMCO CORP COMMON STOCK
N/A
3000.00000000
NS
39182.44000000
0.002082585748
Long
EC
JP
N
1
N
N
N
PRUDENTIAL PUBLIC LIMITED COMPANY
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC COMMON STOCK
N/A
1980.00000000
NS
21479.60000000
0.001141662153
Long
EC
GB
N
1
N
N
N
Wheaton Precious Metals Corp.
549300XSFG5ZCGVYD886
WHEATON PRECIOUS METALS CORP COMMON STOCK
962879102
2919.00000000
NS
119005.38000000
0.006325254587
Long
EC
CA
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-76.76000000
-0.00000407987
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4645.16000000
USD
20000.00000000
PLN
2023-12-20
-76.76000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1324.14000000
-0.00007037936
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
28752.97000000
USD
24647887.00000000
CLP
2023-12-20
-1324.14000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
3658.48000000
0.000194451859
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
338886.98000000
USD
6500000.00000000
ZAR
2023-12-20
3658.48000000
N
N
N
ITOCHU Corporation
J48DJYXDTLHM30UMYI18
ITOCHU CORP COMMON STOCK
N/A
3700.00000000
NS
134040.54000000
0.007124388330
Long
EC
JP
N
1
N
N
N
XERO LIMITED
254900UG5D8YST164N14
XERO LTD COMMON STOCK
N/A
2369.00000000
NS
171899.78000000
0.009136644679
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
0.96000000
0.000000051024
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000.00000000
ILS
264.85000000
USD
2023-12-20
0.96000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-116188.30000000
-0.00617552397
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
4677083.09000000
USD
80356286.00000000
MXN
2023-12-20
-116188.30000000
N
N
N
CCL INDUSTRIES INC.
549300TD3EMSRRC0YH75
CCL INDUSTRIES INC - CL B COMMON STOCK
124900309
2082.00000000
NS
87792.03000000
0.004666233917
Long
EC
CA
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3687.89000000
-0.00019601503
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
285192.93000000
USD
1423000.00000000
BRL
2023-12-20
-3687.89000000
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
296.00000000
NS
137710.54000000
0.007319452489
Long
EC
CH
N
1
N
N
N
SOUTH32 LIMITED
213800LAZNPXSBKVHR17
SOUTH32 LTD COMMON STOCK
N/A
23300.00000000
NS
50978.10000000
0.002709536836
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
245766.66000000
0.013062742992
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949770.00000000
EUR
9758224.17000000
USD
2023-12-20
245766.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
3410.54000000
0.000181273601
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2593500.00000000
BRL
516469.80000000
USD
2023-12-20
3410.54000000
N
N
N
Yokogawa Electric Corporation
529900MV0U7C9WWF4L22
YOKOGAWA ELECTRIC CORP COMMON STOCK
N/A
3700.00000000
NS
71619.70000000
0.003806658455
Long
EC
JP
N
1
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI PELIENNALI DEL TES 0.10% 05/15/2033 SERIES CPI
N/A
2000000.00000000
PA
1922746.25000000
0.102195880041
Long
DBT
USGA
IT
N
2
2033-05-15
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
NATURAL GAS FUTR JAN24 PHYSICAL COMMODITY FUTURE.
N/A
161.00000000
NC
USD
5739650.00000000
0.305068119560
N/A
DCO
US
N
1
NATURAL GAS FUTR JAN24
N/A
Long
Natural Gas
Natural Gas Future Jan 2024
2023-12-30
5992865.97000000
USD
-253215.97000000
N
N
N
N/A
N/A
FTSE TAIWAN INDEX OCT23 PHYSICAL INDEX FUTURE.
N/A
219.00000000
NC
USD
12483000.00000000
0.663483894744
N/A
DE
SG
N
1
FTSE TAIWAN INDEX OCT23
N/A
Long
SGX FTSE Taiwan Index Future Oct 2023
N/A
N/A
2023-11-02
12379466.61000000
USD
103533.39000000
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICAL CARE AG & COMMON STOCK
N/A
5480.00000000
NS
236951.65000000
0.012594216422
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-346.83000000
-0.00001843436
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
135000.00000000
EUR
143140.85000000
USD
2023-12-20
-346.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4175.92000000
0.000221954311
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
327000.00000000
PLN
78869.20000000
USD
2023-12-20
4175.92000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
124.05000000
0.000006593381
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
21286.81000000
USD
155395.00000000
CNY
2023-12-20
124.05000000
N
N
N
TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI
8156009E94ED54DE7C31
TERNA-RETE ELETTRICA NAZIONA COMMON STOCK
N/A
19352.00000000
NS
146045.10000000
0.007762442662
Long
EC
IT
N
1
N
N
N
Logitech international S.A.
549300SN6PRK6IJJC215
LOGITECH INTERNATIONAL-REG COMMON STOCK
N/A
1488.00000000
NS
102930.30000000
0.005470848059
Long
EC
CH
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
9.12000000
0.000000484737
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
4336.71000000
USD
31541.00000000
CNY
2023-12-20
9.12000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2586.65000000
-0.00013748302
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
190194.31000000
USD
6000000.00000000
TWD
2023-12-20
-2586.65000000
N
N
N
AUTO TRADER GROUP PLC
213800QLK9BZILB1DI86
AUTO TRADER GROUP PLC COMMON STOCK
N/A
23673.00000000
NS
178450.45000000
0.009484819321
Long
EC
GB
Y
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3485.83000000
-0.00018527533
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
141892.76000000
USD
5000000.00000000
THB
2023-12-20
-3485.83000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1159.57000000
-0.00006163230
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
56800.92000000
USD
50000000.00000000
CLP
2023-12-20
-1159.57000000
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-FIRMENICH AG COMMON STOCK
N/A
490.00000000
NS
41570.44000000
0.002209510329
Long
EC
NL
N
1
N
N
N
NISSHIN SEIFUN GROUP INC.
