0001752724-24-128474.txt : 20240530
0001752724-24-128474.hdr.sgml : 20240530
20240530140558
ACCESSION NUMBER: 0001752724-24-128474
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240530
DATE AS OF CHANGE: 20240530
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
ORGANIZATION NAME:
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: 241003870
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
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SEI INSTITUTIONAL MANAGED TRUST
811-04878
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2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Multi-Asset Accumulation Fund
S000035779
CVCNKSRMQ9EYZG6CF762
2024-09-30
2024-03-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
434977938.88000000
USD
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
COCA-COLA HBC AG-DI COMMON STOCK
N/A
653.00000000
NS
20647.28000000
0.001473310218
Long
EC
GB
N
1
N
N
N
CANADIAN UTILITIES LIMITED
LWV4QIQODEH3VBHUFX07
CANADIAN UTILITIES LTD-A COMMON STOCK
136717832
4850.00000000
NS
110565.31000000
0.007889513827
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
960.64000000
0.000068547563
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
45000000.00000000
KRW
34474.66000000
USD
2024-06-20
960.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1120.07000000
0.000079923872
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50994900.00000000
KRW
39098.83000000
USD
2024-06-20
1120.07000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-115.97000000
-0.00000827517
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11737.29000000
USD
11420266.00000000
CLP
2024-06-21
-115.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
353.94000000
0.000025255792
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3720474.00000000
CZK
159348.50000000
USD
2024-06-20
353.94000000
N
N
N
IDP EDUCATION LIMITED
N/A
IDP EDUCATION LTD COMMON STOCK
N/A
3370.00000000
NS
39398.75000000
0.002811342752
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
34.22000000
0.000002441807
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
294862.00000000
CZK
12635.16000000
USD
2024-06-20
34.22000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) JUL24 PHYSICAL COMMODITY FUTURE.
N/A
327.00000000
NC
USD
8112216.00000000
0.578856427074
N/A
DCO
US
N
1
SUGAR #11 (WORLD) JUL24
N/A
Long
Sugar
Sugar #11 World Future Jul 2024
2024-07-01
7813898.72000000
USD
298317.28000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2919.44000000
-0.00020831997
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712031.73000000
USD
59254688.00000000
INR
2024-06-20
-2919.44000000
N
N
N
TELSTRA GROUP LIMITED
894500WRW54CVN62K416
TELSTRA GROUP LTD COMMON STOCK
N/A
45924.00000000
NS
115648.90000000
0.008252259191
Long
EC
AU
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-30.96000000
-0.00000220918
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
8557.60000000
USD
712501.00000000
INR
2024-06-20
-30.96000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-784.21000000
-0.00005595819
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
120456.14000000
USD
10000000.00000000
INR
2024-06-20
-784.21000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-496.88000000
-0.00003545543
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
50339.72000000
USD
360383.00000000
CNY
2024-06-20
-496.88000000
N
N
N
Shizuoka Financial Group, Inc.
353800MNO5C8V2SHGA81
SHIZUOKA FINANCIAL GROUP INC COMMON STOCK
N/A
12000.00000000
NS
113859.06000000
0.008124543116
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
2434301.21000000
0.173702339883
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
LOW SU GASOIL G MAY24 PHYSICAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
242400.00000000
0.017296728529
N/A
DCO
GB
N
1
LOW SU GASOIL G MAY24
N/A
Long
Gasoil
GAS OIL FUT (ICE) May 2024
2024-05-13
241268.16000000
USD
1131.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
332.07000000
0.000023695233
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24610080.00000000
CLP
25375.41000000
USD
2024-06-21
332.07000000
N
N
N
ROHM COMPANY LIMITED
5493009V2FGDEP7JFE59
ROHM CO LTD COMMON STOCK
N/A
3500.00000000
NS
55860.78000000
0.003986009682
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5785.59000000
-0.00041283737
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
468739.11000000
USD
169620927.00000000
HUF
2024-06-20
-5785.59000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-37.25000000
-0.00000265801
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6462.40000000
USD
6313993.00000000
CLP
2024-06-21
-37.25000000
N
N
N
United States of America
254900HROIFWPRGM1V77
UST 0.125 07/15/2024
912828WU0
2000000.00000000
PA
USD
2599560.21000000
0.185494584355
Long
DBT
USGA
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-31.41000000
-0.00000224129
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
35972.04000000
USD
143402.00000000
PLN
2024-06-20
-31.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1190.79000000
0.000084970178
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219388.78000000
USD
2024-06-20
1190.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
4751.77000000
0.000339067969
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
250000000.00000000
KRW
190940.77000000
USD
2024-06-20
4751.77000000
N
N
N
TOYOTA INDUSTRIES CORPORATION
35380000WKGEAHEMW830
TOYOTA INDUSTRIES CORP COMMON STOCK
N/A
700.00000000
NS
72684.93000000
0.005186516098
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-65.36000000
-0.00000466383
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17197.02000000
USD
1431552.00000000
INR
2024-06-20
-65.36000000
N
N
N
RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA S.P.A.
815600FBF92FD3531704
RECORDATI INDUSTRIA CHIMICA COMMON STOCK
N/A
2099.00000000
NS
116156.47000000
0.008288477427
Long
EC
IT
N
1
N
N
N
NORTHLAND POWER INC.
549300IT8CIDW8V5KX72
NORTHLAND POWER INC COMMON STOCK
666511100
5821.00000000
NS
95192.12000000
0.006792542317
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
960.47000000
0.000068535432
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
45000000.00000000
KRW
34474.49000000
USD
2024-06-20
960.47000000
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG-REG COMMON STOCK
N/A
6455.00000000
NS
156855.81000000
0.011192625263
Long
EC
DE
N
1
N
N
N
WOOLWORTHS GROUP LIMITED
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP LTD COMMON STOCK
N/A
6248.00000000
NS
135207.57000000
0.009647890401
Long
EC
AU
N
1
N
N
N
WHITBREAD PLC
21380099VMZKRMN3EX36
WHITBREAD PLC COMMON STOCK
N/A
1289.00000000
NS
53962.76000000
0.003850574300
Long
EC
GB
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2425.72000000
-0.00017309001
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
252302.32000000
USD
997000.00000000
PLN
2024-06-20
-2425.72000000
N
N
N
BROTHER INDUSTRIES, LTD.
549300O5FACQ67KI6R92
BROTHER INDUSTRIES LTD COMMON STOCK
114813108
9300.00000000
NS
171995.77000000
0.012272954380
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
440.38000000
0.000031423817
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67143.80000000
USD
2024-06-20
440.38000000
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUI COMMON STOCK
N/A
84.00000000
NS
75632.93000000
0.005396874001
Long
EC
FR
N
1
N
N
N
Epiroc Aktiebolag
5493004Q73OEYW1SPE91
EPIROC AB-A COMMON STOCK
N/A
1094.00000000
NS
20575.30000000
0.001468174003
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
24.88000000
0.000001775340
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17192.93000000
USD
2024-06-20
24.88000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
67.00000000
NC
USD
4744856.25000000
0.338574630638
N/A
DCO
US
N
1
COFFEE 'C' FUTURE MAY24
N/A
Long
Coffee
Coffee C Future May 2024
2024-05-23
4669078.30000000
USD
75777.95000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
762.35000000
0.000054398353
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34465.98000000
USD
137916667.00000000
COP
2024-06-20
762.35000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028
91282CGW5
3000000.00000000
PA
USD
2994897.87000000
0.213704354085
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
Nissan Chemical Corporation
3538002E4L1CUGJFFU25
NISSAN CHEMICAL CORP COMMON STOCK
N/A
1800.00000000
NS
67970.53000000
0.004850114708
Long
EC
JP
N
1
N
N
N
VIVENDI SE
969500FU4DRAEVJW7U54
VIVENDI SE COMMON STOCK
N/A
4856.00000000
NS
52969.01000000
0.003779664135
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
539.98000000
0.000038530888
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
630555555.00000000
IDR
40180.49000000
USD
2024-06-20
539.98000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE COMMON STOCK
N/A
5627.00000000
NS
385715.65000000
0.027523180229
Long
EC
FR
N
1
N
N
N
N/A
N/A
LME LEAD FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
33.00000000
NC
USD
1693329.00000000
0.120829422540
N/A
DCO
GB
N
1
LME LEAD FUTURE JUN24
N/A
Long
Lead
Lead Composite Commodity Future Jun 2024
2024-06-20
1724423.04000000
USD
-31094.04000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1301.44000000
-0.00009286573
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
52181.69000000
USD
50000000.00000000
CLP
2024-06-21
-1301.44000000
N
N
N
NIPPON PAINT HOLDINGS CO., LTD.
529900RYRJUN78A7PL87
NIPPON PAINT HOLDINGS CO LTD COMMON STOCK
N/A
5400.00000000
NS
38695.03000000
0.002761128008
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-362.07000000
-0.00002583591
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
267000.00000000
ILS
72819.81000000
USD
2024-06-20
-362.07000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
316.98000000
0.000022618469
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
432000.00000000
BRL
85944.06000000
USD
2024-06-20
316.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
899.75000000
0.000064202687
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219096.25000000
USD
2024-06-20
899.75000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027
9128282L3
1900000.00000000
PA
USD
2278157.82000000
0.162560550162
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
15120.00000000
NS
210405.97000000
0.015013758019
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
22.82000000
0.000001628347
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66726.24000000
USD
2024-06-20
22.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
771.27000000
0.000055034850
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1250000.00000000
TWD
40051.07000000
USD
2024-06-20
771.27000000
N
N
N
JARDINE MATHESON HOLDINGS LIMITED
2138009KENVUNWOLPK41
JARDINE MATHESON HLDGS LTD COMMON STOCK
N/A
464.00000000
NS
USD
17307.20000000
0.001234975000
Long
EC
SG
N
1
N
N
N
Knorr-Bremse Aktiengesellschaft
5299001GRRO0Z25YZT52
KNORR-BREMSE AG COMMON STOCK
N/A
603.00000000
NS
45651.72000000
0.003257530559
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5090.25000000
0.000363220595
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378495.00000000
GBP
1746920.62000000
USD
2024-06-20
5090.25000000
N
N
N
IGM FINANCIAL INC.
254900RYHLVJNTUFDA95
IGM FINANCIAL INC COMMON STOCK
449586106
1781.00000000
NS
45971.05000000
0.003280316716
Long
EC
CA
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-507.82000000
-0.00003623607
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
41447.95000000
USD
15000000.00000000
HUF
2024-06-20
-507.82000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2647.88000000
-0.00018894249
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
66119.19000000
USD
62373225.00000000
CLP
2024-06-21
-2647.88000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-215.49000000
-0.00001537653
N/A
DFE
KR
N
2
KOREAN WON
N/A
37455.15000000
USD
50002500.00000000
KRW
2024-06-20
-215.49000000
N
N
N
Fujitsu Limited
3538000246DHJLRTUZ24
FUJITSU LIMITED COMMON STOCK
N/A
5000.00000000
NS
79867.19000000
0.005699014454
Long
EC
JP
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4828.41000000
-0.00034453670
N/A
DFE
XX
N
2
EURO
N/A
890171.82000000
USD
817000.00000000
EUR
2024-06-20
-4828.41000000
N
N
N
LA FRANCAISE DES JEUX SA
969500R4CLSQFTYYI535
LA FRANCAISE DES JEUX SAEM COMMON STOCK
N/A
1007.00000000
NS
41087.84000000
0.002931869696
Long
EC
FR
Y
1
N
N
N
Mitsui Fudosan Co., Ltd.
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD COMMON STOCK
N/A
7500.00000000
NS
80453.60000000
0.005740858409
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-6490.06000000
-0.00046310563
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
469443.58000000
USD
169620928.00000000
HUF
2024-06-20
-6490.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-208.84000000
-0.00001490201
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
32916667.00000000
CLP
33287.32000000
USD
2024-06-21
-208.84000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
945.10000000
0.000067438688
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
38937.94000000
USD
156139562.00000000
COP
2024-06-20
945.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
356.06000000
0.000025407067
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31502906.00000000
CLP
32413.57000000
USD
2024-06-21
356.06000000
N
N
N
DISCO CORPORATION
N/A
DISCO CORP COMMON STOCK
N/A
100.00000000
NS
36466.35000000
0.002602098004
Long
EC
JP
N
1
N
N
N
Panasonic Holdings Corporation
254900GE1G59KGWPHX32
Panasonic Holdings Corporation COMMON STOCK
N/A
10200.00000000
NS
96948.69000000
0.006917884373
Long
EC
JP
N
1
N
N
N
CARLSBERG A/S
5299001O0WJQYB5GYZ19
CARLSBERG AS-B COMMON STOCK
N/A
1522.00000000
NS
208652.38000000
0.014888628604
Long
EC
DK
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
192.00000000
NC
USD
15824640.00000000
1.129185239906
N/A
DCO
US
N
1
WTI CRUDE FUTURE JUN24
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Jun 2024
2024-05-24
14921568.69000000
USD
903071.31000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
13678.97000000
0.000976078509
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
728520.19000000
USD
12500000.00000000
MXN
2024-06-20
13678.97000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-0.60000000
-0.00000004281
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
214.97000000
USD
1550.00000000
CNY
2024-06-20
-0.60000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
29973.70000000
0.002138807557
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4847797.00000000
EUR
5283297.01000000
USD
2024-06-20
29973.70000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-113.34000000
-0.00000808750
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38347.05000000
USD
37572255.00000000
CLP
2024-06-21
-113.34000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-0.75000000
-0.00000005351
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
6113.08000000
USD
24388.00000000
PLN
2024-06-20
-0.75000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-7928.04000000
-0.00056571433
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2673070.85000000
USD
13446000.00000000
BRL
2024-06-20
-7928.04000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-78.38000000
-0.00000559289
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11488.40000000
USD
11212625.00000000
CLP
2024-06-21
-78.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
817.54000000
0.000058336499
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
156499.00000000
EUR
170407.94000000
USD
2024-06-20
817.54000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
172.00000000
NC
24776559.79000000
1.767959688848
N/A
DIR
DE
N
1
EURO-BUND FUTURE JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-Bund Future Jun 2024
2024-06-09
24733750.16000000
EUR
42809.63000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1193.84000000
-0.00008518781
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
75725.19000000
USD
2700000.00000000
THB
2024-06-20
-1193.84000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-168.85000000
-0.00001204848
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19806.80000000
USD
624938.00000000
TWD
2024-06-20
-168.85000000
N
N
N
JAPAN POST BANK Co.,Ltd.
5493006JVO6N2HC2XZ76
JAPAN POST BANK CO LTD COMMON STOCK
N/A
1400.00000000
NS
15031.88000000
0.001072616945
Long
EC
JP
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1355.77000000
-0.00009674251
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
51043.33000000
USD
1800000.00000000
THB
2024-06-20
-1355.77000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030
N/A
11500000.00000000
PA
15027735.68000000
1.072321223047
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
55608.04000000
0.003967975131
Long
EC
AU
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-318.85000000
-0.00002275190
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
142049.57000000
USD
3316500.00000000
CZK
2024-06-20
-318.85000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
-1.00000000
NC
-198248.66000000
-0.01414625929
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT JUN24
N/A
Short
S&P/TSE 60 IX FUT Jun 2024
N/A
N/A
2024-06-23
-195044.43000000
CAD
-3204.23000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-83.28000000
-0.00000594253
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
88112.48000000
USD
444119.00000000
BRL
2024-06-20
-83.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.32000000
0.000000022833
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
251.00000000
BRL
50.07000000
USD
2024-06-20
0.32000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
56012.87000000
0.003996862238
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1838958.75000000
USD
31914810.00000000
MXN
2024-06-20
56012.87000000
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
1646684.78000000
0.117501071010
Long
DBT
NUSS
GB
N
2
2024-07-17
Fixed
2.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.20000000
-0.00000472377
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
119738.13000000
USD
10000000.00000000
INR
2024-06-20
-66.20000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-64.30000000
-0.00000458819
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
16940.27000000
USD
1410186.00000000
INR
2024-06-20
-64.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1003.85000000
0.000071630861
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293275.00000000
SGD
219201.10000000
USD
2024-06-20
1003.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
228.82000000
0.000016327712
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25350.94000000
USD
2024-06-21
228.82000000
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
IPSEN COMMON STOCK
N/A
736.00000000
NS
87674.88000000
0.006256141081
Long
EC
FR
N
1
N
N
N
KEYERA CORP.
N/A
KEYERA CORP COMMON STOCK
493271100
3731.00000000
NS
96194.04000000
0.006864035462
Long
EC
CA
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-843.03000000
-0.00006015536
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
47806.37000000
USD
46150851.00000000
CLP
2024-06-21
-843.03000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
26.05000000
0.000001858827
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
56131.04000000
USD
283320.00000000
BRL
2024-06-20
26.05000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-149.63000000
-0.00001067701
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
12451.43000000
USD
12088975.00000000
CLP
2024-06-21
-149.63000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR AUG24 PHYSICAL COMMODITY FUTURE.
N/A
22.00000000
NC
USD
1568160.00000000
0.111897845752
N/A
DCO
US
N
1
LIVE CATTLE FUTR AUG24
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Aug 2024
2024-09-02
1597273.92000000
USD
-29113.92000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-98.05000000
-0.00000699646
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
24062.13000000
USD
23549488.00000000
CLP
2024-06-21
-98.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
319.18000000
0.000022775453
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67022.60000000
USD
2024-06-20
319.18000000
N
N
N
NIPPON TELEGRAPH AND TELEPHONE CORPORATION
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE COMMON STOCK
N/A
126300.00000000
NS
150213.09000000
0.010718626399
Long
EC
JP
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1473.33000000
-0.00010513114
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
492926.15000000
USD
11500000.00000000
CZK
2024-06-20
-1473.33000000
N
N
N
Global-E Online Ltd
N/A
GLOBAL-E ONLINE LTD COMMON STOCK
M5216V106
5075.00000000
NS
USD
184476.25000000
0.013163513268
Long
EC
US
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2721.85000000
-0.00019422071
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711834.14000000
USD
59254688.00000000
INR
2024-06-20
-2721.85000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
89.31000000
0.000006372816
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67751.02000000
USD
66666668.00000000
CLP
2024-06-21
89.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3369.21000000
0.000240413823
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
351930.00000000
SGD
265205.91000000
USD
2024-06-20
3369.21000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2718.29000000
-0.00019396668
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711830.58000000
USD
59254688.00000000
INR
2024-06-20
-2718.29000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-337.43000000
-0.00002407770
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
62116.18000000
USD
311682.00000000
BRL
2024-06-20
-337.43000000
N
N
N
Beiersdorf Aktiengesellschaft
L47NHHI0Z9X22DV46U41
BEIERSDORF AG COMMON STOCK
N/A
1148.00000000
NS
167315.67000000
0.011939000506
Long
EC
DE
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-68.80000000
-0.00000490930
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
14982.18000000
USD
75240.00000000
BRL
2024-06-20
-68.80000000
N
N
N
CANON INC.
529900JH1GSC035SSP77
CANON INC COMMON STOCK
N/A
5200.00000000
NS
154647.99000000
0.011035083748
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
146.55000000
0.000010457242
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81402.09000000
USD
2024-06-20
146.55000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1946.35000000
-0.00013888402
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
548317.35000000
USD
45655736.00000000
INR
2024-06-20
-1946.35000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI TAIWAN NET INDEX USD END OF DAY UNHEDGED
N/A
502.00000000
NC
USD
-3140.91000000
-0.00022412321
N/A
DE
US
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-20
0.00000000
USD
0.00000000
USD
-347398.76000000
USD
-3140.91000000
N
N
N
LME ZINC FUTURE JUN24
N/A
LME ZINC FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
2252532.25000000
0.160732008381
N/A
DCO
GB
N
1
LME ZINC FUTURE JUN24
N/A
Long
N/A
N/A
2024-06-20
2324573.13000000
USD
-72040.88000000
N
N
N
Koninklijke KPN N.V.
549300YO0JZHAL7FVP81
KONINKLIJKE KPN NV COMMON STOCK
N/A
43321.00000000
NS
162161.92000000
0.011571248795
Long
EC
NL
N
1
N
N
N
The Kansai Electric Power Company, Incorporated
353800PFUKP5ONPJNZ86
KANSAI ELECTRIC POWER CO INC COMMON STOCK
N/A
15400.00000000
NS
218669.93000000
0.015603442313
Long
EC
JP
N
1
N
N
N
ARISTOCRAT LEISURE LIMITED
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD COMMON STOCK
N/A
3212.00000000
NS
90106.99000000
0.006429687065
Long
EC
AU
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1961.94000000
0.000139996466
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
146477.89000000
USD
2500000.00000000
MXN
2024-06-20
1961.94000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
440.04000000
0.000031399556
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67143.46000000
USD
2024-06-20
440.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1235.49000000
0.000088159798
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219433.48000000
USD
2024-06-20
1235.49000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-0.80000000
-0.00000005708
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
22027.57000000
USD
111128.00000000
BRL
2024-06-20
-0.80000000
N
N
N
RAMSAY HEALTH CARE LIMITED
549300QBX122KF2JPI10
RAMSAY HEALTH CARE LTD COMMON STOCK
N/A
2924.00000000
NS
107799.61000000
0.007692164149
Long
EC
AU
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-354.99000000
-0.00002533071
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
29997.99000000
USD
1666500.00000000
PHP
2024-06-20
-354.99000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-153.16000000
-0.00001092890
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
10978.74000000
USD
10638297.00000000
CLP
2024-06-21
-153.16000000
N
N
N
DAIICHI SANKYO COMPANY, LIMITED
353800XGIU2IHQGC9504
DAIICHI SANKYO CO LTD COMMON STOCK
N/A
3800.00000000
NS
120469.13000000
0.008596212202
Long
EC
JP
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE PREFERRED STOCK
N/A
646.00000000
NS
34269.89000000
0.002445367095
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
948618.24000000
0.067689736696
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
17747.81000000
0.001266415229
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
754364.06000000
USD
14719750.00000000
ZAR
2024-06-20
17747.81000000
N
N
N
N/A
N/A
CONSTELLATION SOFTWARE INC - WARRANTS ISSUE 1:1
21037X134
100.00000000
NS
0.01000000
0.000000000713
Long
EC
CA
N
3
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
396.95000000
0.000028324820
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
210000.00000000
ILS
57955.73000000
USD
2024-06-20
396.95000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1281.96000000
-0.00009147571
N/A
DFE
KR
N
2
KOREAN WON
N/A
85067.01000000
USD
112500000.00000000
KRW
2024-06-20
-1281.96000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
30.00000000
NC
USD
3870000.00000000
0.276148264885
N/A
DIR
US
N
1
US ULTRA BOND CBT JUN24
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2024
2024-06-21
3755646.60000000
USD
114353.40000000
N
N
N
QANTAS AIRWAYS LIMITED
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS LTD COMMON STOCK
N/A
8953.00000000
NS
31833.15000000
0.002271490733
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-213.94000000
-0.00001526593
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
62606716.00000000
COP
15777.82000000
USD
2024-06-20
-213.94000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-133.63000000
-0.00000953532
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
40223.73000000
USD
3350000.00000000
INR
2024-06-20
-133.63000000
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
ENDEAVOUR MINING PLC COMMON STOCK
N/A
3666.00000000
NS
74513.89000000
0.005317023626
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
919.19000000
0.000065589851
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
199428.00000000
SGD
149294.06000000
USD
2024-06-20
919.19000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) JUL24 PHYSICAL COMMODITY FUTURE.
N/A
116.00000000
NC
USD
3339350.00000000
0.238283128771
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) JUL24
N/A
Long
Wheat
Wheat Future (CBT) Jul 2024
2024-07-15
3265702.18000000
USD
73647.82000000
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC COMMON STOCK
559222401
1520.00000000
NS
82882.54000000
0.005914178193
Long
EC
CA
N
1
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
BALOISE HOLDING AG - REG COMMON STOCK
N/A
496.00000000
NS
77811.48000000
0.005552326922
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1533.89000000
0.000109452470
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
410585.00000000
SGD
307010.04000000
USD
2024-06-20
1533.89000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/HKD SETTLE 2024-04-30
N/A
1.00000000
NC
USD
436.53000000
0.000031149096
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
13350000.00000000
HKD
1708098.90000000
USD
2024-04-30
436.53000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-459.05000000
-0.00003275603
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
142189.77000000
USD
3316500.00000000
CZK
2024-06-20
-459.05000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-152.24000000
-0.00001086325
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
93856.41000000
USD
472750.00000000
BRL
2024-06-20
-152.24000000
N
N
N
Mitsubishi Chemical Group Corporation
353800YNKX4RQUGAR072
MITSUBISHI CHEMICAL GROUP CO COMMON STOCK
N/A
11400.00000000
NS
69245.90000000
0.004941120190
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 09/19/2024
912797KL0
80000000.00000000
PA
USD
78055033.60000000
5.569705967501
Long
DBT
UST
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
158.13000000
0.000011283546
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
145238.00000000
BRL
28945.87000000
USD
2024-06-20
158.13000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
290.38000000
0.000020720396
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19930.28000000
USD
2024-06-20
290.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
264.48000000
0.000018872272
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
TWD
15976.40000000
USD
2024-06-20
264.48000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2594.47000000
-0.00018513136
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711706.73000000
USD
59254686.00000000
INR
2024-06-20
-2594.47000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.5% 04/15/2030
N/A
2375000.00000000
PA
3235309.73000000
0.230859216616
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
187.00000000
NS
15045.95000000
0.001073620926
Long
EC
FR
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-190.36000000
-0.00001358335
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
12596.47000000
USD
49500.00000000
PLN
2024-06-20
-190.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
354.73000000
0.000025312163
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3720474.00000000
CZK
159349.29000000
USD
2024-06-20
354.73000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2928.09000000
-0.00020893720
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
66141.38000000
USD
62119675.00000000
CLP
2024-06-21
-2928.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
155.47000000
0.000011093739
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66858.89000000
USD
2024-06-20
155.47000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
274.37000000
0.000019577984
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141456.35000000
USD
3316500.00000000
CZK
2024-06-20
274.37000000
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC COMMON STOCK
N/A
1750.00000000
NS
110910.04000000
0.007914112430
Long
EC
GB
N
1
N
N
N
Central Japan Railway Company
353800YAR3OVUITHTG64
CENTRAL JAPAN RAILWAY CO COMMON STOCK
N/A
3000.00000000
NS
74373.12000000
0.005306978822
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
2455.78000000
0.000175234983
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
102452.51000000
USD
2000000.00000000
ZAR
2024-06-20
2455.78000000
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
422999.89000000
0.030183639708
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
99575.33000000
0.007105311267
Long
EC
CH
N
1
N
N
N
PUMA SE
529900GRZ2BQY5ZM9N49
PUMA SE COMMON STOCK
N/A
744.00000000
NS
33763.76000000
0.002409251612
Long
EC
DE
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-381.96000000
-0.00002725519
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63643.52000000
USD
319163.00000000
BRL
2024-06-20
-381.96000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-291.73000000
-0.00002081672
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
93995.90000000
USD
472750.00000000
BRL
2024-06-20
-291.73000000
N
N
N
EBOS GROUP LIMITED
254900KJ40C7HBYTWC21
EBOS GROUP LTD COMMON STOCK
N/A
7159.00000000
NS
146663.97000000
0.010465374893
Long
EC
NZ
N
1
N
N
N
Avolta AG
549300X53WDBVW7TIF57
AVOLTA AG COMMON STOCK
H2082J107
1679.00000000
NS
69959.89000000
0.004992067761
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1121.68000000
0.000080038756
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51000000.00000000
KRW
39104.24000000
USD
2024-06-20
1121.68000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
142.00000000
NC
USD
8287972.00000000
0.591397696956
N/A
DCO
GB
N
1
LME PRI ALUM FUTR JUN24
N/A
Long
Aluminum
Aluminium High Grade Composite Commodity Future Jun 2024
2024-06-20
7990525.81000000
USD
297446.19000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
208.72000000
0.000014893453
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
142003.00000000
CNY
19848.47000000
USD
2024-06-20
208.72000000
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP COMMON STOCK
N/A
1983.00000000
NS
33765.85000000
0.002409400746
Long
EC
AU
N
1
N
N
N
N/A
N/A
GASOLINE RBOB FUT JUN24 PHYSICAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
3048759.00000000
0.217547676461
N/A
DCO
US
N
1
GASOLINE RBOB FUT JUN24
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Jun 2024
2024-06-03
2929238.75000000
USD
119520.25000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
5686.56000000
0.000405770976
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
172441.24000000
USD
3000000.00000000
MXN
2024-06-20
5686.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-220.81000000
-0.00001575614
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
11989.13000000
USD
2024-06-20
-220.81000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2424.46000000
-0.00017300010
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
252301.06000000
USD
997000.00000000
PLN
2024-06-20
-2424.46000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2004.88000000
-0.00014306049
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
540221.12000000
USD
44974309.00000000
INR
2024-06-20
-2004.88000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-133.43000000
-0.00000952104
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
40223.53000000
USD
3350000.00000000
INR
2024-06-20
-133.43000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4709.39000000
-0.00033604389
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
293207.18000000
USD
5500000.00000000
ZAR
2024-06-20
-4709.39000000
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC INTERNATIONAL HOLDINGS COMMON STOCK
N/A
6000.00000000
NS
10962.82000000
0.000782264527
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
699530.63000000
0.049915806126
Long
DBT
USGA
GB
N
2
2065-11-22
Fixed
0.12500000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
785.33000000
0.000056038118
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34443.00000000
USD
137916666.00000000
COP
2024-06-20
785.33000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-214.73000000
-0.00001532230
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
11995.21000000
USD
2024-06-20
-214.73000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-50.86000000
-0.00000362917
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
15009.85000000
USD
1250000.00000000
INR
2024-06-20
-50.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-285.44000000
-0.00002036789
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2500000.00000000
CZK
106552.13000000
USD
2024-06-20
-285.44000000
N
N
N
TOKYU CORPORATION
3538005PGNIBTZYXAE45
TOKYU CORP COMMON STOCK
N/A
7000.00000000
NS
85034.19000000
0.006067711634
Long
EC
JP
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-21.92000000
-0.00000156412
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
21333.94000000
USD
107522.00000000
BRL
2024-06-20
-21.92000000
N
N
N
Wolters Kluwer N.V.
724500TEM53I0U077B74
WOLTERS KLUWER COMMON STOCK
N/A
188.00000000
NS
29481.28000000
0.002103670366
Long
EC
NL
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5290.92000000
-0.00037753963
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
831184.15000000
USD
302597927.00000000
HUF
2024-06-20
-5290.92000000
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
2364868.97000000
0.168747923190
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/JPY SETTLE 2024-04-30
N/A
1.00000000
NC
USD
-2302.53000000
-0.00016429965
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
2078430000.00000000
JPY
13802829.06000000
USD
2024-04-30
-2302.53000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1080.93000000
-0.00007713099
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
82961.19000000
USD
30000000.00000000
HUF
2024-06-20
-1080.93000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR
N/A
12133431.46000000
NC
-8320.24000000
-0.00059370021
N/A
DE
ZA
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
ZAR
0.00000000
ZAR
-10157.00000000
ZAR
-8320.24000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-246.31000000
-0.00001757573
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67150.53000000
USD
65746753.00000000
CLP
2024-06-21
-246.31000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1087.89000000
-0.00007762763
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
97517.46000000
USD
486500.00000000
BRL
2024-06-20
-1087.89000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-393.51000000
-0.00002807935
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18763.89000000
USD
2024-06-20
-393.51000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-98.96000000
-0.00000706140
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
49027.90000000
USD
246853.00000000
BRL
2024-06-20
-98.96000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-65.28000000
-0.00000465812
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17196.94000000
USD
1431552.00000000
INR
2024-06-20
-65.28000000
N
N
N
N/A
N/A
CORN FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
142.00000000
NC
USD
3226950.00000000
0.230262698545
N/A
DCO
US
N
1
CORN FUTURE JUL24
N/A
Long
Corn
Corn Future Jul 2024
2024-07-15
3090948.79000000
USD
136001.21000000
N
N
N
TESCO PLC
2138002P5RNKC5W2JZ46
TESCO PLC COMMON STOCK
N/A
17126.00000000
NS
64167.61000000
0.004578753013
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
6000000.00000000
PA
USD
5822910.98000000
0.415500455739
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
659716.49000000
0.047074822746
Long
DBT
USGA
IT
N
2
2028-05-15
Fixed
1.30000000
N
N
N
N
N
N
CORPORATION CAMECO
N4BHALMXL3GMZKCUON55
CAMECO CORP COMMON STOCK
13321L108
2338.00000000
NS
101311.89000000
0.007229225487
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
58.42000000
0.000004168625
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
159201.66000000
USD
2024-06-20
58.42000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-196.47000000
-0.00001401934
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63302.83000000
USD
318380.00000000
BRL
2024-06-20
-196.47000000
N
N
N
SHIMANO INC.
529900L32YT3P9DECR10
SHIMANO INC COMMON STOCK
N/A
400.00000000
NS
59744.29000000
0.004263121969
Long
EC
JP
N
1
N
N
N
Astellas Pharma Inc.
529900IB708DY2HBBB35
ASTELLAS PHARMA INC COMMON STOCK
N/A
6600.00000000
NS
70864.58000000
0.005056622948
Long
EC
JP
N
1
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
EUROFINS SCIENTIFIC COMMON STOCK
N/A
1432.00000000
NS
91370.36000000
0.006519836272
Long
EC
FR
N
1
N
N
N
COMPAGNIE PETROLIERE IMPERIALE LTEE
549300JZNB745JT5WY51
IMPERIAL OIL LTD COMMON STOCK
453038408
2660.00000000
NS
183649.58000000
0.013104525287
Long
EC
CA
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1857.58000000
-0.00013254974
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
635331.22000000
USD
52934188.00000000
INR
2024-06-20
-1857.58000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECHNOLOGIES AG COMMON STOCK
N/A
2515.00000000
NS
85600.67000000
0.006108133460
Long
EC
DE
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC COMMON STOCK
N/A
6268.00000000
NS
59670.36000000
0.004257846609
Long
EC
GB
N
1
N
N
N
PEMBINA PIPELINE CORPORATION
5493002W3L9YICM6FU21
PEMBINA PIPELINE CORP COMMON STOCK
706327103
4545.00000000
NS
160573.77000000
0.011457924540
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
154.07000000
0.000010993840
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
19974.32000000
USD
2024-06-20
154.07000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
59768.56000000
0.004264853782
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1804701.17000000
USD
31401102.00000000
MXN
2024-06-20
59768.56000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3133.40000000
-0.00022358733
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712245.69000000
USD
59254688.00000000
INR
2024-06-20
-3133.40000000
N
N
N
TAYLOR WIMPEY PLC
21380089BTRXTD8S3R66
TAYLOR WIMPEY PLC COMMON STOCK
N/A
28947.00000000
NS
50115.41000000
0.003576042252
Long
EC
GB
N
1
N
N
N
BANK OF IRELAND GROUP PUBLIC LIMITED COMPANY
635400C8EK6DRI12LJ39
BANK OF IRELAND GROUP PLC COMMON STOCK
N/A
12097.00000000
NS
123461.44000000
0.008809731895
Long
EC
IE
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-292.20000000
-0.00002085026
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
93996.37000000
USD
472750.00000000
BRL
2024-06-20
-292.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
342.17000000
0.000024415930
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25464.29000000
USD
2024-06-21
342.17000000
N
N
N
Japan Airlines Co., Ltd.
3538002MH5L1QZZ93477
JAPAN AIRLINES CO LTD COMMON STOCK
N/A
5500.00000000
NS
104334.47000000
0.007444905131
Long
EC
JP
N
1
N
N
N
Nintendo Co., Ltd.
353800FEEXU6I9M0ZF27
NINTENDO CO LTD COMMON STOCK
N/A
3040.00000000
NS
165894.88000000
0.011837618414
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
27320.67000000
0.001949497575
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378494.00000000
GBP
1769149.78000000
USD
2024-06-20
27320.67000000
N
N
N
N/A
N/A
NATURAL GAS FUTR MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-2.00000000
NC
USD
-35260.00000000
-0.00251601752
N/A
DCO
US
N
1
NATURAL GAS FUTR MAY24
N/A
Short
Natural Gas
Natural Gas Future May 2024
2024-04-29
-34589.56000000
USD
-670.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
73.86000000
0.000005270364
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20646.67000000
USD
2024-06-20
73.86000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
5500000.00000000
PA
USD
6452186.96000000
0.460403161168
Long
DBT
USGA
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-115.91000000
-0.00000827089
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11737.23000000
USD
11420266.00000000
CLP
2024-06-21
-115.91000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
110.00000000
NC
USD
3751000.00000000
0.267656884130
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR JUL24
N/A
Long
Soybean Meal
Soybean Meal Future Jul 2024
2024-07-15
3734719.59000000
USD
16280.41000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1223.75000000
-0.00008732207
N/A
DFE
KR
N
2
KOREAN WON
N/A
85012.99000000
USD
112505625.00000000
KRW
2024-06-20
-1223.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.32000000
0.000000022833
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
251.00000000
BRL
50.07000000
USD
2024-06-20
0.32000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 06/20/2024
912796ZW2
5786000.00000000
PA
USD
5718927.42000000
0.408080590191
Long
DBT
UST
US
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3129.84000000
-0.00022333330
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712242.12000000
USD
59254687.00000000
INR
2024-06-20
-3129.84000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA BOVESPA INDEX FUTURE APR24
N/A
320.00000000
NC
8233676.62000000
0.587523388176
N/A
DE
BR
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-04-20
8429903.66000000
BRL
0.00000000
BRL
320.00000000
BRL
-196227.04000000
N
N
N
NMC HEALTH PLC
2138008YQEVWBE1V2M52
NMC HEALTH PLC COMMON STOCK
N/A
12179.00000000
NS
0.01000000
0.000000000713
Long
EC
GB
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-17187.25000000
-0.00122641583
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1844926.94000000
USD
13215264.00000000
CNY
2024-06-20
-17187.25000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/AUD SETTLE 2024-04-30
N/A
1.00000000
NC
USD
6636.03000000
0.000473521491
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
2820000.00000000
AUD
1847543.87000000
USD
2024-04-30
6636.03000000
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
579780.24000000
0.041370880436
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
145165.30000000
0.010358435585
Long
EC
GB
N
1
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR MAY24 PHYSICAL COMMODITY FUTURE.