529900N4QFZS1P6PYX29
NISSHIN SEIFUN GROUP INC COMMON STOCK
N/A
4815.00000000
NS
61484.22000000
0.003267947588
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-995.24000000
-0.00005289799
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157102.66000000
USD
2023-12-20
-995.24000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
192.00000000
NC
USD
22788000.00000000
1.211204918163
N/A
DIR
US
N
1
US ULTRA BOND CBT DEC23
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Dec 2023
2023-12-22
24508031.66000000
USD
-1720031.66000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
220478697.54000000
PA
USD
0.01000000
0.000000000531
Long
STIV
US
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-0.50000000
-0.00000002657
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000.00000000
CNY
137.28000000
USD
2023-12-20
-0.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
88.20000000
0.000004687917
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
400000000.00000000
KRW
298842.20000000
USD
2023-12-20
88.20000000
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
JAPAN EXCHANGE GROUP INC COMMON STOCK
N/A
12200.00000000
NS
226790.42000000
0.012054136918
Long
EC
JP
N
1
N
N
N
SOLVAY SA
549300MMVL80RTBP3O28
SOLVAY SA COMMON STOCK
N/A
1000.00000000
NS
111009.94000000
0.005900288980
Long
EC
BE
N
1
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV COMMON STOCK
N/A
209.00000000
NS
123716.95000000
0.006575679230
Long
EC
NL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/21/2024
912797LL9
84853000.00000000
PA
USD
82708361.64000000
4.396031876059
Long
DBT
UST
US
N
2
2024-03-21
None
0.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
6380.88000000
0.000339150133
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
283465.28000000
USD
5500000.00000000
ZAR
2023-12-20
6380.88000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1004.28000000
-0.00005337848
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
56645.63000000
USD
50000000.00000000
CLP
2023-12-20
-1004.28000000
N
N
N
WH GROUP LIMITED
254900A4AYEDRWYSE928
WH GROUP LTD COMMON STOCK
N/A
477329.00000000
NS
250492.82000000
0.013313943108
Long
EC
HK
Y
1
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ COMMON STOCK
N/A
14020.00000000
NS
163206.21000000
0.008674572767
Long
EC
FI
N
1
N
N
N
AEGON N.V.
O4QK7KMMK83ITNTHUG69
AEGON NV COMMON STOCK
N/A
14434.00000000
NS
70022.12000000
0.003721745485
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
7.66000000
0.000000407136
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
11047.00000000
CNY
1529.75000000
USD
2023-12-20
7.66000000
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
GIVAUDAN-REG COMMON STOCK
N/A
26.00000000
NS
85094.01000000
0.004522831464
Long
EC
CH
N
1
N
N
N
Pan Pacific International Holdings Corporation
529900QLHJM2E18A5763
PAN PACIFIC INTERNATIONAL HO COMMON STOCK
N/A
19300.00000000
NS
405852.91000000
0.021571486775
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 0.65% 05/15/2026 SERIES CPI
N/A
250000.00000000
PA
296710.36000000
0.015770451435
Long
DBT
USGA
IT
N
2
2026-05-15
Fixed
0.65000000
N
N
N
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
4565.00000000
NS
143586.05000000
0.007631741703
Long
EC
GB
N
1
N
N
N
AEROPORTS DE PARIS SA
969500PJMBSFHYC37989
ADP COMMON STOCK
N/A
373.00000000
NS
44190.85000000
0.002348787732
Long
EC
FR
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
526.00000000
NS
125175.12000000
0.006653182419
Long
EC
CH
N
1
N
N
N
HIKARI TSUSHIN, INC.
3538001SOIIV8U3OXH94
HIKARI TSUSHIN INC COMMON STOCK
N/A
1400.00000000
NS
213670.63000000
0.011356807000
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032
91282CEZ0
20500000.00000000
PA
USD
18790059.82000000
0.998710411908
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3.81000000
-0.00000020250
N/A
DFE
XX
N
2
EURO
N/A
535.25000000
USD
500.00000000
EUR
2023-12-20
-3.81000000
N
N
N
Caixabank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA COMMON STOCK
N/A
13416.00000000
NS
53777.07000000
0.002858304882
Long
EC
ES
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043
912810RA8
500000.00000000
PA
USD
482937.76000000
0.025668623401
Long
DBT
USGA
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
676.25000000
0.000035943361
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
HUF
41069.24000000
USD
2023-12-20
676.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1483.94000000
0.000078872890
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1071376.00000000
BRL
213428.95000000
USD
2023-12-20
1483.94000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT DEC23 PHYSICAL INDEX FUTURE.
N/A
107.00000000
NC
16020375.65000000
0.851498937077
N/A
DE
IT
N
1
FTSE/MIB IDX FUT DEC23
N/A
Long
FTSE/MIB IDX FUT Dec 2023
N/A
N/A
2023-12-18
16384982.05000000
EUR
-364606.40000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-216.95000000
-0.00001153110
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
20390.39000000
USD
312500000.00000000
IDR
2023-12-20
-216.95000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2033
N/A
6500000.00000000
PA
7832827.43000000
0.416322586727
Long
DBT
USGA
DE
N
2
2033-04-15
Fixed
0.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1348.28000000
0.000071662426
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
187500000.00000000
KRW
141389.22000000
USD
2023-12-20
1348.28000000
N
N
N
WSP GLOBAL INC.
549300IQ87LU6X6ERQ78
WSP GLOBAL INC COMMON STOCK
92938W202
1000.00000000
NS
141789.94000000
0.007536276666
Long
EC
CA
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
601.17000000
0.000031952784
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
129628.25000000
USD
3000000.00000000
CZK
2023-12-20
601.17000000
N
N
N
ROLLS-ROYCE HOLDINGS PLC
213800EC7997ZBLZJH69
ROLLS-ROYCE HOLDINGS PLC COMMON STOCK
N/A
19553.00000000
NS
52718.88000000
0.002802061029
Long
EC
GB
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-116211.68000000
-0.00617676664
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
4677106.47000000
USD
80356286.00000000
MXN
2023-12-20
-116211.68000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034
N/A
1100000.00000000
PA
2163952.14000000
0.115016213561
Long
DBT
USGA
GB
N
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
KC HRW WHEAT FUT DEC23 PHYSICAL COMMODITY FUTURE.
N/A
23.00000000
NC
USD
763312.50000000
0.040570820348
N/A
DCO
US
N
1
KC HRW WHEAT FUT DEC23
N/A
Long
Wheat
WHEAT FUTURE(Consolidated) Dec 2023
2023-12-17
862058.17000000
USD
-98745.67000000
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
1800.00000000
NS
66957.95000000
0.003558881795
Long
EC
JP
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8226.57000000
-0.00043725039
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
294677.24000000
USD
1448000.00000000
BRL
2023-12-20
-8226.57000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3236.84000000
-0.00017204127
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
141643.77000000
USD
5000000.00000000
THB
2023-12-20
-3236.84000000
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL MEXICO NET RETURN INDEX IN
N/A
111.00000000
NC
-58.76000000
-0.00000312315
N/A
DE
MX
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
MXN
0.00000000
MXN
-135071.46000000
MXN
-58.76000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 03/21/2024
912797LL9
9780000.00000000
PA
USD
9532812.95000000
0.506678511891
Long
DBT
UST
US
N
2
2024-03-21
None
0.00000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1159.29000000
-0.00006161741
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
56800.64000000
USD
50000000.00000000
CLP
2023-12-20
-1159.29000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
527.21000000
0.000028021737
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
694314.67000000
USD
5043000.00000000
CNY
2023-12-20
527.21000000
N
N
N
Dai Nippon Printing Co., Ltd.
529900S7NFNQ4FT6OP83
DAI NIPPON PRINTING CO LTD COMMON STOCK
N/A
3300.00000000
NS
86024.46000000
0.004572285809
Long
EC
JP
N
1
N
N
N
iA Societe Financiere Inc.
549300ZXLJVHQAIXV215
IA FINANCIAL CORP INC COMMON STOCK
45075E104
1313.00000000
NS
82742.31000000
0.004397836265
Long
EC
CA
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-342.84000000
-0.00001822228
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
53611.45000000
USD
19781380.00000000
HUF
2023-12-20
-342.84000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-5465.28000000
-0.00029048508
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
116747.98000000
USD
100000000.00000000
CLP
2023-12-20
-5465.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
185.30000000
0.000009848879
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
289500.00000000
SGD
213159.52000000
USD
2023-12-20
185.30000000
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
26305.00000000
NS
302455.56000000
0.016075814542
Long
EC
FR
N
1
N
N
N
Tokyo Electron Limited
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD COMMON STOCK
N/A
300.00000000
NS
41092.31000000
0.002184097242
Long
EC
JP
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1653.63000000
0.000087892083
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
58899.37000000
USD
250000000.00000000
COP
2023-12-20
1653.63000000
N
N
N
YAMATO HOLDINGS CO.,LTD.
N/A
YAMATO HOLDINGS CO LTD COMMON STOCK
N/A
2500.00000000
NS
40794.10000000
0.002168247084
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
151.14000000
0.000008033241
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
215000.00000000
SGD
158318.52000000
USD
2023-12-20
151.14000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-8514.54000000
-0.00045255628
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2133047.43000000
USD
177158483.00000000
INR
2023-12-20
-8514.54000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1677.78000000
-0.00008917567
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
31267.74000000
USD
129542.00000000
PLN
2023-12-20
-1677.78000000
N
N
N
BUDWEISER BREWING COMPANY APAC LIMITED
549300YF1MR4GTF18132
BUDWEISER BREWING CO APAC LT COMMON STOCK
N/A
60300.00000000
NS
119031.65000000
0.006326650864
Long
EC
HK
Y
1
N
N
N
CAPITALAND INVESTMENT LIMITED
254900AT4UQDU7SNXX49
CAPITALAND INVESTMENT LTD/SI COMMON STOCK
N/A
15100.00000000
NS
34295.55000000
0.001822842672
Long
EC
SG
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2207.91000000
-0.00011735261
N/A
DFE
KR
N
2
KOREAN WON
N/A
151584.91000000
USD
200000000.00000000
KRW
2023-12-20
-2207.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1201.62000000
-0.00006386730
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
110081.08000000
USD
2023-12-20
-1201.62000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-10.67000000
-0.00000056712
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
26360.32000000
USD
500000.00000000
ZAR
2023-12-20
-10.67000000
N
N
N
SUBARU CORPORATION
549300N244BVAEE6HH86
SUBARU CORP COMMON STOCK
N/A
3700.00000000
NS
72053.61000000
0.003829721204
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
311.71000000
0.000016567697
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88500.00000000
BRL
17819.23000000
USD
2023-12-20
311.71000000
N
N
N
KOMATSU LTD.
5493004LQ0B4T7QPQV17
KOMATSU LTD COMMON STOCK
N/A
4100.00000000
NS
111082.59000000
0.005904150400
Long
EC
JP
N
1
N
N
N
AZRIELI GROUP LTD.
N/A
AZRIELI GROUP LTD COMMON STOCK
N/A
746.00000000
NS
38367.82000000
0.002039287883
Long
EC
IL
N
2
N
N
N
Svenska Cellulosa Aktiebolaget SCA
549300FW5JDRV1IJ0M67
SVENSKA CELLULOSA AB SCA-B COMMON STOCK
N/A
8996.00000000
NS
124164.71000000
0.006599478120
Long
EC
SE
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
5815.00000000
NS
104478.04000000
0.005553111983
Long
EC
FI
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
493.96000000
0.000026254466
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
279688.80000000
USD
2033501.00000000
CNY
2023-12-20
493.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-10-30
N/A
1.00000000
NC
USD
-11465.75000000
-0.00060941604
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5260000.00000000
GBP
6408521.00000000
USD
2023-10-30
-11465.75000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-11753.76000000
-0.00062472406
N/A
DFE
IN
N
2
INDIA RUPEE
N/A
2166267.31000000
USD
179658481.00000000
INR
2023-12-20
-11753.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
204154.35000000
0.010851007231
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5956502.00000000
EUR
6535151.92000000
USD
2023-12-20
204154.35000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030
912828Z37
5800000.00000000
PA
USD
6006306.41000000
0.319241173590
Long
DBT
USGA
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR DEC23 PHYSICAL COMMODITY FUTURE.