N/A
13.00000000
NC
USD
439010.00000000
0.031326059371
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR MAY24
N/A
Long
Soybean Meal
Soybean Meal Future May 2024
2024-05-17
438744.13000000
USD
265.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-100.30000000
-0.00000715702
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
30796794.00000000
CLP
31238.67000000
USD
2024-06-21
-100.30000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
31521.70000000
0.002249266863
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1805273.97000000
USD
30935020.00000000
MXN
2024-06-20
31521.70000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-304.97000000
-0.00002176148
N/A
DFE
KR
N
2
KOREAN WON
N/A
37539.05000000
USD
49995000.00000000
KRW
2024-06-20
-304.97000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA REF: HSCEI FUTURES SWAP APR24
N/A
334.00000000
NC
12405854.50000000
0.885233900413
N/A
DE
HK
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-05-02
12350593.93000000
HKD
0.00000000
HKD
334.00000000
HKD
55260.57000000
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
44.00000000
NC
42411179.76000000
3.026298114335
N/A
DIR
JP
N
1
JPN 10Y BOND(OSE) JUN24
N/A
Long
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Jun 2024
2024-06-16
43523064.43000000
JPY
-1111884.67000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
7618.05000000
0.000543594648
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378494.00000000
GBP
1749447.16000000
USD
2024-06-20
7618.05000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16.83000000
-0.00000120092
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
50428.38000000
USD
254333.00000000
BRL
2024-06-20
-16.83000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-291.01000000
-0.00002076535
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63397.37000000
USD
318380.00000000
BRL
2024-06-20
-291.01000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1382.90000000
0.000098678407
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219579.40000000
USD
2024-06-20
1382.90000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1508.06000000
0.000107609341
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
77173.15000000
USD
1500000.00000000
ZAR
2024-06-20
1508.06000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
31512.68000000
0.002248623230
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1805282.99000000
USD
30935020.00000000
MXN
2024-06-20
31512.68000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.21000000
-0.00000022905
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
2509.49000000
USD
10000.00000000
PLN
2024-06-20
-3.21000000
N
N
N
EDP - Energias de Portugal, S.A.
529900CLC3WDMGI9VH80
EDP-ENERGIAS DE PORTUGAL SA COMMON STOCK
N/A
56709.00000000
NS
221096.08000000
0.015776563014
Long
EC
PT
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
2633.39000000
0.000187908547
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
373587.39000000
USD
7172375.00000000
ZAR
2024-06-20
2633.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1582.69000000
0.000112934650
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4205358.00000000
CZK
181298.78000000
USD
2024-06-20
1582.69000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-62.90000000
-0.00000448830
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17109.33000000
USD
1424430.00000000
INR
2024-06-20
-62.90000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1.89000000
-0.00000013486
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4960.83000000
USD
19786.00000000
PLN
2024-06-20
-1.89000000
N
N
N
ASSOCIATED BRITISH FOODS PLC
GBQKSY6W7G0OHCQ8OQ72
ASSOCIATED BRITISH FOODS PLC COMMON STOCK
N/A
3032.00000000
NS
95677.62000000
0.006827185723
Long
EC
GB
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-230.90000000
-0.00001647613
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
14033.00000000
USD
500000.00000000
THB
2024-06-20
-230.90000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-337.12000000
-0.00002405558
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
62115.87000000
USD
311682.00000000
BRL
2024-06-20
-337.12000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027
91282CEJ6
2400000.00000000
PA
USD
2468769.13000000
0.176161837636
Long
DBT
USGA
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
219.19000000
0.000015640552
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25341.31000000
USD
2024-06-21
219.19000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT AUG24 PHYSICAL COMMODITY FUTURE.
N/A
9.00000000
NC
USD
1164712.50000000
0.083109389138
N/A
DCO
US
N
1
CATTLE FEEDER FUT AUG24
N/A
Long
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) Aug 2024
2024-09-01
1202838.66000000
USD
-38126.16000000
N
N
N
SNAM S.P.A.
8156002278562044AF79
SNAM SPA COMMON STOCK
N/A
6697.00000000
NS
31650.42000000
0.002258451825
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
141.06000000
0.000010065497
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17309.11000000
USD
2024-06-20
141.06000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1265.03000000
-0.00009026765
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
83145.29000000
USD
30000000.00000000
HUF
2024-06-20
-1265.03000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1883.44000000
-0.00013439500
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143290.72000000
USD
4500000.00000000
TWD
2024-06-20
-1883.44000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 07/25/2047
N/A
1200000.00000000
PA
1302317.75000000
0.092928368731
Long
DBT
USGA
FR
N
2
2047-07-25
Fixed
0.10000000
N
N
N
N
N
N
Nomura Research Institute, Ltd.
5299005F1HCVF4M4QN79
NOMURA RESEARCH INSTITUTE LT COMMON STOCK
N/A
1800.00000000
NS
50630.02000000
0.003612762835
Long
EC
JP
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 08/10/2031
N/A
100000.00000000
PA
163768.54000000
0.011685890998
Long
DBT
USGA
GB
N
2
2031-08-10
Fixed
0.12500000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6.56000000
0.000000468096
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12671.40000000
USD
49633390.00000000
COP
2024-06-20
6.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-194.48000000
-0.00001387734
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
66875356.00000000
COP
16887.63000000
USD
2024-06-20
-194.48000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-305.16000000
-0.00002177503
N/A
DFE
KR
N
2
KOREAN WON
N/A
37539.24000000
USD
49995000.00000000
KRW
2024-06-20
-305.16000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
25.78000000
0.000001839561
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20598.59000000
USD
2024-06-20
25.78000000
N
N
N
COMPAGNIE FINANCIERE RICHEMONT SA
549300YIPGJ6UX2QPS51
CIE FINANCIERE RICHEMO-A REG COMMON STOCK
N/A
745.00000000
NS
113730.99000000
0.008115404535
Long
EC
CH
N
1
N
N
N
EMPIRE COMPANY LIMITED
549300TX0ZUSTEF7C719
EMPIRE CO LTD 'A' COMMON STOCK
291843407
4984.00000000
NS
121833.16000000
0.008693544118
Long
EC
CA
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-81.15000000
-0.00000579055
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
12437.02000000
USD
62337.00000000
BRL
2024-06-20
-81.15000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1.91000000
-0.00000013629
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4960.85000000
USD
19786.00000000
PLN
2024-06-20
-1.91000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3335.37000000
-0.00023799913
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712447.65000000
USD
59254687.00000000
INR
2024-06-20
-3335.37000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG-REG COMMON STOCK
N/A
1036.00000000
NS
31907.01000000
0.002276761097
Long
EC
CH
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-156.22000000
-0.00001114725
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19796.12000000
USD
625000.00000000
TWD
2024-06-20
-156.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
29.17000000
0.000002081458
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25151.29000000
USD
2024-06-21
29.17000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-BR COMMON STOCK
N/A
484.00000000
NS
130578.44000000
0.009317573549
Long
EC
CH
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3082.13000000
0.000219928902
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
293797.53000000
USD
5000000.00000000
MXN
2024-06-20
3082.13000000
N
N
N
AltaGas Ltd.
549300D7A8QA85Z2MH11
ALTAGAS LTD COMMON STOCK
021361100
1810.00000000
NS
40018.62000000
0.002855574283
Long
EC
CA
N
1
N
N
N
Endesa, Sociedad Anonima
549300LHK07F2CHV4X31
ENDESA SA COMMON STOCK
N/A
1229.00000000
NS
22783.35000000
0.001625731930
Long
EC
ES
N
1
N
N
N
SOCIETE AURIFERE BARRICK
0O4KBQCJZX82UKGCBV73
BARRICK GOLD CORP COMMON STOCK
067901108
806.00000000
NS
13418.94000000
0.000957523771
Long
EC
CA
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-KYMMENE OYJ COMMON STOCK
N/A
408.00000000
NS
13602.50000000
0.000970621905
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-108.18000000
-0.00000771930
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25013.94000000
USD
2024-06-21
-108.18000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-62.98000000
-0.00000449400
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17109.41000000
USD
1424430.00000000
INR
2024-06-20
-62.98000000
N
N
N
Aegon Ltd
O4QK7KMMK83ITNTHUG69
AEGON LTD COMMON STOCK
N/A
14434.00000000
NS
88075.88000000
0.006284754894
Long
EC
NL
N
1
N
N
N
KOBE BUSSAN CO., LTD.
353800CJIFNHN2DXRD59
KOBE BUSSAN CO LTD COMMON STOCK
N/A
2600.00000000
NS
63700.82000000
0.004545444680
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-517.36000000
-0.00003691681
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150828.82000000
USD
55072416.00000000
HUF
2024-06-20
-517.36000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
583.05000000
0.000041604197
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88078.00000000
ILS
24724.30000000
USD
2024-06-20
583.05000000
N
N
N
SQUARE ENIX HOLDINGS CO.,LTD.
529900KCRNRDF8DIA489
SQUARE ENIX HOLDINGS CO LTD COMMON STOCK
N/A
3200.00000000
NS
123098.88000000
0.008783861013
Long
EC
JP
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
91175033.04000000
PA
USD
0.01000000
0.000000000713
Long
STIV
US
N
2
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
12.23000000
0.000000872685
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
21908.50000000
USD
110593.00000000
BRL
2024-06-20
12.23000000
N
N
N
DCC PUBLIC LIMITED COMPANY
213800UPS1QEE4TD3T45
DCC PLC COMMON STOCK
N/A
732.00000000
NS
53262.59000000
0.003800612871
Long
EC
GB
N
1
N
N
N
Otsuka Holdings Co., Ltd.
N/A
OTSUKA HOLDINGS CO LTD COMMON STOCK
N/A
3200.00000000
NS
132592.42000000
0.009461283390
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
3000000.00000000
PA
4056956.77000000
0.289488778488
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
941.00000000
NS
29798.42000000
0.002126300253
Long
EC
SE
N
1
N
N
N
SEGRO PUBLIC LIMITED COMPANY
213800XC35KGM9NFC641
SEGRO PLC REIT
N/A
3917.00000000
NS
44721.33000000
0.003191141520
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-73.52000000
-0.00000524610
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
CZK
42661.51000000
USD
2024-06-20
-73.52000000
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
N/A
ISHARES IBOXX INVESTMENT GRA MUTUAL FUND
464287242
130327.00000000
NS
USD
14195216.84000000
1.012915891483
Long
EC
RF
US
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-63.93000000
-0.00000456179
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17110.36000000
USD
1424430.00000000
INR
2024-06-20
-63.93000000
N
N
N
Repubblica Italiana
N/A
EURO-BTP FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
72.00000000
NC
9254176.88000000
0.660342348412
N/A
DIR
DE
N
1
EURO-BTP FUTURE JUN24
N/A
Long
Italy Govt. Bond Futures
Euro-BTP Futures Jun 2024
2024-06-09
9120518.96000000
EUR
133657.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-268.48000000
-0.00001915769
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
32916666.00000000
CLP
33227.68000000
USD
2024-06-21
-268.48000000
N
N
N
ELBIT SYSTEMS LTD
529900Q9CB1REUMZSS32
ELBIT SYSTEMS LTD COMMON STOCK
N/A
1354.00000000
NS
283868.06000000
0.020255729257
Long
EC
IL
N
1
N
N
N
Eisai Co., Ltd.
353800HDEE0ZYEX4QV91
EISAI CO LTD COMMON STOCK
N/A
2000.00000000
NS
82341.67000000
0.005875583798
Long
EC
JP
N
1
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
NEXI SPA COMMON STOCK
N/A
2656.00000000
NS
16849.37000000
0.001202306018
Long
EC
IT
Y
1
N
N
N
AB Sagax
549300LJX28T6OM8DT95
SAGAX AB-B COMMON STOCK
N/A
501.00000000
NS
13231.81000000
0.000944170897
Long
EC
SE
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8985.76000000
-0.00064118915
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909405.43000000
USD
6510382.00000000
CNY
2024-06-20
-8985.76000000
N
N
N
N/A
N/A
LEAN HOGS FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
1501460.00000000
0.107138391161
N/A
DCO
US
N
1
LEAN HOGS FUTURE JUN24
N/A
Long
Hogs
LEAN HOGS FUTURE(Consolidated) Jun 2024
2024-06-17
1498564.90000000
USD
2895.10000000
N
N
N
BURBERRY GROUP PLC
213800PE1KEFCNFR1R50
BURBERRY GROUP PLC COMMON STOCK
N/A
2683.00000000
NS
41112.15000000
0.002933604363
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
239453.35000000
0.017086466956
Long
EC
IE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-157.02000000
-0.00001120434
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29914103.00000000
CLP
30283.72000000
USD
2024-06-21
-157.02000000
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
TOKIO MARINE HOLDINGS INC COMMON STOCK
N/A
400.00000000
NS
12488.02000000
0.000891096913
Long
EC
JP
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
29.82000000
0.000002127840
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12936.27000000
USD
50761421.00000000
COP
2024-06-20
29.82000000
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JP MORGAN CHASE REF: HSCEI FUTURES SWAP APR24
N/A
250.00000000
NC
9285819.25000000
0.662600225821
N/A
DE
HK
N
1
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2024-05-02
9301198.26000000
HKD
0.00000000
HKD
250.00000000
HKD
-15379.01000000
N
N
N
FAST RETAILING CO., LTD.
353800ZCXKHDPY0N5218
FAST RETAILING CO LTD COMMON STOCK
N/A
2.00000000
NS
617.27000000
0.000044046005
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
177.79000000
0.000012686408
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66881.21000000
USD
2024-06-20
177.79000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-507.61000000
-0.00003622109
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
41447.74000000
USD
15000000.00000000
HUF
2024-06-20
-507.61000000
N
N
N
N/A
N/A
HANG SENG IDX FUT APR24 PHYSICAL INDEX FUTURE.
N/A
43.00000000
NC
4551936.06000000
0.324808590397
N/A
DE
HK
N
1
HANG SENG IDX FUT APR24
N/A
Long
HANG SENG IDX FUT Apr 2024
N/A
N/A
2024-05-02
4536738.41000000
HKD
15197.65000000
N
N
N
JSR Corporation
353800TL8FC0AWR22506
JSR CORP COMMON STOCK
N/A
1900.00000000
NS
54359.25000000
0.003878866296
Long
EC
JP
N
1
N
N
N
N/A
N/A
SPI 200 FUTURES JUN24 PHYSICAL INDEX FUTURE.
N/A
-82.00000000
NC
-10633840.03000000
-0.75878978639
N/A
DE
AU
N
1
SPI 200 FUTURES JUN24
N/A
Short
SPI 200 Future Jun 2024
N/A
N/A
2024-06-23
-10375826.29000000
AUD
-258013.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
335.32000000
0.000023927141
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
371064.00000000
BRL
73884.22000000
USD
2024-06-20
335.32000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
NESTE OYJ COMMON STOCK
N/A
6098.00000000
NS
165303.86000000
0.011795445508
Long
EC
FI
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-119.69000000
-0.00000854061
N/A
DFE
KR
N
2
KOREAN WON
N/A
74595.29000000
USD
100000000.00000000
KRW
2024-06-20
-119.69000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
341.78000000
0.000024388101
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25463.90000000
USD
2024-06-21
341.78000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE APR24 PHYSICAL INDEX FUTURE.
N/A
183.00000000
NC
4320590.88000000
0.308300691160
N/A
DE
SE
N
1
OMXS30 IND FUTURE APR24
N/A
Long
OMXS30 IND FUTURE Apr 2024
N/A
N/A
2024-04-22
4430407.03000000
SEK
-109816.15000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-64.16000000
-0.00000457820
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17151.52000000
USD
1427850.00000000
INR
2024-06-20
-64.16000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/08/2024
912797GK7
28731000.00000000
PA
USD
28203495.97000000
2.012492629412
Long
DBT
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
N/A
N/A
HANG SENG IDX FUT APR24 PHYSICAL INDEX FUTURE.
N/A
59.00000000
NC
6245679.71000000
0.445667600761
N/A
DE
HK
N
1
HANG SENG IDX FUT APR24
N/A
Long
HANG SENG IDX FUT Apr 2024
N/A
N/A
2024-05-02
6241984.32000000
HKD
3695.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
86306.66000000
0.006158510182
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8037582.00000000
EUR
8796245.80000000
USD
2024-06-20
86306.66000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-88.25000000
-0.00000629717
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6832.08000000
USD
6627155.00000000
CLP
2024-06-21
-88.25000000
N
N
N
Nippon Building Fund Inc.
52990053R8NL2MB32172
NIPPON BUILDING FUND INC REIT
N/A
13.00000000
NS
51967.36000000
0.003708190257
Long
EC
JP
N
1
N
N
N
TORAY INDUSTRIES, INC.
35380099TCYR5FHT0A11
TORAY INDUSTRIES INC COMMON STOCK
N/A
10000.00000000
NS
47943.44000000
0.003421058854
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
0.40000000
0.000000028542
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
6111.93000000
USD
24388.00000000
PLN
2024-06-20
0.40000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-65.18000000
-0.00000465099
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
23681.95000000
USD
23208191.00000000
CLP
2024-06-21
-65.18000000
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC COMMON STOCK
N/A
12000.00000000
NS
76450.49000000
0.005455211928
Long
EC
JP
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6783.23000000
0.000484025114
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
379272.71000000
USD
7359875.00000000
ZAR
2024-06-20
6783.23000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
69.92000000
0.000004989221
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
117642.00000000
BRL
23387.84000000
USD
2024-06-20
69.92000000
N
N
N
CITY DEVELOPMENTS LIMITED
254900BPLPJS0RJ72373
CITY DEVELOPMENTS LTD COMMON STOCK
N/A
10200.00000000
NS
44213.10000000
0.003154876188
Long
EC
SG
N
1
N
N
N
GJENSIDIGE FORSIKRING ASA
5967007LIEEXZX6FAO47
GJENSIDIGE FORSIKRING ASA COMMON STOCK
N/A
3339.00000000
NS
48499.05000000
0.003460705040
Long
EC
NO
N
1
N
N
N
Marubeni Corporation
4P4N3ORD02UGQT1T1W12
MARUBENI CORP COMMON STOCK
N/A
1000.00000000
NS
17248.67000000
0.001230798525
Long
EC
JP
N
1
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMMON STOCK
29250N105
4791.00000000
NS
173300.91000000
0.012366084134
Long
EC
CA
N
1
N
N
N
EDP Renovaveis, S.A.
529900MUFAH07Q1TAX06
EDP RENOVAVEIS SA COMMON STOCK
N/A
11970.00000000
NS
162176.03000000
0.011572255630
Long
EC
PT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.10000000
0.000000007135
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4486.00000000
CNY
620.54000000
USD
2024-06-20
0.10000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-196.33000000
-0.00001400935
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
54468.29000000
USD
4535062.00000000
INR
2024-06-20
-196.33000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/16/2024
912797FH5
28822000.00000000
PA
USD
28633616.81000000
2.043184392630
Long
DBT
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-200.26000000
-0.00001428978
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
54472.22000000
USD
4535062.00000000
INR
2024-06-20
-200.26000000
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO INC COMMON STOCK
N/A
1800.00000000
NS
44564.41000000
0.003179944314
Long
EC
JP
N
1
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
DANONE COMMON STOCK
N/A
1033.00000000
NS
66815.39000000
0.004767688376
Long
EC
FR
N
1
N
N
N
AGNICO EAGLE MINES LIMITED
N/A
AGNICO EAGLE MINES LTD COMMON STOCK
008474108
1381.00000000
NS
82426.28000000
0.005881621241
Long
EC
CA
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2936.55000000
-0.00020954087
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712048.83000000
USD
59254687.00000000
INR
2024-06-20
-2936.55000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-168.75000000
-0.00001204134
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19806.70000000
USD
624938.00000000
TWD
2024-06-20
-168.75000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-551.58000000
-0.00003935862
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
88007.83000000
USD
7308000.00000000
INR
2024-06-20
-551.58000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAY24 PHYSICAL COMMODITY FUTURE.
N/A
32.00000000
NC
USD
807116.80000000
0.057592740020
N/A
DCO
US
N
1
SUGAR #11 (WORLD) MAY24
N/A
Long
Sugar
Sugar #11 World Future May 2024
2024-05-03
801552.96000000
USD
5563.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
385.17000000
0.000027484244
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
87328.00000000
ILS
24320.85000000
USD
2024-06-20
385.17000000
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
BRENNTAG SE COMMON STOCK
N/A
810.00000000
NS
68304.08000000
0.004873915549
Long
EC
DE
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6.62000000
0.000000472377
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12671.34000000
USD
49633390.00000000
COP
2024-06-20
6.62000000
N
N
N
TDK CORPORATION
3538005O8WNU39U8NX03
TDK CORP COMMON STOCK
N/A
1900.00000000
NS
92799.89000000
0.006621842016
Long
EC
JP
N
1
N
N
N
EURAZEO SE
969500C656AA39O94N60
EURAZEO SE COMMON STOCK
N/A
468.00000000
NS
41066.82000000
0.002930369790
Long
EC
FR
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-342.95000000
-0.00002447158
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
90796.22000000
USD
7558437.00000000
INR
2024-06-20
-342.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-172.65000000
-0.00001231963
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29914103.00000000
CLP
30268.09000000
USD
2024-06-21
-172.65000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-365.33000000
-0.00002606853
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
120037.26000000
USD
10000000.00000000
INR
2024-06-20
-365.33000000
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
181608.20000000
0.012958860289
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
73508.85000000
0.005245307850
Long
EC
GB
N
1
N
N
N
SAPUTO INC.
549300HH4U1DPY0TBT90
SAPUTO INC COMMON STOCK
802912105
4704.00000000
NS
92637.43000000
0.006610249498
Long
EC
CA
N
1
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
ENGIE COMMON STOCK
N/A
13694.00000000
NS
229384.45000000
0.016367989110
Long
EC
FR
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1186.29000000
0.000084649076
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
823728.90000000
USD
302239584.00000000
HUF
2024-06-20
1186.29000000
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
2629865.91000000
0.187657082152
Long
DBT
USGA
IT
N
2
2032-09-15
Fixed
1.25000000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-518.11000000
-0.00003697033
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150829.57000000
USD
55072416.00000000
HUF
2024-06-20
-518.11000000
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S COMMON STOCK
N/A
4024.00000000
NS
120914.61000000
0.008627999935
Long
EC
DK
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 04/18/2024
912796CX5
45000000.00000000
PA
USD
44888145.30000000
3.203044816157
Long
DBT
UST
US
N
2
2024-04-18
None
0.00000000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
BARRY CALLEBAUT AG-REG COMMON STOCK
N/A
104.00000000
NS
151144.67000000
0.010785100353
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
78.57000000
0.000005606451
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66781.99000000
USD
2024-06-20
78.57000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
44.96000000
0.000003208172
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
88892.94000000
USD
5000000.00000000
PHP
2024-06-20
44.96000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4291.04000000
-0.00030619205
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
713403.32000000
USD
59254687.00000000
INR
2024-06-20
-4291.04000000
N
N
N
AUST 10Y BOND FUT JUN24
N/A
AUST 10Y BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
675.00000000
NC
51336555.16000000
3.663178458046
Long
AU
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2673.47000000
-0.00019076850
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67176.83000000
USD
63387425.00000000
CLP
2024-06-21
-2673.47000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35.91000000
0.000002562399
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12728.49000000
USD
49971799.00000000
COP
2024-06-20
35.91000000
N
N
N
GOODMAN GROUP
N/A
GOODMAN GROUP REIT
N/A
501.00000000
NS
11050.89000000
0.000788548862
Long
EC
AU
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3548.81000000
-0.00025322938
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
476290.35000000
USD
39503127.00000000
INR
2024-06-20
-3548.81000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35.60000000
0.000002540278
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12642.36000000
USD
49633390.00000000
COP
2024-06-20
35.60000000
N
N
N
CK ASSET HOLDINGS LIMITED
5299006GJZSGP78B8S35
CK ASSET HOLDINGS LTD COMMON STOCK
N/A
5931.00000000
NS
24401.64000000
0.001741206859
Long
EC
HK
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
12.97000000
0.000000925489
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
16119.79000000
USD
15853658.00000000
CLP
2024-06-21
12.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1844.64000000
0.000131626391
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1177992.00000000
CNY
164767.06000000
USD
2024-06-20
1844.64000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-211.94000000
-0.00001512322
N/A
DFE
KR
N
2
KOREAN WON
N/A
37451.60000000
USD
50002500.00000000
KRW
2024-06-20
-211.94000000
N
N
N
TOBU RAILWAY CO., LTD.
N/A
TOBU RAILWAY CO LTD COMMON STOCK
N/A
5000.00000000
NS
124748.09000000
0.008901542274
Long
EC
JP
N
1
N
N
N
DENTSU GROUP INC.
5299007PBBE83ZLJZG91
DENTSU GROUP INC COMMON STOCK
N/A
4300.00000000
NS
119045.89000000
0.008494655288
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
304.47000000
0.000021725804
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67007.89000000
USD
2024-06-20
304.47000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2915.88000000
-0.00020806594
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712028.16000000
USD
59254687.00000000
INR
2024-06-20
-2915.88000000
N
N
N
SANDS CHINA LTD.
549300EVO6UZDGY05787
SANDS CHINA LTD COMMON STOCK
N/A
36800.00000000
NS
103679.19000000
0.007398146879
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
101844.21000000
0.007267209788
Long
EC
AU
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8786.63000000
-0.00062698000
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909206.43000000
USD
6510383.00000000
CNY
2024-06-20
-8786.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-100.46000000
-0.00000716843
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
30796794.00000000
CLP
31238.51000000
USD
2024-06-21
-100.46000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
664.15000000
0.000047391180
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
116744.19000000
USD
115377125.00000000
CLP
2024-06-21
664.15000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16.58000000
-0.00000118308
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
50428.13000000
USD
254333.00000000
BRL
2024-06-20
-16.58000000
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA COMMON STOCK
N/A
6962.00000000
NS
186817.82000000
0.013330598667
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
154.17000000
0.000011000976
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
19974.42000000
USD
2024-06-20
154.17000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
28.00000000
NC
5550962.50000000
0.396095261710
N/A
DE
CA
N
1
S&P/TSX 60 IX FUT JUN24
N/A
Long
S&P/TSE 60 IX FUT Jun 2024
N/A
N/A
2024-06-23
5474355.51000000
CAD
76606.99000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4248.10000000
-0.00030312802
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
713360.39000000
USD
59254688.00000000
INR
2024-06-20
-4248.10000000
N
N
N
CAPGEMINI SE
96950077L0TN7BAROX36
CAPGEMINI SE COMMON STOCK
N/A
565.00000000
NS
130155.09000000
0.009287364927
Long
EC
FR
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1882.72000000
-0.00013434363
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143290.00000000
USD
4500000.00000000
TWD
2024-06-20
-1882.72000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-999.89000000
-0.00007134829
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4000000.00000000
ZAR
208816.68000000
USD
2024-06-20
-999.89000000
N
N
N
GECINA SA
9695003E4MMA10IBTR26
GECINA SA REIT
N/A
323.00000000
NS
33017.56000000
0.002356005660
Long
EC
FR
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-55.99000000
-0.00000399523
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
39476.09000000
USD
157285.00000000
PLN
2024-06-20
-55.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-21.33000000
-0.00000152202
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25100.79000000
USD
2024-06-21
-21.33000000
N
N
N
BLUESCOPE STEEL LIMITED
529900H6UQI16XACWC95
BLUESCOPE STEEL LTD COMMON STOCK
N/A
3194.00000000
NS
49697.87000000
0.003546248209
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
20746.84000000
0.001480414436
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1649000.00000000
EUR
1807688.44000000
USD
2024-06-20
20746.84000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2438.85000000
-0.00017402692
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
735188.21000000
USD
61229844.00000000
INR
2024-06-20
-2438.85000000
N
N
N
RECKITT BENCKISER GROUP PLC
5493003JFSMOJG48V108
RECKITT BENCKISER GROUP PLC COMMON STOCK
N/A
506.00000000
NS
28840.87000000
0.002057973180
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-393.42000000
-0.00002807293
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18763.98000000
USD
2024-06-20
-393.42000000
N
N
N
TC Energy Corporation
549300UGKOFV2IWJJG27
TC ENERGY CORP COMMON STOCK
87807B107
4836.00000000
NS
194547.82000000
0.013882181635
Long
EC
CA
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2117.67000000
-0.00015110875
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
626136.47000000
USD
52144124.00000000
INR
2024-06-20
-2117.67000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.40000000
-0.00000473804
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17198.06000000
USD
1431552.00000000
INR
2024-06-20
-66.40000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-14916.35000000
-0.00106437317
N/A
DFE
KR
N
2
KOREAN WON
N/A
1044333.17000000
USD
1382220250.00000000
KRW
2024-06-20
-14916.35000000
N
N
N
N/A
N/A
COPPER FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
46.00000000
NC
USD
4644850.00000000
0.331438570582
N/A
DCO
US
N
1
COPPER FUTURE JUL24
N/A
Long
Copper
COPPER FUTURE (Consolidated) Jul 2024
2024-08-01
4463794.92000000
USD
181055.08000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TSY I/L GILT 0.125% 08/10/2028
N/A
2000000.00000000
PA
3441540.92000000
0.245575078447
Long
DBT
USGA
GB
N
2
2028-08-10
Fixed
0.12500000
N
N
N
N
N
N
TOKYO GAS CO.,LTD.
353800678EIJLOQSWZ83
TOKYO GAS CO LTD COMMON STOCK
N/A
20400.00000000
NS
463143.15000000
0.033048107820
Long
EC
JP
N
1
N
N
N
TERUMO CORPORATION
353800JX1R4582QVK932
TERUMO CORP COMMON STOCK
N/A
5600.00000000
NS
102105.78000000
0.007285874413
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-138.46000000
-0.00000987997
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
40228.56000000
USD
3350000.00000000
INR
2024-06-20
-138.46000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
51016.03000000
0.003640307019
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8772821.00000000
EUR
9557698.14000000
USD
2024-06-20
51016.03000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
141.00000000
NC
26054993.36000000
1.859183774669
N/A
DE
IT
N
1
FTSE/MIB IDX FUT JUN24
N/A
Long
FTSE/MIB IDX FUT Jun 2024
N/A
N/A
2024-06-24
25485887.18000000
EUR
569106.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-183.99000000
-0.00001312881
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
24938.13000000
USD
2024-06-21
-183.99000000
N
N
N
Tokyo Electric Power Company Holdings, Incorporated
5299004EMJ3R4RVR5Y75
TOKYO ELECTRIC POWER COMPANY COMMON STOCK
N/A
30700.00000000
NS
186254.85000000
0.013290427300
Long
EC
JP
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE COMMON STOCK
N/A
930.00000000
NS
53162.66000000
0.003793482252
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1189.69000000
0.000084891687
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219386.19000000
USD
2024-06-20
1189.69000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-37.28000000
-0.00000266015
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6462.43000000
USD
6313994.00000000
CLP
2024-06-21
-37.28000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3.74000000
0.000000266871
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4883.52000000
USD
19500.00000000
PLN
2024-06-20
3.74000000
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
SWISS PRIME SITE-REG COMMON STOCK
N/A
588.00000000
NS
55522.82000000
0.003961894161
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.21000000
0.000000014984
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
249.00000000
BRL
49.56000000
USD
2024-06-20
0.21000000
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC COMMON STOCK
N/A
157079.00000000
NS
139813.62000000
0.009976560354
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
332.79000000
0.000023746610
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
ZAR
52786.93000000
USD
2024-06-20
332.79000000
N
N
N
TELENOR ASA
549300IM1QSBY4SLPM26
TELENOR ASA COMMON STOCK
N/A
9474.00000000
NS
105450.06000000
0.007524509328
Long
EC
NO
N
1
N
N
N
COMPASS GROUP PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP PLC COMMON STOCK
N/A
3169.00000000
NS
92995.12000000
0.006635772876
Long
EC
GB
N
1
N
N
N
N/A
N/A
GASOLINE RBOB FUT JUN24 PHYSICAL COMMODITY FUTURE.
N/A
52.00000000
NC
USD
5871684.00000000
0.418980710221
N/A
DCO
US
N
1
GASOLINE RBOB FUT JUN24
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) Jun 2024
2024-06-03
5600184.55000000
USD
271499.45000000
N
N
N
N/A
N/A
COCOA FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
15.00000000
NC
USD
1464900.00000000
0.104529610653
N/A
DCO
US
N
1
COCOA FUTURE MAY24
N/A
Long
Cocoa
Cocoa Future May 2024
2024-05-18
963901.65000000
USD
500998.35000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4851.75000000
-0.00034620215
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
829766.94000000
USD
302239584.00000000
HUF
2024-06-20
-4851.75000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-291.33000000
-0.00002078818
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63397.69000000
USD
318380.00000000
BRL
2024-06-20
-291.33000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33903.14000000
0.002419197231
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1832017.02000000
USD
31425530.00000000
MXN
2024-06-20
33903.14000000
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA COMMON STOCK
N/A
3843.00000000
NS
96458.39000000
0.006882898457
Long
EC
NO
N
1
N
N
N
BROOKFIELD ASSET MANAGEMENT LTD
549300CZ84WPNJZKY093
BROOKFIELD ASSET MGMT-A COMMON STOCK
113004105
336.00000000
NS
14127.77000000
0.001008103145
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
257.66000000
0.000018385623
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
295692.00000000
BRL
58867.02000000
USD
2024-06-20
257.66000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
34465.71000000
0.002459340055
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1822569.20000000
USD
31275886.00000000
MXN
2024-06-20
34465.71000000
N
N
N
CAPCOM CO., LTD.
529900JJWQKXS3TC8744
CAPCOM CO LTD COMMON STOCK
N/A
8200.00000000
NS
153115.07000000
0.010925700493
Long
EC
JP
N
1
N
N
N
CRH PUBLIC LIMITED COMPANY
549300MIDJNNTH068E74
CRH PLC COMMON STOCK
N/A
374.00000000
NS
32259.22000000
0.002301893444
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
196.02000000
0.000013987230
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20016.27000000
USD
2024-06-20
196.02000000
N
N
N
N/A
N/A
NY HARB ULSD FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-18.00000000
NC
USD
-1982761.20000000
-0.14148218735
N/A
DCO
US
N
1
NY HARB ULSD FUT MAY24
N/A
Short
Heating Oil
Heating Oil Future May 2024
2024-05-03
-2007317.79000000
USD
24556.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
265.05000000
0.000018912945
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
418144.00000000
BRL
83145.72000000
USD
2024-06-20
265.05000000
N
N
N
Canada
N/A
CAN 10YR BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
-243.00000000
NC
-21609177.91000000
-1.54194754146
N/A
DIR
CA
N
1
CAN 10YR BOND FUT JUN24
N/A
Short
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Jun 2024
2024-06-22
-21562693.52000000
CAD
-46484.39000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-369.03000000
-0.00002633255
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
41268.59000000
USD
163188.00000000
PLN
2024-06-20
-369.03000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.64000000
-0.00000475517
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17419.07000000
USD
1450000.00000000
INR
2024-06-20
-66.64000000
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC COMMON STOCK
N/A
10804.00000000
NS
358263.54000000
0.025564303602
Long
EC
GB
N
1
N
N
N
N/A
N/A
EURO STOXX 50 JUN24 PHYSICAL INDEX FUTURE.
N/A
537.00000000
NC
29258853.26000000
2.087798852788
N/A
DE
DE
N
1
EURO STOXX 50 JUN24
N/A
Long
DJ EURO STOXX 50 FUTR Jun 2024
N/A
N/A
2024-06-24
28705766.32000000
EUR
553086.94000000
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB-B SHS COMMON STOCK
N/A
7288.00000000
NS
59912.01000000
0.004275089821
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
244.05000000
0.000017414466
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81499.59000000
USD
2024-06-20
244.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
24.25000000
0.000001730386
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
CZK
21391.76000000
USD
2024-06-20
24.25000000
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
STRAUMANN HOLDING AG-REG COMMON STOCK
N/A
152.00000000
NS
24301.10000000
0.001734032713
Long
EC
CH
N
1
N
N
N
HERMES INTERNATIONAL S.C.A.
969500Y4IJGHJE2MTJ13
HERMES INTERNATIONAL COMMON STOCK
N/A
44.00000000
NS
112431.83000000
0.008022701491
Long
EC
FR
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-42.59000000
-0.00000303905
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
8936.11000000
USD
44869.00000000
BRL
2024-06-20
-42.59000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR APR24 PHYSICAL INDEX FUTURE.