N/A
67.00000000
NC
USD
2554040.00000000
0.135749772212
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR DEC23
N/A
Long
Soybean Meal
Soybean Meal Future Dec 2023
2023-12-17
2687187.93000000
USD
-133147.93000000
N
N
N
RWE Aktiengesellschaft
529900GB7KCA94ACC940
RWE AG COMMON STOCK
N/A
3800.00000000
NS
141417.24000000
0.007516467289
Long
EC
DE
N
1
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
NICE LTD COMMON STOCK
N/A
842.00000000
NS
143886.03000000
0.007647685939
Long
EC
IL
N
2
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-129.68000000
-0.00000689262
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
120500.00000000
CNY
16473.22000000
USD
2023-12-20
-129.68000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
107.10000000
0.000005692471
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
684966.00000000
BRL
135610.53000000
USD
2023-12-20
107.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-145.90000000
-0.00000775473
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
26782.76000000
USD
2023-12-20
-145.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
883.12000000
0.000046938708
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
161500.00000000
EUR
172536.90000000
USD
2023-12-20
883.12000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
5000000.00000000
PA
USD
5665298.55000000
0.301116265869
Long
DBT
USGA
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
AISIN CORPORATION
3538004IOK08PDY6I723
AISIN CORP COMMON STOCK
N/A
1500.00000000
NS
56793.43000000
0.003018627423
Long
EC
JP
N
1
N
N
N
Symrise AG
529900D82I6R9601CF26
SYMRISE AG COMMON STOCK
N/A
1058.00000000
NS
101172.63000000
0.005377426147
Long
EC
DE
N
1
N
N
N
WESFARMERS LIMITED
5493003L32ZX9557ST85
WESFARMERS LTD COMMON STOCK
N/A
2749.00000000
NS
93784.26000000
0.004984726915
Long
EC
AU
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-23333.53000000
-0.00124020038
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
3700352.17000000
USD
1365466620.00000000
HUF
2023-12-20
-23333.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
107.78000000
0.000005728614
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
684966.00000000
BRL
135611.21000000
USD
2023-12-20
107.78000000
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM-B SHS COMMON STOCK
N/A
24467.00000000
NS
120103.19000000
0.006383604283
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
307.04000000
0.000016319482
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
INR
240152.50000000
USD
2023-12-20
307.04000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
9.09000000
0.000000483142
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
4336.74000000
USD
31541.00000000
CNY
2023-12-20
9.09000000
N
N
N
CGI INC.
549300WSRCZY73ZG3090
CGI INC COMMON STOCK
12532H104
1997.00000000
NS
197750.27000000
0.010510623994
Long
EC
CA
N
1
N
N
N
LONDON STOCK EXCHANGE GROUP PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP COMMON STOCK
N/A
585.00000000
NS
58792.75000000
0.003124893275
Long
EC
GB
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
6781.00000000
NS
90101.27000000
0.004788972325
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2005.77000000
0.000106608675
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
331500.00000000
EUR
354347.75000000
USD
2023-12-20
2005.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2496.39000000
0.000132685617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
207000.00000000
PLN
49779.29000000
USD
2023-12-20
2496.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
2927.88000000
0.000155619740
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
236938.00000000
PLN
57049.22000000
USD
2023-12-20
2927.88000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029
9128285W6
1100000.00000000
PA
USD
1235409.15000000
0.065663227945
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
COLES GROUP LIMITED
549300OHQRG2HN8LZ793
COLES GROUP LTD COMMON STOCK
N/A
12289.00000000
NS
123411.09000000
0.006559422466
Long
EC
AU
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1023.56000000
0.000054403234
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
84114.05000000
USD
1500000.00000000
MXN
2023-12-20
1023.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-0.50000000
-0.00000002657
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000.00000000
CNY
137.28000000
USD
2023-12-20
-0.50000000
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
101554.00000000
NS
293499.85000000
0.015599809627
Long
EC
NZ
N
1
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
2000.00000000
NS
166527.06000000
0.008851079255
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
389.34000000
0.000020693809
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
20000000.00000000
HUF
54246.66000000
USD
2023-12-20
389.34000000
N
N
N
CNOOC PETROLEUM NORTH AMERICA ULC
549300I04PB7X2824122
CNOOC PETROLEUM NORTH AMERICA ULC 5.875000% 03/10/2035
65334HAE2
100000.00000000
PA
USD
99516.11000000
0.005289380457
Long
DBT
NUSS
CN
N
2
2035-03-10
Fixed
5.87500000
N
N
N
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
DELIVERY HERO SE COMMON STOCK
N/A
1113.00000000
NS
32016.82000000
0.001701725901
Long
EC
DE
Y
1
N
N
N
Stellantis N.V.
549300LKT9PW7ZIBDF31
STELLANTIS NV COMMON STOCK
N/A
7212.00000000
NS
139046.19000000
0.007390443618
Long
EC
IT
N
1
N
N
N
CLP HOLDINGS LIMITED
25490002BUTSMP94GO68
CLP HOLDINGS LTD COMMON STOCK
N/A
60338.00000000
NS
446457.36000000
0.023729653773
Long
EC
HK
N
1
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
18208.00000000
NS
97411.88000000
0.005177538535
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
4483.33000000
0.000238293459
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1330018.00000000
BRL
267594.20000000
USD
2023-12-20
4483.33000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-421.93000000
-0.00002242600
N/A
DFE
ID
N
2
INDONESIA RUPIAH
N/A
40768.81000000
USD
625000001.00000000
IDR
2023-12-20
-421.93000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
237.41000000
0.000012618578
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
88045.66000000
USD
5000000.00000000
PHP
2023-12-20
237.41000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050
912810SM1
300000.00000000
PA
USD
209748.01000000
0.011148315836
Long
DBT
USGA
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1367.66000000
-0.00007269249
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669736.00000000
ILS
439260.02000000
USD
2023-12-20
-1367.66000000
N
N
N
PRYSMIAN S.P.A.
529900X0H1IO3RS1A464
PRYSMIAN SPA COMMON STOCK
N/A
1571.00000000
NS
63454.75000000
0.003372683222
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-12-20
N/A
1.00000000
NC
USD
41.15000000
0.000002187163
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13881.84000000
USD
2023-12-20
41.15000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
17615.89000000
0.000936302115
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2053502.73000000
USD
15031695.00000000
CNY
2023-12-20
17615.89000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033
91282CGK1
600000.00000000
PA
USD
555983.71000000
0.029551088466
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
ORSTED A/S COMMON STOCK
N/A
1899.00000000
NS
103831.34000000
0.005518739234
Long
EC
DK
Y
1
N
N
N
TOURMALINE OIL CORP.
894500GP43D062PMZ018
TOURMALINE OIL CORP COMMON STOCK
89156V106
3283.00000000
NS
165971.19000000
0.008821534211
Long
EC
CA
N
1
N
N
N
VESTAS WIND SYSTEMS A/S
549300DYMC8BGZZC8844
VESTAS WIND SYSTEMS A/S COMMON STOCK
N/A
1472.00000000
NS
31675.42000000
0.001683580151
Long
EC
DK
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
1076.00000000
NS
42401.58000000
0.002253686248
Long
EC
FI
N
1
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK
N/A
2354.00000000
NS
182545.65000000
0.009702483283
Long
EC
CH
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
241.77000000
0.000012850316
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
46182.20000000
USD
191666668.00000000
COP
2023-12-20
241.77000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT JAN24 PHYSICAL COMMODITY FUTURE.
N/A
9.00000000
NC
USD
1161225.00000000
0.061720266416
N/A
DCO
US
N
1
CATTLE FEEDER FUT JAN24
N/A
Long
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Jan 2024
2024-01-28
1178283.10000000
USD
-17058.10000000
N
N
N
Kyowa Kirin Co., Ltd.
529900TBXKVTQGYA3582
KYOWA KIRIN CO LTD COMMON STOCK
N/A
6400.00000000
NS
111681.02000000
0.005935957551
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-10-30
N/A
1.00000000
NC
USD
6994.58000000
0.000371768900
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
9500000.00000000
CAD
7037819.02000000
USD
2023-10-30
6994.58000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
1590.44000000
0.000084533471
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
58962.56000000
USD
250000000.00000000
COP
2023-12-20
1590.44000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1568.52000000
-0.00008336840
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
423162.93000000
USD
8000000.00000000
ZAR
2023-12-20
-1568.52000000
N
N
N
BUNZL PUBLIC LIMITED COMPANY
213800Q1Q9DV4L78UM09
BUNZL PLC COMMON STOCK
N/A
3000.00000000
NS
107140.24000000
0.005694610567
Long
EC
GB
N
1
N
N
N
OSAKA GAS CO., LTD.
353800024KMNOPQRWZ02
OSAKA GAS CO LTD COMMON STOCK
N/A
40900.00000000
NS
674791.76000000
0.035865854767
Long
EC
JP
N
1
N
N
N
CHR. HANSEN HOLDING A/S
549300MKPW8ZF3E8MW37
CHR HANSEN HOLDING A/S COMMON STOCK
N/A
3738.00000000
NS
229485.35000000
0.012197375134
Long
EC
DK
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1484.24000000
-0.00007888883
N/A
DFE
XX
N
2
EURO
N/A
107771.41000000
USD
100000.00000000
EUR
2023-12-20
-1484.24000000
N
N
N
IBIDEN CO.,LTD.
52990051DBFIQEY37C91
IBIDEN CO LTD COMMON STOCK
N/A
1500.00000000
NS
80053.61000000
0.004254929179
Long
EC
JP
N
1
N
N
N
CK INFRASTRUCTURE HOLDINGS LIMITED
5299005U11RQ1C27MR12
CK INFRASTRUCTURE HOLDINGS L COMMON STOCK
N/A
61500.00000000
NS
290937.01000000
0.015463592126
Long
EC
HK
N
1
N
N
N
UNICHARM CORPORATION
353800UQ4BZIJTAQEG85
UNICHARM CORP COMMON STOCK
N/A
5000.00000000
NS
177282.63000000
0.009422748523
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
118032.51000000
0.006273545577
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8761770.00000000
EUR
9430670.13000000
USD
2023-12-20
118032.51000000
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK 2.625000% 01/16/2024
4581X0DF2
375000.00000000
PA
USD
371816.94000000
0.019762441038
Long
DBT
NUSS
XX
N
2
2024-01-16
Fixed
2.62500000
N
N
N
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
1850.00000000
NS
209793.40000000
0.011150728360
Long
EC
CH
N
1
N
N
N
JAMES HARDIE INDUSTRIES PUBLIC LIMITED COMPANY
635400NSGXKTVOO7JU45
JAMES HARDIE INDUSTRIES-CDI DEPOSITARY RECEIPT
N/A
2747.00000000
NS
72317.00000000
0.003843720645
Long
EC
AU
N
1
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP COMMON STOCK
N/A
900.00000000
NS
38207.40000000
0.002030761400
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
429.03000000
0.000022803372
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1500000000.00000000
IDR
97261.53000000
USD
2023-12-20
429.03000000
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
ADIDAS AG COMMON STOCK
N/A
399.00000000
NS
70387.16000000
0.003741147725
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-215.63000000
-0.00001146094
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000000.00000000
IDR
64339.37000000
USD
2023-12-20
-215.63000000
N
N
N
AUST 3YR BOND FUT DEC23
N/A
AUST 3YR BOND FUT DEC23 FINANCIAL COMMODITY FUTURE.
N/A
170.00000000
NC
11557806.75000000
0.614308951149
Long
AU
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-367.62000000
-0.00001953936
N/A
DFE
KR
N
2
KOREAN WON
N/A
75056.12000000
USD
100000000.00000000
KRW
2023-12-20
-367.62000000
N
N
N
Universal Music Group N.V.
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV COMMON STOCK
N/A
5777.00000000
NS
151258.55000000
0.008039542727
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1369.86000000
-0.00007280942
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1669737.00000000
ILS
439258.08000000
USD
2023-12-20
-1369.86000000
N
N
N
Repubblica Italiana
N/A
EURO-BTP FUTURE DEC23 FINANCIAL COMMODITY FUTURE.
N/A
118.00000000
NC
13708843.74000000
0.728638711612
N/A
DIR
DE
N
1
EURO-BTP FUTURE DEC23
N/A
Long
Italy Govt. Bond Futures
Euro-BTP Futures Dec 2023
2023-12-10
14755606.97000000
EUR
-1046763.23000000
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC COMMON STOCK
N/A
16672.00000000
NS
199420.97000000
0.010599423365
Long
EC
GB
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
5956.00000000
NS
121184.57000000
0.006441080708
Long
EC
GB
N
1
N
N
N
OBIC Co.,Ltd.
N/A
OBIC CO LTD COMMON STOCK
N/A
400.00000000
NS
60807.51000000
0.003231979777
Long
EC
JP
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-329.19000000
-0.00001749677
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
28708.39000000
USD
500000.00000000
MXN
2023-12-20
-329.19000000
N
N
N
Evolution AB (publ)
549300SUH6ZR1RF6TA88
EVOLUTION AB COMMON STOCK
N/A
948.00000000
NS
96543.44000000
0.005131380083
Long
EC
SE
Y
1
N
N
N
PARKLAND CORPORATION.
549300UY5C6HUV0XLS53
PARKLAND CORP COMMON STOCK
70137W108
6250.00000000
NS
183663.09000000
0.009761876333
Long
EC
CA
N
1
N
N
N
Davide Campari-Milano N.V.