N/A
72.00000000
NC
8605739.10000000
0.614072330884
N/A
DE
ES
N
1
IBEX 35 INDX FUTR APR24
N/A
Long
IBEX 35 INDX FUTR Apr 2024
N/A
N/A
2024-04-22
8245561.75000000
EUR
360177.35000000
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049
912810SG4
3000000.00000000
PA
USD
2878374.09000000
0.205389666833
Long
DBT
USGA
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
874.18000000
0.000062378111
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
385181.76000000
USD
7359875.00000000
ZAR
2024-06-20
874.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
579.63000000
0.000041360159
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4133862.00000000
CZK
177240.34000000
USD
2024-06-20
579.63000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1682.70000000
-0.00012007097
N/A
DFE
XX
N
2
EURO
N/A
261759.10000000
USD
240000.00000000
EUR
2024-06-20
-1682.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
580.51000000
0.000041422953
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4133862.00000000
CZK
177241.22000000
USD
2024-06-20
580.51000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1497.17000000
0.000106832273
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
410584.00000000
SGD
306972.57000000
USD
2024-06-20
1497.17000000
N
N
N
EXPERIAN PLC
635400RXXHHYT1JTSZ26
EXPERIAN PLC COMMON STOCK
N/A
1157.00000000
NS
50482.91000000
0.003602265633
Long
EC
GB
N
1
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
NIPPON PROLOGIS REIT INC REIT
N/A
40.00000000
NS
71254.42000000
0.005084440425
Long
EC
JP
N
1
N
N
N
Iberdrola, S.A.
5QK37QC7NWOJ8D7WVQ45
IBERDROLA SA COMMON STOCK
N/A
1071.00000000
NS
13295.98000000
0.000948749820
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1115.49000000
0.000079597061
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51000000.00000000
KRW
39098.05000000
USD
2024-06-20
1115.49000000
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
BOLIDEN AB COMMON STOCK
N/A
2335.00000000
NS
64912.07000000
0.004631874806
Long
EC
SE
N
1
N
N
N
N/A
N/A
COTTON NO.2 FUTR MAY24 PHYSICAL COMMODITY FUTURE.
N/A
38.00000000
NC
USD
1736220.00000000
0.123889958775
N/A
DCO
US
N
1
COTTON NO.2 FUTR MAY24
N/A
Long
Cotton
Cotton No. 2 Future May 2024
2024-05-11
1690390.56000000
USD
45829.44000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
58345.34000000
0.004163298295
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1836765.22000000
USD
31917150.00000000
MXN
2024-06-20
58345.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
355.90000000
0.000025395650
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31502906.00000000
CLP
32413.41000000
USD
2024-06-21
355.90000000
N
N
N
Ressources Teck Limitee
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD-CLS B COMMON STOCK
878742204
778.00000000
NS
35644.56000000
0.002543458242
Long
EC
CA
N
1
N
N
N
Suntory Beverage & Food Limited
549300FONLMVK7YYYH41
SUNTORY BEVERAGE & FOOD LTD COMMON STOCK
094259231
1600.00000000
NS
54043.41000000
0.003856329173
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-891.92000000
-0.00006364396
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150225.34000000
USD
54714074.00000000
HUF
2024-06-20
-891.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-208.71000000
-0.00001489274
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801148.00000000
COP
12001.23000000
USD
2024-06-20
-208.71000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4299.70000000
-0.00030680999
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
555068.20000000
USD
10500000.00000000
ZAR
2024-06-20
-4299.70000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
49.95000000
0.000003564239
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
37889.66000000
USD
37283235.00000000
CLP
2024-06-21
49.95000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-46.69000000
-0.00000333161
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
14257.74000000
USD
1187501.00000000
INR
2024-06-20
-46.69000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-57.48000000
-0.00000410155
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
56214.57000000
USD
283320.00000000
BRL
2024-06-20
-57.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1532.35000000
0.000109342582
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
410585.00000000
SGD
307008.50000000
USD
2024-06-20
1532.35000000
N
N
N
D'Ieteren Group SA
549300DV5KJ23OKVTW34
D'IETEREN GROUP COMMON STOCK
N/A
920.00000000
NS
204283.26000000
0.014576865063
Long
EC
BE
N
1
N
N
N
MERCK Kommanditgesellschaft auf Aktien
529900OAREIS0MOPTW25
MERCK KGAA COMMON STOCK
N/A
510.00000000
NS
90110.48000000
0.006429936098
Long
EC
DE
N
1
N
N
N
GENTING SINGAPORE LIMITED
254900Y2N3AK93K1O866
GENTING SINGAPORE LTD COMMON STOCK
N/A
255800.00000000
NS
167740.81000000
0.011969336855
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
110.86000000
0.000007910541
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
119095.00000000
BRL
23716.78000000
USD
2024-06-20
110.86000000
N
N
N
Hitachi Construction Machinery Co., Ltd.
5493009B7C53PDH8W826
HITACHI CONSTRUCTION MACHINE COMMON STOCK
N/A
500.00000000
NS
15025.27000000
0.001072145281
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-90.20000000
-0.00000643632
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17077.85000000
USD
2024-06-20
-90.20000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
70.61000000
0.000005038457
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
72473.00000000
BRL
14435.54000000
USD
2024-06-20
70.61000000
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG-REG COMMON STOCK
N/A
741.00000000
NS
453633.17000000
0.032369512348
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
85061.43000000
0.006069655375
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7917582.00000000
EUR
8664962.37000000
USD
2024-06-20
85061.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
484.16000000
0.000034547789
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
833374.00000000
TWD
26671.97000000
USD
2024-06-20
484.16000000
N
N
N
HKT Trust and HKT Limited
N/A
HKT TRUST AND HKT LTD-SS UNIT
N/A
355000.00000000
NS
414127.73000000
0.029550556609
Long
EC
HK
N
1
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
552.00000000
NC
USD
59072625.00000000
4.215194546767
N/A
DIR
US
N
1
US 5YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2024
2024-07-01
58896614.92000000
USD
176010.08000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-138.26000000
-0.00000986570
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
40228.36000000
USD
3350000.00000000
INR
2024-06-20
-138.26000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-783.61000000
-0.00005591538
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
120455.54000000
USD
10000000.00000000
INR
2024-06-20
-783.61000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
32.52000000
0.000002320501
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
57729.09000000
USD
291415.00000000
BRL
2024-06-20
32.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-361.71000000
-0.00002581022
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
267000.00000000
ILS
72820.17000000
USD
2024-06-20
-361.71000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1935.30000000
-0.00013809553
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
734684.66000000
USD
61229844.00000000
INR
2024-06-20
-1935.30000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-993.10000000
-0.00007086378
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
121356.31000000
USD
2816500.00000000
CZK
2024-06-20
-993.10000000
N
N
N
Kintetsu Group Holdings Co.,Ltd.
N/A
KINTETSU GROUP HOLDINGS CO L COMMON STOCK
N/A
4000.00000000
NS
116290.59000000
0.008298047713
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-581.81000000
-0.00004151571
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
93925.92000000
USD
7800000.00000000
INR
2024-06-20
-581.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2407.08000000
0.000171759939
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
556500.00000000
EUR
605459.23000000
USD
2024-06-20
2407.08000000
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC COMMON STOCK
N/A
3034.00000000
NS
131231.49000000
0.009364172677
Long
EC
GB
N
1
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
204.00000000
NC
USD
24569250.00000000
1.753166862284
N/A
DIR
US
N
1
US LONG BOND(CBT) JUN24
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2024
2024-06-21
24014928.96000000
USD
554321.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
582.92000000
0.000041594921
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88078.00000000
ILS
24724.17000000
USD
2024-06-20
582.92000000
N
N
N
ANA HOLDINGS INC.
5493008IRKIY0G3TE305
ANA HOLDINGS INC COMMON STOCK
N/A
3500.00000000
NS
73078.07000000
0.005214569052
Long
EC
JP
N
1
N
N
N
NEXON Co., Ltd.
5299005SFO0GAJFLKN43
NEXON CO LTD COMMON STOCK
N/A
5300.00000000
NS
87898.51000000
0.006272098455
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
816.69000000
0.000058275846
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
156501.00000000
EUR
170409.26000000
USD
2024-06-20
816.69000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2092.91000000
-0.00014934198
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143500.19000000
USD
4500000.00000000
TWD
2024-06-20
-2092.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
15290.70000000
0.001091085342
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5527158.00000000
EUR
6004804.69000000
USD
2024-06-20
15290.70000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
1300000.00000000
PA
USD
1444465.76000000
0.103071502147
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
ZALANDO SE COMMON STOCK
N/A
1399.00000000
NS
40024.09000000
0.002855964601
Long
EC
DE
Y
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
15463.45000000
0.001103412115
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5083655.00000000
EUR
5524374.67000000
USD
2024-06-20
15463.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
51497.80000000
0.003674684267
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8792842.00000000
EUR
9579875.70000000
USD
2024-06-20
51497.80000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2.83000000
-0.00000020193
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
308.35000000
USD
2209.00000000
CNY
2024-06-20
-2.83000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-18.43000000
-0.00000131509
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
2321.56000000
USD
2263288.00000000
CLP
2024-06-21
-18.43000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
71.76000000
0.000005120516
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67768.57000000
USD
66666666.00000000
CLP
2024-06-21
71.76000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
ZURICH INSURANCE GROUP AG COMMON STOCK
N/A
87.00000000
NS
46972.47000000
0.003351774182
Long
EC
CH
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
49.76000000
0.000003550681
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
37889.85000000
USD
37283235.00000000
CLP
2024-06-21
49.76000000
N
N
N
JARDINE CYCLE & CARRIAGE LIMITED
254900WEP6OCEXFWML09
JARDINE CYCLE & CARRIAGE LTD COMMON STOCK
N/A
400.00000000
NS
7163.60000000
0.000511166850
Long
EC
SG
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-298.99000000
-0.00002133477
N/A
DFE
KR
N
2
KOREAN WON
N/A
37536.79000000
USD
50000000.00000000
KRW
2024-06-20
-298.99000000
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC COMMON STOCK
N/A
1413.00000000
NS
36395.54000000
0.002597045276
Long
EC
GB
N
1
N
N
N
SODEXO SA
969500LCBOG12HXPYM84
SODEXO SA COMMON STOCK
N/A
477.00000000
NS
40944.74000000
0.002921658632
Long
EC
FR
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-18.50000000
-0.00000132008
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21386.01000000
USD
500000.00000000
CZK
2024-06-20
-18.50000000
N
N
N
TOYOTA MOTOR CORPORATION
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP COMMON STOCK
N/A
400.00000000
NS
10059.14000000
0.000717781410
Long
EC
JP
N
1
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV COMMON STOCK
N/A
9957.00000000
NS
200079.85000000
0.014276925947
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
304.80000000
0.000021749351
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67008.22000000
USD
2024-06-20
304.80000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-190.82000000
-0.00001361617
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
53652.76000000
USD
4467375.00000000
INR
2024-06-20
-190.82000000
N
N
N
AUCKLAND INTERNATIONAL AIRPORT LIMITED
549300HFZIZDJWB7AK60
AUCKLAND INTL AIRPORT LTD COMMON STOCK
N/A
34133.00000000
NS
170479.21000000
0.012164738511
Long
EC
NZ
N
1
N
N
N
N/A
N/A
FTSE KLCI FUTURE APR24 PHYSICAL INDEX FUTURE.
N/A
-24.00000000
NC
-388675.26000000
-0.02773436657
N/A
DE
MY
N
1
FTSE KLCI FUTURE APR24
N/A
Short
Bursa Malaysia Derivatives Data FTSE Bursa Malaysia KLCI Index Future Apr 2024
N/A
N/A
2024-05-03
-390188.78000000
MYR
1513.52000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2026
N/A
1000000.00000000
PA
1319963.97000000
0.094187534890
Long
DBT
USGA
DE
N
2
2026-04-15
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN24 PHYSICAL INDEX FUTURE.
N/A
25.00000000
NC
4541775.41000000
0.324083565625
N/A
DE
JP
N
1
TOPIX INDX FUTR JUN24
N/A
Long
TOPIX INDX FUTR Jun 2024
N/A
N/A
2024-06-16
4492736.42000000
JPY
49038.99000000
N
N
N
Acciona, S.A.
54930002KP75TLLLNO21
ACCIONA SA COMMON STOCK
N/A
69.00000000
NS
8409.54000000
0.000600072320
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
316.55000000
0.000022587786
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
432000.00000000
BRL
85943.63000000
USD
2024-06-20
316.55000000
N
N
N
Repubblica Italiana
N/A
EURO-BTP FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
149.00000000
NC
19151004.93000000
1.366541804195
N/A
DIR
DE
N
1
EURO-BTP FUTURE JUN24
N/A
Long
Italy Govt. Bond Futures
Euro-BTP Futures Jun 2024
2024-06-09
19023948.29000000
EUR
127056.64000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
275.08000000
0.000019628647
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141455.64000000
USD
3316500.00000000
CZK
2024-06-20
275.08000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/21/2024
912797JX6
65000000.00000000
PA
USD
64524687.50000000
4.604232686153
Long
DBT
UST
US
N
2
2024-05-21
None
0.00000000
N
N
N
N
N
N
Rheinmetall Aktiengesellschaft
5299001OU9CSE29O6S05
RHEINMETALL AG COMMON STOCK
N/A
95.00000000
NS
53454.36000000
0.003814296838
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
385.05000000
0.000027475682
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
87328.00000000
ILS
24320.73000000
USD
2024-06-20
385.05000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-212.73000000
-0.00001517959
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
12514.53000000
USD
12088975.00000000
CLP
2024-06-21
-212.73000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1943.61000000
-0.00013868850
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
548314.61000000
USD
45655736.00000000
INR
2024-06-20
-1943.61000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2538.90000000
-0.00018116610
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711651.18000000
USD
59254687.00000000
INR
2024-06-20
-2538.90000000
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA COMMON STOCK
N/A
3134.00000000
NS
49579.16000000
0.003537777521
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-86.51000000
-0.00000617301
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13560.20000000
USD
2024-06-20
-86.51000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-204.78000000
-0.00001461231
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
158938.46000000
USD
2024-06-20
-204.78000000
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc. COMMON STOCK
N/A
64000.00000000
NS
307303.18000000
0.021927968979
Long
EC
JP
N
1
N
N
N
ASX LIMITED
549300VSBVYUCBIQKT71
ASX LTD COMMON STOCK
N/A
1383.00000000
NS
59928.80000000
0.004276287890
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-326.03000000
-0.00002326424
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
143704380.00000000
COP
36380.67000000
USD
2024-06-20
-326.03000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1080.80000000
-0.00007712171
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71525.80000000
USD
69226272.00000000
CLP
2024-06-21
-1080.80000000
N
N
N
REMY COINTREAU SA
5493004V6A3Z027YT216
REMY COINTREAU COMMON STOCK
N/A
674.00000000
NS
68016.55000000
0.004853398518
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
209.11000000
0.000014921282
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17377.16000000
USD
2024-06-20
209.11000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
59738.79000000
0.004262729510
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1804730.88000000
USD
31401101.00000000
MXN
2024-06-20
59738.79000000
N
N
N
Repsol S.A.
BSYCX13Y0NOTV14V9N85
REPSOL SA COMMON STOCK
N/A
25048.00000000
NS
417678.57000000
0.029803930848
Long
EC
ES
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-19559.27000000
-0.00139567402
N/A
DFE
KR
N
2
KOREAN WON
N/A
955881.59000000
USD
1257220250.00000000
KRW
2024-06-20
-19559.27000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-10440.26000000
-0.00074497666
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
941966.84000000
USD
6735297.00000000
CNY
2024-06-20
-10440.26000000
N
N
N
FIRST QUANTUM MINERALS LTD.
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD COMMON STOCK
335934105
2143.00000000
NS
23057.14000000
0.001645268528
Long
EC
CA
N
1
N
N
N
KINGFISHER PLC
213800KBMEV7I92FY281
KINGFISHER PLC COMMON STOCK
N/A
15739.00000000
NS
49586.37000000
0.003538291999
Long
EC
GB
N
1
N
N
N
KONAMI GROUP CORPORATION
353800FC4A5QCMIZFV94
KONAMI GROUP CORPORATION COMMON STOCK
N/A
2400.00000000
NS
162859.69000000
0.011621038969
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3960.74000000
0.000282623121
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3097499.00000000
CNY
432360.95000000
USD
2024-06-20
3960.74000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1507.68000000
0.000107582226
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
77173.53000000
USD
1500000.00000000
ZAR
2024-06-20
1507.68000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1868.06000000
-0.00013329755
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
134672.45000000
USD
178500.00000000
SGD
2024-06-20
-1868.06000000
N
N
N
N/A
N/A
N/A
N/A
25145538.75000000
NC
-11743.52000000
-0.00083797226
N/A
DE
SE
N
2
N/A
N/A
Y
2024-06-19
0.00000000
SEK
0.00000000
SEK
-375.00000000
SEK
-11743.52000000
N
N
N
KOITO MANUFACTURING CO., LTD.
N/A
KOITO MANUFACTURING CO LTD COMMON STOCK
N/A
900.00000000
NS
12101.49000000
0.000863515624
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
3021871.94000000
0.215629119622
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/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
96.42000000
0.000006880159
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
259482.00000000
CNY
35984.13000000
USD
2024-06-20
96.42000000
N
N
N
Sartorius Aktiengesellschaft
529900EQV2DY4FOAMU38
Sartorius AG PREFERRED STOCK
N/A
58.00000000
NS
23089.00000000
0.001647541934
Long
EP
DE
N
1
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA FTSE/JSE SHAREHOLDER WEIGHTED TOP 40 INDEX FUTURE
N/A
-8.00000000
NC
-54224.05000000
-0.00386921894
N/A
DE
ZA
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-06-23
0.00000000
ZAR
-52948.84000000
ZAR
-8.00000000
ZAR
-1275.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1002.76000000
0.000071553083
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219199.26000000
USD
2024-06-20
1002.76000000
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
EURONEXT NV COMMON STOCK
N/A
536.00000000
NS
51056.99000000
0.003643229767
Long
EC
FR
Y
1
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
DASSAULT SYSTEMES SE COMMON STOCK
N/A
3283.00000000
NS
145512.43000000
0.010383205442
Long
EC
FR
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-185.55000000
-0.00001324013
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
13987.65000000
USD
500000.00000000
THB
2024-06-20
-185.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
396.66000000
0.000028304126
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
210000.00000000
ILS
57955.44000000
USD
2024-06-20
396.66000000
N
N
N
ORACLE CORPORATION JAPAN
529900MIMKY9RU60Z323
ORACLE CORP JAPAN COMMON STOCK
N/A
1500.00000000
NS
112441.77000000
0.008023410771
Long
EC
JP
N
1
N
N
N
DOLLARAMA INC.
5493002GJ0NJP1HI0C79
DOLLARAMA INC COMMON STOCK
25675T107
691.00000000
NS
52691.14000000
0.003759836404
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
57.63000000
0.000004112254
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
159200.87000000
USD
2024-06-20
57.63000000
N
N
N
TRYG A/S
213800ZRS8AC4LSTCE39
TRYG A/S COMMON STOCK
N/A
2801.00000000
NS
57802.19000000
0.004124541208
Long
EC
DK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-37.02000000
-0.00000264160
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8795411.00000000
COP
2209.61000000
USD
2024-06-20
-37.02000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2073.45000000
-0.00014795339
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
635547.09000000
USD
52934188.00000000
INR
2024-06-20
-2073.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
356.06000000
0.000025407067
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31502906.00000000
CLP
32413.57000000
USD
2024-06-21
356.06000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-7914.68000000
-0.00056476102
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2673057.49000000
USD
13446000.00000000
BRL
2024-06-20
-7914.68000000
N
N
N
RENTOKIL INITIAL PLC
549300VN4WV7Z6T14K68
RENTOKIL INITIAL PLC COMMON STOCK
N/A
12011.00000000
NS
71570.46000000
0.005106991820
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
363.61000000
0.000025945806
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67476.72000000
USD
66666666.00000000
CLP
2024-06-21
363.61000000
N
N
N
Bechtle AG
529900HA2QT774RUXW59
BECHTLE AG COMMON STOCK
N/A
1658.00000000
NS
87705.16000000
0.006258301745
Long
EC
DE
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2782.62000000
-0.00019855702
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
144189.90000000
USD
4500000.00000000
TWD
2024-06-20
-2782.62000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
762.17000000
0.000054385509
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34466.16000000
USD
137916667.00000000
COP
2024-06-20
762.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-31.89000000
-0.00000227554
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17136.16000000
USD
2024-06-20
-31.89000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-364.73000000
-0.00002602572
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
120036.66000000
USD
10000000.00000000
INR
2024-06-20
-364.73000000
N
N
N
MONDI PLC
213800LOZA69QFDC9N34
MONDI PLC COMMON STOCK
N/A
5292.00000000
NS
93290.71000000
0.006656865037
Long
EC
GB
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1105.21000000
-0.00007886352
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
99898.13000000
USD
714311.00000000
CNY
2024-06-20
-1105.21000000
N
N
N
BARRATT DEVELOPMENTS P L C
2138006R85VEOF5YNK29
BARRATT DEVELOPMENTS PLC COMMON STOCK
N/A
6905.00000000
NS
41485.30000000
0.002960230907
Long
EC
GB
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-948.32000000
-0.00006766845
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
75479.67000000
USD
2700000.00000000
THB
2024-06-20
-948.32000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-14921.57000000
-0.00106474564
N/A
DFE
KR
N
2
KOREAN WON
N/A
1044338.39000000
USD
1382220250.00000000
KRW
2024-06-20
-14921.57000000
N
N
N
HALEON PLC
549300PSB3WWEODCUP19
HALEON PLC COMMON STOCK
N/A
10105.00000000
NS
42520.64000000
0.003034108774
Long
EC
GB
N
1
N
N
N
SYENSQO SA
549300060XNJ90PLNS10
SYENSQO SA COMMON STOCK
N/A
1000.00000000
NS
94801.98000000
0.006764703432
Long
EC
BE
N
1
N
N
N
West Japan Railway Company
353800QGUXHZ7EBCR121
WEST JAPAN RAILWAY CO COMMON STOCK
N/A
6800.00000000
NS
141530.94000000
0.010099101681
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030
912828ZZ6
1100000.00000000
PA
USD
1191372.42000000
0.085011738143
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-359.62000000
-0.00002566109
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
30007.07000000
USD
1666750.00000000
PHP
2024-06-20
-359.62000000
N
N
N
Power Assets Holdings Limited
254900JOWYUW1ZX4DF47
POWER ASSETS HOLDINGS LTD COMMON STOCK
N/A
15974.00000000
NS
93479.06000000
0.006670304966
Long
EC
HK
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 06/06/2024
912797HT7
92943000.00000000
PA
USD
92053961.17000000
6.568615414197
Long
DBT
UST
US
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8981.21000000
-0.00064086448
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909400.74000000
USD
6510381.00000000
CNY
2024-06-20
-8981.21000000
N
N
N
Wartsila Oyj Abp
743700G7A9J1PHM3X223
WARTSILA OYJ ABP COMMON STOCK
N/A
4133.00000000
NS
62892.41000000
0.004487759663
Long
EC
FI
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9771.08000000
-0.00069722656
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
927052.36000000
USD
6632298.00000000
CNY
2024-06-20
-9771.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
155.72000000
0.000011111578
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27619187.00000000
CLP
28261.14000000
USD
2024-06-21
155.72000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-260.07000000
-0.00001855759
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
52154.24000000
USD
261813.00000000
BRL
2024-06-20
-260.07000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI
N/A
4400000.00000000
PA
5176920.09000000
0.369405038838
Long
DBT
USGA
FR
N
2
2032-03-01
Fixed
0.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-359.47000000
-0.00002565039
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
30006.92000000
USD
1666750.00000000
PHP
2024-06-20
-359.47000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3632.58000000
-0.00025920688
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
476374.10000000
USD
39503125.00000000
INR
2024-06-20
-3632.58000000
N
N
N
CHUGAI PHARMACEUTICAL CO., LTD.
529900T9LAII161DCN95
CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK
N/A
2500.00000000
NS
95245.96000000
0.006796384132
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-133.82000000
-0.00000954887
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
39625.56000000
USD
3300000.00000000
INR
2024-06-20
-133.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
27329.55000000
0.001950131217
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378496.00000000
GBP
1769161.19000000
USD
2024-06-20
27329.55000000
N
N
N
N/A
N/A
LME COPPER FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
34.00000000
NC
USD
7530413.50000000
0.537341245968
N/A
DCO
GB
N
1
LME COPPER FUTURE JUN24
N/A
Long
Copper
LME Copper Composite Future Jun 2024
2024-06-20
7263499.42000000
USD
266914.08000000
N
N
N
KERING SA
549300VGEJKB7SVUZR78
KERING COMMON STOCK
N/A
119.00000000
NS
47083.09000000
0.003359667599
Long
EC
FR
N
1
N
N
N
AUST 10Y BOND FUT JUN24
N/A
AUST 10Y BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
760.00000000
NC
57801158.40000000
4.124467597038
Long
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
274.09000000
0.000019558004
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277777.00000000
IDR
20094.34000000
USD
2024-06-20
274.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
42093.81000000
0.003003651833
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7180507.00000000
EUR
7823262.20000000
USD
2024-06-20
42093.81000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-11.00000000
NC
USD
-277446.40000000
-0.01979750438
N/A
DCO
US
N
1
SUGAR #11 (WORLD) MAY24
N/A
Short
Sugar
Sugar #11 World Future May 2024
2024-05-03
-269882.85000000
USD
-7563.55000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3129.84000000
-0.00022333330
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712242.13000000
USD
59254688.00000000
INR
2024-06-20
-3129.84000000
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
1292846.94000000
0.092252568280
Long
DBT
USGA
IT
N
2
2035-09-15
Fixed
2.35000000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-230.97000000
-0.00001648112
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
14033.07000000
USD
500000.00000000
THB
2024-06-20
-230.97000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
29.88000000
0.000002132121
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12936.21000000
USD
50761421.00000000
COP
2024-06-20
29.88000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 07/25/2038
BW7932815
1000000.00000000
PA
1146816.74000000
0.081832416768
Long
DBT
USGA
FR
N
2
2038-07-25
Fixed
0.10000000
N
N
N
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2026
D2R06JAC9
930000.00000000
PA
1221204.19000000
0.087140418123
Long
DBT
USGA
DE
N
2
2026-04-15
Fixed
0.10000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-512.13000000
-0.00003654362
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
30119.17000000
USD
29094828.00000000
CLP
2024-06-21
-512.13000000
N
N
N
DAIFUKU CO.,LTD.
3538006FG1W4X3MYHL36
DAIFUKU CO LTD COMMON STOCK
N/A
2100.00000000
NS
50076.98000000
0.003573300035
Long
EC
JP
N
1
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAY24 PHYSICAL COMMODITY FUTURE.
N/A
52.00000000
NC
USD
1456650.00000000
0.103940922492
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) MAY24
N/A
Long
Wheat
Wheat Future (CBT) May 2024
2024-05-17
1531394.02000000
USD
-74744.02000000
N
N
N
Shimadzu Corporation
N/A
SHIMADZU CORP COMMON STOCK
N/A
2300.00000000
NS
63873.27000000
0.004557750047
Long
EC
JP
N
1
N
N
N
N/A
N/A
PLATINUM (OSE) FEB25 PHYSICAL COMMODITY FUTURE.
N/A
-3.00000000
NC
-43608.97000000
-0.00311176780
N/A
DCO
JP
N
1
PLATINUM (OSE) FEB25
N/A
Short
Platinum
PLATINUM FUT TCOM Feb 2025
2025-02-28
-44234.77000000
JPY
625.80000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2026
BK0496913
1000000.00000000
PA
1201967.91000000
0.085767791419
Long
DBT
USGA
FR
N
2
2026-03-01
Fixed
0.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1447.95000000
-0.00010332012
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
539664.17000000
USD
44974308.00000000
INR
2024-06-20
-1447.95000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
34.81000000
0.000002483907
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38198.90000000
USD
37572255.00000000
CLP
2024-06-21
34.81000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-185.62000000
-0.00001324512
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
13987.72000000
USD
500000.00000000
THB
2024-06-20
-185.62000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-14758.01000000
-0.00105307463
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1029488.70000000
USD
371785832.00000000
HUF
2024-06-20
-14758.01000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
74.22000000
0.000005296052
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
69574.00000000
BRL
13864.54000000
USD
2024-06-20
74.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
19804.52000000
0.001413174117
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1483000.00000000
EUR
1626859.94000000
USD
2024-06-20
19804.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
849.50000000
0.000060617041
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7500000.00000000
PHP
134256.35000000
USD
2024-06-20
849.50000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-711.15000000
-0.00005074491
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
150283.75000000
USD
3500000.00000000
CZK
2024-06-20
-711.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3275.41000000
0.000233720617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1810994.00000000
GBP
2291600.25000000
USD
2024-06-20
3275.41000000
N
N
N
COCHLEAR LIMITED
5493001OLLWY8KV5UC08
COCHLEAR LTD COMMON STOCK
N/A
247.00000000
NS
54388.99000000
0.003880988428
Long
EC
AU
N
1
N
N
N
PEARSON PLC
2138004JBXWWJKIURC57
PEARSON PLC COMMON STOCK
N/A
2878.00000000
NS
37883.25000000
0.002703202520
Long
EC
GB
N
1
N
N
N
ELIA GROUP SA
549300S1MP1NFDIKT460
ELIA GROUP SA/NV COMMON STOCK
N/A
2353.00000000
NS
254122.88000000
0.018133228005
Long
EC
BE
N
1
N
N
N
N/A
N/A
LEAN HOGS FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
37.00000000
NC
USD
1501460.00000000
0.107138391161
N/A
DCO
US
N
1
LEAN HOGS FUTURE JUN24
N/A
Long
Hogs
LEAN HOGS FUTURE(Consolidated) Jun 2024
2024-06-17
1484914.72000000
USD
16545.28000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8782.08000000
-0.00062665533
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909201.88000000
USD
6510383.00000000
CNY
2024-06-20
-8782.08000000
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA COMMON STOCK
N/A
1076.00000000
NS
132941.37000000
0.009486183115
Long
EC
BE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1115.68000000
0.000079610619
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51000000.00000000
KRW
39098.24000000
USD
2024-06-20
1115.68000000
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
VOESTALPINE AG COMMON STOCK
N/A
7681.00000000
NS
215681.53000000
0.015390201622
Long
EC
AT
N
1
N
N
N
SEMBCORP INDUSTRIES LTD
254900J0FF14U6TPQM96
SEMBCORP INDUSTRIES LTD COMMON STOCK
N/A
70100.00000000
NS
280483.11000000
0.020014192288
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
801.38000000
0.000057183384
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
341000.00000000
EUR
370326.60000000
USD
2024-06-20
801.38000000
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG COMMON STOCK
N/A
3038.00000000
NS
466813.81000000
0.033310031952
Long
EC
CH
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
404.16000000
0.000028839297
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70040.84000000
USD
69226275.00000000
CLP
2024-06-21
404.16000000
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
2000000.00000000
PA
2754841.74000000
0.196574875073
Long
DBT
USGA
GB
N
2
2048-08-10
Fixed
0.12500000
N
N
N
N
N
N
DAIWA HOUSE INDUSTRY CO.,LTD.
353800K9WXR9XRZJZI46
DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK
N/A
1300.00000000
NS
38541.74000000
0.002750189826
Long
EC
JP
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB LTD-REG COMMON STOCK
N/A
876.00000000
NS
40741.25000000
0.002907138371
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
115.70000000
0.000008255905
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
119095.00000000
BRL
23721.62000000
USD
2024-06-20
115.70000000
N
N
N
N/A
N/A
MSCI EMGMKT JUN24 PHYSICAL INDEX FUTURE.
N/A
546.00000000
NC
USD
28637700.00000000
2.043475753311
N/A
DE
US
N
1
MSCI EMGMKT JUN24
N/A
Long
US MSCI Emerging Markets Equity Index Future Jun 2024
N/A
N/A
2024-06-24
28716842.70000000
USD
-79142.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
249.53000000
0.000017805497
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66952.95000000
USD
2024-06-20
249.53000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
0.37000000
0.000000026401
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
6111.96000000
USD
24388.00000000
PLN
2024-06-20
0.37000000
N
N
N
Nomura Real Estate Master Fund, Inc.
353800TNNZOQ1CPZE086
NOMURA REAL ESTATE MASTER FU REIT
N/A
44.00000000
NS
43492.68000000
0.003103469797
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
2058295.16000000
0.146871999239
Long
DBT
USGA
GB
N
2
2055-11-22
Fixed
1.25000000
N
N
N
N
N
N
Japan
N/A
JPN 10Y BOND(OSE) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
156.00000000
NC
150366910.04000000
10.72960240407
N/A
DIR
JP
N
1
JPN 10Y BOND(OSE) JUN24
N/A
Long
Japan Govt. Bond Futures
Japan Govt 10 Year Bond Future (TSE) Jun 2024
2024-06-16
153348726.61000000
JPY
-2981816.57000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2.83000000
-0.00000020193
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
308.35000000
USD
2209.00000000
CNY
2024-06-20
-2.83000000
N
N
N
Lasertec Corporation
N/A
LASERTEC CORP COMMON STOCK
N/A
100.00000000
NS
28365.65000000
0.002024063315
Long
EC
JP
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
34474.82000000
0.002459990109
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1822560.03000000
USD
31275885.00000000
MXN
2024-06-20
34474.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
733.73000000
0.000052356141
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
159876.97000000
USD
2024-06-20
733.73000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
32968.31000000
0.002352491370
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4847797.00000000
EUR
5286291.62000000
USD
2024-06-20
32968.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
155.58000000
0.000011101588
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
27619188.00000000
CLP
28261.00000000
USD
2024-06-21
155.58000000
N
N
N
A.P. MOELLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER-MAERSK A/S-A COMMON STOCK
N/A
13.00000000
NS
16674.80000000
0.001189849376
Long
EC
DK
N
1
N
N
N
Nitori Holdings Co., Ltd.
N/A
NITORI HOLDINGS CO LTD COMMON STOCK
N/A
600.00000000
NS
90468.80000000
0.006455504430
Long
EC
JP
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
404.51000000
0.000028864272
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70040.49000000
USD
69226275.00000000
CLP
2024-06-21
404.51000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
14.79000000
0.000001055357
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
55607.93000000
USD
280624.00000000
BRL
2024-06-20
14.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
266.51000000
0.000019017125
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66969.93000000
USD
2024-06-20
266.51000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-887.96000000
-0.00006336139
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50575.52000000
USD
1800000.00000000
THB
2024-06-20
-887.96000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-95.28000000
-0.00000679881
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
10303.14000000
USD
51500.00000000
BRL
2024-06-20
-95.28000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-150.69000000
-0.00001075265
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19791.56000000
USD
625031.00000000
TWD
2024-06-20
-150.69000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-108.16000000
-0.00000771788
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
283569.60000000
USD
6633000.00000000
CZK
2024-06-20
-108.16000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC COMMON STOCK
N/A
4891.00000000
NS
105566.67000000
0.007532830168
Long
EC
GB
N
1
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV-CVA DEPOSITARY RECEIPT
N/A
1050.00000000
NS
17973.82000000
0.001282542430
Long
EC
NL
Y
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2114.54000000
-0.00015088541
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
626133.34000000
USD
52144124.00000000
INR
2024-06-20
-2114.54000000
N
N
N
HOYA CORPORATION
353800X4VR3BHEUCJB42
HOYA CORP COMMON STOCK
N/A
800.00000000
NS
99560.61000000
0.007104260905
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1595.67000000
0.000113860853
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
387122.00000000
SGD
289615.29000000
USD
2024-06-20
1595.67000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2648.21000000
-0.00018896604
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
66119.52000000
USD
62373225.00000000
CLP
2024-06-21
-2648.21000000
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
2762159.32000000
0.197097029342
Long
DBT
USGA
GB
N
2
2026-03-22
Fixed
0.12500000
N
N
N
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-6492.40000000
-0.00046327260
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
469445.92000000
USD
169620926.00000000
HUF
2024-06-20
-6492.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
78.91000000
0.000005630713
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66782.33000000
USD
2024-06-20
78.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14060.18000000
0.001003280183
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1771000.00000000
EUR
1933207.28000000
USD
2024-06-20
14060.18000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
109.00000000
NC
USD
24398560.00000000
1.740987082611
N/A
DCO
US
N
1
GOLD 100 OZ FUTR JUN24
N/A
Long
Gold
GOLD 100 OZ FUTR Jun 2024
2024-06-29
23208142.83000000
USD
1190417.17000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-859.98000000
-0.00006136485
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50547.54000000
USD
1800000.00000000
THB
2024-06-20
-859.98000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4767.25000000
-0.00034017256
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
979993.90000000
USD
357312001.00000000
HUF
2024-06-20
-4767.25000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
PARTNERS GROUP HOLDING AG COMMON STOCK
N/A
14.00000000
NS
20019.98000000
0.001428548511
Long
EC
CH
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-696.48000000
-0.00004969812
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
52696.82000000
USD
19052336.00000000
HUF
2024-06-20
-696.48000000
N
N
N
RICOH COMPANY,LTD.