213800ED5AN2J56N6Z02
DAVIDE CAMPARI-MILANO NV COMMON STOCK
N/A
7301.00000000
NS
86304.72000000
0.004587181908
Long
EC
IT
N
1
N
N
N
Commerzbank Aktiengesellschaft
851WYGNLUQLFZBSYGB56
COMMERZBANK AG COMMON STOCK
N/A
4489.00000000
NS
51281.95000000
0.002725686767
Long
EC
DE
N
1
N
N
N
LENDLEASE GROUP
N/A
LENDLEASE GROUP UNIT
N/A
5588.00000000
NS
25894.58000000
0.001376322742
Long
EC
AU
N
1
N
N
N
N/A
N/A
COCOA FUTURE DEC23 PHYSICAL COMMODITY FUTURE.
N/A
133.00000000
NC
USD
4545940.00000000
0.241621243008
N/A
DCO
US
N
1
COCOA FUTURE DEC23
N/A
Long
Cocoa
Cocoa Future Dec 2023
2023-12-16
4650760.95000000
USD
-104820.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
356.65000000
0.000018956303
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
489374.00000000
SGD
360370.63000000
USD
2023-12-20
356.65000000
N
N
N
BRK: BANK OF AMERICA
N/A
BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE
N/A
-120.00000000
NC
-14432006.96000000
-0.76707555770
N/A
DE
CH
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-12-18
0.00000000
CHF
-14847512.48000000
CHF
-120.00000000
CHF
415505.52000000
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
9600.00000000
NS
151148.94000000
0.008033716846
Long
EC
JP
N
1
N
N
N
The Swatch Group AG
529900NTES2LEON1JZ55
SWATCH GROUP AG/THE-BR COMMON STOCK
N/A
251.00000000
NS
64588.33000000
0.003432934129
Long
EC
CH
N
1
N
N
N
CNH Industrial N.V.
549300WGC2HZ5J67V817
CNH INDUSTRIAL NV COMMON STOCK
N/A
1935.00000000
NS
23641.78000000
0.001256584176
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-10-30
N/A
1.00000000
NC
USD
-23577.02000000
-0.00125314211
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5710000.00000000
AUD
3664855.01000000
USD
2023-10-30
-23577.02000000
N
N
N
PERSIMMON PUBLIC LIMITED COMPANY
213800XI72Y57UWN6F31
PERSIMMON PLC COMMON STOCK
N/A
2512.00000000
NS
33036.49000000
0.001755922378
Long
EC
GB
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
17660185.28000000
PA
USD
0.01000000
0.000000000531
Long
STIV
US
N
2
N
N
N
KYOCERA CORPORATION
N/A
KYOCERA CORP COMMON STOCK
N/A
3000.00000000
NS
152528.06000000
0.008107018449
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-387.83000000
-0.00002061355
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
30425.04000000
USD
131500.00000000
PLN
2023-12-20
-387.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
55190.45000000
0.002933427438
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1996870.00000000
GBP
2493444.67000000
USD
2023-12-20
55190.45000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-3796.22000000
-0.00020177287
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
134025.64000000
USD
3000000.00000000
CZK
2023-12-20
-3796.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
156.30000000
0.000008307500
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
168514.00000000
ILS
44625.56000000
USD
2023-12-20
156.30000000
N
N
N
AMPLIFON S.P.A.
ZYXJDNVM2JI3VBM8G556
AMPLIFON SPA COMMON STOCK
N/A
4119.00000000
NS
122631.08000000
0.006517964157
Long
EC
IT
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG COMMON STOCK
N/A
2090.00000000
NS
112984.93000000
0.006005261668
Long
EC
DE
Y
1
N
N
N
BRK: CITIGROUP
N/A
BRK: CITIGROUP REF: MSCI INTERNATIONAL SINGAPORE NET INDEX SGD RE
N/A
2440909.80000000
NC
-17927.40000000
-0.00095285918
N/A
DE
SG
N
2
BRK: CITIGROUP
N/A
Y
2023-12-20
0.00000000
SGD
0.00000000
SGD
-454.00000000
SGD
-17927.40000000
N
N
N
NOVOZYMES A/S
529900T6WNZXD2R3JW38
NOVOZYMES A/S-B SHARES COMMON STOCK
N/A
2193.00000000
NS
88645.37000000
0.004711589789
Long
EC
DK
N
1
N
N
N
ISRAELI SHEKEL
N/A
FX Forward Contract: ILS/USD SETTLE 2023-12-20
N/A
1.00000000
NC
606.86000000
0.000032255214
N/A
DFE
IL
N
2
ISRAELI SHEKEL
N/A
186491.59000000
USD
709000.00000000
ILS
2023-12-20
606.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
144330.44000000
0.007671306774
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8939484.00000000
EUR
9645855.25000000
USD
2023-12-20
144330.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-616.42000000
-0.00003276333
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
408000.00000000
SGD
299533.78000000
USD
2023-12-20
-616.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-12-20
N/A
1.00000000
NC
USD
86.71000000
0.000004608722
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
400000000.00000000
KRW
298840.71000000
USD
2023-12-20
86.71000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.
N/A
708.00000000
NC
USD
74594437.50000000
3.964768718960
N/A
DIR
US
N
1
US 5YR NOTE (CBT) DEC23
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Dec 2023
2024-01-01
75170654.09000000
USD
-576216.59000000
N
N
N
Industria de Diseno Textil, S.A.
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL COMMON STOCK
E6282N100
6407.00000000
NS
239386.59000000
0.012723635911
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
15776.55000000
0.000838539360
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
304000.00000000
GBP
386972.11000000
USD
2023-12-20
15776.55000000
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P148
2364.00000000
NS
120612.96000000
0.006410699067
Long
EC
CA
N
1
N
N
N
NEWCREST MINING LIMITED
5299006MN50OZJUJI655
NEWCREST MINING LTD COMMON STOCK
N/A
5302.00000000
NS
83905.07000000
0.004459638118
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-996.02000000
-0.00005293945
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3000000.00000000
ZAR
157101.88000000
USD
2023-12-20
-996.02000000
N
N
N
Idemitsu Kosan Co.,Ltd.
549300P0R46FF6DUA630
IDEMITSU KOSAN CO LTD COMMON STOCK
N/A
8998.00000000
NS
207305.24000000
0.011018480175
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
500.20000000
0.000026586128
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
10000000.00000000
HUF
27428.86000000
USD
2023-12-20
500.20000000
N
N
N
ONEX CORPORATION
894500LB8PNE5C7CEN88
ONEX CORPORATION COMMON STOCK
68272K103
1334.00000000
NS
78767.17000000
0.004186553611
Long
EC
CA
N
1
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK
303901102
161.00000000
NS
132035.48000000
0.007017817392
Long
EC
CA
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
852.00000000
NS
88500.00000000
0.004703863228
Long
EC
DK
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-2012.27000000
-0.00010695415
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
82798.25000000
USD
30000000.00000000
HUF
2023-12-20
-2012.27000000
N
N
N
DEXUS
N/A
DEXUS/AU REIT
N/A
7723.00000000
NS
36386.22000000
0.001933963867
Long
EC
AU
N
1
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
SIEMENS HEALTHINEERS AG COMMON STOCK
N/A
2595.00000000
NS
131877.90000000
0.007009441858
Long
EC
DE
Y
1
N
N
N
HIROSE ELECTRIC CO., LTD.
N/A
HIROSE ELECTRIC CO LTD COMMON STOCK
N/A
882.00000000
NS
102370.51000000
0.005441094663
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
204187.05000000
0.010852745268
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5956503.00000000
EUR
6535185.69000000
USD
2023-12-20
204187.05000000
N
N
N
NIPPON SANSO HOLDINGS CORPORATION
353800F1K6653B4VPY57
NIPPON SANSO HOLDINGS CORPORATION COMMON STOCK
N/A
2600.00000000
NS
61765.79000000
0.003282913315
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-12-20
N/A
1.00000000
NC
USD
5087.74000000
0.000270418453
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
115000000.00000000
HUF
314767.33000000
USD
2023-12-20
5087.74000000
N
N
N
N/A
N/A
MSCI SING IX ETS OCT23 PHYSICAL INDEX FUTURE.
N/A
-96.00000000
NC
-2009114.22000000
-0.10678642375
N/A
DE
SG
N
1
MSCI SING IX ETS OCT23
N/A
Short
MSCI SING IX ETS Oct 2023
N/A
N/A
2023-11-02
-1973569.45000000
SGD
-35544.77000000
N
N
N
Telia Company AB
213800FSR9RNDUOTXO25
TELIA CO AB COMMON STOCK
N/A
118012.00000000
NS
245165.85000000
0.013030809342
Long
EC
SE
N
1
N
N
N
VERBUND AG
5299006UDSEJCTTEJS30
VERBUND AG COMMON STOCK
N/A
1981.00000000
NS
161603.42000000
0.008589382881
Long
EC
AT
N
1
N
N
N
N/A
N/A
FTSE KLCI FUTURE OCT23 PHYSICAL INDEX FUTURE.
N/A
-36.00000000
NC
-547063.52000000
-0.02907697147
N/A
DE
MY
N
1
FTSE KLCI FUTURE OCT23
N/A
Short
Bursa Malaysia Derivatives Data FTSE Bursa Malaysia KLCI Index Future Oct 2023
N/A
N/A
2023-11-03
-554038.74000000
MYR
6975.22000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
791.31000000
0.000042058915
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
45632.66000000
USD
191666668.00000000
COP
2023-12-20
791.31000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
236.97000000
0.000012595191
N/A
DFE
PH
N
2
PHILLIPINE PESO
N/A
88046.10000000
USD
5000000.00000000
PHP
2023-12-20
236.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
144.02000000
0.000007654806
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
108000.00000000
PLN
24813.36000000
USD
2023-12-20
144.02000000
N
N
N
ARC RESOURCES LTD
5493000OCGNQZEVTDT08
ARC RESOURCES LTD COMMON STOCK
00208D408
15527.00000000
NS
248983.25000000
0.013233707957
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
196723.44000000
0.010456046956
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8949766.00000000
EUR
9709176.70000000
USD
2023-12-20
196723.44000000
N
N
N
N/A
N/A
BRK: BANK OF AMERICA BOVESPA INDEX FUTURE OCT23
N/A
2400.00000000
NC
56208103.52000000
2.987516737936
N/A
DE
BR
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Y
2023-10-21
57419171.04000000
BRL
0.00000000
BRL
2400.00000000
BRL
-1211067.52000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-373.75000000
-0.00001986518
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
62335.27000000
USD
1175756.00000000
ZAR
2023-12-20
-373.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-135.73000000
-0.00000721418
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
683568.00000000
BRL
135091.14000000
USD
2023-12-20
-135.73000000
N
N
N
Nippon Yusen Kabushiki Kaisha
353800YPW4XM0ZN5I149
NIPPON YUSEN KK COMMON STOCK
N/A
900.00000000
NS
23437.09000000
0.001245704698
Long
EC
JP
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
SWISS LIFE HOLDING AG-REG COMMON STOCK
N/A
180.00000000
NS
112470.49000000
0.005977918669
Long
EC
CH
N
1
N
N
N
DAITO TRUST CONSTRUCTION CO.,LTD.
353800QQ4DRI3KXS3038
DAITO TRUST CONSTRUCT CO LTD COMMON STOCK
N/A
900.00000000
NS
94990.79000000
0.005048855188
Long
EC
JP
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
476.83000000
0.000025343989
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
84297.37000000
USD
350000000.00000000
COP
2023-12-20
476.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
72.27000000
0.000003841222
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
551500.00000000
ILS
145607.95000000
USD
2023-12-20
72.27000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-150.50000000
-0.00000799922
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
43560.31000000
USD
1000000.00000000
CZK
2023-12-20
-150.50000000
N
N
N
UNITED UTILITIES GROUP PLC
2138002IEYQAOC88ZJ59
UNITED UTILITIES GROUP PLC COMMON STOCK
N/A
16150.00000000
NS
186908.70000000
0.009934383740
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
187500.73000000
0.009965850725
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5956502.00000000
EUR
6518498.30000000
USD
2023-12-20
187500.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1436.79000000
-0.00007636682
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
528500.00000000
ILS
138029.41000000
USD
2023-12-20
-1436.79000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-594.09000000
-0.00003157647
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
188201.75000000
USD
6000000.00000000
TWD
2023-12-20
-594.09000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 03/01/2036
N/A
500000.00000000
PA
527987.15000000
0.028063043391
Long
DBT
USGA
FR
N
2
2036-03-01
Fixed
0.10000000
N
N
N
N
N
N
AIA Group Limited
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD COMMON STOCK
N/A
6600.00000000
NS
53807.21000000
0.002859906853
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-1587.38000000
-0.00008437082
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
100000000.00000000
CLP
109695.32000000
USD
2023-12-20
-1587.38000000
N
N
N
SHOPIFY INC.