549300HFIB2GRUMDID72
RICOH CO LTD COMMON STOCK
N/A
6500.00000000
NS
57615.05000000
0.004111187619
Long
EC
JP
N
1
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT COMMON STOCK
N/A
3097.00000000
NS
100777.18000000
0.007191070645
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-257.11000000
-0.00001834637
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
62500000.00000000
COP
15707.39000000
USD
2024-06-20
-257.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-31.07000000
-0.00000221703
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20541.74000000
USD
2024-06-20
-31.07000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 07/25/2031
BN5634736
7800000.00000000
PA
9564577.20000000
0.682491317350
Long
DBT
USGA
FR
N
2
2031-07-25
Fixed
0.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2002.18000000
-0.00014286783
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
540218.42000000
USD
44974309.00000000
INR
2024-06-20
-2002.18000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-859.72000000
-0.00006134630
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50547.28000000
USD
1800000.00000000
THB
2024-06-20
-859.72000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/08/2024
912797GK7
24998000.00000000
PA
USD
24539034.22000000
1.751010780832
Long
DBT
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-5127.47000000
-0.00036587647
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6500000.00000000
MXN
380816.09000000
USD
2024-06-20
-5127.47000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2902.20000000
-0.00020708979
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712014.46000000
USD
59254686.00000000
INR
2024-06-20
-2902.20000000
N
N
N
MatsukiyoCocokara & Co.
N/A
MATSUKIYOCOCOKARA & CO COMMON STOCK
N/A
3300.00000000
NS
52864.98000000
0.003772240956
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
144.07000000
0.000010280279
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
112313.00000000
CNY
15677.54000000
USD
2024-06-20
144.07000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-21.46000000
-0.00000153130
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141752.18000000
USD
3316500.00000000
CZK
2024-06-20
-21.46000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-129.31000000
-0.00000922706
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19770.18000000
USD
625031.00000000
TWD
2024-06-20
-129.31000000
N
N
N
Nomura Real Estate Holdings, Inc.
353800UZ91CT24OL9P59
NOMURA REAL ESTATE HOLDINGS COMMON STOCK
N/A
700.00000000
NS
19717.20000000
0.001406943299
Long
EC
JP
N
1
N
N
N
NEC Corporation
5493000QYMPFRTEY4K28
NEC CORP COMMON STOCK
N/A
700.00000000
NS
50946.51000000
0.003635346340
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-355.14000000
-0.00002534141
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
29998.14000000
USD
1666500.00000000
PHP
2024-06-20
-355.14000000
N
N
N
Telefonica S.A.
549300EEJH4FEPDBBR25
TELEFONICA SA COMMON STOCK
879382109
41335.00000000
NS
182539.52000000
0.013025315690
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
115.58000000
0.000008247342
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
119095.00000000
BRL
23721.50000000
USD
2024-06-20
115.58000000
N
N
N
YAMAHA CORPORATION
529900S5TENP3IJS7S02
YAMAHA CORP COMMON STOCK
N/A
1100.00000000
NS
23657.87000000
0.001688134302
Long
EC
JP
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
ADECCO GROUP AG-REG COMMON STOCK
N/A
1187.00000000
NS
46995.03000000
0.003353383977
Long
EC
CH
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-59.81000000
-0.00000426781
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
3701.14000000
USD
3578337.00000000
CLP
2024-06-21
-59.81000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-98.71000000
-0.00000704356
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
49027.65000000
USD
246853.00000000
BRL
2024-06-20
-98.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1119.87000000
0.000079909601
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
50994900.00000000
KRW
39098.63000000
USD
2024-06-20
1119.87000000
N
N
N
The Chiba Bank, Ltd.
FGJPAKKCTZVSKZXNBS63
CHIBA BANK LTD/THE COMMON STOCK
N/A
7300.00000000
NS
60654.46000000
0.004328068187
Long
EC
JP
N
1
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
SOMPO HOLDINGS INC COMMON STOCK
N/A
600.00000000
NS
12527.67000000
0.000893926184
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15074.41000000
-0.00107565172
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1056166.78000000
USD
7527500.00000000
CNY
2024-06-20
-15074.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1091.57000000
0.000077890222
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51002550.00000000
KRW
39076.03000000
USD
2024-06-20
1091.57000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL COMMON STOCK
N/A
2187.00000000
NS
60123.43000000
0.004290175936
Long
EC
NL
N
1
N
N
N
NIBE Industrier AB
549300ZQH0FIF1P0MX67
NIBE INDUSTRIER AB-B SHS COMMON STOCK
N/A
3304.00000000
NS
16240.97000000
0.001158892942
Long
EC
SE
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-42.42000000
-0.00000302692
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
26269.49000000
USD
500000.00000000
ZAR
2024-06-20
-42.42000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-20.35000000
-0.00000145209
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4979.79000000
USD
19788.00000000
PLN
2024-06-20
-20.35000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-17142.08000000
-0.00122319267
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
953816.56000000
USD
343186921.00000000
HUF
2024-06-20
-17142.08000000
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
1232506.08000000
0.087946877378
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
334.95000000
0.000023900739
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
371064.00000000
BRL
73883.85000000
USD
2024-06-20
334.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-205.58000000
-0.00001466939
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
158937.66000000
USD
2024-06-20
-205.58000000
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ-R SHS COMMON STOCK
N/A
1698.00000000
NS
23628.92000000
0.001686068542
Long
EC
FI
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4514.86000000
-0.00032216298
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
457533.67000000
USD
3275501.00000000
CNY
2024-06-20
-4514.86000000
N
N
N
OCADO GROUP PLC
213800LO8F61YB8MBC74
OCADO GROUP PLC COMMON STOCK
N/A
3366.00000000
NS
19351.28000000
0.001380832660
Long
EC
GB
N
1
N
N
N
N/A
N/A
COTTON NO.2 FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
2.00000000
NC
USD
91970.00000000
0.006562624269
N/A
DCO
US
N
1
COTTON NO.2 FUTR JUL24
N/A
Long
Cotton
Cotton No. 2 Future Jul 2024
2024-07-12
95223.54000000
USD
-3253.54000000
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES COMMON STOCK
136385101
952.00000000
NS
72691.79000000
0.005187005602
Long
EC
CA
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 04/18/2024
912796CX5
5000000.00000000
PA
USD
4987571.70000000
0.355893868461
Long
DBT
UST
US
N
2
2024-04-18
None
0.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2941.55000000
-0.00020989765
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712053.85000000
USD
59254689.00000000
INR
2024-06-20
-2941.55000000
N
N
N
FUJIFILM Holdings Corporation
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP COMMON STOCK
N/A
6300.00000000
NS
141031.42000000
0.010063457862
Long
EC
JP
N
1
N
N
N
SECOM CO., LTD.
529900TYCL9N3E9PGE47
SECOM CO LTD COMMON STOCK
N/A
1100.00000000
NS
79659.06000000
0.005684163101
Long
EC
JP
N
1
N
N
N
ANHEUSER-BUSCH INBEV SA
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK
N/A
1142.00000000
NS
69635.20000000
0.004968899135
Long
EC
BE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-105.31000000
-0.00000751451
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6000000.00000000
CZK
256304.86000000
USD
2024-06-20
-105.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1381.80000000
0.000098599915
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293275.00000000
SGD
219579.05000000
USD
2024-06-20
1381.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14131.04000000
0.001008336479
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5097962.00000000
EUR
5538546.06000000
USD
2024-06-20
14131.04000000
N
N
N
ADEVINTA ASA
529900W8V3YLHRSZH763
ADEVINTA ASA COMMON STOCK
N/A
9175.00000000
NS
96303.32000000
0.006871833261
Long
EC
NO
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1741.70000000
0.000124280990
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
57634.23000000
USD
1000000.00000000
MXN
2024-06-20
1741.70000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UK TREASURY 2% 01/26/2035
N/A
932000.00000000
PA
2940413.81000000
0.209816581828
Long
DBT
NUSS
GB
N
2
2035-01-26
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
SOYBEAN FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
44.00000000
NC
USD
2651550.00000000
0.189204375131
N/A
DCO
US
N
1
SOYBEAN FUTURE JUL24
N/A
Long
Soybeans
Soybean Future Jul 2024
2024-07-15
2534905.56000000
USD
116644.44000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 JUN24 PHYSICAL INDEX FUTURE.
N/A
214.00000000
NC
USD
22961130.00000000
1.638417625145
N/A
DE
US
N
1
E-MINI RUSS 2000 JUN24
N/A
Long
Russell 2000 E-mini Composite Index Futures Jun 2024
N/A
N/A
2024-06-24
22592134.08000000
USD
368995.92000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2590.90000000
-0.00018487662
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711703.19000000
USD
59254688.00000000
INR
2024-06-20
-2590.90000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1193.46000000
-0.00008516069
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
75724.81000000
USD
2700000.00000000
THB
2024-06-20
-1193.46000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1854.41000000
-0.00013232354
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
635328.05000000
USD
52934188.00000000
INR
2024-06-20
-1854.41000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-31.57000000
-0.00000225271
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
9006.96000000
USD
750000.00000000
INR
2024-06-20
-31.57000000
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CAPITALAND ASCENDAS REIT REIT
N/A
28900.00000000
NS
59316.09000000
0.004232567269
Long
EC
SG
N
1
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
100000.00000000
PA
201155.68000000
0.014353693024
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
49240.87000000
0.003513638452
Long
EC
DE
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
272.78000000
0.000019464528
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
78408.43000000
USD
1500000.00000000
ZAR
2024-06-20
272.78000000
N
N
N
Seven & i Holdings Co., Ltd.
52990037G8JRM3TWGY86
SEVEN & I HOLDINGS CO LTD COMMON STOCK
N/A
4600.00000000
NS
66867.09000000
0.004771377488
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-190.42000000
-0.00001358763
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
12596.53000000
USD
49500.00000000
PLN
2024-06-20
-190.42000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4287.47000000
-0.00030593731
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
713399.76000000
USD
59254688.00000000
INR
2024-06-20
-4287.47000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
299.28000000
0.000021355465
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19939.18000000
USD
2024-06-20
299.28000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-347.85000000
-0.00002482123
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
90801.12000000
USD
7558437.00000000
INR
2024-06-20
-347.85000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-579.25000000
-0.00004133304
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
117987.59000000
USD
115377124.00000000
CLP
2024-06-21
-579.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
4658.37000000
0.000332403305
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
643000.00000000
GBP
817136.42000000
USD
2024-06-20
4658.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-924.91000000
-0.00006599800
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
ZAR
51529.23000000
USD
2024-06-20
-924.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-326.21000000
-0.00002327708
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
143704380.00000000
COP
36380.49000000
USD
2024-06-20
-326.21000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
250.00000000
NC
USD
30109375.00000000
2.148488801819
N/A
DIR
US
N
1
US LONG BOND(CBT) JUN24
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2024
2024-06-21
29473724.67000000
USD
635650.33000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/EUR SETTLE 2024-04-30
N/A
1.00000000
NC
USD
71551.08000000
0.005105608938
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
13400000.00000000
EUR
14561407.48000000
USD
2024-04-30
71551.08000000
N
N
N
WILMAR INTERNATIONAL LIMITED
549300H2EAI4YRLWBB20
WILMAR INTERNATIONAL LTD COMMON STOCK
N/A
138500.00000000
NS
351996.89000000
0.025117139643
Long
EC
SG
N
1
N
N
N
GLP J-REIT
353800E27V9KA51K2I90
GLP J-REIT REIT
N/A
44.00000000
NS
36864.12000000
0.002630481337
Long
EC
JP
N
1
N
N
N
WOODSIDE ENERGY GROUP LTD
2549005ZC5RXAOO7FH41
WOODSIDE ENERGY GROUP LTD COMMON STOCK
N/A
2545.00000000
NS
50640.98000000
0.003613544898
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-214.79000000
-0.00001532658
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801148.00000000
COP
11995.15000000
USD
2024-06-20
-214.79000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.29000000
-0.00000023476
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1226.36000000
USD
4880.00000000
PLN
2024-06-20
-3.29000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1179.69000000
-0.00008417812
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50867.25000000
USD
1800000.00000000
THB
2024-06-20
-1179.69000000
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI PELIENNALI DEL TES 0.40% 05/15/2030 SERIES CPI
ZR9250799
1500000.00000000
PA
1801698.77000000
0.128562271106
Long
DBT
USGA
IT
N
2
2030-05-15
Fixed
0.40000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-109.58000000
-0.00000781920
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
283571.02000000
USD
6633000.00000000
CZK
2024-06-20
-109.58000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2628.66000000
-0.00018757103
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711740.92000000
USD
59254686.00000000
INR
2024-06-20
-2628.66000000
N
N
N
SCSK Corporation
529900SNGFXMSUBB7864
SCSK CORP COMMON STOCK
N/A
4600.00000000
NS
85316.33000000
0.006087844055
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-241.26000000
-0.00001721538
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89995.21000000
USD
7500000.00000000
INR
2024-06-20
-241.26000000
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
639608.39000000
0.045639986331
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-64.39000000
-0.00000459462
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
16940.36000000
USD
1410186.00000000
INR
2024-06-20
-64.39000000
N
N
N
JFE Holdings, Inc.
3538002Y11Y03NA9B530
JFE HOLDINGS INC COMMON STOCK
N/A
5400.00000000
NS
89146.65000000
0.006361160909
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
219.32000000
0.000015649828
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25341.44000000
USD
2024-06-21
219.32000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8993.76000000
-0.00064176000
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909413.43000000
USD
6510382.00000000
CNY
2024-06-20
-8993.76000000
N
N
N
THE SAGE GROUP PLC.
2138005RN5XYLTF8G138
SAGE GROUP PLC/THE COMMON STOCK
N/A
12410.00000000
NS
198391.32000000
0.014156438962
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2400.64000000
-0.00017130040
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
65613.93000000
USD
62119675.00000000
CLP
2024-06-21
-2400.64000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE.
N/A
1061.00000000
NC
USD
117555484.38000000
8.388305694916
N/A
DIR
US
N
1
US 10YR NOTE (CBT)JUN24
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2024
2024-06-21
116848200.35000000
USD
707284.03000000
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
2179395.32000000
0.155513239306
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
300.00000000
NS
15193.76000000
0.001084168077
Long
EC
JP
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-887.70000000
-0.00006334284
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50575.26000000
USD
1800000.00000000
THB
2024-06-20
-887.70000000
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
9172039.29000000
0.654481326975
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
10325.00000000
NS
122344.19000000
0.008730009247
Long
EC
SE
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9.87000000
-0.00000070428
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34796.85000000
USD
138799.00000000
PLN
2024-06-20
-9.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
7626.80000000
0.000544219014
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378494.00000000
GBP
1749455.91000000
USD
2024-06-20
7626.80000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3380.37000000
-0.00024121015
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
194860.53000000
USD
764000.00000000
PLN
2024-06-20
-3380.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
249.20000000
0.000017781950
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66952.62000000
USD
2024-06-20
249.20000000
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ COMMON STOCK
N/A
4930.00000000
NS
220162.97000000
0.015709979885
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
74.15000000
0.000005291057
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
69574.00000000
BRL
13864.47000000
USD
2024-06-20
74.15000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15069.13000000
-0.00107527496
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1056161.50000000
USD
7527500.00000000
CNY
2024-06-20
-15069.13000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-104.34000000
-0.00000744529
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11514.36000000
USD
11212625.00000000
CLP
2024-06-21
-104.34000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3634.97000000
-0.00025937743
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
476376.49000000
USD
39503125.00000000
INR
2024-06-20
-3634.97000000
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MNGMT BILL 0.000000% 05/09/2024
912797HQ3
35038000.00000000
PA
USD
34843128.45000000
2.486271179497
Long
DBT
UST
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
414.00000000
NC
USD
84656531.25000000
6.040763363287
N/A
DIR
US
N
1
US 2YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2024
2024-07-01
84813782.94000000
USD
-157251.69000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-200.53000000
-0.00001430904
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
54472.49000000
USD
4535062.00000000
INR
2024-06-20
-200.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-15.67000000
-0.00000111815
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
484882.00000000
CZK
20705.78000000
USD
2024-06-20
-15.67000000
N
N
N
AEON CO.,LTD.
5299009MXFL34SA71416
AEON CO LTD COMMON STOCK
N/A
5400.00000000
NS
127877.37000000
0.009124835618
Long
EC
JP
N
1
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
258.00000000
NC
26034335.09000000
1.857709680246
N/A
DE
GB
N
1
FTSE 100 IDX FUT JUN24
N/A
Long
FTSE 100 IDX FUT Jun 2024
N/A
N/A
2024-06-24
25554728.85000000
GBP
479606.24000000
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
HENKEL AG & CO KGAA COMMON STOCK
N/A
2041.00000000
NS
147157.09000000
0.010500562033
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
36.74000000
0.000002621624
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66740.16000000
USD
2024-06-20
36.74000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-64.08000000
-0.00000457250
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17151.44000000
USD
1427850.00000000
INR
2024-06-20
-64.08000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1115.94000000
-0.00007962917
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71560.94000000
USD
69226275.00000000
CLP
2024-06-21
-1115.94000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
7678.86000000
0.000547933815
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
378377.08000000
USD
7359875.00000000
ZAR
2024-06-20
7678.86000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
6055.05000000
0.000432065000
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1056995.00000000
GBP
1341646.40000000
USD
2024-06-20
6055.05000000
N
N
N
Asahi Group Holdings, Ltd.
353800KAJ02XNHLCJW79
ASAHI GROUP HOLDINGS LTD COMMON STOCK
N/A
2400.00000000
NS
87915.69000000
0.006273324353
Long
EC
JP
N
1
N
N
N
YAKULT HONSHA CO.,LTD.
353800YJPSPGG7KI0S71
YAKULT HONSHA CO LTD COMMON STOCK
N/A
4200.00000000
NS
85806.60000000
0.006122827830
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-106.59000000
-0.00000760585
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6000000.00000000
CZK
256303.58000000
USD
2024-06-20
-106.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
41700.30000000
0.002975572478
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7164157.00000000
EUR
7805150.98000000
USD
2024-06-20
41700.30000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1243.45000000
-0.00008872779
N/A
DFE
KR
N
2
KOREAN WON
N/A
85032.69000000
USD
112505625.00000000
KRW
2024-06-20
-1243.45000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/EUR SETTLE 2024-04-26
N/A
1.00000000
NC
USD
198894.24000000
0.014192325393
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
51500000.00000000
EUR
55878524.85000000
USD
2024-04-26
198894.24000000
N
N
N
Kirin Holdings Company, Limited
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD COMMON STOCK
497350108
8900.00000000
NS
123610.29000000
0.008820353257
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
173.35000000
0.000012369587
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66876.77000000
USD
2024-06-20
173.35000000
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
1871843.61000000
0.133567536185
Long
DBT
USGA
GB
N
2
2052-03-22
Fixed
0.25000000
N
N
N
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
903.61000000
0.000064478122
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
36879.04000000
USD
147916666.00000000
COP
2024-06-20
903.61000000
N
N
N
ASAHI INTECC CO., LTD.
353800J3AV2SCNIO8L39
ASAHI INTECC CO LTD COMMON STOCK
N/A
4400.00000000
NS
76809.94000000
0.005480860893
Long
EC
JP
N
1
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5428.04000000
-0.00038732398
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
389333.18000000
USD
516000.00000000
SGD
2024-06-20
-5428.04000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2331.26000000
-0.00016634971
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143738.54000000
USD
4500000.00000000
TWD
2024-06-20
-2331.26000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-77.11000000
-0.00000550227
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6820.94000000
USD
6627155.00000000
CLP
2024-06-21
-77.11000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028
9128283R9
1700000.00000000
PA
USD
2010138.62000000
0.143435734390
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
61080.79000000
0.004358489451
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-21.46000000
-0.00000153130
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25100.66000000
USD
2024-06-21
-21.46000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
6863.90000000
0.000489781414
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
752000.00000000
GBP
957071.51000000
USD
2024-06-20
6863.90000000
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE COMMON STOCK
N/A
570.00000000
NS
62206.11000000
0.004438787943
Long
EC
FR
N
1
N
N
N
N/A
N/A
COCOA FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
10.00000000
NC
USD
930600.00000000
0.066404024625
N/A
DCO
US
N
1
COCOA FUTURE JUL24
N/A
Long
Cocoa
Cocoa Future Jul 2024
2024-07-19
917909.82000000
USD
12690.18000000
N
N
N
Galaxy Entertainment Group Limited
549300ZSEBV3HR826S10
GALAXY ENTERTAINMENT GROUP L COMMON STOCK
N/A
23000.00000000
NS
115492.98000000
0.008241133341
Long
EC
HK
N
1
N
N
N
OMRON Corporation
549300ZHW0TR2QZ0NY83
OMRON CORP COMMON STOCK
N/A
1100.00000000
NS
39189.93000000
0.002796442162
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
299.38000000
0.000021362601
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19939.28000000
USD
2024-06-20
299.38000000
N
N
N
QUEBECOR INC.
N/A
QUEBECOR INC -CL B COMMON STOCK
748193208
3150.00000000
NS
69110.29000000
0.004931443583
Long
EC
CA
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.29000000
-0.00000023476
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1226.36000000
USD
4880.00000000
PLN
2024-06-20
-3.29000000
N
N
N
N/A
N/A
MEX BOLSA IDX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
-6.00000000
NC
-209829.90000000
-0.01497265188
N/A
DE
MX
N
1
MEX BOLSA IDX FUT JUN24
N/A
Short
MEX BOLSA IPC IDX FUT Jun 2024
N/A
N/A
2024-06-24
-198905.01000000
MXN
-10924.89000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
220.31000000
0.000015720471
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
416626.00000000
TWD
13312.30000000
USD
2024-06-20
220.31000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-156.32000000
-0.00001115439
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19796.22000000
USD
625000.00000000
TWD
2024-06-20
-156.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14627.53000000
0.001043764090
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5129046.00000000
EUR
5572726.78000000
USD
2024-06-20
14627.53000000
N
N
N
SINGAPORE EXCHANGE LIMITED
549300IQ650PPXM76X03
SINGAPORE EXCHANGE LTD COMMON STOCK
N/A
7100.00000000
NS
48452.13000000
0.003457357010
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
919815.94000000
0.065634515722
Long
DBT
USGA
FR
N
2
2029-07-25
Fixed
3.40000000
N
N
N
N
N
N
AUST 3YR BOND FUT JUN24
N/A
AUST 3YR BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
140.00000000
NC
9765124.21000000
0.696801578032
Long
AU
N
1
N
N
N
N/A
N/A
DAX INDEX FUTURE JUN24 PHYSICAL INDEX FUTURE.
N/A
7.00000000
NC
3548648.39000000
0.253217854157
N/A
DE
DE
N
1
DAX INDEX FUTURE JUN24
N/A
Long
DAX INDEX FUTURE Jun 2024
N/A
N/A
2024-06-24
3443976.21000000
EUR
104672.18000000
N
N
N
WORLDLINE SA
549300CJMQNCA0U4TS33
WORLDLINE SA COMMON STOCK
N/A
1571.00000000
NS
19477.80000000
0.001389860639
Long
EC
FR
Y
1
N
N
N
KDDI CORPORATION
5299003FU7V4I45FU310
KDDI CORP COMMON STOCK
N/A
10000.00000000
NS
295219.53000000
0.021065726348
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
22.49000000
0.000001604799
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66725.91000000
USD
2024-06-20
22.49000000
N
N
N
BP P.L.C.
213800LH1BZH3DI6G760
BP PLC COMMON STOCK
N/A
42110.00000000
NS
263689.53000000
0.018815867229
Long
EC
GB
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI JUN24 PHYSICAL INDEX FUTURE.
N/A
61.00000000
NC
USD
18772140.00000000
1.339507464907
N/A
DE
US
N
1
S&P MID 400 EMINI JUN24
N/A
Long
S&P MID 400 EMINI Jun 2024
N/A
N/A
2024-06-24
18262409.34000000
USD
509730.66000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-115.40000000
-0.00000823449
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
88144.60000000
USD
444119.00000000
BRL
2024-06-20
-115.40000000
N
N
N
TOHO CO., LTD.
529900IYHHYWU4O3H185
TOHO CO LTD COMMON STOCK
N/A
4200.00000000
NS
139283.09000000
0.009938703780
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1506.05000000
-0.00010746591
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
547877.05000000
USD
45655736.00000000
INR
2024-06-20
-1506.05000000
N
N
N
FISHER & PAYKEL HEALTHCARE CORPORATION LIMITED
N/A
FISHER & PAYKEL HEALTHCARE C COMMON STOCK
N/A
4779.00000000
NS
73322.10000000
0.005231982091
Long
EC
NZ
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
209.19000000
0.000014926991
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17377.24000000
USD
2024-06-20
209.19000000
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SOFTBANK CORP COMMON STOCK
N/A
18300.00000000
NS
234697.55000000
0.016747111422
Long
EC
JP
N
1
N
N
N
argenx SE
7245009C5FZE6G9ODQ71
ARGENX SE COMMON STOCK
N/A
312.00000000
NS
123360.51000000
0.008802529920
Long
EC
BE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1045.53000000
0.000074604985
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219243.52000000
USD
2024-06-20
1045.53000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
236.05000000
0.000016843617
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150075.41000000
USD
55072416.00000000
HUF
2024-06-20
236.05000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33893.98000000
0.002418543609
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1832026.18000000
USD
31425530.00000000
MXN
2024-06-20
33893.98000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2067.07000000
-0.00014749813
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
106123.45000000
USD
38125078.00000000
HUF
2024-06-20
-2067.07000000
N
N
N
SEVERN TRENT PLC
213800RPBXRETY4A4C59
SEVERN TRENT PLC COMMON STOCK
N/A
3984.00000000
NS
124309.70000000
0.008870260455
Long
EC
GB
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15414.09000000
-0.00109988997
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1030144.77000000
USD
371785831.00000000
HUF
2024-06-20
-15414.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
70.03000000
0.000004997070
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
117642.00000000
BRL
23387.95000000
USD
2024-06-20
70.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1035.56000000
0.000073893565
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
392988.00000000
SGD
293419.50000000
USD
2024-06-20
1035.56000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
973.65000000
0.000069475906
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
38965.81000000
USD
156360438.00000000
COP
2024-06-20
973.65000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2535.34000000
-0.00018091207
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711647.62000000
USD
59254687.00000000
INR
2024-06-20
-2535.34000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-551.14000000
-0.00003932722
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
88007.39000000
USD
7308000.00000000
INR
2024-06-20
-551.14000000
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
828090.98000000
0.059089376561
Long
DBT
USGA
GB
N
2
2044-03-22
Fixed
0.12500000
N
N
N
N
N
N
Canada
N/A
CAN 10YR BOND FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
600.00000000
NC
53355994.83000000
3.807277879470
N/A
DIR
CA
N
1
CAN 10YR BOND FUT JUN24
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Jun 2024
2024-06-22
53144995.16000000
CAD
210999.67000000
N
N
N
Open Text Corporation
549300HP7ONDQODZJV16
OPEN TEXT CORP COMMON STOCK
683715106
2952.00000000
NS
114655.18000000
0.008181351167
Long
EC
CA
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
725.11000000
0.000051741051
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
93201.56000000
USD
92301700.00000000
CLP
2024-06-21
725.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3962.90000000
0.000282777250
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3097501.00000000
CNY
432363.39000000
USD
2024-06-20
3962.90000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
60540.25000000
0.004319918602
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1861669.31000000
USD
32373547.00000000
MXN
2024-06-20
60540.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
848.83000000
0.000060569232
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7500000.00000000
PHP
134255.68000000
USD
2024-06-20
848.83000000
N
N
N
YASKAWA Electric Corporation
3538003K39GR98R0CK58
YASKAWA ELECTRIC CORP COMMON STOCK
N/A
1400.00000000
NS
59239.49000000
0.004227101389
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-5129.37000000
-0.00036601204
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
6500000.00000000
MXN
380814.19000000
USD
2024-06-20
-5129.37000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
216.93000000
0.000015479287
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70228.07000000
USD
69226272.00000000
CLP
2024-06-21
216.93000000
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
CARL ZEISS MEDITEC AG - BR COMMON STOCK
N/A
84.00000000
NS
10505.33000000
0.000749619806
Long
EC
DE
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2067.60000000
-0.00014753595
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
106123.98000000
USD
38125078.00000000
HUF
2024-06-20
-2067.60000000
N
N
N
SMURFIT KAPPA GROUP PUBLIC LIMITED COMPANY
635400CPLP8H5ITDVT56
SMURFIT KAPPA GROUP PLC COMMON STOCK
N/A
6239.00000000
NS
284819.08000000
0.020323590374
Long
EC
GB
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
146713662.20000000
PA
USD
0.01000000
0.000000000713
Long
STIV
US
N
2
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-246.64000000
-0.00001759927
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67150.86000000
USD
65746752.00000000
CLP
2024-06-21
-246.64000000
N
N
N
TEVA PHARMACEUTICAL INDUSTRIES LIMITED
549300BAFGM4RC74ZJ94
TEVA PHARMACEUTICAL-SP ADR DEPOSITARY RECEIPT
881624209
16269.00000000
NS
USD
229555.59000000
0.016380201000
Long
EC
US
N
1
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1356.03000000
-0.00009676106
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
51043.59000000
USD
1800000.00000000
THB
2024-06-20
-1356.03000000
N
N
N
ENDEAVOUR GROUP LIMITED
254900JAN9FOLMWAD533
ENDEAVOUR GROUP LTD/AUSTRALI COMMON STOCK
N/A
7582.00000000
NS
27255.23000000
0.001944828029
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
1574949.42000000
0.112382312562
Long
DBT
USGA
DE
N
2
2046-04-15
Fixed
0.10000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
694.86000000
0.000049582527
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
551058.00000000
ILS
151734.03000000
USD
2024-06-20
694.86000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
724.65000000
0.000051708227
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
93202.02000000
USD
92301700.00000000
CLP
2024-06-21
724.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
179.00000000
0.000012772749
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
90192.00000000
ILS
24899.67000000
USD
2024-06-20
179.00000000
N
N
N
STMicroelectronics N.V.
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV COMMON STOCK
N/A
2074.00000000
NS
89417.21000000
0.006380467026
Long
EC
FR
N
1
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
PERNOD RICARD SA COMMON STOCK
N/A
584.00000000
NS
94576.05000000
0.006748581939
Long
EC
FR
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15311.01000000
-0.00109253458
N/A
DFE
KR
N
2
KOREAN WON
N/A
1044727.83000000
USD
1382220250.00000000
KRW
2024-06-20
-15311.01000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028
91282CGW5
5100000.00000000
PA
USD
5091326.37000000
0.363297401302
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
NY HARB ULSD FUT JUN24 PHYSICAL COMMODITY FUTURE.
N/A
29.00000000
NC
USD
3190794.60000000
0.227682788732
N/A
DCO
US
N
1
NY HARB ULSD FUT JUN24
N/A
Long
Heating Oil
Heating Oil Future Jun 2024
2024-06-03
3170534.33000000
USD
20260.27000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
55872.64000000
0.003986855966
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1805194.13000000
USD
31343790.00000000
MXN
2024-06-20
55872.64000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-19554.49000000
-0.00139533294
N/A
DFE
KR
N
2
KOREAN WON
N/A
955876.81000000
USD
1257220250.00000000
KRW
2024-06-20
-19554.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
136.48000000
0.000009738686
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25258.60000000
USD
2024-06-21
136.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
134.31000000
0.000009583843
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
147561.00000000
BRL
29382.50000000
USD
2024-06-20
134.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
147.12000000
0.000010497915
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13793.83000000
USD
2024-06-20
147.12000000
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA COMMON STOCK
N/A
560.00000000
NS
17770.03000000
0.001268000762
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
600.00000000
NS
25129.33000000
0.001793132009
Long
EC
ES
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-12250.39000000
-0.00087414055
N/A
DFE
KR
N
2
KOREAN WON
N/A
1023048.31000000
USD
1357220250.00000000
KRW
2024-06-20
-12250.39000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
58354.53000000
0.004163954058
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1836756.03000000
USD
31917150.00000000
MXN
2024-06-20
58354.53000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/CHF SETTLE 2024-04-30
N/A
1.00000000
NC
USD
-6812.53000000
-0.00048611584
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
3170000.00000000
CHF
3526414.74000000
USD
2024-04-30
-6812.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
12714.53000000
0.000907259792
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378495.00000000
GBP
1754544.90000000
USD
2024-06-20
12714.53000000
N
N
N
Aktiebolaget SKF
549300B6HWYEE57O8J84
SKF AB-B SHARES COMMON STOCK
N/A
1337.00000000
NS
27321.18000000
0.001949533966
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
334.56000000
0.000023872910
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
903000.00000000
CNY
125224.15000000
USD
2024-06-20
334.56000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL BRAZIL NET INDEX BRL REAL
N/A
9281.00000000
NC
4042.03000000
0.000288423661
N/A
DE
BR
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
BRL
0.00000000
BRL
-13948229.28000000
BRL
4042.03000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL CANADA NET INDEX CAD REAL
N/A
7581648.27000000
NC
-45683.58000000
-0.00325980396
N/A
DE
CA
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
CAD
0.00000000
CAD
-753.00000000
CAD
-45683.58000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
72.10000000
0.000005144777
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67768.23000000
USD
66666666.00000000
CLP
2024-06-21
72.10000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
200.46000000
0.000014304051
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20020.71000000
USD
2024-06-20
200.46000000
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC COMMON STOCK
N/A
3296.00000000
NS
56188.68000000
0.004009407361
Long
EC
GB
N
1
N
N
N
Brookfield Corporation
C6J3FGIWG6MBDGTE8F80
BROOKFIELD CORP COMMON STOCK
11271J107
1346.00000000
NS
56376.34000000
0.004022798054
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
4327.71000000
0.000308808684
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553172.00000000
ILS
155946.30000000
USD
2024-06-20
4327.71000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
CHOCOLADEFABRIKEN LINDT-REG COMMON STOCK
N/A
1.00000000
NS
120794.94000000
0.008619460746
Long
EC
CH
N
1
N
N
N
SG HOLDINGS CO.,LTD.
N/A
SG HOLDINGS CO LTD COMMON STOCK
N/A
8000.00000000
NS
101199.25000000
0.007221187931
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
4.90000000
0.000000349645
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1474.31000000
USD
5902.00000000
PLN
2024-06-20
4.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-280.07000000
-0.00001998471
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18877.33000000
USD
2024-06-20
-280.07000000
N
N
N
Repubblica Italiana
815600DE60799F5A9309
BUONI POLIENNALI DEL TES 2.55% 09/15/2041
N/A
790000.00000000
PA
1262473.10000000
0.090085208276
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/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
341.91000000
0.000024397378
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25464.03000000
USD
2024-06-21
341.91000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3798.85000000
0.000271071275
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553172.00000000
ILS
155417.44000000
USD
2024-06-20
3798.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
539.78000000
0.000038516617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
630555555.00000000
IDR
40180.29000000
USD
2024-06-20
539.78000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
380.78000000
0.000027170991
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141349.94000000
USD
3316500.00000000
CZK
2024-06-20
380.78000000
N
N
N
Republique Francaise
N/A
EURO-OAT FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
84.00000000
NC
11627531.24000000
0.829695756286
N/A
DIR
DE
N
1
EURO-OAT FUTURE JUN24
N/A
Long
France Govt. Bond Future
Eurex Long Term Euro OAT Bond Future Jun 2024
2024-06-09
11530038.76000000
EUR
97492.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
265.46000000
0.000018942201
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
418144.00000000
BRL
83146.13000000
USD
2024-06-20
265.46000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-196.79000000
-0.00001404217
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63303.15000000
USD
318380.00000000
BRL
2024-06-20
-196.79000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND JUN24 FINANCIAL COMMODITY FUTURE.
N/A
80.00000000
NC
11733068.37000000
0.837226478594
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND JUN24
N/A
Long
Germany Govt. Bond Futures
EURO BUXL 30Y BND Jun 2024
2024-06-09
11575216.55000000
EUR
157851.82000000
N
N
N
FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY
635400EG4YIJLJMZJ782
FLUTTER ENTERTAINMENT PLC-DI COMMON STOCK
N/A
109.00000000
NS
21741.89000000
0.001551417364
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-78.44000000
-0.00000559717
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11488.46000000
USD
11212625.00000000
CLP
2024-06-21
-78.44000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
59759.53000000
0.004264209436
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1804710.20000000
USD
31401102.00000000
MXN
2024-06-20
59759.53000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2945.11000000
-0.00021015168
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712057.40000000
USD
59254688.00000000
INR
2024-06-20
-2945.11000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5642.22000000
-0.00040260704
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2670785.03000000
USD
13446000.00000000
BRL
2024-06-20
-5642.22000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
130.00000000
NC
USD
7587580.00000000
0.541420426790
N/A
DCO
GB
N
1
LME PRI ALUM FUTR JUN24
N/A
Long
Aluminum
Aluminium High Grade Composite Commodity Future Jun 2024
2024-06-20
7371736.98000000
USD
215843.02000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2070.27000000
-0.00014772647
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
635543.91000000
USD
52934188.00000000
INR
2024-06-20
-2070.27000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-212.12000000
-0.00001513606
N/A
DFE
KR
N
2
KOREAN WON
N/A
37451.78000000
USD
50002500.00000000
KRW
2024-06-20
-212.12000000
N
N
N
M3, Inc.
3538001UOKRWIODYM055
M3 INC COMMON STOCK
N/A
3400.00000000
NS
48727.08000000
0.003476976381
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
2306065.36000000
0.164551924515
Long
DBT
USGA
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
NIPPON STEEL CORPORATION
35380065QWQ4U2V3PA33
NIPPON STEEL CORP COMMON STOCK
N/A
1400.00000000
NS
33569.66000000
0.002395401385
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
15828.80000000
0.001129482081
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5560859.00000000
EUR
6041862.93000000
USD
2024-06-20
15828.80000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-18.40000000
-0.00000131295
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
21385.91000000
USD
500000.00000000
CZK
2024-06-20
-18.40000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
13.05000000
0.000000931197
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
16119.71000000
USD
15853658.00000000
CLP
2024-06-21
13.05000000
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
NUTRIEN LTD COMMON STOCK
67077M108
1332.00000000
NS
72434.42000000
0.005168640672
Long
EC
CA
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4369.63000000
-0.00031179993
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2669512.44000000
USD
13446000.00000000
BRL
2024-06-20
-4369.63000000
N
N
N
Getinge AB
5493003PZ4F570G3W735
GETINGE AB-B SHS COMMON STOCK
N/A
3429.00000000
NS
69076.43000000
0.004929027464
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-46.24000000
-0.00000329950
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
248000.00000000
ILS
67927.94000000
USD
2024-06-20
-46.24000000
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
SANDOZ GROUP AG COMMON STOCK
N/A
2798.00000000
NS
84527.12000000
0.006031529075
Long
EC
CH
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-28.77000000
-0.00000205291
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
376249.55000000
USD
7172375.00000000
ZAR
2024-06-20
-28.77000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.13000000
-0.00000022334
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4962.07000000
USD
19786.00000000
PLN
2024-06-20
-3.13000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2625.09000000
-0.00018731629
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711737.37000000
USD
59254687.00000000
INR
2024-06-20
-2625.09000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4302.47000000
-0.00030700765
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
555070.97000000
USD
10500000.00000000
ZAR
2024-06-20
-4302.47000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
272.39000000
0.000019436699
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
78408.82000000
USD
1500000.00000000
ZAR
2024-06-20
272.39000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen
529900MUF4C20K50JS49
MUENCHENER RUECKVER AG-REG COMMON STOCK
N/A
274.00000000
NS
133844.03000000
0.009550593449
Long
EC
DE
N
1
N
N
N
Concordia Financial Group, Ltd.
N/A
CONCORDIA FINANCIAL GROUP LT COMMON STOCK
N/A
15100.00000000
NS
75746.94000000
0.005405009315
Long
EC
JP
N
1
N
N
N
Atlas Copco Aktiebolag
213800T8PC8Q4FYJZR07
ATLAS COPCO AB-A SHS COMMON STOCK
N/A
1380.00000000
NS
23334.27000000
0.001665043455
Long
EC
SE
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
SCHINDLER HOLDING AG-REG COMMON STOCK
N/A
179.00000000
NS
43721.55000000
0.003119801077
Long
EC
CH
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA COMMON STOCK
N/A
9750.00000000
NS
53619.03000000
0.003826047054
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-280.17000000
-0.00001999184
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18877.23000000
USD
2024-06-20
-280.17000000
N
N
N
Enagas S.A.
213800OU3FQKGM4M2U23
ENAGAS SA COMMON STOCK
N/A
5761.00000000
NS
85643.81000000
0.006111211764
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
318.84000000
0.000022751191
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67022.26000000
USD
2024-06-20
318.84000000
N
N
N
LES COMPAGNIES LOBLAW LIMITEE
5493008LN3O1DIDTSH67
LOBLAW COMPANIES LTD COMMON STOCK
539481101
548.00000000
NS
60783.15000000
0.004337251009
Long
EC
CA
N
1
N
N
N
Meiji Holdings Co.,Ltd.
5299002D52YIP6DWMV49
MEIJI HOLDINGS CO LTD COMMON STOCK
N/A
4800.00000000
NS
104661.53000000
0.007468242870
Long
EC
JP
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-109.42000000
-0.00000780778
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11942.04000000
USD
11627907.00000000
CLP
2024-06-21
-109.42000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL SINGAPORE NET INDEX SGD RE
N/A
2306498.47000000
NC
-18112.39000000
-0.00129243025
N/A
DE
SG
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
SGD
0.00000000
SGD
-415.00000000
SGD
-18112.39000000
N
N
N
SARTORIUS STEDIM BIOTECH S.A.
52990006IVXY7GCSSR39
SARTORIUS STEDIM BIOTECH COMMON STOCK
N/A
137.00000000
NS
39105.66000000
0.002790428980
Long
EC
FR
N
1
N
N
N
WIX.COM LTD
5493008P6N29Q1AG9464
WIX.COM LTD COMMON STOCK
M98068105
98.00000000
NS
USD
13473.04000000
0.000961384139
Long
EC
US
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-168.32000000
-0.00001201066
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11978.05000000
USD
11605416.00000000
CLP
2024-06-21
-168.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1091.77000000
0.000077904493
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51002550.00000000
KRW
39076.23000000
USD
2024-06-20
1091.77000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-10435.55000000
-0.00074464057
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
941962.27000000
USD
6735298.00000000
CNY
2024-06-20
-10435.55000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-149.57000000
-0.00001067273
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
12451.37000000
USD
12088975.00000000
CLP
2024-06-21
-149.57000000
N
N
N
Japan Real Estate Investment Corporation
3538003YAIR3CBGJJ928
JAPAN REAL ESTATE INVESTMENT REIT
N/A
12.00000000
NS
42736.79000000
0.003049532404
Long
EC
JP
N
1
N
N
N
THALES SA
529900FNDVTQJOVVPZ19
THALES SA COMMON STOCK
N/A
220.00000000
NS
37552.51000000
0.002679602190
Long
EC
FR
N
1
N
N
N
ORIENTAL LAND CO.,LTD.
353800PIFKBZ6KTU5994
ORIENTAL LAND CO LTD COMMON STOCK
N/A
3000.00000000
NS
95880.27000000
0.006841646045
Long
EC
JP
N
1
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
375.00000000
NC
47891039.28000000
3.417319741793
N/A
DIR
DE
N
1
EURO-BOBL FUTURE JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Jun 2024
2024-06-09
47986147.64000000
EUR
-95108.36000000
N
N
N
N/A
N/A
FTSE/JSE TOP 40 JUN24 PHYSICAL INDEX FUTURE.
N/A
3.00000000
NC
109198.50000000
0.007791983540
N/A
DE
ZA
N
1
FTSE/JSE TOP 40 JUN24
N/A
Long
ALL SHARE INDEX TOP 40 Jun 2024
N/A
N/A
2024-06-23
106711.97000000
ZAR
2486.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
405.05000000
0.000028902804
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
291616.00000000
BRL
58206.50000000
USD
2024-06-20
405.05000000
N
N
N
Shin-Etsu Chemical Co., Ltd.
353800PX8Q64N86H5W41
SHIN-ETSU CHEMICAL CO LTD COMMON STOCK
N/A
1500.00000000
NS
65472.93000000
0.004671895611
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
96.60000000
0.000006893003
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
259481.00000000
CNY
35984.17000000
USD
2024-06-20
96.60000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
19.34000000
0.000001380027
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
17354.40000000
USD
17073171.00000000
CLP
2024-06-21
19.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-69.37000000
-0.00000494997
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31295620.00000000
COP
7924.53000000
USD
2024-06-20
-69.37000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5655.57000000
-0.00040355964
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2670798.38000000
USD
13446000.00000000
BRL
2024-06-20
-5655.57000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) JUL24 PHYSICAL COMMODITY FUTURE.
N/A
146.00000000
NC
USD
3621968.00000000
0.258449658571
N/A
DCO
US
N
1
SUGAR #11 (WORLD) JUL24
N/A
Long
Sugar
Sugar #11 World Future Jul 2024
2024-07-01
3422617.42000000
USD
199350.58000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
987.27000000
0.000070447777
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
497327.09000000
USD
9500000.00000000
ZAR
2024-06-20
987.27000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-31.00000000
-0.00000221204
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
8557.64000000
USD
712501.00000000
INR
2024-06-20
-31.00000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-947.94000000
-0.00006764134
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
75479.29000000
USD
2700000.00000000
THB
2024-06-20
-947.94000000
N
N
N
N/A
N/A
HSCEI FUTURES APR24 PHYSICAL INDEX FUTURE.
N/A
3.00000000
NC
111429.83000000
0.007951202638
N/A
DE
HK
N
1
HSCEI FUTURES APR24
N/A
Long
H-SHARES IDX FUT Apr 2024
N/A
N/A
2024-05-02
111198.88000000
HKD
230.95000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
13682.61000000
0.000976338245
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
728516.55000000
USD
12500000.00000000
MXN
2024-06-20
13682.61000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
961.81000000
0.000068631049
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219159.80000000
USD
2024-06-20
961.81000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6785.12000000
0.000484159978
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
379270.82000000
USD
7359875.00000000
ZAR
2024-06-20
6785.12000000
N
N
N
INFORMA PLC
5493006VM2LKUPSEDU20
INFORMA PLC COMMON STOCK
N/A
8891.00000000
NS
93356.56000000
0.006661563839
Long
EC
GB
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-710.40000000
-0.00005069140
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
150283.00000000
USD
3500000.00000000
CZK
2024-06-20
-710.40000000
N
N
N
Sumitomo Metal Mining Co., Ltd.
353800CF81IXL9974H84
SUMITOMO METAL MINING CO LTD COMMON STOCK
N/A
1000.00000000
NS
29621.06000000
0.002113644527
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-27.08000000
-0.00000193232
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687298.00000000
CLP
25094.84000000
USD
2024-06-21
-27.08000000
N
N
N
SYSMEX CORPORATION
5299001ZO4CKWACMZI55
SYSMEX CORP COMMON STOCK
N/A
3000.00000000
NS
53272.32000000
0.003801307166
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-470.99000000
-0.00003360802
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
41370.55000000
USD
163188.00000000
PLN
2024-06-20
-470.99000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
2635.26000000
0.000188041983
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
373585.52000000
USD
7172375.00000000
ZAR
2024-06-20
2635.26000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4847.60000000
-0.00034590602
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
829762.79000000
USD
302239584.00000000
HUF
2024-06-20
-4847.60000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
55.00000000
NC
5549955.15000000
0.396023381102
N/A
DE
GB
N
1
FTSE 100 IDX FUT JUN24
N/A
Long
FTSE 100 IDX FUT Jun 2024
N/A
N/A
2024-06-24
5410876.48000000
GBP
139078.67000000
N
N
N
AMPOL LIMITED
5493009TD1CGVRZ27U11
AMPOL LTD COMMON STOCK
N/A
3171.00000000
NS
82316.08000000
0.005873757794
Long
EC
AU
N
1
N
N
N
TAISEI CORPORATION
529900TF7XJKIOWMLQ79
TAISEI CORP COMMON STOCK
N/A
1900.00000000
NS
69085.20000000
0.004929653258
Long
EC
JP
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33147.78000000
0.002365297656
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1823887.01000000
USD
31275884.00000000
MXN
2024-06-20
33147.78000000
N
N
N
CENTRICA PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC COMMON STOCK
N/A
72174.00000000
NS
116383.21000000
0.008304656719
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
136.61000000
0.000009747962
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25258.73000000
USD
2024-06-21
136.61000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
255.59000000
0.000018237916
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19895.49000000
USD
2024-06-20
255.59000000
N
N
N
Iida Group Holdings Co.,Ltd.
35380051BV8PV1I4S949
IIDA GROUP HOLDINGS CO LTD COMMON STOCK
N/A
3400.00000000
NS
43840.89000000
0.003128316719
Long
EC
JP
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
SIKA AG-REG COMMON STOCK
N/A
195.00000000
NS
58151.44000000
0.004149462340
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
130143.99000000
0.009286572874
Long
EC
SE
N
1
N
N
N
HALMA PUBLIC LIMITED COMPANY
2138007FRGLUR9KGBT40
HALMA PLC COMMON STOCK
N/A
5482.00000000
NS
163987.01000000
0.011701480174
Long
EC
GB
N
1
N
N
N
DIASORIN S.P.A.
8156002878BDF0EE4348
DIASORIN SPA COMMON STOCK
N/A
130.00000000
NS
12565.74000000
0.000896642712
Long
EC
IT
N
1
N
N
N
ORIGIN ENERGY LIMITED
ZSN2LWNPYW6ISMRUC664
ORIGIN ENERGY LTD COMMON STOCK
N/A
9571.00000000
NS
57445.98000000
0.004099123437
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
2502779.04000000
0.178588653562
Long
DBT
USGA
FR
N
2
2028-03-01
Fixed
0.10000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.31000000
-0.00000023618
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
299.14000000
USD
2139.00000000
CNY
2024-06-20
-3.31000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3313.15000000
-0.00023641359
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
323825.86000000
USD
7500000.00000000
CZK
2024-06-20
-3313.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-183.86000000
-0.00001311954
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
24938.26000000
USD
2024-06-21
-183.86000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-20.57000000
-0.00000146779
N/A
DFE
SE
N
2
SWEDISH KRONE
N/A
3230.10000000
USD
34310.00000000
SEK
2024-04-02
-20.57000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9766.44000000
-0.00069689546
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
927047.72000000
USD
6632298.00000000
CNY
2024-06-20
-9766.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
366.23000000
0.000026132759
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25488.35000000
USD
2024-06-21
366.23000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-315.80000000
-0.00002253426
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89419.03000000
USD
7445625.00000000
INR
2024-06-20
-315.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
625.72000000
0.000044648964
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
175966.00000000
SGD
131544.81000000
USD
2024-06-20
625.72000000
N
N
N
Renesas Electronics Corporation
5299000EPC47VJQOFB81
RENESAS ELECTRONICS CORP COMMON STOCK
N/A
1800.00000000
NS
31921.77000000
0.002277814314
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-50.78000000
-0.00000362346
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
15009.77000000
USD
1250000.00000000
INR
2024-06-20
-50.78000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1512.08000000
-0.00010789619
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
547883.08000000
USD
45655736.00000000
INR
2024-06-20
-1512.08000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1249.69000000
-0.00008917305
N/A
DFE
KR
N
2
KOREAN WON
N/A
85026.36000000
USD
112488750.00000000
KRW
2024-06-20
-1249.69000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1931.63000000
-0.00013783366
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
734680.99000000
USD
61229844.00000000
INR
2024-06-20
-1931.63000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
785.16000000
0.000056025987
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34443.17000000
USD
137916666.00000000
COP
2024-06-20
785.16000000
N
N
N
N/A
N/A
FTSE TAIWAN INDEX APR24 PHYSICAL INDEX FUTURE.
N/A
107.00000000
NC
USD
7383000.00000000
0.526822387506
N/A
DE
SG
N
1
FTSE TAIWAN INDEX APR24
N/A
Long
SGX FTSE Taiwan Index Future Apr 2024
N/A
N/A
2024-05-02
7375274.44000000
USD
7725.56000000
N
N
N
East Japan Railway Company
353800SENYJ2DSM6PS44
EAST JAPAN RAILWAY CO COMMON STOCK
N/A
3600.00000000
NS
68969.57000000
0.004921402347
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2404.06000000
0.000171544443
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
556500.00000000
EUR
605456.21000000
USD
2024-06-20
2404.06000000
N
N
N
N/A
N/A
SILVER FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
82.00000000
NC
USD
10215560.00000000
0.728942937683
N/A
DCO
US
N
1
SILVER FUTURE MAY24
N/A
Long
Silver
SILVER FUTURE May 2024
2024-06-01
9519848.34000000
USD
695711.66000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-470.79000000
-0.00003359375
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
41370.35000000
USD
163188.00000000
PLN
2024-06-20
-470.79000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-842.79000000
-0.00006013824
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
47806.13000000
USD
46150851.00000000
CLP
2024-06-21
-842.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1073.81000000
0.000076622937
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51002550.00000000
KRW
39058.27000000
USD
2024-06-20
1073.81000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
62.00000000
NC
USD
2851070.00000000
0.203441352343
N/A
DCO
US
N
1
COTTON NO.2 FUTR JUL24
N/A
Long
Cotton
Cotton No. 2 Future Jul 2024
2024-07-12
2928009.34000000
USD
-76939.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2738.28000000
0.000195393093
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
466000.00000000
EUR
507719.96000000
USD
2024-06-20
2738.28000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-243.13000000
-0.00001734881
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
143704380.00000000
COP
36463.57000000
USD
2024-06-20
-243.13000000
N
N
N
CYBERARK SOFTWARE LTD.
529900YEXNDM894PWS93
CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK
M2682V108
138.00000000
NS
USD
36656.94000000
0.002615697771
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
333.06000000
0.000023765876
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
ZAR
52787.20000000
USD
2024-06-20
333.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
454.82000000
0.000032454199
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25576.94000000
USD
2024-06-21
454.82000000
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S-B COMMON STOCK
K72807140
498.00000000
NS
63948.14000000
0.004563092481
Long
EC
DK
N
1
N
N
N
Constellation Software Inc.
549300B6PYHMCTDWQV29
CONSTELLATION SOFTWARE INC COMMON STOCK
21037X100
22.00000000
NS
60151.49000000
0.004292178189
Long
EC
CA
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
34.61000000
0.000002469636
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38199.10000000
USD
37572255.00000000
CLP
2024-06-21
34.61000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
5685.69000000
0.000405708896
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
172442.11000000
USD
3000000.00000000
MXN
2024-06-20
5685.69000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-925.16000000
-0.00006601584
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
ZAR
51528.98000000
USD
2024-06-20
-925.16000000
N
N
N
N/A
N/A
COPPER FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
20.00000000
NC
USD
2003500.00000000
0.142962028087
N/A
DCO
US
N
1
COPPER FUTURE MAY24
N/A
Long
Copper
COPPER FUTURE (Consolidated) May 2024
2024-06-01
1937057.40000000
USD
66442.60000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
381.49000000
0.000027221654
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141349.23000000
USD
3316500.00000000
CZK
2024-06-20
381.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
775.99000000
0.000055371651
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
388957.00000000
CNY
54570.76000000
USD
2024-06-20
775.99000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.31000000
-0.00000023618
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
299.14000000
USD
2139.00000000
CNY
2024-06-20
-3.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
111.79000000
0.000007976902
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
117584.00000000
BRL
23418.21000000
USD
2024-06-20
111.79000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031
91282CBF7
9700000.00000000
PA
USD
10218384.17000000
0.729144459555
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ COMMON STOCK
N/A
46150.00000000
NS
164029.30000000
0.011704497825
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
625.05000000
0.000044601155
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
175965.00000000
SGD
131543.40000000
USD
2024-06-20
625.05000000
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK
N/A
4318.00000000
NS
119915.12000000
0.008556680186
Long
EC
JP
N
1
N
N
N
LAND SECURITIES GROUP PLC
213800V8IAVKS37D6B88
LAND SECURITIES GROUP PLC REIT
N/A
4420.00000000
NS
36750.98000000
0.002622408103
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-982.65000000
-0.00007011811
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71427.66000000
USD
69226278.00000000
CLP
2024-06-21
-982.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
29.30000000
0.000002090734
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25151.42000000
USD
2024-06-21
29.30000000
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
634.00000000
NC
USD
168279450.00000000
12.00777212749
N/A
DE
US
N
1
S&P500 EMINI FUT JUN24
N/A
Long
S&P 500 Future (e-Mini) Jun 2024
N/A
N/A
2024-06-24
165651697.52000000
USD
2627752.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
11453.88000000
0.000817304673
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1093000.00000000
GBP
1392540.21000000
USD
2024-06-20
11453.88000000
N
N
N
Jeronimo Martins, SGPS, S.A.
259400A8SZP10GB5IB19
JERONIMO MARTINS COMMON STOCK
N/A
13817.00000000
NS
274271.77000000
0.019570975036
Long
EC
PT
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-68.88000000
-0.00000491501
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
14982.26000000
USD
75240.00000000
BRL
2024-06-20
-68.88000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.31000000
-0.00000473162
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17197.97000000
USD
1431552.00000000
INR
2024-06-20
-66.31000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-215.30000000
-0.00001536297
N/A
DFE
KR
N
2
KOREAN WON
N/A
37454.96000000
USD
50002500.00000000
KRW
2024-06-20
-215.30000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
19.26000000
0.000001374319
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
17354.48000000
USD
17073171.00000000
CLP
2024-06-21
19.26000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1509.34000000
-0.00010770067
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
547880.34000000
USD
45655736.00000000
INR
2024-06-20
-1509.34000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2590.90000000
-0.00018487662
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711703.18000000
USD
59254687.00000000
INR
2024-06-20
-2590.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3798.07000000
0.000271015617
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553172.00000000
ILS
155416.66000000
USD
2024-06-20
3798.07000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE JUN24
N/A
-81.00000000
NC
-10463361.83000000
-0.74662511995
N/A
DE
CH
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-06-24
0.00000000
CHF
-10670570.71000000
CHF
-81.00000000
CHF
207208.88000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-14752.87000000
-0.00105270786
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1029483.55000000
USD
371785830.00000000
HUF
2024-06-20
-14752.87000000
N
N
N
METRO INC.
549300KQ7DCG4IXSNW78
METRO INC/CN COMMON STOCK
59162N109
956.00000000
NS
51372.86000000
0.003665769031
Long
EC
CA
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 05/16/2024
912797FH5
81046000.00000000
PA
USD
80516276.05000000
5.745330730299
Long
DBT
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
KUBOTA CORPORATION
549300CSY4INHEHQQT13
KUBOTA CORP COMMON STOCK
N/A
3100.00000000
NS
48473.03000000
0.003458848353
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
342.04000000
0.000024406654
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687499.00000000
CLP
25464.16000000
USD
2024-06-21
342.04000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
21.00000000
NC
USD
614512.50000000
0.043849240471
N/A
DCO
US
N
1
KC HRW WHEAT FUT MAY24
N/A
Long
Wheat
WHEAT FUTURE(Consolidated) May 2024
2024-05-17
615232.22000000
USD
-719.72000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-86.57000000
-0.00000617730
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13560.14000000
USD
2024-06-20
-86.57000000
N
N
N
AGEAS SA
5493005DJBML6LY3RV36
AGEAS COMMON STOCK
N/A
1537.00000000
NS
71245.17000000
0.005083780381
Long
EC
BE
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-440.69000000
-0.00003144593
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70885.69000000
USD
69226272.00000000
CLP
2024-06-21
-440.69000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG COMMON STOCK
N/A
3074.00000000
NS
137112.09000000
0.009783789599
Long
EC
AT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-31.17000000
-0.00000222417
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20541.64000000
USD
2024-06-20
-31.17000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
147.19000000
0.000010502910
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5000000.00000000
HUF
13793.90000000
USD
2024-06-20
147.19000000
N
N
N
Canadien Pacifique Kansas City Limitee
N/A
CANADIAN PACIFIC KANSAS CITY COMMON STOCK
13646K108
398.00000000
NS
35125.17000000
0.002506396576
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-73.30000000
-0.00000523040
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1000000.00000000
CZK
42661.73000000
USD
2024-06-20
-73.30000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2650.74000000
-0.00018914657
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711763.02000000
USD
59254687.00000000
INR
2024-06-20
-2650.74000000
N
N
N
Randstad N.V.
7245009EAAUUQJ0U4T57
RANDSTAD NV COMMON STOCK
N/A
360.00000000
NS
19020.01000000
0.001357194511
Long
EC
NL
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI COMMON STOCK
N/A
904.00000000
NS
88805.68000000
0.006336830605
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
3920278.88000000
0.279735971726
Long
DBT
USGA
FR
N
2
2030-07-25
Fixed
0.70000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-81.09000000
-0.00000578626
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
12436.96000000
USD
62337.00000000
BRL
2024-06-20
-81.09000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14.97000000
0.000001068201
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17183.02000000
USD
2024-06-20
14.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
248.25000000
0.000017714161
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20068.50000000
USD
2024-06-20
248.25000000
N
N
N
Bandai Namco Holdings Inc.
N/A
BANDAI NAMCO HOLDINGS INC COMMON STOCK
N/A
4500.00000000
NS
83194.03000000
0.005936404918
Long
EC
JP
N
1
N
N
N
N/A
N/A
CORN FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
303.00000000
NC
USD
6696300.00000000
0.477822125621
N/A
DCO
US
N
1
CORN FUTURE MAY24
N/A
Long
Corn
Corn Future May 2024
2024-05-17
6706791.65000000
USD
-10491.65000000
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA COMMON STOCK
N/A
892.00000000
NS
36443.75000000
0.002600485356
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1141.29000000
0.000081438049
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219339.28000000
USD
2024-06-20
1141.29000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
61.02000000
0.000004354151
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
52393.12000000
USD
1000000.00000000
ZAR
2024-06-20
61.02000000
N
N
N
SINGAPORE TELECOMMUNICATIONS LIMITED
2549003XJKIQO8YDYD89
SINGAPORE TELECOMMUNICATIONS COMMON STOCK
N/A
56500.00000000
NS
105916.57000000
0.007557797681
Long
EC
SG
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-729.15000000
-0.00005202933
N/A
DFE
KR
N
2
KOREAN WON
N/A
93823.65000000
USD
125000000.00000000
KRW
2024-06-20
-729.15000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1890.93000000
-0.00013492946
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
548261.93000000
USD
45655736.00000000
INR
2024-06-20
-1890.93000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL NETHERLANDS NET INDEX EUR
N/A
1281649.25000000
NC
-31960.84000000
-0.00228060219
N/A
DE
XX
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
EUR
0.00000000
EUR
-2725.00000000
EUR
-31960.84000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5429.99000000
-0.00038746313
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
389335.13000000
USD
516000.00000000
SGD
2024-06-20
-5429.99000000
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP COMMON STOCK
N/A
500.00000000
NS
10895.64000000
0.000777470821
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
195.92000000
0.000013980095
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20016.17000000
USD
2024-06-20
195.92000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2594.46000000
-0.00018513065
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711706.76000000
USD
59254689.00000000
INR
2024-06-20
-2594.46000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
70.00000000
NC
USD
5047000.00000000
0.360134442604
N/A
DCO
US
N
1
LIVE CATTLE FUTR JUN24
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Jun 2024
2024-07-01
5048774.14000000
USD
-1774.14000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3338.93000000
-0.00023825315
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712451.22000000
USD
59254688.00000000
INR
2024-06-20
-3338.93000000
N
N
N
Prosus N.V.
635400Z5LQ5F9OLVT688
PROSUS NV COMMON STOCK
N/A
5442.00000000
NS
170883.49000000
0.012193586372
Long
EC
NL
N
1
N
N
N
Clariant AG
529900VSEKBY7TMPP349
CLARIANT AG-REG COMMON STOCK
N/A
5826.00000000
NS
78848.61000000
0.005626332516
Long
EC
CH
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-357.35000000
-0.00002549911
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
30004.80000000
USD
1666750.00000000
PHP
2024-06-20
-357.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-207.20000000
-0.00001478499
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
12002.74000000
USD
2024-06-20
-207.20000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-46.61000000
-0.00000332590
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
14257.64000000
USD
1187499.00000000
INR
2024-06-20
-46.61000000
N
N
N
N/A
N/A
SPI 200 FUTURES JUN24 PHYSICAL INDEX FUTURE.
N/A
40.00000000
NC
5187239.04000000
0.370141359287
N/A
DE
AU
N
1
SPI 200 FUTURES JUN24
N/A
Long
SPI 200 Future Jun 2024
N/A
N/A
2024-06-23
5064124.14000000
AUD
123114.90000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9012.44000000
-0.00064309293
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909432.52000000
USD
6510385.00000000
CNY
2024-06-20
-9012.44000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4707.92000000
-0.00033593900
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
293205.71000000
USD
5500000.00000000
ZAR
2024-06-20
-4707.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1142.38000000
0.000081515828
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219338.88000000
USD
2024-06-20
1142.38000000
N
N
N
INPEX CORPORATION
353800VHYYADPR6MXQ47
INPEX CORP COMMON STOCK
N/A
17200.00000000
NS
261332.72000000
0.018647694363
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
335.19000000
0.000023917864
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
903000.00000000
CNY
125224.78000000
USD
2024-06-20
335.19000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3219.02000000
-0.00022969684
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712331.30000000
USD
59254687.00000000
INR
2024-06-20
-3219.02000000
N
N
N
VINCI SA
213800WFQ334R8UXUG83
VINCI SA COMMON STOCK
N/A
720.00000000
NS
92347.37000000
0.006589551935
Long
EC
FR
N
1
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029
N/A
11900000.00000000
PA
14384110.46000000
1.026394611227
Long
DBT
USGA
FR
N
2
2029-03-01
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
MSCI SING IX ETS APR24 PHYSICAL INDEX FUTURE.
N/A
-72.00000000
NC
-1551659.76000000
-0.11072045230
N/A
DE
SG
N
1
MSCI SING IX ETS APR24
N/A
Short
MSCI SING IX ETS Apr 2024
N/A
N/A
2024-05-02
-1556399.81000000
SGD
4740.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
332.19000000
0.000023703796
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24610078.00000000
CLP
25375.53000000
USD
2024-06-21
332.19000000
N
N
N
Akzo Nobel N.V.
724500XYIJUGXAA5QD70
AKZO NOBEL N.V. COMMON STOCK
N/A
725.00000000
NS
54167.70000000
0.003865198027
Long
EC
NL
N
1
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/GBP SETTLE 2024-04-30
N/A
1.00000000
NC
USD
3724.83000000
0.000265789493
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
3840000.00000000
GBP
4854494.21000000
USD
2024-04-30
3724.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5.37000000
0.000000383182
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
HUF
40945.50000000
USD
2024-06-20
5.37000000
N
N
N
GETLINK S.E.
9695007ZEQ7M0OE74G82
GETLINK SE COMMON STOCK
N/A
4624.00000000
NS
78803.71000000
0.005623128626
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
0.000000000713
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3019.89000000
0.000215487696
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
556000.00000000
GBP
705567.01000000
USD
2024-06-20
3019.89000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6.02000000
0.000000429563
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34780.96000000
USD
138799.00000000
PLN
2024-06-20
6.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
257.95000000
0.000018406316
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
295692.00000000
BRL
58867.31000000
USD
2024-06-20
257.95000000
N
N
N
OTSUKA CORPORATION
529900RG9DJ58J3UIE72
OTSUKA CORP COMMON STOCK
N/A
6200.00000000
NS
131132.18000000
0.009357086299
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
4750.82000000
0.000339000180
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
250000000.00000000
KRW
190939.82000000
USD
2024-06-20
4750.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1843.82000000
0.000131567879
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1177991.00000000
CNY
164766.10000000
USD
2024-06-20
1843.82000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-34522.36000000
-0.00246338238
N/A
DFE
XX
N
2
EURO
N/A
2634202.71000000
USD
2399000.00000000
EUR
2024-06-20
-34522.36000000
N
N
N
Chubu Electric Power Company, Incorporated
529900A76GOP0PGNHT63
CHUBU ELECTRIC POWER CO INC COMMON STOCK
N/A
24700.00000000
NS
322244.87000000
0.022994150314
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5081.52000000
0.000362597656
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378495.00000000
GBP
1746911.89000000
USD
2024-06-20
5081.52000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-157.59000000
-0.00001124501
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17079.92000000
USD
122355.00000000
CNY
2024-06-20
-157.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
771.07000000
0.000055020579
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1250000.00000000
TWD
40050.87000000
USD
2024-06-20
771.07000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-497.81000000
-0.00003552180
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
30653.13000000
USD
29633621.00000000
CLP
2024-06-21
-497.81000000
N
N
N
UMICORE SA
529900F3AIQECS8ZSV61
UMICORE COMMON STOCK
N/A
2473.00000000
NS
53403.22000000
0.003810647685
Long
EC
BE
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-381.64000000
-0.00002723235
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
63643.20000000
USD
319163.00000000
BRL
2024-06-20
-381.64000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
175.40000000
0.000012515867
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66878.82000000
USD
2024-06-20
175.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3578.93000000
0.000255378632
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
337000.00000000
EUR
368769.54000000
USD
2024-06-20
3578.93000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2932.99000000
-0.00020928684
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712045.28000000
USD
59254688.00000000
INR
2024-06-20
-2932.99000000
N
N
N
OLYMPUS CORPORATION
5299000Y52IFDI1I2A21
OLYMPUS CORP COMMON STOCK
N/A
3600.00000000
NS
51700.42000000
0.003689142448
Long
EC
JP
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 1.750000% 01/15/2034
91282CJY8
2300000.00000000
PA
USD
2276923.48000000
0.162472472423
Long
DBT
USGA
US
N
2
2034-01-15
Fixed
1.75000000
N
N
N
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3311.53000000
-0.00023629800
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
323824.24000000
USD
7500000.00000000
CZK
2024-06-20
-3311.53000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-17137.31000000
-0.00122285230
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
953811.79000000
USD
343186921.00000000
HUF
2024-06-20
-17137.31000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/15/2024
912797KB2
2320000.00000000
PA
USD
2275233.42000000
0.162351876264
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
SUNCORP GROUP LIMITED
549300BVOKRTHDIWVT46
SUNCORP GROUP LTD COMMON STOCK
N/A
7008.00000000
NS
74889.77000000
0.005343844972
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
92.01000000
0.000006565478
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66795.43000000
USD
2024-06-20
92.01000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1121.48000000
0.000080024484
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51000000.00000000
KRW
39104.04000000
USD
2024-06-20
1121.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
454.69000000
0.000032444923
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25576.81000000
USD
2024-06-21
454.69000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-52.30000000
-0.00000373192
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
24363.68000000
USD
23890785.00000000
CLP
2024-06-21
-52.30000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4244.53000000
-0.00030287328
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
713356.81000000
USD
59254687.00000000
INR
2024-06-20
-4244.53000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
9.76000000
0.000000696435
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17177.81000000
USD
2024-06-20
9.76000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR APR24 PHYSICAL INDEX FUTURE.
N/A
31.00000000
NC
3705248.78000000
0.264392253634
N/A
DE
ES
N
1
IBEX 35 INDX FUTR APR24
N/A
Long
IBEX 35 INDX FUTR Apr 2024
N/A
N/A
2024-04-22
3498592.85000000
EUR
206655.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
299.00000000
0.000021335486
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
295692.00000000
BRL
58908.36000000
USD
2024-06-20
299.00000000
N
N
N
ADMIRAL GROUP PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP PLC COMMON STOCK
N/A
334.00000000
NS
11970.01000000
0.000854133718
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-109.48000000
-0.00000781207
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11942.10000000
USD
11627907.00000000
CLP
2024-06-21
-109.48000000
N
N
N
PHOENIX GROUP HOLDINGS PLC
2138001P49OLAEU33T68
PHOENIX GROUP HOLDINGS PLC COMMON STOCK
N/A
7887.00000000
NS
55056.86000000
0.003928645054
Long
EC
GB
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-18.43000000
-0.00000131509
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
2321.56000000
USD
2263289.00000000
CLP
2024-06-21
-18.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
32.58000000
0.000002324783
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
65510.00000000
BRL
13017.37000000
USD
2024-06-20
32.58000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC COMMON STOCK
N/A
6499.00000000
NS
135462.54000000
0.009666084077
Long
EC
GB
N
1
N
N
N
N/A
N/A
COCOA FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
106.00000000
NC
USD
9864360.00000000
0.703882661035
N/A
DCO
US
N
1
COCOA FUTURE JUL24
N/A
Long
Cocoa
Cocoa Future Jul 2024
2024-07-19
6915677.23000000
USD
2948682.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
736.01000000
0.000052518833
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88078.00000000
ILS
24877.26000000
USD
2024-06-20
736.01000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
175.74000000
0.000012540128
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66879.16000000
USD
2024-06-20
175.74000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1275.41000000
0.000091008335
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
147164.42000000
USD
2500000.00000000
MXN
2024-06-20
1275.41000000
N
N
N
WASHINGTON H. SOUL PATTINSON AND COMPANY LIMITED
549300G2Q3P6ZVNC1465
WASHINGTON H. SOUL PATTINSON COMMON STOCK
N/A
771.00000000
NS
16905.87000000
0.001206337640
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1046.62000000
0.000074682764
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293275.00000000
SGD
219243.87000000
USD
2024-06-20
1046.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
484.29000000
0.000034557065
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
833375.00000000
TWD
26672.13000000
USD
2024-06-20
484.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
178.88000000
0.000012764186
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
90192.00000000
ILS
24899.55000000
USD
2024-06-20
178.88000000
N
N
N
BRAMBLES LIMITED
N/A
BRAMBLES LTD COMMON STOCK
N/A
4589.00000000
NS
48350.96000000
0.003450137909
Long
EC
AU
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-440.33000000
-0.00003142024
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70885.34000000
USD
69226278.00000000
CLP
2024-06-21
-440.33000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI THAILAND NET INDEX USD END OF DAY UNHEDG
N/A
1011454.05000000
NC
USD
35335.35000000
0.002521394209
N/A
DE
US
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-20
0.00000000
USD
0.00000000
USD
-930.00000000
USD
35335.35000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL ITALY NET INDEX EUR REAL T
N/A
2772.00000000
NC
17064.36000000
0.001217646874
N/A
DE
XX
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
EUR
0.00000000
EUR
-498627.36000000
EUR
17064.36000000
N
N
N
Sharp Corporation
353800YEPK9PD7QO3449
SHARP CORP COMMON STOCK
N/A
4700.00000000
NS
26101.62000000
0.001862510871
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-64.01000000
-0.00000456750
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17110.44000000
USD
1424430.00000000
INR
2024-06-20
-64.01000000
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP-CLASS A COMMON STOCK
136681202
894.00000000
NS
89251.36000000
0.006368632610
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
810.89000000
0.000057861981
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378496.00000000
GBP
1742642.53000000
USD
2024-06-20
810.89000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
9749.30000000
0.000695672423
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1699995.00000000
GBP
2157818.70000000
USD
2024-06-20
9749.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1336.34000000
0.000095356065
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293275.00000000
SGD
219533.59000000
USD
2024-06-20
1336.34000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-18.42000000
-0.00000131438
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
2321.55000000
USD
2263288.00000000
CLP
2024-06-21
-18.42000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2331.98000000
-0.00016640109
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143739.26000000
USD
4500000.00000000
TWD
2024-06-20
-2331.98000000
N
N
N
RENAULT SA
969500F7JLTX36OUI695
RENAULT SA COMMON STOCK
N/A
1557.00000000
NS
78688.26000000
0.005614890559
Long
EC
FR
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3345.86000000
-0.00023874765
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
540577.09000000
USD
44892000.00000000
INR
2024-06-20
-3345.86000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1224.17000000
-0.00008735204
N/A
DFE
KR
N
2
KOREAN WON
N/A
85013.41000000
USD
112505625.00000000
KRW
2024-06-20
-1224.17000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1460.34000000
-0.00010420422
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
105366.79000000
USD
38070147.00000000
HUF
2024-06-20
-1460.34000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-236.34000000
-0.00001686431
N/A
DFE
KR
N
2
KOREAN WON
N/A
37474.14000000
USD
50000000.00000000
KRW
2024-06-20
-236.34000000
N
N
N
Grifols, S.A.
959800HSSNXWRKBK4N60
GRIFOLS SA COMMON STOCK
N/A
12839.00000000
NS
115615.20000000
0.008249854489
Long
EC
ES
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
427.76000000
0.000030523302
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67131.18000000
USD
2024-06-20
427.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-220.75000000
-0.00001575186
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
11989.19000000
USD
2024-06-20
-220.75000000
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
SCOUT24 SE COMMON STOCK
N/A
3632.00000000
NS
274028.84000000
0.019553640489
Long
EC
DE
Y
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
2000000.00000000
PA
USD
2222255.01000000
0.158571541381
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
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
3600000.00000000
PA
8655282.78000000
0.617607576690
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
97.00000000
NS
9359.22000000
0.000667837820
Long
EC
NL
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
664.74000000
0.000047433281
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
116743.60000000
USD
115377125.00000000
CLP
2024-06-21
664.74000000
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA COMMON STOCK
780087102
1147.00000000
NS
115797.63000000
0.008262871990
Long
EC
CA
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC COMMON STOCK
N/A
2888.00000000
NS
106729.88000000
0.007615832344
Long
EC
GB
N
1
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
TELECOM ITALIA SPA COMMON STOCK
N/A
322664.00000000
NS
78441.86000000
0.005597308406
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
9.85000000
0.000000702857
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17177.90000000
USD
2024-06-20
9.85000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1276.15000000
0.000091061139
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
147163.68000000
USD
2500000.00000000
MXN
2024-06-20
1276.15000000
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-0.86000000
-0.00000006136
N/A
DFE
HK
N
2
HONG KONG DOLLAR
N/A
5395.03000000
USD
42210.00000000
HKD
2024-04-02
-0.86000000
N
N
N
ICL GROUP LTD
529900FQVQD88SHIGM04
ICL GROUP LTD COMMON STOCK
N/A
38589.00000000
NS
204757.53000000
0.014610707139
Long
EC
IL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-360.50000000
-0.00002572388
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18796.90000000
USD
2024-06-20
-360.50000000
N
N
N
N/A
N/A
CORN FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
35.00000000
NC
USD
795375.00000000
0.056754890486
N/A
DCO
US
N
1
CORN FUTURE JUL24
N/A
Long
Corn
Corn Future Jul 2024
2024-07-15
787698.17000000
USD
7676.83000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-88.29000000
-0.00000630003
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6832.12000000
USD
6627155.00000000
CLP
2024-06-21
-88.29000000
N
N
N
N/A
N/A
NY HARB ULSD FUT JUN24 PHYSICAL COMMODITY FUTURE.
N/A
50.00000000
NC
USD
5501370.00000000
0.392556532298
N/A
DCO
US
N
1
NY HARB ULSD FUT JUN24
N/A
Long
Heating Oil
Heating Oil Future Jun 2024
2024-06-03
5409048.41000000
USD
92321.59000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
984.78000000
0.000070270100
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
497329.58000000
USD
9500000.00000000
ZAR
2024-06-20
984.78000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
217.70000000
0.000015534231
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
9467.43000000
USD
37916667.00000000
COP
2024-06-20
217.70000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1281.54000000
-0.00009144574
N/A
DFE
KR
N
2
KOREAN WON
N/A
85066.59000000
USD
112500000.00000000
KRW
2024-06-20
-1281.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
146.95000000
0.000010485784
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81402.49000000
USD
2024-06-20
146.95000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL MEXICO NET RETURN INDEX IN
N/A
8064147.78000000
NC
-11312.40000000
-0.00080720920
N/A
DE
MX
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
MXN
0.00000000
MXN
-5994.00000000
MXN
-11312.40000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
4.89000000
0.000000348931
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
1474.32000000
USD
5902.00000000
PLN
2024-06-20
4.89000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-55.80000000
-0.00000398167
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
39475.90000000
USD
157285.00000000
PLN
2024-06-20
-55.80000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028
91282CJH5
6000000.00000000
PA
USD
6178290.10000000
0.440858938262
Long
DBT
USGA
US
N
2
2028-10-15
Fixed
2.37500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-10.04000000
-0.00000071641
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34797.02000000
USD
138799.00000000
PLN
2024-06-20
-10.04000000
N
N
N
ASM International N.V.
7245001I22ND6ZFHX623
ASM INTERNATIONAL NV COMMON STOCK
N/A
48.00000000
NS
29336.13000000
0.002093313022
Long
EC
NL
N
1
N
N
N
HONG KONG DOLLAR
N/A
FX Forward Contract: HKD/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-0.84000000
-0.00000005993
N/A
DFE
HK
N
2
HONG KONG DOLLAR
N/A
5395.01000000
USD
42210.00000000
HKD
2024-04-02
-0.84000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-219.22000000
-0.00001564269
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67123.44000000
USD
65746752.00000000
CLP
2024-06-21
-219.22000000
N
N
N
SMITHS GROUP PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC COMMON STOCK
N/A
3056.00000000
NS
63369.89000000
0.004521830793
Long
EC
GB
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
802.18000000
0.000057240469
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378494.00000000
GBP
1742631.29000000
USD
2024-06-20
802.18000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-153.11000000
-0.00001092533
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
10978.69000000
USD
10638297.00000000
CLP
2024-06-21
-153.11000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-511.98000000
-0.00003653291
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
30119.02000000
USD
29094828.00000000
CLP
2024-06-21
-511.98000000
N
N
N
INTERCONTINENTAL HOTELS GROUP PLC
2138007ZFQYRUSLU3J98
INTERCONTINENTAL HOTELS GROU COMMON STOCK
N/A
861.00000000
NS
89644.67000000
0.006396697694
Long
EC
GB
N
1
N
N
N
MERCURY NZ LIMITED
254900XLT925U953KK55
MERCURY NZ LTD COMMON STOCK
N/A
14943.00000000
NS
61941.47000000
0.004419904254
Long
EC
NZ
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT GROUP AG COMMON STOCK
N/A
78.00000000
NS
40467.86000000
0.002887630315
Long
EC
CH
Y
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
89151.93000000
0.006361537669
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8037582.00000000
EUR
8799091.07000000
USD
2024-06-20
89151.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
17210.23000000
0.001228055595
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378496.00000000
GBP
1759041.87000000
USD
2024-06-20
17210.23000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
118.00000000
NC
USD
26413120.00000000
1.884738309616
N/A
DCO
US
N
1
GOLD 100 OZ FUTR JUN24
N/A
Long
Gold
GOLD 100 OZ FUTR Jun 2024
2024-06-29
25178594.57000000
USD
1234525.43000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
36073.43000000
0.002574060750
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5839483.00000000
EUR
6364038.92000000
USD
2024-06-20
36073.43000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-166.75000000
-0.00001189863
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
27460.17000000
USD
10000000.00000000
HUF
2024-06-20
-166.75000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-98.17000000
-0.00000700503
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
24062.25000000
USD
23549488.00000000
CLP
2024-06-21
-98.17000000
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
1857.00000000
NS
112181.60000000
0.008004846044
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
353.45000000
0.000025220827
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277777.00000000
IDR
20173.70000000
USD
2024-06-20
353.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
469.24000000
0.000033483155
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
810766.00000000
CNY
112602.39000000
USD
2024-06-20
469.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
24.36000000
0.000001738235
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
CZK
21391.87000000
USD
2024-06-20
24.36000000
N
N
N
COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
MICHELIN (CGDE) COMMON STOCK
N/A
1899.00000000
NS
72848.36000000
0.005198177833
Long
EC
FR
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-298.80000000
-0.00002132121
N/A
DFE
KR
N
2
KOREAN WON
N/A
37536.60000000
USD
50000000.00000000
KRW
2024-06-20
-298.80000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
869.93000000
0.000062074847
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34358.40000000
USD
137916667.00000000
COP
2024-06-20
869.93000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
633.77000000
0.000045223381
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
175965.00000000
SGD
131552.12000000
USD
2024-06-20
633.77000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.5% 04/15/2030
N/A
7400000.00000000
PA
10080544.00000000
0.719308716977
Long
DBT
USGA
DE
N
2
2030-04-15
Fixed
0.50000000
N
N
N
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/GBP SETTLE 2024-04-26
N/A
1.00000000
NC
USD
180524.26000000
0.012881514513
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
32900000.00000000
GBP
41739871.39000000
USD
2024-04-26
180524.26000000
N
N
N
N/A
N/A
SILVER FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
60.00000000
NC
USD
7474800.00000000
0.533372881231
N/A
DCO
US
N
1
SILVER FUTURE MAY24
N/A
Long
Silver
SILVER FUTURE May 2024
2024-06-01
7071028.21000000
USD
403771.79000000
N
N
N
N/A
N/A
SOYBEAN FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
24.00000000
NC
USD
1446300.00000000
0.103202386435
N/A
DCO
US
N
1
SOYBEAN FUTURE JUL24
N/A
Long
Soybeans
Soybean Future Jul 2024
2024-07-15
1441975.48000000
USD
4324.52000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2654.30000000
-0.00018940060
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
711766.59000000
USD
59254688.00000000
INR
2024-06-20
-2654.30000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
110.00000000
NC
USD
3199680.00000000
0.228316816586
N/A
DCO
US
N
1
SOYBEAN OIL FUTR JUL24
N/A
Long
Soybean Oil
Soybean Oil Future Jul 2024
2024-07-15
3057446.48000000
USD
142233.52000000
N
N
N
Amadeus IT Group, S.A.
9598004A3FTY3TEHHN09
AMADEUS IT GROUP SA COMMON STOCK
N/A
799.00000000
NS
51291.74000000
0.003659980621
Long
EC
ES
N
1
N
N
N
N/A
N/A
GASOLINE RBOB FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
15.00000000
NC
USD
1713978.00000000
0.122302855491
N/A
DCO
US
N
1
GASOLINE RBOB FUT MAY24
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) May 2024
2024-05-03
1711907.28000000
USD
2070.72000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
210.38000000
0.000015011904
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
14012.48000000
USD
2024-06-20
210.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
355.90000000
0.000025395650
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31502906.00000000
CLP
32413.41000000
USD
2024-06-21
355.90000000
N
N
N
N/A
N/A
LME NICKEL FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
1104861.14000000
0.078838627067
N/A
DCO
GB
N
1
LME NICKEL FUTURE JUN24
N/A
Long
Nickel
Nickel Composite Commodity Future Jun 2024
2024-06-20
1126148.89000000
USD
-21287.75000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-501.35000000
-0.00003577440
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70946.36000000
USD
69226278.00000000
CLP
2024-06-21
-501.35000000
N
N
N
N/A
N/A
E-MINI RUSS 2000 JUN24 PHYSICAL INDEX FUTURE.
N/A
176.00000000
NC
USD
18883920.00000000
1.347483654325
N/A
DE
US
N
1
E-MINI RUSS 2000 JUN24
N/A
Long
Russell 2000 E-mini Composite Index Futures Jun 2024
N/A
N/A
2024-06-24
18580088.35000000
USD
303831.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
104.61000000
0.000007464565
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
556378.00000000
CZK
23881.44000000
USD
2024-06-20
104.61000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
859.99000000
0.000061365567
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1067000.00000000
EUR
1157116.32000000
USD
2024-06-20
859.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
173.02000000
0.000012346039
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66876.44000000
USD
2024-06-20
173.02000000
N
N
N
Shionogi & Co., Ltd.
35380049VXDTHZI3DY35
SHIONOGI & CO LTD COMMON STOCK
N/A
2200.00000000
NS
112409.40000000
0.008021100973
Long
EC
JP
N
1
N
N
N
TEMENOS AG
5067007NW6550481FH64
TEMENOS AG - REG COMMON STOCK
N/A
2148.00000000
NS
153772.67000000
0.010972624291
Long
EC
CH
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-496.62000000
-0.00003543688
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
50339.32000000
USD
360382.00000000
CNY
2024-06-20
-496.62000000
N
N
N
LY Corporation
52990078MD2OL792YM35
LY CORP COMMON STOCK
N/A
39800.00000000
NS
100588.06000000
0.007177575771
Long
EC
JP
N
1
N
N
N
COMPUTERSHARE LIMITED
N/A
COMPUTERSHARE LTD COMMON STOCK
N/A
681.00000000
NS
11600.28000000
0.000827751212
Long
EC
AU
N
1
N
N
N
BE Semiconductor Industries N.V.
7245007A1YFLI2GNYX06
BE SEMICONDUCTOR INDUSTRIES COMMON STOCK
N/A
181.00000000
NS
27738.49000000
0.001979311597
Long
EC
NL
N
1
N
N
N
SANTOS LIMITED
5299000RK70B5O2M7077
SANTOS LTD COMMON STOCK
N/A
15287.00000000
NS
77292.70000000
0.005515308783
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2303.45000000
0.000164365302
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
234620.00000000
SGD
176861.25000000
USD
2024-06-20
2303.45000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
273.99000000
0.000019550869
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277777.00000000
IDR
20094.24000000
USD
2024-06-20
273.99000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-260.34000000
-0.00001857685
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
52154.51000000
USD
261813.00000000
BRL
2024-06-20
-260.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1495.63000000
0.000106722384
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
410585.00000000
SGD
306971.78000000
USD
2024-06-20
1495.63000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
216.58000000
0.000015454312
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70228.43000000
USD
69226278.00000000
CLP
2024-06-21
216.58000000
N
N
N
Franco-Nevada Corporation
N/A
FRANCO-NEVADA CORP COMMON STOCK
351858105
892.00000000
NS
106387.44000000
0.007591397147
Long
EC
CA
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-104.39000000
-0.00000744886
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11514.41000000
USD
11212625.00000000
CLP
2024-06-21
-104.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
355.86000000
0.000025392796
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
304389.00000000
BRL
60689.06000000
USD
2024-06-20
355.86000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-865.11000000
-0.00006173091
N/A
DFE
XX
N
2
EURO
N/A
512877.87000000
USD
474000.00000000
EUR
2024-04-02
-865.11000000
N
N
N
N/A
N/A
SOYBEAN FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-19.00000000
NC
USD
-1131925.00000000
-0.08076979967
N/A
DCO
US
N
1
SOYBEAN FUTURE MAY24
N/A
Short
Soybeans
Soybean Future May 2024
2024-05-17
-1126776.16000000
USD
-5148.84000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
633.12000000
0.000045176999
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
175965.00000000
SGD
131551.47000000
USD
2024-06-20
633.12000000
N
N
N
N/A
N/A
NY HARB ULSD FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
1211687.40000000
0.086461336716
N/A
DCO
US
N
1
NY HARB ULSD FUT MAY24
N/A
Long
Heating Oil
Heating Oil Future May 2024
2024-05-03
1193607.47000000
USD
18079.93000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2400.97000000
-0.00017132395
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
65614.26000000
USD
62119675.00000000
CLP
2024-06-21
-2400.97000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
945.30000000
0.000067452959
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
38937.74000000
USD
156139562.00000000
COP
2024-06-20
945.30000000
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI HOLDINGS INC COMMON STOCK
N/A
2400.00000000
NS
62717.63000000
0.004475288036
Long
EC
JP
N
1
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T
N/A
6643.00000000
NC
78882.18000000
0.005628727942
N/A
DE
XX
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
EUR
0.00000000
EUR
-1735650.23000000
EUR
78882.18000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
102.00000000
NC
USD
8874000.00000000
0.633214393435
N/A
DCO
GB
N
1
BRENT CRUDE FUTR JUN24
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jun 2024
2024-05-03
8665541.94000000
USD
208458.06000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
37.07000000
0.000002645172
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66740.49000000
USD
2024-06-20
37.07000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031
91282CCM1
10400000.00000000
PA
USD
10581890.99000000
0.755082903384
Long
DBT
USGA
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-720.24000000
-0.00005139354
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50407.80000000
USD
1800000.00000000
THB
2024-06-20
-720.24000000
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
CARREFOUR SA COMMON STOCK
N/A
6251.00000000
NS
107172.93000000
0.007647446682
Long
EC
FR
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-166.62000000
-0.00001188936
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
27460.04000000
USD
10000000.00000000
HUF
2024-06-20
-166.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-194.56000000
-0.00001388305
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
66875356.00000000
COP
16887.55000000
USD
2024-06-20
-194.56000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-118.91000000
-0.00000848495
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
23562.03000000
USD
23037543.00000000
CLP
2024-06-21
-118.91000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-728.68000000
-0.00005199579
N/A
DFE
KR
N
2
KOREAN WON
N/A
93823.18000000
USD
125000000.00000000
KRW
2024-06-20
-728.68000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-90.29000000
-0.00000644274
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17077.76000000
USD
2024-06-20
-90.29000000
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
HANKYU HANSHIN HOLDINGS INC COMMON STOCK
N/A
3600.00000000
NS
103044.04000000
0.007352825026
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1704.96000000
0.000121659365
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
945995.00000000
GBP
1197039.60000000
USD
2024-06-20
1704.96000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5295.08000000
-0.00037783647
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
831188.31000000
USD
302597927.00000000
HUF
2024-06-20
-5295.08000000
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK
N/A
7194.00000000
NS
72830.79000000
0.005196924105
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
208.82000000
0.000014900589
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
142002.00000000
CNY
19848.43000000
USD
2024-06-20
208.82000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-998.84000000
-0.00007127336
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4000000.00000000
ZAR
208817.73000000
USD
2024-06-20
-998.84000000
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE-REG COMMON STOCK
N/A
347.00000000
NS
104107.87000000
0.007428735829
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
936953.78000000
0.066857405846
Long
DBT
USGA
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
284.17000000
0.000020277274
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81539.71000000
USD
2024-06-20
284.17000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3546.43000000
-0.00025305955
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
476287.97000000
USD
39503127.00000000
INR
2024-06-20
-3546.43000000
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB GLOBAL INC COMMON STOCK
74935Q107
674.00000000
NS
51384.87000000
0.003666626018
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
427.42000000
0.000030499041
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
67130.84000000
USD
2024-06-20
427.42000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-42.54000000
-0.00000303549
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
8936.26000000
USD
44870.00000000
BRL
2024-06-20
-42.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
248.15000000
0.000017707026
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20068.40000000
USD
2024-06-20
248.15000000
N
N
N
GLENCORE PLC
2138002658CPO9NBH955
GLENCORE PLC COMMON STOCK
G39420107
9290.00000000
NS
51084.97000000
0.003645226311
Long
EC
GB
N
1
N
N
N
KIKKOMAN CORPORATION
529900T9K5UH9HXOND47
KIKKOMAN CORP COMMON STOCK
N/A
4500.00000000
NS
57563.84000000
0.004107533471
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-245.15000000
-0.00001749295
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89999.10000000
USD
7500000.00000000
INR
2024-06-20
-245.15000000
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
656445.75000000
0.046841435362
Long
DBT
USGA
GB
N
2
2068-03-22
Fixed
0.12500000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-218.89000000
-0.00001561914
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67123.11000000
USD
65746753.00000000
CLP
2024-06-21
-218.89000000
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC COMMON STOCK
N/A
1035.00000000
NS
139610.79000000
0.009962087188
Long
EC
GB
N
1
N
N
N
Cellnex Telecom S.A.
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA COMMON STOCK
N/A
1288.00000000
NS
45584.18000000
0.003252711166
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
187999.00000000
NS
142444.41000000
0.010164283375
Long
EC
HK
N
1
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
1356077.69000000
0.096764470579
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
43121.84000000
0.003077008086
Long
EC
GB
N
1
N
N
N
Odakyu Electric Railway Co.,Ltd.
353800LA6BC6E1MK6U35
ODAKYU ELECTRIC RAILWAY CO COMMON STOCK
N/A
3500.00000000
NS
48136.71000000
0.003434849856
Long
EC
JP
N
1
N
N
N
MANULIFE FINANCIAL CORPORATION
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP COMMON STOCK
56501R106
3345.00000000
NS
83621.91000000
0.005966936783
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
939.56000000
0.000067043375
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
432000.00000000
EUR
469077.08000000
USD
2024-06-20
939.56000000
N
N
N
Bayerische Motoren Werke Aktiengesellschaft
YEH5ZCD6E441RHVHD759
BAYERISCHE MOTOREN WERKE AG COMMON STOCK
N/A
600.00000000
NS
69309.78000000
0.004945678420
Long
EC
DE
N
1
N
N
N
INSURANCE AUSTRALIA GROUP LIMITED
549300PFEWKNHRG25N08
INSURANCE AUSTRALIA GROUP COMMON STOCK
N/A
20132.00000000
NS
84058.46000000
0.005998087306
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
21542.52000000
0.001537191090
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2251000.00000000
EUR
2460842.42000000
USD
2024-06-20
21542.52000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA REF: KOSPI 200 INDEX FUTURE JUN24
N/A
51.00000000
NC
3558161.55000000
0.253896676541
N/A
DE
KR
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-06-14
3515506.93000000
KRW
0.00000000
KRW
51.00000000
KRW
42654.62000000
N
N
N
HIKMA PHARMACEUTICALS PUBLIC LIMITED COMPANY
549300BNS685UXH4JI75
HIKMA PHARMACEUTICALS PLC COMMON STOCK
N/A
6315.00000000
NS
153046.68000000
0.010920820446
Long
EC
GB
N
1
N
N
N
Adyen N.V.
724500973ODKK3IFQ447
ADYEN NV COMMON STOCK
N/A
10.00000000
NS
16934.33000000
0.001208368435
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
2000000.00000000
PA
3022038.40000000
0.215640997565
Long
DBT
USGA
GB
N
2
2046-03-22
Fixed
0.12500000
N
N
N
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-20.38000000
-0.00000145423
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4979.82000000
USD
19788.00000000
PLN
2024-06-20
-20.38000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UKTI 0.750 11/22/33 .75
N/A
2400000.00000000
PA
3216100.73000000
0.229488536508
Long
DBT
USGA
GB
N
2
2033-11-22
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
880.00000000
NC
USD
233574000.00000000
16.66693923059
N/A
DE
US
N
1
S&P500 EMINI FUT JUN24
N/A
Long
S&P 500 Future (e-Mini) Jun 2024
N/A
N/A
2024-06-24
229962369.56000000
USD
3611630.44000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-593.47000000
-0.00004234772
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
57564.42000000
USD
411922.00000000
CNY
2024-06-20
-593.47000000
N
N
N
AIB GROUP PUBLIC LIMITED COMPANY
635400AKJBGNS5WNQL34
AIB GROUP PLC COMMON STOCK
N/A
21728.00000000
NS
110384.71000000
0.007876626908
Long
EC
IE
N
1
N
N
N
N/A
N/A
COPPER FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-2.00000000
NC
USD
-200350.00000000
-0.01429620280
N/A
DCO
US
N
1
COPPER FUTURE MAY24
N/A
Short
Copper
COPPER FUTURE (Consolidated) May 2024
2024-06-01
-194627.42000000
USD
-5722.58000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-31.61000000
-0.00000225556
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
9007.00000000
USD
750000.00000000
INR
2024-06-20
-31.61000000
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC COMMON STOCK
867224107
5194.00000000
NS
191869.99000000
0.013691102021
Long
EC
CA
N
1
N
N
N
OMV Aktiengesellschaft
549300V62YJ9HTLRI486
OMV AG COMMON STOCK
N/A
5000.00000000
NS
236842.96000000
0.016900199600
Long
EC
AT
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1.82000000
-0.00000012986
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
58042.11000000
USD
292821.00000000
BRL
2024-06-20
-1.82000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-891.16000000
-0.00006358973
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150224.58000000
USD
54714074.00000000
HUF
2024-06-20
-891.16000000
N
N
N
EDENRED SE
9695006LOD5B2D7Y0N70
EDENRED COMMON STOCK
N/A
1730.00000000
NS
92410.66000000
0.006594068066
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
602.18000000
0.000042969240
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3767638.00000000
CZK
161612.30000000
USD
2024-06-20
602.18000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-9007.90000000
-0.00064276898
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909427.98000000
USD
6510385.00000000
CNY
2024-06-20
-9007.90000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1116.30000000
-0.00007965485
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71561.30000000
USD
69226275.00000000
CLP
2024-06-21
-1116.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.10000000
0.000000007135
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4485.00000000
CNY
620.40000000
USD
2024-06-20
0.10000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR MAY24 PHYSICAL COMMODITY FUTURE.
N/A
32.00000000
NC
USD
1080640.00000000
0.077110299991
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR MAY24
N/A
Long
Soybean Meal
Soybean Meal Future May 2024
2024-05-17
1132364.00000000
USD
-51724.00000000
N
N
N
NTT DATA GROUP CORPORATION
353800SZGJGSLJRRWB43
NTT DATA GROUP CORP COMMON STOCK
N/A
5300.00000000
NS
83853.78000000
0.005983482132
Long
EC
JP
N
1
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D HOLDINGS INC COMMON STOCK
N/A
4600.00000000
NS
79830.19000000
0.005696374277
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14238.08000000
0.001015974441
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1881000.00000000
EUR
2052586.87000000
USD
2024-06-20
14238.08000000
N
N
N
FINECOBANK BANCA FINECO S.P.A.
549300L7YCATGO57ZE10
FINECOBANK SPA COMMON STOCK
N/A
4628.00000000
NS
69400.26000000
0.004952134723
Long
EC
IT
N
1
N
N
N
BOLLORE SE
969500LEKCHH6VV86P94
BOLLORE SE COMMON STOCK
N/A
9923.00000000
NS
66336.95000000
0.004733548744
Long
EC
FR
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-497.66000000
-0.00003551109
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
30652.98000000
USD
29633621.00000000
CLP
2024-06-21
-497.66000000
N
N
N
Bachem Holding AG
506700S81111XI7TG884
BACHEM HOLDING AG COMMON STOCK
N/A
604.00000000
NS
57938.94000000
0.004134299160
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
134.16000000
0.000009573139
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
147561.00000000
BRL
29382.35000000
USD
2024-06-20
134.16000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
5.51000000
0.000000393172
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
21103.35000000
USD
106497.00000000
BRL
2024-06-20
5.51000000
N
N
N
Vicinity Centres
N/A
VICINITY CENTRES REIT
N/A
25145.00000000
NS
34941.84000000
0.002493314854
Long
EC
AU
N
1
N
N
N
TECHTRONIC INDUSTRIES COMPANY LIMITED
549300HZW2SBE758OK89
TECHTRONIC INDUSTRIES CO LTD COMMON STOCK
N/A
4001.00000000
NS
54239.93000000
0.003870352081
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
753052.79000000
0.053734940911
Long
DBT
USGA
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
SOYBEAN OIL FUTR MAY24 PHYSICAL COMMODITY FUTURE.
N/A
90.00000000
NC
USD
2589300.00000000
0.184762455366
N/A
DCO
US
N
1
SOYBEAN OIL FUTR MAY24
N/A
Long
Soybean Oil
Soybean Oil Future May 2024
2024-05-17
2572979.13000000
USD
16320.87000000
N
N
N
SWIRE PROPERTIES LIMITED
5299001L12PHYVQ92465
SWIRE PROPERTIES LTD COMMON STOCK
N/A
18400.00000000
NS
38650.47000000
0.002757948379
Long
EC
HK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
962.90000000
0.000068708827
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219159.40000000
USD
2024-06-20
962.90000000
N
N
N
CSL LIMITED
529900ECSECK5ZDQTE14
CSL LTD COMMON STOCK
N/A
81.00000000
NS
15214.98000000
0.001085682255
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
11200000.00000000
PA
USD
10879430.29000000
0.776314159567
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/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
10389.17000000
0.000741331077
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
940000.00000000
GBP
1198148.68000000
USD
2024-06-20
10389.17000000
N
N
N
LME ZINC FUTURE JUN24
N/A
LME ZINC FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
107.00000000
NC
USD
6514079.75000000
0.464819591805
N/A
DCO
GB
N
1
LME ZINC FUTURE JUN24
N/A
Long
N/A
N/A
2024-06-20
6485642.01000000
USD
28437.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
178.12000000
0.000012709955
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66881.54000000
USD
2024-06-20
178.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
143.99000000
0.000010274570
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
112315.00000000
CNY
15677.74000000
USD
2024-06-20
143.99000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-69.41000000
-0.00000495282
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31295620.00000000
COP
7924.49000000
USD
2024-06-20
-69.41000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
108.45000000
0.000007738573
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38125.26000000
USD
37572255.00000000
CLP
2024-06-21
108.45000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33156.91000000
0.002365949138
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1823877.94000000
USD
31275885.00000000
MXN
2024-06-20
33156.91000000
N
N
N
N/A
N/A
CORN FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
62.00000000
NC
USD
1370200.00000000
0.097772184120
N/A
DCO
US
N
1
CORN FUTURE MAY24
N/A
Long
Corn
Corn Future May 2024
2024-05-17
1405051.51000000
USD
-34851.51000000
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2024-04-26
N/A
1.00000000
NC
20910.30000000
0.001492078310
N/A
DFE
GB
N
2
BRITISH STERLING POUND
N/A
9453105.00000000
USD
7500000.00000000
GBP
2024-04-26
20910.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
111.91000000
0.000007985465
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
117584.00000000
BRL
23418.33000000
USD
2024-06-20
111.91000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3.76000000
0.000000268299
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4883.50000000
USD
19500.00000000
PLN
2024-06-20
3.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
732.93000000
0.000052299056
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3723953.00000000
CZK
159876.17000000
USD
2024-06-20
732.93000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35.67000000
0.000002545273
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12642.29000000
USD
49633390.00000000
COP
2024-06-20
35.67000000
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
2251408.99000000
0.160651856882
Long
DBT
USGA
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Futu Holdings Ltd
213800X4W4ZRESFPTQ37
FUTU HOLDINGS LTD-ADR DEPOSITARY RECEIPT
36118L106
279.00000000
NS
USD
15107.85000000
0.001078037871
Long
EC
US
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-380.86000000
-0.00002717669
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
28891.34000000
USD
28017241.00000000
CLP
2024-06-21
-380.86000000
N
N
N
Galp Energia, SGPS, S.A.
2138003319Y7NM75FG53
GALP ENERGIA SGPS SA COMMON STOCK
N/A
26968.00000000
NS
446054.15000000
0.031828702730
Long
EC
PT
N
1
N
N
N
N/A
N/A
DAX INDEX FUTURE JUN24 PHYSICAL INDEX FUTURE.
N/A
-59.00000000
NC
-29910036.40000000
-2.13426476861
N/A
DE
DE
N
1
DAX INDEX FUTURE JUN24
N/A
Short
DAX INDEX FUTURE Jun 2024
N/A
N/A
2024-06-24
-29250257.36000000
EUR
-659779.04000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2093.63000000
-0.00014939335
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
143500.91000000
USD
4500000.00000000
TWD
2024-06-20
-2093.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1666.59000000
0.000118921430
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
141000.00000000
EUR
154461.48000000
USD
2024-06-20
1666.59000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
2455.27000000
0.000175198591
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
102453.02000000
USD
2000000.00000000
ZAR
2024-06-20
2455.27000000
N
N
N
BIOMERIEUX SA
549300AK8Y0LBIQ4T071
BIOMERIEUX COMMON STOCK
N/A
1345.00000000
NS
148527.70000000
0.010598363473
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
40981.77000000
0.002924300950
Long
EC
SG
N
1
N
N
N
Sino Land Company Limited
529900G5P51053HJVZ92
SINO LAND CO COMMON STOCK
N/A
28000.00000000
NS
29085.98000000
0.002075463284
Long
EC
HK
N
1
N
N
N
EIFFAGE SA
969500OQXKE5WDM9M994
EIFFAGE COMMON STOCK
N/A
687.00000000
NS
78016.75000000
0.005566974197
Long
EC
FR
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-48.86000000
-0.00000348646
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
8942.58000000
USD
44870.00000000
BRL
2024-06-20
-48.86000000
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
L'OREAL COMMON STOCK
N/A
44.00000000
NS
20844.56000000
0.001487387358
Long
EC
FR
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
973.85000000
0.000069490177
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
38965.61000000
USD
156360438.00000000
COP
2024-06-20
973.85000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
309.17000000
0.000022061178
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24764922.00000000
CLP
25510.08000000
USD
2024-06-21
309.17000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-0.60000000
-0.00000004281
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
214.83000000
USD
1549.00000000
CNY
2024-06-20
-0.60000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4762.35000000
-0.00033982291
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
979989.00000000
USD
357312001.00000000
HUF
2024-06-20
-4762.35000000
N
N
N
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
FX Forward Contract: USD/CAD SETTLE 2024-04-30
N/A
1.00000000
NC
USD
-9265.21000000
-0.00066112962
N/A
DFE
US
N
2
BANK OF NEW YORK (THE)
HPFHU0OQ28E4N0NFVK49
5400000.00000000
CAD
3983514.74000000
USD
2024-04-30
-9265.21000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-56.93000000
-0.00000406230
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
17430.67000000
USD
17073171.00000000
CLP
2024-06-21
-56.93000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-12255.50000000
-0.00087450518
N/A
DFE
KR
N
2
KOREAN WON
N/A
1023053.42000000
USD
1357220250.00000000
KRW
2024-06-20
-12255.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
34220.30000000
0.002441828544
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5756695.00000000
EUR
6272472.44000000
USD
2024-06-20
34220.30000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35680.52000000
0.002546024208
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1827178.81000000
USD
31373980.00000000
MXN
2024-06-20
35680.52000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-459.76000000
-0.00003280669
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
142190.48000000
USD
3316500.00000000
CZK
2024-06-20
-459.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
469.80000000
0.000033523114
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
810767.00000000
CNY
112603.09000000
USD
2024-06-20
469.80000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-777.39000000
-0.00005547155
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50464.95000000
USD
1800000.00000000
THB
2024-06-20
-777.39000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
40.08000000
0.000002859954
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
119631.85000000
USD
10000000.00000000
INR
2024-06-20
40.08000000
N
N
N
GEORGE WESTON LIMITEE.
549300FAHC3L1QKNT280
WESTON (GEORGE) LTD COMMON STOCK
961148509
427.00000000
NS
57746.37000000
0.004120558108
Long
EC
CA
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-59.79000000
-0.00000426638
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
3701.12000000
USD
3578337.00000000
CLP
2024-06-21
-59.79000000
N
N
N
ORKLA ASA
549300PZS8G8RG6RVZ52
ORKLA ASA COMMON STOCK
N/A
3794.00000000
NS
26815.47000000
0.001913448452
Long
EC
NO
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-15.77000000
-0.00000112528
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
484882.00000000
CZK
20705.68000000
USD
2024-06-20
-15.77000000
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
2542949.77000000
0.181455081828
Long
DBT
USGA
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33528.03000000
0.002392430829
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1840685.17000000
USD
31565200.00000000
MXN
2024-06-20
33528.03000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3348.56000000
-0.00023894031
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
540579.79000000
USD
44892000.00000000
INR
2024-06-20
-3348.56000000
N
N
N
Aena SME, S.A.
959800R7QMXKF0NFMT29
AENA SME SA COMMON STOCK
N/A
114.00000000
NS
22463.15000000
0.001602883694
Long
EC
ES
Y
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-22.18000000
-0.00000158267
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
59398.11000000
USD
1000000.00000000
MXN
2024-06-20
-22.18000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-134.02000000
-0.00000956314
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
39625.76000000
USD
3300000.00000000
INR
2024-06-20
-134.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
73.96000000
0.000005277500
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20646.77000000
USD
2024-06-20
73.96000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-21.88000000
-0.00000156127
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
59397.81000000
USD
1000000.00000000
MXN
2024-06-20
-21.88000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-30.65000000
-0.00000218706
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
376251.43000000
USD
7172375.00000000
ZAR
2024-06-20
-30.65000000
N
N
N
Deutsche Boerse Aktiengesellschaft
529900G3SW56SHYNPR95
DEUTSCHE BOERSE AG COMMON STOCK
N/A
198.00000000
NS
40554.58000000
0.002893818320
Long
EC
DE
N
1
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
RAKUTEN GROUP INC COMMON STOCK
N/A
7600.00000000
NS
42985.23000000
0.003067260124
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
39.49000000
0.000002817854
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
119632.44000000
USD
10000000.00000000
INR
2024-06-20
39.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
0.21000000
0.000000014984
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
249.00000000
BRL
49.56000000
USD
2024-06-20
0.21000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUND FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
46.00000000
NC
6626289.23000000
0.472826427259
N/A
DIR
DE
N
1
EURO-BUND FUTURE JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-Bund Future Jun 2024
2024-06-09
6591677.12000000
EUR
34612.11000000
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK 2.000000% 01/13/2025
515110BN3
250000.00000000
PA
USD
243811.67000000
0.017397459852
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/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
855.13000000
0.000061018776
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
474000.00000000
EUR
514506.02000000
USD
2024-06-20
855.13000000
N
N
N
TIS Inc.
35380064HYEZXBQHDF07
TIS INC COMMON STOCK
N/A
3900.00000000
NS
83336.75000000
0.005946588866
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
200.36000000
0.000014296916
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277778.00000000
IDR
20020.61000000
USD
2024-06-20
200.36000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.73000000
-0.00000476159
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17419.16000000
USD
1450000.00000000
INR
2024-06-20
-66.73000000
N
N
N
SEA LIMITED
529900OM6JLLW44YKI15
SEA LTD-ADR DEPOSITARY RECEIPT
81141R100
1760.00000000
NS
USD
94529.60000000
0.006745267447
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
776.27000000
0.000055391631
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
388957.00000000
CNY
54571.04000000
USD
2024-06-20
776.27000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-20.75000000
-0.00000148063
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
141751.47000000
USD
3316500.00000000
CZK
2024-06-20
-20.75000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG COMMON STOCK
N/A
1266.00000000
NS
122804.95000000
0.008762887302
Long
EC
CH
N
1
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERG MATERIALS AG COMMON STOCK
N/A
141.00000000
NS
15524.88000000
0.001107795523
Long
EC
DE
N
1
N
N
N
TELEPERFORMANCE SE
9695004GI61FHFFNRG61
TELEPERFORMANCE COMMON STOCK
N/A
223.00000000
NS
21694.77000000
0.001548055062
Long
EC
FR
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
255.49000000
0.000018230780
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19895.39000000
USD
2024-06-20
255.49000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
88.98000000
0.000006349269
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67751.35000000
USD
66666666.00000000
CLP
2024-06-21
88.98000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE (GOVT OF) 0.10% 03/01/2032 SERIES OATI
N/A
2000000.00000000
PA
2353145.50000000
0.167911381614
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
79232.37000000
0.005653716149
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
17219.00000000
0.001228681388
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378494.00000000
GBP
1759048.11000000
USD
2024-06-20
17219.00000000
N
N
N
JAPAN TOBACCO INC.
353800Z0ENYBQO0XRJ31
JAPAN TOBACCO INC COMMON STOCK
N/A
6700.00000000
NS
178318.41000000
0.012724113570
Long
EC
JP
N
1
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
SMITH & NEPHEW PLC COMMON STOCK
N/A
9612.00000000
NS
120403.47000000
0.008591526957
Long
EC
GB
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-369.24000000
-0.00002634754
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
41268.80000000
USD
163188.00000000
PLN
2024-06-20
-369.24000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-150.59000000
-0.00001074552
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19791.46000000
USD
625031.00000000
TWD
2024-06-20
-150.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
10.66000000
0.000000760656
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
65511.00000000
BRL
12995.65000000
USD
2024-06-20
10.66000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 08/15/2024
912797KB2
1005000.00000000
PA
USD
985607.58000000
0.070329153249
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
356.16000000
0.000025414203
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
304389.00000000
BRL
60689.36000000
USD
2024-06-20
356.16000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-31.23000000
-0.00000222845
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
35971.86000000
USD
143402.00000000
PLN
2024-06-20
-31.23000000
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
HOLCIM LTD COMMON STOCK
N/A
578.00000000
NS
52403.11000000
0.003739283695
Long
EC
CH
N
1
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: TEL AVIV 35 INDEX- 2024-06-19
N/A
533776.36000000
NC
-7569.37000000
-0.00054012103
N/A
DE
IL
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
ILS
0.00000000
ILS
-281.00000000
ILS
-7569.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
353.55000000
0.000025227963
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
315277777.00000000
IDR
20173.80000000
USD
2024-06-20
353.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
264.40000000
0.000018866563
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
TWD
15976.32000000
USD
2024-06-20
264.40000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-17178.02000000
-0.00122575721
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
1844917.43000000
USD
13215262.00000000
CNY
2024-06-20
-17178.02000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
17744.04000000
0.001266146216
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
754367.83000000
USD
14719750.00000000
ZAR
2024-06-20
17744.04000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
4328.49000000
0.000308864341
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553172.00000000
ILS
155947.08000000
USD
2024-06-20
4328.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-214.02000000
-0.00001527164
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
62606716.00000000
COP
15777.74000000
USD
2024-06-20
-214.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
92.35000000
0.000006589739
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66795.77000000
USD
2024-06-20
92.35000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
140.00000000
NC
USD
18060000.00000000
1.288691902799
N/A
DIR
US
N
1
US ULTRA BOND CBT JUN24
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2024
2024-06-21
17680147.88000000
USD
379852.12000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1359.96000000
0.000097041497
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219557.95000000
USD
2024-06-20
1359.96000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-357.20000000
-0.00002548841
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
30004.65000000
USD
1666750.00000000
PHP
2024-06-20
-357.20000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
9246.35000000
0.000659783852
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
376809.59000000
USD
7359875.00000000
ZAR
2024-06-20
9246.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5561.89000000
0.000396875005
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1182000.00000000
EUR
1286438.16000000
USD
2024-06-20
5561.89000000
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
ACCOR SA COMMON STOCK
N/A
1293.00000000
NS
60465.59000000
0.004314591153
Long
EC
FR
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1080.44000000
-0.00007709602
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71525.45000000
USD
69226278.00000000
CLP
2024-06-21
-1080.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-207.26000000
-0.00001478927
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
12002.68000000
USD
2024-06-20
-207.26000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1529.76000000
0.000109157769
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
309000.00000000
GBP
391974.11000000
USD
2024-06-20
1529.76000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-982.29000000
-0.00007009242
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
71427.29000000
USD
69226272.00000000
CLP
2024-06-21
-982.29000000
N
N
N
Japan Metropolitan Fund Investment Corporation
353800QDHNIP60E1LQ93
JAPAN METROPOLITAN FUND INVE REIT
N/A
64.00000000
NS
39877.10000000
0.002845475962
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-209.00000000
-0.00001491343
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
32916667.00000000
CLP
33287.16000000
USD
2024-06-21
-209.00000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-65.29000000
-0.00000465884
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
23682.06000000
USD
23208191.00000000
CLP
2024-06-21
-65.29000000
N
N
N
N/A
N/A
LOW SU GASOIL G JUN24 PHYSICAL COMMODITY FUTURE.
N/A
42.00000000
NC
USD
3368400.00000000
0.240356024661
N/A
DCO
GB
N
1
LOW SU GASOIL G JUN24
N/A
Long
Gasoil
GAS OIL FUT (ICE) Jun 2024
2024-06-15
3326290.30000000
USD
42109.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
290.48000000
0.000020727531
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19930.38000000
USD
2024-06-20
290.48000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3133.40000000
-0.00022358733
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712245.68000000
USD
59254687.00000000
INR
2024-06-20
-3133.40000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-237.21000000
-0.00001692639
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18920.19000000
USD
2024-06-20
-237.21000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1893.68000000
-0.00013512569
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
548264.68000000
USD
45655736.00000000
INR
2024-06-20
-1893.68000000
N
N
N
MonotaRO Co Ltd
N/A
MONOTARO CO LTD COMMON STOCK
N/A
2000.00000000
NS
23984.94000000
0.001711472755
Long
EC
JP
N
1
N
N
N
ADVANTEST CORPORATION
353800EMK32PDKS9XR54
ADVANTEST CORP COMMON STOCK
N/A
800.00000000
NS
35389.34000000
0.002525246727
Long
EC
JP
N
1
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA COMMON STOCK
064149107
1239.00000000
NS
64154.24000000
0.004577798982
Long
EC
CA
N
1
N
N
N
N/A
N/A
COFFEE 'C' FUTURE JUL24 PHYSICAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
211556.25000000
0.015095837561
N/A
DCO
US
N
1
COFFEE 'C' FUTURE JUL24
N/A
Long
Coffee
Coffee C Future Jul 2024
2024-07-22
209797.34000000
USD
1758.91000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
363.27000000
0.000025921545
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67477.06000000
USD
66666668.00000000
CLP
2024-06-21
363.27000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-105.40000000
-0.00000752093
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687704.00000000
CLP
25016.93000000
USD
2024-06-21
-105.40000000
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
DAI-ICHI LIFE HOLDINGS INC COMMON STOCK
N/A
2300.00000000
NS
58508.71000000
0.004174955748
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1236.58000000
0.000088237576
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219433.08000000
USD
2024-06-20
1236.58000000
N
N
N
N/A
N/A
ALUMINUM FUTURES JUL24 PHYSICAL COMMODITY FUTURE.
N/A
11.00000000
NC
USD
640062.50000000
0.045672389869
N/A
DCO
US
N
1
ALUMINUM FUTURES JUL24
N/A
Long
Aluminum
Aluminum Futures Contract Jul 2024
2024-08-01
622850.56000000
USD
17211.94000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.19000000
-0.00000022762
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
2509.47000000
USD
10000.00000000
PLN
2024-06-20
-3.19000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
81.00000000
NC
USD
5840100.00000000
0.416726997870
N/A
DCO
US
N
1
LIVE CATTLE FUTR JUN24
N/A
Long
Live Cattle
Live Cattle Future(Consolidated) Jun 2024
2024-07-01
5916992.48000000
USD
-76892.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
918.43000000
0.000065535620
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
199427.00000000
SGD
149292.56000000
USD
2024-06-20
918.43000000
N
N
N
SINGAPORE DOLLAR
N/A
FX Forward Contract: SGD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1868.73000000
-0.00013334536
N/A
DFE
SG
N
2
SINGAPORE DOLLAR
N/A
134673.12000000
USD
178500.00000000
SGD
2024-06-20
-1868.73000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
7676.96000000
0.000547798238
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
378378.98000000
USD
7359875.00000000
ZAR
2024-06-20
7676.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2399.67000000
0.000171231190
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553922.00000000
ILS
154223.83000000
USD
2024-06-20
2399.67000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1087.40000000
-0.00007759266
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
97516.97000000
USD
486500.00000000
BRL
2024-06-20
-1087.40000000
N
N
N
INFRASTRUTTURE WIRELESS ITALIANE S.P.A.
81560066183FE361C071
INFRASTRUTTURE WIRELESS ITAL COMMON STOCK
N/A
10607.00000000
NS
120626.52000000
0.008607442945
Long
EC
IT
Y
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1249.27000000
-0.00008914308
N/A
DFE
KR
N
2
KOREAN WON
N/A
85025.94000000
USD
112488750.00000000
KRW
2024-06-20
-1249.27000000
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI NV COMMON STOCK
N/A
1649.00000000
NS
45217.36000000
0.003226536306
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-82.87000000
-0.00000591328
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31295620.00000000
COP
7911.03000000
USD
2024-06-20
-82.87000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-342.48000000
-0.00002443805
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
90795.77000000
USD
7558438.00000000
INR
2024-06-20
-342.48000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5783.25000000
-0.00041267040
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
468736.77000000
USD
169620926.00000000
HUF
2024-06-20
-5783.25000000
N
N
N
MERIDIAN ENERGY LIMITED
254900IFKXIGNCY3A092
MERIDIAN ENERGY LTD COMMON STOCK
N/A
20866.00000000
NS
73762.76000000
0.005263425888
Long
EC
NZ
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-1301.18000000
-0.00009284718
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
52181.43000000
USD
50000000.00000000
CLP
2024-06-21
-1301.18000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1470.87000000
-0.00010495560
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
492923.69000000
USD
11500000.00000000
CZK
2024-06-20
-1470.87000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
3080.66000000
0.000219824008
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
293799.00000000
USD
5000000.00000000
MXN
2024-06-20
3080.66000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-612.65000000
-0.00004371633
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50300.21000000
USD
1800000.00000000
THB
2024-06-20
-612.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
284.58000000
0.000020306530
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81540.12000000
USD
2024-06-20
284.58000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33
91282CHP9
8500000.00000000
PA
USD
8279384.99000000
0.590784961061
Long
DBT
USGA
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1179.95000000
-0.00008419667
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50867.51000000
USD
1800000.00000000
THB
2024-06-20
-1179.95000000
N
N
N
HYDRO ONE LIMITED
5493007QZDXTP1W2VL44
HYDRO ONE LTD COMMON STOCK
448811208
936.00000000
NS
27320.89000000
0.001949513273
Long
EC
CA
Y
1
N
N
N
ONO PHARMACEUTICAL CO., LTD.
529900G26L4NG4GFJZ86
ONO PHARMACEUTICAL CO LTD COMMON STOCK
N/A
7100.00000000
NS
116202.72000000
0.008291777649
Long
EC
JP
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
53.00000000
NC
USD
4368260.00000000
0.311702175599
N/A
DCO
US
N
1
WTI CRUDE FUTURE JUN24
N/A
Long
Crude Oil
WTI Crude Oil Future (NYM Consolidated) Jun 2024
2024-05-24
4079335.81000000
USD
288924.19000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
258.02000000
0.000018411311
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19897.92000000
USD
2024-06-20
258.02000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BAN-A COMMON STOCK
N/A
5484.00000000
NS
74341.68000000
0.005304735385
Long
EC
SE
N
1
N
N
N
Holmen Aktiebolag
52990080SH3454F0QE68
HOLMEN AB-B SHARES COMMON STOCK
N/A
259.00000000
NS
10546.42000000
0.000752551830
Long
EC
SE
N
1
N
N
N
SUMCO CORPORATION
353800SUSRUOM0V6KU92
SUMCO CORP COMMON STOCK
N/A
4600.00000000
NS
72383.63000000
0.005165016493
Long
EC
JP
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-568.68000000
-0.00004057881
N/A
DFE
KR
N
2
KOREAN WON
N/A
75044.28000000
USD
100000000.00000000
KRW
2024-06-20
-568.68000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1243.02000000
-0.00008869711
N/A
DFE
KR
N
2
KOREAN WON
N/A
85032.26000000
USD
112505625.00000000
KRW
2024-06-20
-1243.02000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
56022.06000000
0.003997518001
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1838949.56000000
USD
31914810.00000000
MXN
2024-06-20
56022.06000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
BRK: BANK OF AMERICA REF: WIG 20 INDEX FUTURE SWAP - JUN`24
N/A
-15.00000000
NC
-182809.84000000
-0.01304460468
N/A
DE
PL
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-06-22
0.00000000
PLN
-182746.44000000
PLN
-15.00000000
PLN
-63.40000000
N
N
N
United States of America
254900HROIFWPRGM1V77
TREASURY BILL 0.000000% 06/06/2024
912797HT7
2113000.00000000
PA
USD
2092788.27000000
0.149333294453
Long
DBT
UST
US
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
104.73000000
0.000007473128
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
556378.00000000
CZK
23881.56000000
USD
2024-06-20
104.73000000
N
N
N
PRUDENTIAL PUBLIC LIMITED COMPANY
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC COMMON STOCK
N/A
1980.00000000
NS
18584.15000000
0.001326093223
Long
EC
GB
N
1
N
N
N
Wheaton Precious Metals Corp.
549300XSFG5ZCGVYD886
WHEATON PRECIOUS METALS CORP COMMON STOCK
962879102
696.00000000
NS
32813.45000000
0.002341441158
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
298.71000000
0.000021314792
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
295692.00000000
BRL
58908.07000000
USD
2024-06-20
298.71000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3381.34000000
-0.00024127937
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
194861.50000000
USD
764000.00000000
PLN
2024-06-20
-3381.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
12305.50000000
0.000878072990
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1449000.00000000
EUR
1582516.77000000
USD
2024-06-20
12305.50000000
N
N
N
XERO LIMITED
254900UG5D8YST164N14
XERO LTD COMMON STOCK
N/A
943.00000000
NS
82020.33000000
0.005852654215
Long
EC
AU
N
1
N
N
N
N/A
N/A
SOYBEAN FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
18.00000000
NC
USD
1072350.00000000
0.076518757584
N/A
DCO
US
N
1
SOYBEAN FUTURE MAY24
N/A
Long
Soybeans
Soybean Future May 2024
2024-05-17
1087446.00000000
USD
-15096.00000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4517.15000000
-0.00032232639
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
457535.68000000
USD
3275499.00000000
CNY
2024-06-20
-4517.15000000
N
N
N
CCL INDUSTRIES INC.
549300TD3EMSRRC0YH75
CCL INDUSTRIES INC - CL B COMMON STOCK
124900309
2082.00000000
NS
106511.63000000
0.007600258866
Long
EC
CA
N
1
N
N
N
N/A
N/A
WTI CRUDE FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
-66.00000000
NC
USD
-5489220.00000000
-0.39168955518
N/A
DCO
US
N
1
WTI CRUDE FUTURE MAY24
N/A
Short
Crude Oil
WTI Crude Oil Future (NYM Consolidated) May 2024
2024-04-25
-5357572.28000000
USD
-131647.72000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-568.30000000
-0.00004055169
N/A
DFE
KR
N
2
KOREAN WON
N/A
75043.90000000
USD
100000000.00000000
KRW
2024-06-20
-568.30000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-581.34000000
-0.00004148217
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
93925.45000000
USD
7800000.00000000
INR
2024-06-20
-581.34000000
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
LONZA GROUP AG-REG COMMON STOCK
N/A
52.00000000
NS
31187.30000000
0.002225405369
Long
EC
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
CASH MNGMT BILL 0.000000% 05/09/2024
912797HQ3
13562000.00000000
PA
USD
13486571.95000000
0.962349726937
Long
DBT
UST
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-77.07000000
-0.00000549941
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
6820.90000000
USD
6627155.00000000
CLP
2024-06-21
-77.07000000
N
N
N
Bank of America
B4TYDEB6GKMZO031MB27
REF: TAIEX FUTURES APR24 BRK: BANK OF AMERICA
N/A
68.00000000
NC
8584911.02000000
0.612586119475
N/A
DE
TW
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Y
2024-04-20
8523440.61000000
TWD
0.00000000
TWD
68.00000000
TWD
61470.41000000
N
N
N
Yokogawa Electric Corporation
529900MV0U7C9WWF4L22
YOKOGAWA ELECTRIC CORP COMMON STOCK
N/A
3700.00000000
NS
84906.01000000
0.006058565204
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-208.77000000
-0.00001489702
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
47801147.00000000
COP
12001.17000000
USD
2024-06-20
-208.77000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
108.26000000
0.000007725015
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38125.45000000
USD
37572255.00000000
CLP
2024-06-21
108.26000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2024-04-02
N/A
1.00000000
NC
-20.55000000
-0.00000146636
N/A
DFE
SE
N
2
SWEDISH KRONE
N/A
3229.99000000
USD
34309.00000000
SEK
2024-04-02
-20.55000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
51.61000000
0.000003682690
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70393.39000000
USD
69226275.00000000
CLP
2024-06-21
51.61000000
N
N
N
Fresenius Medical Care AG
549300CP8NY40UP89Q40
FRESENIUS MEDICAL CARE AG COMMON STOCK
N/A
725.00000000
NS
27913.83000000
0.001991823183
Long
EC
DE
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-315.36000000
-0.00002250287
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89418.59000000
USD
7445625.00000000
INR
2024-06-20
-315.36000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
33518.82000000
0.002391773639
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1840694.38000000
USD
31565200.00000000
MXN
2024-06-20
33518.82000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15316.24000000
-0.00109290777
N/A
DFE
KR
N
2
KOREAN WON
N/A
1044733.06000000
USD
1382220250.00000000
KRW
2024-06-20
-15316.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3577.08000000
0.000255246624
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
337000.00000000
EUR
368767.69000000
USD
2024-06-20
3577.08000000
N
N
N
TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI
8156009E94ED54DE7C31
TERNA-RETE ELETTRICA NAZIONA COMMON STOCK
N/A
19352.00000000
NS
160094.52000000
0.011423727109
Long
EC
IT
N
1
N
N
N
Logitech international S.A.
549300SN6PRK6IJJC215
LOGITECH INTERNATIONAL-REG COMMON STOCK
N/A
2356.00000000
NS
211247.43000000
0.015073801358
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
140.98000000
0.000010059788
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17309.03000000
USD
2024-06-20
140.98000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
9.78000000
0.000000697863
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
21302.24000000
USD
107522.00000000
BRL
2024-06-20
9.78000000
N
N
N
AUTO TRADER GROUP PLC
213800QLK9BZILB1DI86
AUTO TRADER GROUP PLC COMMON STOCK
N/A
6193.00000000
NS
54778.73000000
0.003908798770
Long
EC
GB
Y
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-347.39000000
-0.00002478840
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
90800.68000000
USD
7558438.00000000
INR
2024-06-20
-347.39000000
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-FIRMENICH AG COMMON STOCK
N/A
490.00000000
NS
55777.43000000
0.003980062148
Long
EC
NL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
532.43000000
0.000037992150
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25654.55000000
USD
2024-06-21
532.43000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-168.26000000
-0.00001200638
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
11977.99000000
USD
11605416.00000000
CLP
2024-06-21
-168.26000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-118.79000000
-0.00000847639
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
23561.91000000
USD
23037542.00000000
CLP
2024-06-21
-118.79000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-22413.45000000
-0.00159933729
N/A
DFE
XX
N
2
EURO
N/A
3512855.47000000
USD
3221000.00000000
EUR
2024-06-20
-22413.45000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
271916512.90000000
PA
USD
0.01000000
0.000000000713
Long
STIV
US
N
2
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-95.33000000
-0.00000680238
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
10303.19000000
USD
51500.00000000
BRL
2024-06-20
-95.33000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1961.21000000
0.000139944376
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
146478.62000000
USD
2500000.00000000
MXN
2024-06-20
1961.21000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
BRK: CITIGROUP REF: MSCI INTERNATIONAL SWITZERLAND NET INDEX CHF
N/A
4565881.25000000
NC
3345.73000000
0.000238738380
N/A
DE
CH
N
2
CITIGROUP GLOBAL MARKETS INC.
6SHGI4ZSSLCXXQSBB395
Y
2024-06-19
0.00000000
CHF
0.00000000
CHF
-1225.00000000
CHF
3345.73000000
N
N
N
ASML Holding N.V.
724500Y6DUVHQD6OXN27
ASML HOLDING NV COMMON STOCK
N/A
39.00000000
NS
37579.30000000
0.002681513821
Long
EC
NL
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
429.00000000
NC
54160836.78000000
3.864708294974
N/A
DIR
GB
N
1
LONG GILT FUTURE JUN24
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Jun 2024
2024-06-29
53254062.81000000
GBP
906773.97000000
N
N
N
WH GROUP LIMITED
254900A4AYEDRWYSE928
WH GROUP LTD COMMON STOCK
N/A
655829.00000000
NS
432389.86000000
0.030853671729
Long
EC
HK
Y
1
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ COMMON STOCK
N/A
14020.00000000
NS
173294.85000000
0.012365651716
Long
EC
FI
N
1
N
N
N
N/A
N/A
TOPIX INDX FUTR JUN24 PHYSICAL INDEX FUTURE.
N/A
171.00000000
NC
31065743.83000000
2.216731590707
N/A
DE
JP
N
1
TOPIX INDX FUTR JUN24
N/A
Long
TOPIX INDX FUTR Jun 2024
N/A
N/A
2024-06-16
30674028.93000000
JPY
391714.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-242.94000000
-0.00001733526
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
143704380.00000000
COP
36463.76000000
USD
2024-06-20
-242.94000000
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
GIVAUDAN-REG COMMON STOCK
N/A
26.00000000
NS
115927.61000000
0.008272146861
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3750.78000000
0.000267641185
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2843500.00000000
CNY
397021.61000000
USD
2024-06-20
3750.78000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-151.77000000
-0.00001082972
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
93855.94000000
USD
472750.00000000
BRL
2024-06-20
-151.77000000
N
N
N
Pan Pacific International Holdings Corporation
529900QLHJM2E18A5763
PAN PACIFIC INTERNATIONAL HO COMMON STOCK
N/A
1900.00000000
NS
50279.16000000
0.003587726820
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
309760.76000000
0.022103332404
Long
DBT
USGA
IT
N
2
2026-05-15
Fixed
0.65000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-37.03000000
-0.00000264231
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
8795411.00000000
COP
2209.60000000
USD
2024-06-20
-37.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
900.85000000
0.000064281179
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219098.84000000
USD
2024-06-20
900.85000000
N
N
N
BRITISH AMERICAN TOBACCO P.L.C.
213800FKA5MF17RJKT63
BRITISH AMERICAN TOBACCO PLC COMMON STOCK
N/A
1522.00000000
NS
46259.29000000
0.003300884410
Long
EC
GB
N
1
N
N
N
AEROPORTS DE PARIS SA
969500PJMBSFHYC37989
ADP COMMON STOCK
N/A
373.00000000
NS
51200.74000000
0.003653487212
Long
EC
FR
N
1
N
N
N
N/A
N/A
IFSC NIFTY 50 FUT APR24 PHYSICAL INDEX FUTURE.
N/A
312.00000000
NC
USD
14028456.00000000
1.001016481505
N/A
DE
IN
N
1
IFSC NIFTY 50 FUT APR24
N/A
Long
NSE International Exchange Nifty 50 Index Future Apr 2024
N/A
N/A
2024-04-28
13900074.24000000
USD
128381.76000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG-REG COMMON STOCK
N/A
126.00000000
NS
36525.59000000
0.002606325142
Long
EC
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032
91282CEZ0
10700000.00000000
PA
USD
10293502.43000000
0.734504608692
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
LME NICKEL FUTURE JUN24 PHYSICAL COMMODITY FUTURE.
N/A
45.00000000
NC
USD
4519886.48000000
0.322521656054
N/A
DCO
GB
N
1
LME NICKEL FUTURE JUN24
N/A
Long
Nickel
Nickel Composite Commodity Future Jun 2024
2024-06-20
4699294.35000000
USD
-179407.87000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
601.38000000
0.000042912155
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3767638.00000000
CZK
161611.50000000
USD
2024-06-20
601.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-90.38000000
-0.00000644916
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3720475.00000000
CZK
158904.22000000
USD
2024-06-20
-90.38000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
220.38000000
0.000015725466
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
416625.00000000
TWD
13312.34000000
USD
2024-06-20
220.38000000
N
N
N
CaixaBank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA COMMON STOCK
N/A
13416.00000000
NS
65100.05000000
0.004645288333
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
514488.14000000
0.036711888156
Long
DBT
USGA
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
NATURAL GAS FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
28.00000000
NC
USD
559160.00000000
0.039899499688
N/A
DCO
US
N
1
NATURAL GAS FUTR JUN24
N/A
Long
Natural Gas
Natural Gas Future Jun 2024
2024-06-01
566046.46000000
USD
-6886.46000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35689.65000000
0.002546675690
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1827169.68000000
USD
31373980.00000000
MXN
2024-06-20
35689.65000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-335.41000000
-0.00002393356
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
50994.13000000
USD
255580.00000000
BRL
2024-06-20
-335.41000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-66.80000000
-0.00000476659
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
119738.73000000
USD
10000000.00000000
INR
2024-06-20
-66.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
16735.37000000
0.001194171418
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5511646.00000000
EUR
5989439.75000000
USD
2024-06-20
16735.37000000
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
DEUTSCHLAND I/L BOND 0.10% 04/15/2033
N/A
6500000.00000000
PA
8198085.04000000
0.584983710382
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/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
87864.23000000
0.006269652366
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
7917581.00000000
EUR
8667764.09000000
USD
2024-06-20
87864.23000000
N
N
N
ROLLS-ROYCE HOLDINGS PLC
213800EC7997ZBLZJH69
ROLLS-ROYCE HOLDINGS PLC COMMON STOCK
N/A
4996.00000000
NS
26929.84000000
0.001921609454
Long
EC
GB
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-129.41000000
-0.00000923419
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
19770.28000000
USD
625031.00000000
TWD
2024-06-20
-129.41000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2783.34000000
-0.00019860840
N/A
DFE
TW
N
2
TAIWAN DOLLAR
N/A
144190.62000000
USD
4500000.00000000
TWD
2024-06-20
-2783.34000000
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
2351303.84000000
0.167779967864
Long
DBT
USGA
GB
N
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
Kao Corporation
353800HM38HFCB8RGL63
KAO CORP COMMON STOCK
N/A
2400.00000000
NS
89691.76000000
0.006400057854
Long
EC
JP
N
1
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAY24 PHYSICAL COMMODITY FUTURE.
N/A
18.00000000
NC
USD
504225.00000000
0.035979550093
N/A
DCO
US
N
1
WHEAT FUTURE(CBT) MAY24
N/A
Long
Wheat
Wheat Future (CBT) May 2024
2024-05-17
534155.79000000
USD
-29930.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
113.46000000
0.000008096067
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
116785.00000000
BRL
23261.51000000
USD
2024-06-20
113.46000000
N
N
N
Dai Nippon Printing Co., Ltd.
529900S7NFNQ4FT6OP83
DAI NIPPON PRINTING CO LTD COMMON STOCK
N/A
3300.00000000
NS
100780.34000000
0.007191296130
Long
EC
JP
N
1
N
N
N
iA Societe Financiere Inc.
549300ZXLJVHQAIXV215
IA FINANCIAL CORP INC COMMON STOCK
45075E104
1313.00000000
NS
81647.11000000
0.005826022676
Long
EC
CA
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE COMMON STOCK
N/A
17466.00000000
NS
205382.49000000
0.014655301873
Long
EC
FR
N
1
N
N
N
YAMATO HOLDINGS CO.,LTD.
N/A
YAMATO HOLDINGS CO LTD COMMON STOCK
N/A
2500.00000000
NS
35944.37000000
0.002564851526
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2302.56000000
0.000164301795
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
234620.00000000
SGD
176860.36000000
USD
2024-06-20
2302.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-233.18000000
-0.00001663882
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
58017928.00000000
COP
14586.46000000
USD
2024-06-20
-233.18000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-637.22000000
-0.00004546956
N/A
DFE
KR
N
2
KOREAN WON
N/A
93731.72000000
USD
125000000.00000000
KRW
2024-06-20
-637.22000000
N
N
N
CAPITALAND INVESTMENT LIMITED
254900AT4UQDU7SNXX49
CAPITALAND INVESTMENT LTD/SI COMMON STOCK
N/A
15100.00000000
NS
29985.18000000
0.002139626725
Long
EC
SG
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-105.28000000
-0.00000751237
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687702.00000000
CLP
25017.05000000
USD
2024-06-21
-105.28000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BUXL 30Y BND JUN24 FINANCIAL COMMODITY FUTURE.
N/A
33.00000000
NC
4839890.69000000
0.345355921519
N/A
DIR
DE
N
1
EURO-BUXL 30Y BND JUN24
N/A
Long
Germany Govt. Bond Futures
EURO BUXL 30Y BND Jun 2024
2024-06-09
4719019.28000000
EUR
120871.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1583.60000000
0.000112999584
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4205358.00000000
CZK
181299.69000000
USD
2024-06-20
1583.60000000
N
N
N
SUBARU CORPORATION
549300N244BVAEE6HH86
SUBARU CORP COMMON STOCK
N/A
3700.00000000
NS
83756.98000000
0.005976574857
Long
EC
JP
N
1
N
N
N
KOMATSU LTD.
5493004LQ0B4T7QPQV17
KOMATSU LTD COMMON STOCK
N/A
300.00000000
NS
8846.67000000
0.000631264230
Long
EC
JP
N
1
N
N
N
AZRIELI GROUP LTD.
N/A
AZRIELI GROUP LTD COMMON STOCK
N/A
746.00000000
NS
54060.92000000
0.003857578619
Long
EC
IL
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-31.81000000
-0.00000226983
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17136.24000000
USD
2024-06-20
-31.81000000
N
N
N
Svenska Cellulosa Aktiebolaget SCA
549300FW5JDRV1IJ0M67
SVENSKA CELLULOSA AB SCA-B COMMON STOCK
N/A
1231.00000000
NS
18915.26000000
0.001349719955
Long
EC
SE
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
KESKO OYJ-B SHS COMMON STOCK
N/A
5815.00000000
NS
108741.19000000
0.007759351664
Long
EC
FI
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-360.60000000
-0.00002573102
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18796.80000000
USD
2024-06-20
-360.60000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
12.00000000
NC
USD
1371182.40000000
0.097842284393
N/A
DCO
US
N
1
GASOLINE RBOB FUT MAY24
N/A
Long
Unleaded Gas
RBOB Unleaded Gasoline Future (Consolidated) May 2024
2024-05-03
1299093.24000000
USD
72089.16000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030
912828Z37
1200000.00000000
PA
USD
1301390.49000000
0.092862203036
Long
DBT
USGA
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
KOSPI2 INX FUT JUN24 PHYSICAL INDEX FUTURE.
N/A
124.00000000
NC
8651216.34000000
0.617317411225
N/A
DE
KR
N
1
KOSPI2 INX FUT JUN24
N/A
Long
KOSPI2 INX FUT Jun 2024
N/A
N/A
2024-06-16
8558207.26000000
KRW
93009.08000000
N
N
N
RWE Aktiengesellschaft
529900GB7KCA94ACC940
RWE AG COMMON STOCK
N/A
3800.00000000
NS
129111.27000000
0.009212881960
Long
EC
DE
N
1
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
NICE LTD COMMON STOCK
N/A
111.00000000
NS
29000.52000000
0.002069365188
Long
EC
IL
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-212.79000000
-0.00001518387
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
12514.59000000
USD
12088975.00000000
CLP
2024-06-21
-212.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
113.34000000
0.000008087504
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
116786.00000000
BRL
23261.59000000
USD
2024-06-20
113.34000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-237.31000000
-0.00001693352
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
75000000.00000000
COP
18920.09000000
USD
2024-06-20
-237.31000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-157.50000000
-0.00001123859
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
17079.97000000
USD
122356.00000000
CNY
2024-06-20
-157.50000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
60.76000000
0.000004335599
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
52393.38000000
USD
1000000.00000000
ZAR
2024-06-20
60.76000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
1500000.00000000
PA
USD
1759687.35000000
0.125564498305
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
61022.83000000
0.004354353649
Long
EC
JP
N
1
N
N
N
Symrise AG
529900D82I6R9601CF26
SYMRISE AG COMMON STOCK
N/A
1058.00000000
NS
126775.35000000
0.009046199724
Long
EC
DE
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S COMMON STOCK
N/A
121.00000000
NS
19690.05000000
0.001405005980
Long
EC
DK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
70.54000000
0.000005033462
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
72473.00000000
BRL
14435.47000000
USD
2024-06-20
70.54000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-26.95000000
-0.00000192304
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687296.00000000
CLP
25094.97000000
USD
2024-06-21
-26.95000000
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM-B SHS COMMON STOCK
N/A
24467.00000000
NS
131892.89000000
0.009411367629
Long
EC
SE
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-52.18000000
-0.00000372336
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
24363.56000000
USD
23890785.00000000
CLP
2024-06-21
-52.18000000
N
N
N
N/A
N/A
LOW SU GASOIL G MAY24 PHYSICAL COMMODITY FUTURE.
N/A
14.00000000
NC
USD
1131200.00000000
0.080718066469
N/A
DCO
GB
N
1
LOW SU GASOIL G MAY24
N/A
Long
Gasoil
GAS OIL FUT (ICE) May 2024
2024-05-13
1128780.10000000
USD
2419.90000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1105.71000000
-0.00007889919
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
99898.77000000
USD
714312.00000000
CNY
2024-06-20
-1105.71000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-94.74000000
-0.00000676028
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34811.55000000
USD
138519.00000000
PLN
2024-06-20
-94.74000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
404.75000000
0.000028881397
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
291616.00000000
BRL
58206.20000000
USD
2024-06-20
404.75000000
N
N
N
CGI INC.
549300WSRCZY73ZG3090
CGI INC COMMON STOCK
12532H104
508.00000000
NS
56098.67000000
0.004002984595
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
366.36000000
0.000026142035
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25488.48000000
USD
2024-06-21
366.36000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1265.44000000
-0.00009029691
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
83145.70000000
USD
30000000.00000000
HUF
2024-06-20
-1265.44000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
23.05000000
0.000001644759
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
35917.58000000
USD
143402.00000000
PLN
2024-06-20
23.05000000
N
N
N
LONDON STOCK EXCHANGE GROUP PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP COMMON STOCK
N/A
585.00000000
NS
70131.13000000
0.005004286786
Long
EC
GB
N
1
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV COMMON STOCK
N/A
949.00000000
NS
15625.86000000
0.001115001066
Long
EC
NL
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3551.51000000
-0.00025342204
N/A
DFE
XX
N
2
EURO
N/A
641822.34000000
USD
589000.00000000
EUR
2024-06-20
-3551.51000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-240.81000000
-0.00001718327
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89994.76000000
USD
7500000.00000000
INR
2024-06-20
-240.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
228.95000000
0.000016336988
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687501.00000000
CLP
25351.07000000
USD
2024-06-21
228.95000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
852.32000000
0.000060818265
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1425000.00000000
CNY
197937.23000000
USD
2024-06-20
852.32000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
32.52000000
0.000002320501
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
65510.00000000
BRL
13017.31000000
USD
2024-06-20
32.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
695.62000000
0.000049636758
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
551058.00000000
ILS
151734.79000000
USD
2024-06-20
695.62000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-319.56000000
-0.00002280256
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
142050.28000000
USD
3316500.00000000
CZK
2024-06-20
-319.56000000
N
N
N
Bundesrepublik Deutschland
N/A
EURO-SCHATZ FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
48.00000000
NC
5479463.90000000
0.390993397542
N/A
DIR
DE
N
1
EURO-SCHATZ FUT JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-Schatz Future Jun 2024
2024-06-09
5506348.76000000
EUR
-26884.86000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029
9128285W6
1100000.00000000
PA
USD
1280033.10000000
0.091338222108
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-335.15000000
-0.00002391501
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
50993.87000000
USD
255580.00000000
BRL
2024-06-20
-335.15000000
N
N
N
COLES GROUP LIMITED
549300OHQRG2HN8LZ793
COLES GROUP LTD COMMON STOCK
N/A
12289.00000000
NS
135813.97000000
0.009691160765
Long
EC
AU
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
39680.62000000
0.002831455907
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
5839484.00000000
EUR
6367647.20000000
USD
2024-06-20
39680.62000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1037.03000000
0.000073998458
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
392988.00000000
SGD
293420.97000000
USD
2024-06-20
1037.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
903.75000000
0.000064488112
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
117000.00000000
EUR
127691.00000000
USD
2024-06-20
903.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
6.58000000
0.000000469523
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17174.63000000
USD
2024-06-20
6.58000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-501.71000000
-0.00003580008
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70946.71000000
USD
69226272.00000000
CLP
2024-06-21
-501.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
736.14000000
0.000052528109
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
88078.00000000
ILS
24877.39000000
USD
2024-06-20
736.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
210.31000000
0.000015006909
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
14012.41000000
USD
2024-06-20
210.31000000
N
N
N
SPARK NEW ZEALAND LIMITED
529900HUN51H3Y7QBB66
SPARK NEW ZEALAND LTD COMMON STOCK
N/A
141542.00000000
NS
403421.20000000
0.028786579947
Long
EC
NZ
N
1
N
N
N
NISSIN FOODS HOLDINGS CO.,LTD.
529900YMZMNSHC1W6V41
NISSIN FOODS HOLDINGS CO LTD COMMON STOCK
N/A
6000.00000000
NS
165317.65000000
0.011796429509
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
495.70000000
0.000035371238
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
193562.00000000
SGD
144506.26000000
USD
2024-06-20
495.70000000
N
N
N
CNOOC PETROLEUM NORTH AMERICA ULC
549300I04PB7X2824122
CNOOC PETROLEUM NORTH AMERICA ULC 5.875000% 03/10/2035
65334HAE2
100000.00000000
PA
USD
106586.00000000
0.007605565623
Long
DBT
NUSS
CN
N
2
2035-03-10
Fixed
5.87500000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
EURO-BOBL FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
110.00000000
NC
14048038.18000000
1.002413790298
N/A
DIR
DE
N
1
EURO-BOBL FUTURE JUN24
N/A
Long
Germany Govt. Bond Futures
Euro-BOBL Future Jun 2024
2024-06-09
13983801.79000000
EUR
64236.39000000
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
DELIVERY HERO SE COMMON STOCK
N/A
1113.00000000
NS
31871.96000000
0.002274260065
Long
EC
DE
Y
1
N
N
N
CK HUTCHISON HOLDINGS LIMITED
254900Z8HM1VEPOQ2G79
CK HUTCHISON HOLDINGS LTD COMMON STOCK
N/A
18208.00000000
NS
87940.56000000
0.006275098981
Long
EC
HK
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-56.84000000
-0.00000405588
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
17430.58000000
USD
17073171.00000000
CLP
2024-06-21
-56.84000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: PHP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
45.41000000
0.000003240282
N/A
DFE
PH
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
88892.49000000
USD
5000000.00000000
PHP
2024-06-20
45.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
266.18000000
0.000018993577
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66969.60000000
USD
2024-06-20
266.18000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050
912810SM1
300000.00000000
PA
USD
226882.08000000
0.016189429644
Long
DBT
USGA
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2442.53000000
-0.00017428951
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
735191.89000000
USD
61229844.00000000
INR
2024-06-20
-2442.53000000
N
N
N
PRYSMIAN S.P.A.
529900X0H1IO3RS1A464
PRYSMIAN SPA COMMON STOCK
N/A
1571.00000000
NS
82101.98000000
0.005858480444
Long
EC
IT
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
55863.61000000
0.003986211620
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1805203.16000000
USD
31343790.00000000
MXN
2024-06-20
55863.61000000
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
590.00000000
NC
USD
63139218.75000000
4.505370982957
N/A
DIR
US
N
1
US 5YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2024
2024-07-01
63047759.90000000
USD
91458.85000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033
91282CGK1
9000000.00000000
PA
USD
8734366.47000000
0.623250683608
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
Oersted A/S
W9NG6WMZIYEU8VEDOG48
ORSTED A/S COMMON STOCK
N/A
4143.00000000
NS
231752.52000000
0.016536965447
Long
EC
DK
Y
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1459.81000000
-0.00010416640
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
105366.26000000
USD
38070146.00000000
HUF
2024-06-20
-1459.81000000
N
N
N
TOURMALINE OIL Corporation
894500QKSAGWVM0ZG560
TOURMALINE OIL CORP COMMON STOCK
89156V106
3283.00000000
NS
153639.31000000
0.010963108236
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
25.88000000
0.000001846696
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
481404.00000000
CZK
20598.69000000
USD
2024-06-20
25.88000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE JUN24 FINANCIAL COMMODITY FUTURE.
N/A
444.00000000
NC
56054572.32000000
3.999837954799
N/A
DIR
GB
N
1
LONG GILT FUTURE JUN24
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Jun 2024
2024-06-29
55368150.94000000
GBP
686421.38000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
870.10000000
0.000062086978
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
34358.23000000
USD
137916667.00000000
COP
2024-06-20
870.10000000
N
N
N
Orion Oyj
74370029VAHCXDR7B745
ORION OYJ-CLASS B COMMON STOCK
N/A
4209.00000000
NS
157144.85000000
0.011213250042
Long
EC
FI
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1508.79000000
-0.00010766143
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
547879.79000000
USD
45655736.00000000
INR
2024-06-20
-1508.79000000
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
ALCON INC COMMON STOCK
N/A
637.00000000
NS
52858.20000000
0.003771757161
Long
EC
CH
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5.39000000
-0.00000038460
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
631.96000000
USD
2500.00000000
PLN
2024-06-20
-5.39000000
N
N
N
Kyowa Kirin Co., Ltd.
529900TBXKVTQGYA3582
KYOWA KIRIN CO LTD COMMON STOCK
N/A
6400.00000000
NS
114810.53000000
0.008192436343
Long
EC
JP
N
1
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
59747.81000000
0.004263373142
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1804721.86000000
USD
31401101.00000000
MXN
2024-06-20
59747.81000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-4382.98000000
-0.00031275253
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2669525.79000000
USD
13446000.00000000
BRL
2024-06-20
-4382.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-91.17000000
-0.00000650553
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3720475.00000000
CZK
158903.43000000
USD
2024-06-20
-91.17000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1450.65000000
-0.00010351278
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
539666.87000000
USD
44974308.00000000
INR
2024-06-20
-1450.65000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-45.90000000
-0.00000327524
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
248000.00000000
ILS
67928.28000000
USD
2024-06-20
-45.90000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2024-06-20
N/A
1.00000000
NC
USD
5.16000000
0.000000368197
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
15000000.00000000
HUF
40945.29000000
USD
2024-06-20
5.16000000
N
N
N
BUNZL PUBLIC LIMITED COMPANY
213800Q1Q9DV4L78UM09
BUNZL PLC COMMON STOCK
N/A
3000.00000000
NS
115511.43000000
0.008242449862
Long
EC
GB
N
1
N
N
N
OSAKA GAS CO., LTD.
353800024KMNOPQRWZ02
OSAKA GAS CO LTD COMMON STOCK
N/A
21100.00000000
NS
473737.49000000
0.033804079037
Long
EC
JP
N
1
N
N
N
IBIDEN CO.,LTD.
52990051DBFIQEY37C91
IBIDEN CO LTD COMMON STOCK
N/A
1500.00000000
NS
66761.37000000
0.004763833717
Long
EC
JP
N
1
N
N
N
CK INFRASTRUCTURE HOLDINGS LIMITED
5299005U11RQ1C27MR12
CK INFRASTRUCTURE HOLDINGS L COMMON STOCK
N/A
18000.00000000
NS
105335.11000000
0.007516306940
Long
EC
HK
N
1
N
N
N
UNICHARM CORPORATION
353800UQ4BZIJTAQEG85
UNICHARM CORP COMMON STOCK
N/A
2100.00000000
NS
66866.43000000
0.004771330393
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3215.46000000
-0.00022944281
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712327.75000000
USD
59254688.00000000
INR
2024-06-20
-3215.46000000
N
N
N
Nestle S.A.
KY37LUS27QQX7BB93L28
NESTLE SA-REG COMMON STOCK
N/A
1850.00000000
NS
196666.48000000
0.014033361036
Long
EC
CH
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-94.57000000
-0.00000674815
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34811.38000000
USD
138519.00000000
PLN
2024-06-20
-94.57000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
155.13000000
0.000011069478
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
3750000.00000000
PHP
66858.55000000
USD
2024-06-20
155.13000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-191.09000000
-0.00001363544
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
53653.03000000
USD
4467375.00000000
INR
2024-06-20
-191.09000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-2905.75000000
-0.00020734310
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
712018.03000000
USD
59254687.00000000
INR
2024-06-20
-2905.75000000
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-992.49000000
-0.00007082025
N/A
DFE
CZ
N
2
CZECH REPUBLIC KORUNA
N/A
121355.70000000
USD
2816500.00000000
CZK
2024-06-20
-992.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1594.22000000
0.000113757386
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
387123.00000000
SGD
289614.59000000
USD
2024-06-20
1594.22000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
243.64000000
0.000017385210
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
409945.00000000
BRL
81499.18000000
USD
2024-06-20
243.64000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-113.54000000
-0.00000810177
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
38347.25000000
USD
37572255.00000000
CLP
2024-06-21
-113.54000000
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP COMMON STOCK
N/A
1200.00000000
NS
71058.84000000
0.005070484591
Long
EC
JP
N
1
N
N
N
ADIDAS AG
549300JSX0Z4CW0V5023
ADIDAS AG COMMON STOCK
N/A
198.00000000
NS
44264.69000000
0.003158557451
Long
EC
DE
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-3.11000000
-0.00000022191
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
4962.05000000
USD
19786.00000000
PLN
2024-06-20
-3.11000000
N
N
N
Universal Music Group N.V.
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV COMMON STOCK
N/A
2634.00000000
NS
79310.44000000
0.005659286923
Long
EC
NL
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2673.14000000
-0.00019074495
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
67176.50000000
USD
63387424.00000000
CLP
2024-06-21
-2673.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
309.29000000
0.000022069740
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24764920.00000000
CLP
25510.20000000
USD
2024-06-21
309.29000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
147.59000000
0.000010531452
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13949.69000000
USD
2024-06-20
147.59000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
14.88000000
0.000001061779
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17182.93000000
USD
2024-06-20
14.88000000
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC COMMON STOCK
N/A
4637.00000000
NS
62442.89000000
0.004455683650
Long
EC
GB
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC COMMON STOCK
N/A
5956.00000000
NS
133173.15000000
0.009502722041
Long
EC
GB
N
1
N
N
N
OBIC Co.,Ltd.
N/A
OBIC CO LTD COMMON STOCK
N/A
500.00000000
NS
75374.15000000
0.005378408459
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
235.30000000
0.000016790099
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
150076.16000000
USD
55072416.00000000
HUF
2024-06-20
235.30000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT APR24 PHYSICAL INDEX FUTURE.
N/A
68.00000000
NC
6039311.83000000
0.430941985260
N/A
DE
FR
N
1
CAC40 10 EURO FUT APR24
N/A
Long
CAC40 10 EURO FUT Apr 2024
N/A
N/A
2024-04-22
6040642.15000000
EUR
-1330.32000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16949.72000000
-0.00120946660
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2682092.53000000
USD
13446000.00000000
BRL
2024-06-20
-16949.72000000
N
N
N
Evolution AB (publ)
549300SUH6ZR1RF6TA88
EVOLUTION AB COMMON STOCK
N/A
165.00000000
NS
20532.80000000
0.001465141367
Long
EC
SE
Y
1
N
N
N
PARKLAND CORPORATION.
549300UY5C6HUV0XLS53
PARKLAND CORP COMMON STOCK
70137W108
2823.00000000
NS
89993.88000000
0.006421615972
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-284.91000000
-0.00002033007
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2500000.00000000
CZK
106552.66000000
USD
2024-06-20
-284.91000000
N
N
N
Davide Campari-Milano N.V.
213800ED5AN2J56N6Z02
DAVIDE CAMPARI-MILANO NV COMMON STOCK
N/A
21442.00000000
NS
215686.70000000
0.015390570533
Long
EC
IT
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-120.06000000
-0.00000856701
N/A
DFE
KR
N
2
KOREAN WON
N/A
74595.66000000
USD
100000000.00000000
KRW
2024-06-20
-120.06000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-720.49000000
-0.00005141138
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50408.05000000
USD
1800000.00000000
THB
2024-06-20
-720.49000000
N
N
N
COMMERZBANK Aktiengesellschaft.
851WYGNLUQLFZBSYGB56
COMMERZBANK AG COMMON STOCK
N/A
866.00000000
NS
11906.06000000
0.000849570493
Long
EC
DE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ILS SETTLE 2024-06-20
N/A
1.00000000
NC
USD
2400.44000000
0.000171286134
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
553922.00000000
ILS
154224.60000000
USD
2024-06-20
2400.44000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
6.50000000
0.000000463814
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17174.55000000
USD
2024-06-20
6.50000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
6108.16000000
0.000435854724
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1421000.00000000
EUR
1545977.18000000
USD
2024-06-20
6108.16000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-696.22000000
-0.00004967957
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
52696.56000000
USD
19052336.00000000
HUF
2024-06-20
-696.22000000
N
N
N
SEIKO EPSON CORPORATION
549300NIOFQDR749W206
SEIKO EPSON CORP COMMON STOCK
N/A
2400.00000000
NS
41785.32000000
0.002981639177
Long
EC
JP
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-15408.93000000
-0.00109952177
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
1030139.62000000
USD
371785833.00000000
HUF
2024-06-20
-15408.93000000
N
N
N
The Swatch Group AG
529900NTES2LEON1JZ55
SWATCH GROUP AG/THE-BR COMMON STOCK
N/A
251.00000000
NS
58353.95000000
0.004163912672
Long
EC
CH
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-233.25000000
-0.00001664381
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
58017928.00000000
COP
14586.39000000
USD
2024-06-20
-233.25000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2024-06-20
N/A
1.00000000
NC
USD
24.97000000
0.000001781762
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
68500.00000000
PLN
17193.02000000
USD
2024-06-20
24.97000000
N
N
N
PERSIMMON PUBLIC LIMITED COMPANY
213800XI72Y57UWN6F31
PERSIMMON PLC COMMON STOCK
N/A
2512.00000000
NS
41760.36000000
0.002979858127
Long
EC
GB
N
1
N
N
N
BNP PARIBAS
74KKBLHM4AWY05GPNY79
FX Forward Contract: EUR/USD SETTLE 2024-04-26
N/A
1.00000000
NC
-20862.43000000
-0.00148866249
N/A
DFE
XX
N
2
BNP PARIBAS
74KKBLHM4AWY05GPNY79
12454178.00000000
USD
11500000.00000000
EUR
2024-04-26
-20862.43000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
6.19000000
0.000000441694
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
34780.79000000
USD
138799.00000000
PLN
2024-06-20
6.19000000
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)
N/A
28210384.64000000
PA
USD
0.01000000
0.000000000713
Long
STIV
US
N
2
N
N
N
KYOCERA CORPORATION
N/A
KYOCERA CORP COMMON STOCK
N/A
12000.00000000
NS
159648.49000000
0.011391900130
Long
EC
JP
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-8989.21000000
-0.00064143533
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
909408.88000000
USD
6510382.00000000
CNY
2024-06-20
-8989.21000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE MAY24 PHYSICAL COMMODITY FUTURE.
N/A
48.00000000
NC
USD
3399300.00000000
0.242560929412
N/A
DCO
US
N
1
COFFEE 'C' FUTURE MAY24
N/A
Long
Coffee
Coffee C Future May 2024
2024-05-23
3312912.29000000
USD
86387.71000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-777.64000000
-0.00005548938
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50465.20000000
USD
1800000.00000000
THB
2024-06-20
-777.64000000
N
N
N
AMPLIFON S.P.A.
ZYXJDNVM2JI3VBM8G556
AMPLIFON SPA COMMON STOCK
N/A
633.00000000
NS
23106.93000000
0.001648821350
Long
EC
IT
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1337.44000000
0.000095434556
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293276.00000000
SGD
219535.43000000
USD
2024-06-20
1337.44000000
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG COMMON STOCK
N/A
333.00000000
NS
18226.48000000
0.001300571273
Long
EC
DE
Y
1
N
N
N
NOVOZYMES A/S
529900T6WNZXD2R3JW38
NOVONESIS (NOVOZYMES) B COMMON STOCK
N/A
5393.00000000
NS
317562.23000000
0.022660015195
Long
EC
DK
N
1
N
N
N
Japan
N/A
10YR MINI JGB FUT JUN24 FINANCIAL COMMODITY FUTURE.
N/A
7.00000000
NC
673937.03000000
0.048089545601
N/A
DIR
SG
N
1
10YR MINI JGB FUT JUN24
N/A
Long
Japan Govt. Bond Futures
10YR MINI JGB FUT Jun 2024
2024-06-15
688527.21000000
JPY
-14590.18000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1190.41000000
0.000084943063
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
823724.78000000
USD
302239584.00000000
HUF
2024-06-20
1190.41000000
N
N
N
Industria de Diseno Textil, S.A.
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL COMMON STOCK
E6282N100
1828.00000000
NS
92137.38000000
0.006574567859
Long
EC
ES
N
1
N
N
N
N/A
N/A
NATURAL GAS FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
422.00000000
NC
USD
8427340.00000000
0.601342459586
N/A
DCO
US
N
1
NATURAL GAS FUTR JUN24
N/A
Long
Natural Gas
Natural Gas Future Jun 2024
2024-06-01
8874605.14000000
USD
-447265.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
12705.76000000
0.000906633999
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1378495.00000000
GBP
1754536.13000000
USD
2024-06-20
12705.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-108.06000000
-0.00000771074
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25014.06000000
USD
2024-06-21
-108.06000000
N
N
N
ALIMENTATION COUCHE-TARD INC.
549300OSW32RVX8CCZ87
ALIMENTATION COUCHE-TARD INC COMMON STOCK
01626P148
481.00000000
NS
27479.11000000
0.001960803242
Long
EC
CA
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-196.61000000
-0.00001402933
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
54468.57000000
USD
4535062.00000000
INR
2024-06-20
-196.61000000
N
N
N
N/A
N/A
LOW SU GASOIL G JUN24 PHYSICAL COMMODITY FUTURE.
N/A
78.00000000
NC
USD
6255600.00000000
0.446375474371
N/A
DCO
GB
N
1
LOW SU GASOIL G JUN24
N/A
Long
Gasoil
GAS OIL FUT (ICE) Jun 2024
2024-06-15
6325095.80000000
USD
-69495.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1073.62000000
0.000076609379
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
51002550.00000000
KRW
39058.08000000
USD
2024-06-20
1073.62000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1382.46000000
-0.00009864701
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
134017.14000000
USD
959000.00000000
CNY
2024-06-20
-1382.46000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
217.75000000
0.000015537799
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
9467.38000000
USD
37916667.00000000
COP
2024-06-20
217.75000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
10.59000000
0.000000755661
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
65511.00000000
BRL
12995.58000000
USD
2024-06-20
10.59000000
N
N
N
Idemitsu Kosan Co.,Ltd.
549300P0R46FF6DUA630
IDEMITSU KOSAN CO LTD COMMON STOCK
N/A
43790.00000000
NS
298887.11000000
0.021327430703
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-0.72000000
-0.00000005137
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
6113.05000000
USD
24388.00000000
PLN
2024-06-20
-0.72000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1080.51000000
-0.00007710102
N/A
DFE
HU
N
2
HUNGARIAN FORINT
N/A
82960.77000000
USD
30000000.00000000
HUF
2024-06-20
-1080.51000000
N
N
N
Essity Aktiebolag (publ)
549300G8E6YUVJ1DA153
ESSITY AKTIEBOLAG-B COMMON STOCK
N/A
6820.00000000
NS
162134.93000000
0.011569322893
Long
EC
SE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-257.19000000
-0.00001835208
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
62500000.00000000
COP
15707.31000000
USD
2024-06-20
-257.19000000
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HLDGS LTD COMMON STOCK
303901102
25.00000000
NS
26973.95000000
0.001924756974
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-157.17000000
-0.00001121504
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29914102.00000000
CLP
30283.57000000
USD
2024-06-21
-157.17000000
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
PANDORA A/S COMMON STOCK
N/A
852.00000000
NS
137664.29000000
0.009823192460
Long
EC
DK
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
496.42000000
0.000035422615
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
193562.00000000
SGD
144506.98000000
USD
2024-06-20
496.42000000
N
N
N
DEXUS
N/A
DEXUS/AU REIT
N/A
7723.00000000
NS
39854.47000000
0.002843861172
Long
EC
AU
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-236.53000000
-0.00001687786
N/A
DFE
KR
N
2
KOREAN WON
N/A
37474.33000000
USD
50000000.00000000
KRW
2024-06-20
-236.53000000
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
SIEMENS HEALTHINEERS AG COMMON STOCK
N/A
183.00000000
NS
11210.09000000
0.000799908760
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
90330.04000000
0.006445603052
Long
EC
JP
N
1
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
22.87000000
0.000001631914
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
35917.76000000
USD
143402.00000000
PLN
2024-06-20
22.87000000
N
N
N
NIPPON SANSO HOLDINGS CORPORATION
353800F1K6653B4VPY57
NIPPON SANSO HOLDINGS CORPORATION COMMON STOCK
N/A
2600.00000000
NS
81206.51000000
0.005794583161
Long
EC
JP
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
157.98000000
0.000011272843
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
145237.00000000
BRL
28945.53000000
USD
2024-06-20
157.98000000
N
N
N
Telia Company AB
213800FSR9RNDUOTXO25
TELIA CO AB COMMON STOCK
N/A
26853.00000000
NS
68886.69000000
0.004915488350
Long
EC
SE
N
1
N
N
N
VERBUND AG
5299006UDSEJCTTEJS30
VERBUND AG COMMON STOCK
N/A
3687.00000000
NS
269776.60000000
0.019250217053
Long
EC
AT
N
1
N
N
N
ARC RESOURCES LTD
5493000OCGNQZEVTDT08
ARC RESOURCES LTD COMMON STOCK
00208D408
6202.00000000
NS
110680.44000000
0.007897729060
Long
EC
CA
N
1
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: INR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-244.70000000
-0.00001746084
N/A
DFE
IN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
89998.65000000
USD
7500000.00000000
INR
2024-06-20
-244.70000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-1381.79000000
-0.00009859920
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
134016.47000000
USD
959000.00000000
CNY
2024-06-20
-1381.79000000
N
N
N
J.P. MORGAN SECURITIES
984500653R409CC5AB28
FX Forward Contract: CNY/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-593.18000000
-0.00004232703
N/A
DFE
CN
N
2
J.P. MORGAN SECURITIES
984500653R409CC5AB28
57564.27000000
USD
411923.00000000
CNY
2024-06-20
-593.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-268.31000000
-0.00001914556
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
32916666.00000000
CLP
33227.85000000
USD
2024-06-21
-268.31000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUN24 PHYSICAL COMMODITY FUTURE.
N/A
47.00000000
NC
USD
4089000.00000000
0.291775259720
N/A
DCO
GB
N
1
BRENT CRUDE FUTR JUN24
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jun 2024
2024-05-03
3897159.95000000
USD
191840.05000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2024-06-20
N/A
1.00000000
NC
USD
28434.91000000
0.002029005441
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
4779069.00000000
EUR
5207281.00000000
USD
2024-06-20
28434.91000000
N
N
N
N/A
N/A
SET50 FUTURES JUN24 PHYSICAL INDEX FUTURE.
N/A
-263.00000000
NC
-1201276.61000000
-0.08571846291
N/A
DE
TH
N
1
SET50 FUTURES JUN24
N/A
Short
SET50 FUTURES Jun 2024
N/A
N/A
2024-06-30
-1213324.40000000
THB
12047.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2024-06-20
N/A
1.00000000
NC
USD
147.52000000
0.000010526457
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
500000.00000000
THB
13949.62000000
USD
2024-06-20
147.52000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
532.30000000
0.000037982873
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
24687500.00000000
CLP
25654.42000000
USD
2024-06-21
532.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
-82.83000000
-0.00000591042
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
31295620.00000000
COP
7911.07000000
USD
2024-06-20
-82.83000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
1358.86000000
0.000096963005
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
293274.00000000
SGD
219555.36000000
USD
2024-06-20
1358.86000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-48.81000000
-0.00000348289
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
8942.33000000
USD
44869.00000000
BRL
2024-06-20
-48.81000000
N
N
N
Nippon Yusen Kabushiki Kaisha
353800YPW4XM0ZN5I149
NIPPON YUSEN KK COMMON STOCK
N/A
900.00000000
NS
24678.71000000
0.001760977505
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
126341.73000000
0.009015258274
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
102401.80000000
0.007306997258
Long
EC
JP
N
1
N
N
N
UNITED UTILITIES GROUP PLC
2138002IEYQAOC88ZJ59
UNITED UTILITIES GROUP PLC COMMON STOCK
N/A
4423.00000000
NS
57493.80000000
0.004102535687
Long
EC
GB
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
903.79000000
0.000064490966
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
36878.86000000
USD
147916666.00000000
COP
2024-06-20
903.79000000
N
N
N
POLISH ZLOTY
N/A
FX Forward Contract: PLN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-5.39000000
-0.00000038460
N/A
DFE
PA
N
2
POLISH ZLOTY
N/A
631.96000000
USD
2500.00000000
PLN
2024-06-20
-5.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SGD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3367.88000000
0.000240318919
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
351930.00000000
SGD
265204.58000000
USD
2024-06-20
3367.88000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-381.01000000
-0.00002718740
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
28891.49000000
USD
28017241.00000000
CLP
2024-06-21
-381.01000000
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.
N/A
86.00000000
NC
USD
17585656.25000000
1.254844563388
N/A
DIR
US
N
1
US 2YR NOTE (CBT) JUN24
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2024
2024-07-01
17598683.50000000
USD
-13027.25000000
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE OATI/L 0.10% 03/01/2036
N/A
500000.00000000
PA
567621.08000000
0.040503249704
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
44315.11000000
0.003162155228
Long
EC
HK
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
9248.23000000
0.000659918002
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
376807.71000000
USD
7359875.00000000
ZAR
2024-06-20
9248.23000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2024-06-20
N/A
1.00000000
NC
USD
110.98000000
0.000007919104
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
119095.00000000
BRL
23716.90000000
USD
2024-06-20
110.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2024-06-20
N/A
1.00000000
NC
USD
34.16000000
0.000002437525
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
294862.00000000
CZK
12635.10000000
USD
2024-06-20
34.16000000
N
N
N
Monday.Com Ltd
984500MDAFVD86E3B328
MONDAY.COM LTD COMMON STOCK
M7S64H106
126.00000000
NS
USD
28459.62000000
0.002030768651
Long
EC
US
N
1
N
N
N
SHOPIFY INC.
549300HGQ43STJLLP808
SHOPIFY INC - CLASS A COMMON STOCK
82509L107
272.00000000
NS
21004.25000000
0.001498782220
Long
EC
CA
N
1
N
N
N
KONGSBERG GRUPPEN ASA
5967007LIEEXZXJ9HK73
KONGSBERG GRUPPEN ASA COMMON STOCK
N/A
3303.00000000
NS
228231.35000000
0.016285708344
Long
EC
NO
N
1
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN24 FINANCIAL COMMODITY FUTURE.
N/A
484.00000000
NC
USD
53625687.50000000
3.826522107603
N/A
DIR
US
N
1
US 10YR NOTE (CBT)JUN24
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2024
2024-06-21
53309633.08000000
USD
316054.42000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
853.31000000
0.000060888908
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
1425000.00000000
CNY
197938.22000000
USD
2024-06-20
853.31000000
N
N
N
FIRSTSERVICE CORPORATION
5493000XUDIV75BCF118
FIRSTSERVICE CORP COMMON STOCK
33767E202
514.00000000
NS
85176.06000000
0.006077834929
Long
EC
CA
N
1
N
N
N
N/A
N/A
CATTLE FEEDER FUT MAY24 PHYSICAL COMMODITY FUTURE.
N/A
41.00000000
NC
USD
5098350.00000000
0.363798580434
N/A
DCO
US
N
1
CATTLE FEEDER FUT MAY24
N/A
Long
Feeder Cattle
CATTLE FEEDER FUT(Consolidated) May 2024
2024-05-26
5301150.76000000
USD
-202800.76000000
N
N
N
APA Group
N/A
APA GROUP UNIT
N/A
26821.00000000
NS
147158.54000000
0.010500665499
Long
EC
AU
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-11669.92000000
-0.00083272045
N/A
DFE
XX
N
2
EURO
N/A
3220362.51000000
USD
2961000.00000000
EUR
2024-06-20
-11669.92000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-42.55000000
-0.00000303620
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
26269.62000000
USD
500000.00000000
ZAR
2024-06-20
-42.55000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
60549.56000000
0.004320582928
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
1861660.00000000
USD
32373547.00000000
MXN
2024-06-20
60549.56000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2024-06-20
N/A
1.00000000
NC
1741.41000000
0.000124260297
N/A
DFE
MX
N
2
MEXICAN PESO
N/A
57634.52000000
USD
1000000.00000000
MXN
2024-06-20
1741.41000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-612.39000000
-0.00004369778
N/A
DFE
TH
N
2
THAILAND BAHT
N/A
50299.95000000
USD
1800000.00000000
THB
2024-06-20
-612.39000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-31.95000000
-0.00000227982
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
18864.25000000
USD
18506495.00000000
CLP
2024-06-21
-31.95000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-637.69000000
-0.00004550309
N/A
DFE
KR
N
2
KOREAN WON
N/A
93732.19000000
USD
125000000.00000000
KRW
2024-06-20
-637.69000000
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
887676.39000000
0.063341161467
Long
DBT
USGA
FR
N
2
2040-07-25
Fixed
1.80000000
N
N
N
N
N
N
Sony Group Corporation
529900R5WX9N2OI2N910
SONY GROUP CORP COMMON STOCK
N/A
800.00000000
NS
68347.15000000
0.004876988858
Long
EC
JP
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-2928.42000000
-0.00020896074
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
66141.71000000
USD
62119676.00000000
CLP
2024-06-21
-2928.42000000
N
N
N
Qiagen N.V.
54930036WK3GMCN17Z57
QIAGEN N.V. COMMON STOCK
N72482149
713.00000000
NS
30520.41000000
0.002177818673
Long
EC
DE
N
1
N
N
N
Koninklijke Ahold Delhaize N.V.
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK
N/A
1403.00000000
NS
42002.27000000
0.002997119891
Long
EC
NL
N
1
N
N
N
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
BRK: JP MORGAN CHASE REF: AEX INDEX FUTURE SWAP -APR24
N/A
-11.00000000
NC
-2098664.05000000
-0.14975256743
N/A
DE
XX
N
1
JP MORGAN CHASE BANK N.A.
984500653R409CC5AB28
Y
2024-04-22
0.00000000
EUR
-2083449.69000000
EUR
-11.00000000
EUR
-15214.36000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-18.42000000
-0.00000131438
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
2321.55000000
USD
2263289.00000000
CLP
2024-06-21
-18.42000000
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
AJINOMOTO CO INC COMMON STOCK
N/A
1000.00000000
NS
37212.99000000
0.002655375353
Long
EC
JP
N
1
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG GROUP AG COMMON STOCK
N/A
4394.00000000
NS
97568.56000000
0.006962115904
Long
EC
CH
N
1
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
76.00000000
NC
USD
2591600.00000000
0.184926574490
N/A
DCO
US
N
1
SOYBEAN MEAL FUTR JUL24
N/A
Long
Soybean Meal
Soybean Meal Future Jul 2024
2024-07-15
2535946.72000000
USD
55653.28000000
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
3600000.00000000
PA
7695176.19000000
0.549098075673
Long
DBT
USGA
GB
N
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2024-06-21
N/A
1.00000000
NC
USD
-172.80000000
-0.00001233034
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
29914104.00000000
CLP
30267.94000000
USD
2024-06-21
-172.80000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2024-06-20
N/A
1.00000000
NC
USD
258.12000000
0.000018418447
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
625000.00000000
TWD
19898.02000000
USD
2024-06-20
258.12000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE APR24 PHYSICAL INDEX FUTURE.
N/A
-141.00000000
NC
-3328979.85000000
-0.23754315488
N/A
DE
SE
N
1
OMXS30 IND FUTURE APR24
N/A
Short
OMXS30 IND FUTURE Apr 2024
N/A
N/A
2024-04-22
-3440450.00000000
SEK
111470.15000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-579.84000000
-0.00004137514
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
117988.18000000
USD
115377125.00000000
CLP
2024-06-21
-579.84000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
161.31000000
0.000011510459
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
70283.69000000
USD
69226274.00000000
CLP
2024-06-21
161.31000000
N
N
N
Shiseido Company, Limited
5299008QCD0YDT5OF506
SHISEIDO CO LTD COMMON STOCK
N/A
1900.00000000
NS
51848.43000000
0.003699703871
Long
EC
JP
N
1
N
N
N
KINROSS GOLD CORPORATION
549300UEBMAQDN0K0R06
KINROSS GOLD CORP COMMON STOCK
496902404
5596.00000000
NS
34363.76000000
0.002452065296
Long
EC
CA
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2024-06-20
N/A
1.00000000
NC
USD
3752.77000000
0.000267783184
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
2843500.00000000
CNY
397023.60000000
USD
2024-06-20
3752.77000000
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
872.25000000
0.000062240393
N/A
DFE
ZA
N
2
SOUTH AFRICAN RAND
N/A
385183.69000000
USD
7359875.00000000
ZAR
2024-06-20
872.25000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR JUL24 PHYSICAL COMMODITY FUTURE.
N/A
183.00000000
NC
USD
15765450.00000000
1.124961669933
N/A
DCO
GB
N
1
BRENT CRUDE FUTR JUL24
N/A
Long
Crude Oil
BRENT CRUDE OIL(ICE) Jul 2024
2024-06-03
14907467.76000000
USD
857982.24000000
N
N
N
POSTE ITALIANE - SOCIETA PER AZIONI
815600354DEDBD0BA991
POSTE ITALIANE SPA COMMON STOCK
N/A
8102.00000000
NS
101545.16000000
0.007245870734
Long
EC
IT
Y
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-16936.31000000
-0.00120850972
N/A
DFE
BR
N
2
BRAZILIAN REAL
N/A
2682079.12000000
USD
13446000.00000000
BRL
2024-06-20
-16936.31000000
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2024-06-21
N/A
1.00000000
NC
-32.05000000
-0.00000228696
N/A
DFE
CL
N
2
CHILEAN PESO
N/A
18864.35000000
USD
18506495.00000000
CLP
2024-06-21
-32.05000000
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2024-06-20
N/A
1.00000000
NC
-45999.46000000
-0.00328234394
N/A
DFE
XX
N
2
EURO
N/A
3418323.45000000
USD
3112000.00000000
EUR
2024-06-20
-45999.46000000
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2024-06-20
N/A
1.00000000
NC
35.85000000
0.000002558117
N/A
DFE
CO
N
2
COLOMBIA PESO
N/A
12728.55000000
USD
49971799.00000000
COP
2024-06-20
35.85000000
N
N
N
KINGSPAN GROUP PUBLIC LIMITED COMPANY
635400HM7V74SUB9OG75
KINGSPAN GROUP PLC COMMON STOCK
N/A
1981.00000000
NS
180699.69000000
0.012894032521
Long
EC
IE
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2024-06-20
N/A
1.00000000
NC
USD
863.78000000
0.000061636007
N/A
DFE
US
N
2
U.S. DOLLARS
N/A
359000.00000000
GBP
454486.83000000
USD
2024-06-20
863.78000000
N
N
N
ARKEMA SA
9695000EHMS84KKP2785
ARKEMA COMMON STOCK
N/A
736.00000000
NS
77532.25000000
0.005532402147
Long
EC
FR
N
1
N
N
N
2024-03-31
SEI INSTITUTIONAL MANAGED TRUST
Glenn Kurdziel
Glenn Kurdziel
CFO