549300HGQ43STJLLP808
SHOPIFY INC - CLASS A COMMON STOCK
82509L107
1129.00000000
NS
61911.29000000
0.003290646785
Long
EC
CA
N
1
N
N
N
KONGSBERG GRUPPEN ASA
5967007LIEEXZXJ9HK73
KONGSBERG GRUPPEN ASA COMMON STOCK
N/A
3110.00000000
NS
128949.47000000
0.006853792884
Long
EC
NO
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-7061.05000000
-0.00037530184
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
2135083.67000000
USD
15444691.00000000
CNY
2023-12-20
-7061.05000000
N
N
N
FIRSTSERVICE CORPORATION
5493000XUDIV75BCF118
FIRSTSERVICE CORP COMMON STOCK
33767E202
514.00000000
NS
75107.87000000
0.003992058168
Long
EC
CA
N
1
N
N
N
APA Group
N/A
APA GROUP UNIT
N/A
26821.00000000
NS
143674.96000000
0.007636467358
Long
EC
AU
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-12-20
N/A
1.00000000
NC
123.95000000
0.000006588066
N/A
DFE
CN
N
2
MALAYSIAN RINGGIT
N/A
21286.91000000
USD
155395.00000000
CNY
2023-12-20
123.95000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
FRANCE (GOVT OF) 1.80% 07/25/2040 SERIES OATE
N/A
500000.00000000
PA
821423.78000000
0.043659492813
Long
DBT
USGA
FR
N
2
2040-07-25
Fixed
1.80000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-206.92000000
-0.00001099800
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
15840.89000000
USD
500000.00000000
TWD
2023-12-20
-206.92000000
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
800.00000000
NS
65619.03000000
0.003487716862
Long
EC
JP
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR DEC23 PHYSICAL INDEX FUTURE.
N/A
380.00000000
NC
59167699.78000000
3.144822229681
N/A
DE
JP
N
1
TOPIX INDX FUTR DEC23
N/A
Long
TOPIX INDX FUTR Dec 2023
N/A
N/A
2023-12-10
60824342.56000000
JPY
-1656642.78000000
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
6728.00000000
NS
203155.67000000
0.010797926393
Long
EC
NL
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-12-20
N/A
1.00000000
NC
-1458.52000000
-0.00007752179
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
29671.04000000
USD
25352113.00000000
CLP
2023-12-20
-1458.52000000
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
FERROVIAL SE COMMON STOCK
N/A
2453.00000000
NS
75238.39000000
0.003998995436
Long
EC
ES
N
1
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
AJINOMOTO CO INC COMMON STOCK
N/A
8000.00000000
NS
309009.88000000
0.016424183184
Long
EC
JP
N
1
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG GROUP AG COMMON STOCK
N/A
4394.00000000
NS
108745.26000000
0.005779918980
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-12-20
N/A
1.00000000
NC
USD
311.80000000
0.000016572480
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88500.00000000
BRL
17819.32000000
USD
2023-12-20
311.80000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034
N/A
4400000.00000000
PA
8655808.56000000
0.460064854245
Long
DBT
USGA
GB
N
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD COMMON STOCK
N/A
3424.00000000
NS
46229.96000000
0.002457168462
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
-215.95000000
-0.00001147795
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000000.00000000
IDR
64339.05000000
USD
2023-12-20
-215.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-12-20
N/A
1.00000000
NC
USD
20086.22000000
0.001067602617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
765000.00000000
GBP
954180.31000000
USD
2023-12-20
20086.22000000
N
N
N
Nippon Shinyaku Co., Ltd.
N/A
NIPPON SHINYAKU CO LTD COMMON STOCK
N/A
3500.00000000
NS
148443.63000000
0.007889926923
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MNGMT BILL 0.000000% 11/09/2023
912797FJ1
40515000.00000000
PA
USD
40288554.78000000
2.141376851643
Long
DBT
UST
US
N
2
2023-11-09
None
0.00000000
N
N
N
N
N
N
Shiseido Company, Limited
5299008QCD0YDT5OF506
SHISEIDO CO LTD COMMON STOCK
N/A
1900.00000000
NS
66845.37000000
0.003552898056
Long
EC
JP
N
1
N
N
N
KINROSS GOLD CORPORATION
549300UEBMAQDN0K0R06
KINROSS GOLD CORP COMMON STOCK
496902404
13832.00000000
NS
63328.46000000
0.003365970783
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2023-12-20
N/A
1.00000000
NC
USD
73.00000000
0.000003880022
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
551500.00000000
ILS
145608.68000000
USD
2023-12-20
73.00000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-12-20
N/A
1.00000000
NC
81432.03000000
0.004328193576
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
5143221.96000000
USD
92050751.00000000
MXN
2023-12-20
81432.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-12-20
N/A
1.00000000
NC
USD
724.59000000
0.000038512680
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2000000003.00000000
IDR
129834.59000000
USD
2023-12-20
724.59000000
N
N
N
POSTE ITALIANE - SOCIETA PER AZIONI
815600354DEDBD0BA991
POSTE ITALIANE SPA COMMON STOCK
N/A
8102.00000000
NS
85505.44000000
0.004544699379
Long
EC
IT
Y
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-12-20
N/A
1.00000000
NC
USD
1071.15000000
0.000056932690
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
80000.00000000
PLN
19344.74000000
USD
2023-12-20
1071.15000000
N
N
N
COCA-COLA EUROPACIFIC PARTNERS PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK
G25839104
3518.00000000
NS
USD
219804.64000000
0.011682835747
Long
EC
US
N
1
N
N
N
KINGSPAN GROUP PUBLIC LIMITED COMPANY
635400HM7V74SUB9OG75
KINGSPAN GROUP PLC COMMON STOCK
N/A
608.00000000
NS
45678.37000000
0.002427850903
Long
EC
IE
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-12-20
N/A
1.00000000
NC
19808.70000000
0.001052852152
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
951063.25000000
USD
18422862.00000000
ZAR
2023-12-20
19808.70000000
N
N
N
ARKEMA SA
9695000EHMS84KKP2785
ARKEMA COMMON STOCK
N/A
736.00000000
NS
72905.70000000
0.003875010637
Long
EC
FR
N
1
N
N
N
2023-09-30
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO