0001752724-22-200235.txt : 20220829 0001752724-22-200235.hdr.sgml : 20220829 20220829125731 ACCESSION NUMBER: 0001752724-22-200235 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220630 FILED AS OF DATE: 20220829 DATE AS OF CHANGE: 20220829 PERIOD START: 20221231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 221209877 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000020314 Goldman Sachs Absolute Return Tracker Fund C000057076 Class A GARTX C000057077 Class C GCRTX C000057078 Institutional GJRTX C000066743 Class R Shares GRRTX C000066744 Investor Shares GSRTX C000161524 Class R6 Shares GARUX C000201773 Class P Shares GSGPX NPORT-P 1 primary_doc.xml NPORT-P false 0000822977 XXXXXXXX S000020314 C000201773 C000161524 C000057078 C000066743 C000057076 C000057077 C000066744 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Absolute Return Tracker Fund S000020314 DKFEL85SJZHUKV0SC582 2022-12-31 2022-06-30 N 3884461704.92 123303498.00 3761158206.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 179517996.83000000 AUD CAD EUR USD N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 30805.00000000 NS USD 5354217.05000000 0.142355539316 Long EC CORP US N 1 N N N LondonMetric Property PLC 213800OCERWWPQDURL87 000000000 26074.00000000 NS 72465.34000000 0.001926676199 Long EC GB N 2 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 6586.00000000 NS USD 622903.88000000 0.016561491054 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 53405.67000000 0.001419926178 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 113400000.00000000 CZK 4838790.20000000 USD 2022-07-25 53405.67000000 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 000000000 20136.00000000 NS 656930.60000000 0.017466178338 Long EC CORP DE N 2 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 7948.00000000 NS USD 850515.48000000 0.022613126946 Long EC CORP US N 1 N N N Balfour Beatty PLC CT4UIJ3TUKGYYHMENQ17 000000000 9908.00000000 NS 30659.10000000 0.000815150501 Long EC CORP GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 20.00000000 NC USD 50.00000000 0.000001329377 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX Index 100.00000000 3250.00000000 USD 2022-06-30 XXXX -19151.22000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 29772359.59000000 OU Notional Amount USD 13694.37000000 0.000364099813 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI Daily TR Net Growth World Free USD NDUGWI INDEX Y equity-performance leg 2022-11-15 0.00000000 USD 0.00000000 USD 29772359.59000000 USD 13694.37000000 N N N Cosmo Energy Holdings Co Ltd 353800Y4GZ7KR5X7L150 000000000 800.00000000 NS 22060.07000000 0.000586523320 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -602.00000000 NC USD -1116261.88000000 -0.02967867392 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's 500 Index Future ESM2 INDEX 2022-09-16 -112947688.12000000 USD -1116261.88000000 N N N Konica Minolta Inc 549300SVK6KRUOL1A740 000000000 4490.00000000 NS 14964.64000000 0.000397873186 Long EC CORP JP N 2 N N N Premier Foods PLC 213800ZD5I8XHNMCJA67 000000000 6652.00000000 NS 9133.96000000 0.000242849662 Long EC CORP GB N 1 N N N Nemetschek SE 529900R0S2IX1S358J38 000000000 794.00000000 NS 48304.30000000 0.001284293224 Long EC CORP DE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6133.12000000 0.000163064664 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 212970000.00000000 TWD 7182423.85000000 USD 2022-07-29 6133.12000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 39196892.00000000 OU Notional Amount USD -1028115.20000000 -0.02733506923 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSGLTN Index JPGSGLTN Paychex Inc -58.42000000 USD -6651.75000000 USD Amphenol Corp -108.56000000 USD -6989.33000000 USD Oracle Corp -286.20000000 USD -19996.92000000 USD ServiceNow Inc -36.44000000 USD -17330.28000000 USD PayPal Holdings Inc -210.54000000 USD -14704.04000000 USD Intel Corp -743.41000000 USD -27810.82000000 USD NVIDIA Corp -455.25000000 USD -69010.68000000 USD Infineon Technologies AG -248.99000000 USD -5749.16000000 USD Roper Technologies Inc -19.26000000 USD -7599.24000000 USD Cognizant Technology Solutions Corp -94.75000000 USD -6394.87000000 USD KLA Corp -27.13000000 USD -8657.23000000 USD Intuit Inc -51.42000000 USD -19818.17000000 USD Capgemini SE -30.57000000 USD -4996.30000000 USD Analog Devices Inc -95.14000000 USD -13899.30000000 USD Accenture PLC -115.16000000 USD -31973.15000000 USD Dassault Systemes SE -132.17000000 USD -4640.99000000 USD Enphase Energy Inc -24.55000000 USD -4792.94000000 USD Autodesk Inc -39.55000000 USD -6800.63000000 USD HP Inc -191.51000000 USD -6277.65000000 USD Adyen NV -5.90000000 USD -8192.41000000 USD Salesforce Inc -180.63000000 USD -29811.06000000 USD Texas Instruments Inc -167.65000000 USD -25759.40000000 USD Micron Technology Inc -203.02000000 USD -11222.78000000 USD Synopsys Inc -27.83000000 USD -8453.30000000 USD Apple Inc -546.20000000 USD -74676.50000000 USD Lam Research Corp -25.22000000 USD -10747.19000000 USD Cadence Design Systems Inc -50.13000000 USD -7521.71000000 USD Keyence Corp -0.26000000 USD -11888.57000000 USD Motorola Solutions Inc -30.42000000 USD -6375.12000000 USD International Business Machines Corp -163.52000000 USD -23087.81000000 USD Adobe Inc -85.90000000 USD -31445.83000000 USD Automatic Data Processing Inc -75.95000000 USD -15952.34000000 USD Cisco Systems Inc -755.25000000 USD -32204.03000000 USD TE Connectivity Ltd -58.57000000 USD -6627.57000000 USD SAP SE -208.46000000 USD -18121.74000000 USD Shopify Inc -160.72000000 USD -6464.28000000 USD Fidelity National Information Services I -111.04000000 USD -10179.22000000 USD Applied Materials Inc -160.61000000 USD -14612.01000000 USD Murata Manufacturing Co Ltd -0.86000000 USD -6334.93000000 USD Broadcom Inc -74.23000000 USD -36060.74000000 USD Global Payments Inc -51.19000000 USD -5663.19000000 USD Fiserv Inc -105.77000000 USD -9410.06000000 USD Fortinet Inc -121.12000000 USD -6852.80000000 USD Microsoft Corp -296.59000000 USD -76173.49000000 USD Tokyo Electron Ltd -0.21000000 USD -9291.39000000 USD Microchip Technology Inc -101.08000000 USD -5870.88000000 USD Advanced Micro Devices Inc -294.62000000 USD -22529.49000000 USD ASML Holding NV -77.50000000 USD -35327.94000000 USD NXP Semiconductors NV -47.74000000 USD -7066.36000000 USD QUALCOMM Inc -203.62000000 USD -26010.81000000 USD Y equity-performance leg 2022-08-24 0.00000000 USD 0.00000000 USD 39196892.00000000 USD -1028115.20000000 N N N Firstgroup PLC 549300DEJZCPWA4HKM93 000000000 9538.00000000 NS 14839.73000000 0.000394552134 Long EC CORP GB N 2 N N N Endeavour Mining PLC 529900NI5MXQ91GHXR07 000000000 2284.00000000 NS 47320.94000000 0.001258148086 Long EC CORP GB N 2 N N N UK Commercial Property REIT Ltd 213800JN4FQ1A9G8EU25 000000000 17233.00000000 NS 15751.03000000 0.000418781373 Long EC GG N 2 N N N Kusuri no Aoki Holdings Co Ltd N/A 000000000 400.00000000 NS 17147.96000000 0.000455922326 Long EC CORP JP N 2 N N N ZOZO Inc 549300GC7XPQMZA0OW13 000000000 900.00000000 NS 16283.42000000 0.000432936321 Long EC CORP JP N 2 N N N Universal Music Group NV 724500GJBUL3D9TW9Y18 000000000 30824.00000000 NS 617590.12000000 0.016420211169 Long EC CORP NL N 2 N N N St James's Place PLC 213800M993ICXOMBCP87 000000000 5739.00000000 NS 77220.16000000 0.002053095236 Long EC CORP GB N 2 N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 945.00000000 NS USD 191305.80000000 0.005086353444 Long EC CORP US N 1 N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 1224.00000000 NS USD 261899.28000000 0.006963261463 Long EC CORP US N 1 N N N Pure Storage Inc 549300NPDB0BZTK3WO90 74624M102 1459.00000000 NS USD 37510.89000000 0.000997322844 Long EC CORP US N 1 N N N Kingfisher PLC 213800KBMEV7I92FY281 000000000 27469.00000000 NS 82090.64000000 0.002182589390 Long EC CORP GB N 2 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 87800.00000000 NS 409177.08000000 0.010879018044 Long EC CORP PT N 2 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 205049.00000000 NS USD 8743289.36000000 0.232462685135 Long EC CORP US N 1 N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 8200.00000000 NS 66932.37000000 0.001779568056 Long EC CORP JP N 2 N N N OMV AG 549300V62YJ9HTLRI486 000000000 2620.00000000 NS 123220.52000000 0.003276132330 Long EC CORP AT N 2 N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 58555.00000000 NS USD 9663917.20000000 0.256939928297 Long EC CORP US N 1 N N N Penn National Gaming Inc N/A 707569109 8765.00000000 NS USD 266631.30000000 0.007089074304 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 1395.00000000 NS USD 537688.80000000 0.014295830444 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 8773.00000000 NS USD 452774.53000000 0.012038167635 Long EC CORP US N 1 N N N iShares JP Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 44300.00000000 NS USD 3779676.00000000 0.100492342838 Long EC RF US N 1 N N N Umicore SA 529900F3AIQECS8ZSV61 000000000 6373.00000000 NS 223399.22000000 0.005939639007 Long EC CORP BE N 2 N N N Aozora Bank Ltd X0XUGKC9FD2CYUQNC010 000000000 700.00000000 NS 13622.60000000 0.000362191624 Long EC CORP JP N 2 N N N Hargreaves Lansdown PLC 2138008ZCE93ZDSESG90 000000000 7714.00000000 NS 74428.12000000 0.001978861720 Long EC CORP GB N 2 N N N Mani Inc N/A 000000000 100.00000000 NS 973.35000000 0.000025878996 Long EC CORP JP N 2 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 9713.00000000 NS USD 2855136.35000000 0.075911094214 Long EC CORP US N 1 N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 381.00000000 NS 18209.97000000 0.000484158575 Long EC CORP FI N 2 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 44954.00000000 NS USD 603282.68000000 0.016039811324 Long EC CORP US N 1 N N N BT Group PLC 213800LRO7NS5CYQMN21 000000000 71012.00000000 NS 161393.09000000 0.004291047627 Long EC CORP GB N 2 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 39707.00000000 NS USD 7248115.78000000 0.192709675617 Long EC CORP US N 1 N N N Nokia Oyj 549300A0JPRWG1KI7U06 000000000 71487.00000000 NS 331345.69000000 0.008809671696 Long EC CORP FI N 2 N N N Jupiter Fund Management PLC 5493003DJ1G01IMQ7S28 000000000 26278.00000000 NS 47263.07000000 0.001256609464 Long EC CORP GB N 2 N N N Seiko Epson Corp 549300NIOFQDR749W206 000000000 2319.00000000 NS 32806.85000000 0.000872253922 Long EC CORP JP N 2 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 7447.00000000 NS 200904.89000000 0.005341569775 Long EC CORP JP N 2 N N N Accenture PLC N/A 000000000 15352.00000000 NS USD 4262482.80000000 0.113328995099 Long EC CORP IE N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 11426.00000000 NS USD 408250.98000000 0.010854395309 Long EC CORP US N 1 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 2391.00000000 NS 830167.95000000 0.022072135877 Long EC CORP FR N 2 N N N Telecom Italia SpA/Milano 549300W384M3RI3VXU42 000000000 1097027.00000000 NS 287648.79000000 0.007647877972 Long EC CORP IT N 2 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 372.00000000 NS USD 40879.08000000 0.001086874780 Long EC CORP US N 1 N N N Derwent London PLC 213800BXKQ9KZNUR1M61 000000000 2625.00000000 NS 83694.64000000 0.002225235828 Long EC GB N 2 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 3311.00000000 NS USD 317657.34000000 0.008445731940 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 147243.00000000 NS USD 4676437.68000000 0.124335043162 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 6546.00000000 NS USD 293457.18000000 0.007802308859 Long EC CORP US N 1 N N N Fluidra SA 95980020140005026620 000000000 5218.00000000 NS 106170.13000000 0.002822804151 Long EC CORP ES N 2 N N N Commodities Exchange Center N/A 000000000 -58.00000000 NC USD 522597.42000000 0.013894587551 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Copper Future HGU2 COMDTY 2022-09-28 -5870197.42000000 USD 522597.42000000 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 23476.00000000 NS USD 1722668.88000000 0.045801553277 Long EC CORP US N 1 N N N MS&AD Insurance Group Holdings Inc 529900CXROT5S2HMMP26 000000000 900.00000000 NS 27597.04000000 0.000733737813 Long EC CORP JP N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 52991488.97000000 OU Notional Amount USD 24374.45000000 0.000648057025 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI Daily TR Net Growth World Free USD NDUGWI INDEX Y equity-performance leg 2023-06-12 0.00000000 USD 0.00000000 USD 52991488.97000000 USD 24374.45000000 N N N Kyushu Railway Co 5299002CCI6HLWAN3K50 000000000 700.00000000 NS 14594.79000000 0.000388039779 Long EC CORP JP N 2 N N N Amundi SA 96950010FL2T1TJKR531 000000000 1255.00000000 NS 69096.57000000 0.001837108842 Long EC CORP FR N 2 N N N Yakult Honsha Co Ltd 353800YJPSPGG7KI0S71 000000000 700.00000000 NS 40375.60000000 0.001073488478 Long EC CORP JP N 2 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 3069.00000000 NS USD 299104.74000000 0.007952463670 Long EC CORP US N 1 N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 1926.00000000 NS 49268.01000000 0.001309915916 Long EC CORP JP N 2 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 000000000 228.00000000 NS 7009.76000000 0.000186372378 Long EC CORP IT N 2 N N N Biffa PLC 2138008RB4WDK7HYYS91 000000000 3500.00000000 NS 15968.54000000 0.000424564432 Long EC CORP GB N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 74.00000000 NC USD -577594.17000000 -0.01535681665 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Future LLN2 COMDTY 2022-07-18 4117569.17000000 USD -577594.17000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -43.00000000 NC 24431.61000000 0.000649576770 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-BTP Italian Bond Futures IKU2 Comdty 2022-09-08 -5329943.72000000 EUR 24431.61000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 18.00000000 NC USD 8460.00000000 0.000224930713 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3050.00000000 USD 2022-07-29 XXXX -8079.85000000 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 3933.00000000 NS USD 523089.00000000 0.013907657461 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A 169656105 2747.00000000 NS USD 3591043.22000000 0.095477058460 Long EC CORP US N 1 N N N Aegon NV O4QK7KMMK83ITNTHUG69 000000000 34507.00000000 NS 148608.89000000 0.003951147009 Long EC CORP NL N 2 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 30174.00000000 NS USD 315921.78000000 0.008399587643 Long EC CORP US N 1 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 2894.00000000 NS 100491.97000000 0.002671835760 Long EC CORP FR N 2 N N N Beiersdorf AG L47NHHI0Z9X22DV46U41 000000000 1820.00000000 NS 186763.35000000 0.004965580805 Long EC CORP DE N 2 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 33798.00000000 NS USD 3929693.46000000 0.104480940279 Long EC CORP US N 1 N N N LXI REIT Plc 2138008YZGXOKAXQVI45 000000000 14172.00000000 NS 24549.85000000 0.000652720482 Long EC GB N 2 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 10453.00000000 NS USD 1881749.06000000 0.050031106283 Long EC CORP US N 1 N N N Greggs PLC 213800I71QMUFJ64IW20 000000000 3624.00000000 NS 80248.62000000 0.002133614583 Long EC CORP GB N 2 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 1559.00000000 NS USD 439310.61000000 0.011680194924 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 62191.00000000 NS USD 4963463.71000000 0.131966363469 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 38891.00000000 NS USD 2414742.19000000 0.064202090344 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 3840.00000000 0.000102096210 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 2925.00000000 USD 2022-07-29 XXXX -7329.00000000 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 33919.00000000 NS USD 7234244.32000000 0.192340867413 Long EC CORP US N 1 N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 8232.00000000 NS 73854.07000000 0.001963599134 Long EC CORP JP N 2 N N N Trex Co Inc N/A 89531P105 509.00000000 NS USD 27699.78000000 0.000736469419 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 94000.00000000 NS USD 16685940.00000000 0.443638344414 Long EC CORP US N 1 N N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 431284108 5239.00000000 NS USD 179121.41000000 0.004762400307 Long EC US N 1 N N N Haseko Corp 529900EH7TSG348O4045 000000000 900.00000000 NS 10570.49000000 0.000281043482 Long EC CORP JP N 2 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 3176.00000000 NS USD 784090.88000000 0.020847059253 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 35087.00000000 NS USD 2289075.88000000 0.060860930438 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -30.00000000 -0.00000079762 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3595.00000000 USD 2022-06-30 XXXX 39324.75000000 N N N Close Brothers Group PLC 213800W73SYHR14I3X91 000000000 1999.00000000 NS 25128.50000000 0.000668105371 Long EC CORP GB N 2 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 000000000 1475.00000000 NS 107150.80000000 0.002848877768 Long EC CORP NL N 2 N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 000000000 13177.00000000 NS 27895.23000000 0.000741665956 Long EC CORP GB N 2 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 38166.00000000 NS USD 19603202.58000000 0.521201223174 Long EC CORP US N 1 N N N Ricoh Co Ltd 549300HFIB2GRUMDID72 000000000 4704.00000000 NS 36724.82000000 0.000976423164 Long EC CORP JP N 2 N N N BP PLC 213800LH1BZH3DI6G760 000000000 108052.00000000 NS 507357.61000000 0.013489398267 Long EC CORP GB N 2 N N N TOPPAN INC 3538003H9W4KIDODQY20 000000000 800.00000000 NS 13347.14000000 0.000354867816 Long EC CORP JP N 2 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 1460.00000000 NS USD 205830.80000000 0.005472537677 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 6421.00000000 NS USD 350008.71000000 0.009305875763 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 2285.00000000 NS 1079520.68000000 0.028701815255 Long EC CORP NL N 2 N N N Frasers Group PLC 213800JEGHHEAXIJDX34 000000000 12307.00000000 NS 100136.93000000 0.002662396115 Long EC CORP GB N 2 N N N Enagas SA 213800OU3FQKGM4M2U23 000000000 13047.00000000 NS 288554.49000000 0.007671958320 Long EC CORP ES N 2 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 1938.00000000 NS USD 470759.58000000 0.012516346138 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -211.00000000 NC -4790.36000000 -0.00012736395 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Future DUU2 Comdty 2022-09-08 -23027133.83000000 EUR -4790.36000000 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 12091.00000000 NS USD 1707128.29000000 0.045388366989 Long EC CORP US N 1 N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 5249.00000000 NS USD 240246.73000000 0.006387573103 Long EC CORP IE N 1 N N N Travis Perkins PLC 2138001I27OUBAF22K83 000000000 4022.00000000 NS 47673.53000000 0.001267522592 Long EC CORP GB N 2 N N N Ferrexpo PLC 213800CEDKSNUTPAQZ41 000000000 21038.00000000 NS 33557.69000000 0.000892216922 Long EC CORP GB N 2 N N N Rightmove PLC 2138001JXGCFKBXYB828 000000000 12666.00000000 NS 87773.34000000 0.002333678488 Long EC CORP GB N 2 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 7744.00000000 NS USD 823032.32000000 0.021882416923 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -75.00000000 NC 30775.68000000 0.000818250079 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Future IRU2 COMDTY 2022-09-08 -74548573.77000000 AUD 30775.68000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 29637.00000000 NS USD 1160881.29000000 0.030864994933 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 3382.00000000 NS USD 326295.36000000 0.008675395770 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 17283.00000000 NS USD 269269.14000000 0.007159208020 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 10391.00000000 NS USD 854244.11000000 0.022712262101 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 34900.00000000 NS 186716.67000000 0.004964339698 Long EC CORP JP N 2 N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046109 26254.00000000 NS USD 3733843.88000000 0.099273778835 Long EC CORP US N 1 N N N Moonpig Group PLC 213800VAYO5KCAXZHK83 000000000 2533.00000000 NS 6961.22000000 0.000185081818 Long EC CORP GB N 2 N N N RS GROUP PLC 549300KVXDURRKVW7R37 000000000 11628.00000000 NS 123677.39000000 0.003288279386 Long EC CORP GB N 2 N N N Molten Ventures PLC 213800IPCR3SAYJWSW10 000000000 7748.00000000 NS 39671.10000000 0.001054757545 Long EC CORP GB N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 6087.00000000 NS USD 287306.40000000 0.007638774659 Long EC CORP NL N 1 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 -22.00000000 NC -64139.63000000 -0.00170531592 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Short EUX Amsterdam Index Future EON2 Index 2022-07-15 -2838263.14000000 EUR -64139.63000000 N N N Skylark Holdings Co Ltd 353800P64XSC0Q9CEB70 000000000 1300.00000000 NS 15244.37000000 0.000405310523 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -48616.16000000 -0.00129258481 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 12208220000.00000000 KRW 9427306.11000000 USD 2022-07-29 -48616.16000000 N N N SOITEC 969500ZR92SQCU9TST26 000000000 25.00000000 NS 3591.00000000 0.000095475909 Long EC CORP FR N 2 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 11916.00000000 NS USD 899062.20000000 0.023903865525 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 3450.00000000 NS USD 228355.50000000 0.006071414373 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 2736.00000000 NS USD 311548.32000000 0.008283308035 Long EC CORP US N 1 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 -26.00000000 NC 17802.49000000 0.000473324678 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Short EUX CAC 40 Index Future CFU2 Index 2022-07-15 -1554627.92000000 EUR 17802.49000000 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 13985.00000000 NS USD 314382.80000000 0.008358669928 Long EC CORP US N 1 N N N Rohto Pharmaceutical Co Ltd N/A 000000000 600.00000000 NS 17396.03000000 0.000462517901 Long EC CORP JP N 2 N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 234138.00000000 NS 729715.14000000 0.019401341285 Long EC CORP GB N 2 N N N CRH PLC 549300MIDJNNTH068E74 000000000 10566.00000000 NS 364109.72000000 0.009680787139 Long EC CORP IE N 2 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 592.00000000 NS USD 151557.92000000 0.004029554505 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 8043227.82000000 OU Notional Amount USD 3699.64000000 0.000098364381 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net Growth World Free USD NDUGWI INDEX Y equity-performance leg 2022-07-12 0.00000000 USD 0.00000000 USD 8043227.82000000 USD 3699.64000000 N N N Redrow PLC 2138008WJZBBA7EYEL28 000000000 5851.00000000 NS 34932.31000000 0.000928764706 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 40591.74000000 0.001079235112 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 12090000.00000000 AUD 8387250.11000000 USD 2022-07-25 40591.74000000 N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 000000000 1830.00000000 NS 14387.88000000 0.000382538548 Long EC CORP IT N 2 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 14737.00000000 NS USD 526995.12000000 0.014011511641 Long EC CORP CW N 1 N N N IP Group PLC 213800HG22UM138WFG43 000000000 21013.00000000 NS 17987.27000000 0.000478237527 Long EC CORP GB N 2 N N N Otsuka Corp 529900RG9DJ58J3UIE72 000000000 1200.00000000 NS 35713.06000000 0.000949522940 Long EC CORP JP N 2 N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 000000000 50185.00000000 NS 295602.48000000 0.007859347140 Long EC CORP DE N 2 N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 19036.00000000 NS USD 2915553.76000000 0.077517445414 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 2481.00000000 NS USD 249861.51000000 0.006643206593 Long EC CORP US N 1 N N N Kakaku.com Inc 353800KA15Y0DCPWYY65 000000000 800.00000000 NS 13287.25000000 0.000353275487 Long EC CORP JP N 2 N N N Asahi Group Holdings Ltd 353800KAJ02XNHLCJW79 000000000 2098.00000000 NS 68993.50000000 0.001834368463 Long EC CORP JP N 2 N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 3814.00000000 NS 187574.47000000 0.004987146503 Long EC CORP FR N 2 N N N EXOR NV 5493002ENHZ6NYET7405 000000000 1440.00000000 NS 89985.53000000 0.002392495211 Long EC CORP NL N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 69967.12000000 0.001860254638 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 369440000.00000000 PHP 6774862.01000000 USD 2022-07-29 69967.12000000 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 46515.00000000 NS USD 3198836.55000000 0.085049242122 Long EC CORP US N 1 N N N Tokyo Century Corp 35380096ZLHOF84DXR74 000000000 300.00000000 NS 9966.64000000 0.000264988587 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 3372396.13000000 OU Notional Amount USD -137542.22000000 -0.00365691131 N/A DCO US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Bloomberg Roll Select Commodity?Index BCOMRS Index Y equity-performance leg 2022-12-08 0.00000000 USD 0.00000000 USD 3372396.13000000 USD -137542.22000000 N N N DeNA Co Ltd 529900T9JQP7I5LDY154 000000000 500.00000000 NS 6983.01000000 0.000185661161 Long EC CORP JP N 2 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 3764.00000000 NS USD 268900.16000000 0.007149397744 Long EC CORP IE N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -43790.72000000 -0.00116428816 N/A DFE CL N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1384432.77000000 USD 1230470000.00000000 CLP 2022-07-01 -43790.72000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 10651.00000000 NS 485470.36000000 0.012907469808 Long EC CORP GB N 2 N N N Tyman PLC 213800AAFUV5PKGQU848 000000000 3030.00000000 NS 8787.95000000 0.000233650102 Long EC CORP GB N 2 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 1671.00000000 NS USD 401842.08000000 0.010683998329 Long EC CORP US N 1 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 1088.00000000 NS 17413.12000000 0.000462972282 Long EC CORP JP N 2 N N N Disco Corp N/A 000000000 100.00000000 NS 23796.17000000 0.000632681974 Long EC CORP JP N 2 N N N AJ Bell PLC 213800VNKA7DPWXWJJ36 000000000 4104.00000000 NS 13388.14000000 0.000355957906 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 10.00000000 NC USD 25.00000000 0.000000664688 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX Index 100.00000000 3050.00000000 USD 2022-06-30 XXXX -12298.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -30.00000000 NC USD -22146.42000000 -0.00058881915 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Feeder Cattle Future FCQ2 COMDTY 2022-08-25 -2585603.58000000 USD -22146.42000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 3972.00000000 NC -3045931.56000000 -0.08098387231 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX EURO STOXX 50 Future VGU2 INDEX 2022-09-16 139583081.92000000 EUR -3045931.56000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -61.00000000 NC 27676.73000000 0.000735856576 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Future IRH3 COMDTY 2023-03-09 -60469412.38000000 AUD 27676.73000000 N N N Tate & Lyle PLC 2138008K14474WPKZ244 000000000 17517.00000000 NS 160528.04000000 0.004268048063 Long EC CORP GB N 2 N N N SAP SE 529900D6BF99LW9R2E68 000000000 22770.00000000 NS 2075494.62000000 0.055182326980 Long EC CORP DE N 2 N N N Calbee Inc 529900CIHZID6O8LJH81 000000000 400.00000000 NS 8061.64000000 0.000214339295 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -94.00000000 NC USD 1463.90000000 0.000038921521 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Live Cattle Future LCQ2 COMDTY 2022-08-31 -4994743.90000000 USD 1463.90000000 N N N Tradeweb Markets Inc N/A 892672106 293.00000000 NS USD 19997.25000000 0.000531677980 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -26.00000000 NC USD -501800.00000000 -0.01334163500 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX Index 100.00000000 3980.00000000 USD 2022-06-30 XXXX -292137.20000000 N N N Nihon Kohden Corp N/A 000000000 800.00000000 NS 16396.17000000 0.000435934068 Long EC CORP JP N 2 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 3999.00000000 NS 223920.57000000 0.005953500429 Long EC CORP ES N 2 N N N Tokyo Tatemono Co Ltd 529900RQA4JTW1869J86 000000000 700.00000000 NS 9656.95000000 0.000256754687 Long EC CORP JP N 2 N N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 3000.00000000 NS 60795.54000000 0.001616404752 Long EC CORP JP N 2 N N N Italgas SpA 815600F25FF44EF1FA76 000000000 30455.00000000 NS 177715.44000000 0.004725019002 Long EC CORP IT N 2 N N N Acciona SA 54930002KP75TLLLNO21 000000000 515.00000000 NS 94893.08000000 0.002522974966 Long EC CORP ES N 2 N N N ASR Nederland NV 7245000G0HS48PZWUD53 000000000 2367.00000000 NS 95430.27000000 0.002537257534 Long EC CORP NL N 2 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 20398.00000000 NS USD 11081825.44000000 0.294638641352 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 2181.00000000 NS USD 1045309.68000000 0.027792228417 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 30168.00000000 NS USD 2860831.44000000 0.076062512731 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -33.00000000 NC USD 296473.36000000 0.007882501710 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Future LXQ2 COMDTY 2022-08-15 -2912342.11000000 USD 296473.36000000 N N N Endesa SA 549300LHK07F2CHV4X31 000000000 10420.00000000 NS 197119.38000000 0.005240922321 Long EC CORP ES N 2 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 000000000 1019.00000000 NS USD 285605.32000000 0.007593547101 Long EC CORP BM N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 45202.74000000 0.001201830327 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1230470000.00000000 CLP 1376996.16000000 USD 2022-07-29 45202.74000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 10954.00000000 NS 194447.67000000 0.005169888085 Long EC CORP FR N 2 N N N Spire Healthcare Group PLC 213800IBJPW3SE2RA350 000000000 6139.00000000 NS 17554.98000000 0.000466743993 Long EC CORP GB N 2 N N N Planet Fitness Inc 549300LLE5HUPF6H8G33 72703H101 306.00000000 NS USD 20811.06000000 0.000553315198 Long EC CORP US N 1 N N N Aeroports de Paris 969500PJMBSFHYC37989 000000000 34.00000000 NS 4334.33000000 0.000115239236 Long EC CORP FR N 2 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 3576.00000000 NS USD 250892.16000000 0.006670609057 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 5323.00000000 NS USD 476674.65000000 0.012673613386 Long EC CORP US N 1 N N N ProSiebenSat.1 Media SE 529900NY0WWQUKOMWQ37 000000000 14383.00000000 NS 133777.60000000 0.003556819273 Long EC CORP DE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 48469.61000000 0.001288688412 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 13070000.00000000 AUD 9071697.48000000 USD 2022-07-25 48469.61000000 N N N Rexel SA 969500N6AVPA51648T62 000000000 6419.00000000 NS 99186.33000000 0.002637121985 Long EC CORP FR N 2 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 62.00000000 NC USD -530125.55000000 -0.01409474212 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Future COU2 COMDTY 2022-07-29 7304865.55000000 USD -530125.55000000 N N N INFRONEER Holdings Inc N/A 000000000 1100.00000000 NS 7818.06000000 0.000207863098 Long EC CORP JP N 2 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 25595.00000000 NS USD 1727406.55000000 0.045927516338 Long EC CORP US N 1 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 16427.00000000 NS 189984.01000000 0.005051210280 Long EC CORP NL N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -87.00000000 NC 235679.59000000 0.006266144018 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Future G U2 Comdty 2022-09-28 -10142928.43000000 GBP 235679.59000000 N N N Shizuoka Bank Ltd/The 549300TJ1GRR4PX8GJ82 000000000 7300.00000000 NS 43952.33000000 0.001168584983 Long EC CORP JP N 2 N N N eBay Inc OML71K8X303XQONU6T67 278642103 14359.00000000 NS USD 598339.53000000 0.015908385052 Long EC CORP US N 1 N N N CRH PLC 549300MIDJNNTH068E74 000000000 39525.00000000 NS 1363960.06000000 0.036264362862 Long EC CORP IE N 2 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 2398.00000000 NS USD 241334.72000000 0.006416500097 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 3130.00000000 NS USD 345677.20000000 0.009190711503 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 3188.00000000 NS USD 412559.08000000 0.010968937154 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 31966.58000000 0.000849913198 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 310630000.00000000 INR 3953836.48000000 USD 2022-07-29 31966.58000000 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 6655.00000000 NS USD 680141.00000000 0.018083286120 Long EC CORP US N 1 N N N Airbus SE MINO79WLOO247M1IL051 000000000 6263.00000000 NS 612583.13000000 0.016287087548 Long EC CORP NL N 2 N N N Mitsubishi Heavy Industries Ltd 353800TJ98PCAZROVE69 000000000 1700.00000000 NS 59417.91000000 0.001579776939 Long EC CORP JP N 2 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 19252.00000000 NS 501375.60000000 0.013330351248 Long EC CORP GB N 2 N N N Ito En Ltd N/A 000000000 200.00000000 NS 8994.56000000 0.000239143357 Long EC CORP JP N 2 N N N Sohgo Security Services Co Ltd N/A 000000000 400.00000000 NS 11107.48000000 0.000295320733 Long EC CORP JP N 2 N N N MISUMI Group Inc 353800SJWGE5BEK2V032 000000000 900.00000000 NS 19007.53000000 0.000505363745 Long EC CORP JP N 2 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 10812.00000000 NS USD 331171.56000000 0.008805042005 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 41.00000000 NC USD -352832.41000000 -0.00938095104 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Gas Oil Future QSQ2 COMDTY 2022-08-11 5030932.41000000 USD -352832.41000000 N N N ABC-Mart Inc 353800AXWW4CMTSJWL33 000000000 200.00000000 NS 8847.70000000 0.000235238708 Long EC CORP JP N 2 N N N Lixil Corp 353800KB8G4F9WUJJ886 000000000 2092.00000000 NS 39320.33000000 0.001045431429 Long EC CORP JP N 2 N N N Covestro AG 3912005AWHKLQ1CPLV11 000000000 4387.00000000 NS 152442.46000000 0.004053072261 Long EC CORP DE N 2 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 91685.00000000 NS USD 5068346.80000000 0.134754948374 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 12346.00000000 NS USD 732241.26000000 0.019468504639 Long EC US N 1 N N N Covivio 969500P8M3W2XX376054 000000000 624.00000000 NS 34861.42000000 0.000926879915 Long EC FR N 2 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 000000000 4192.00000000 NS 90875.61000000 0.002416160262 Long EC CORP PT N 2 N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 12850.00000000 NS 116284.21000000 0.003091712807 Long EC CORP JP N 2 N N N Hisamitsu Pharmaceutical Co Inc 5299006QL3IBQ4CN7E12 000000000 700.00000000 NS 18094.71000000 0.000481094094 Long EC CORP JP N 2 N N N Daifuku Co Ltd N/A 000000000 500.00000000 NS 28615.11000000 0.000760805805 Long EC CORP JP N 2 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 9700.00000000 NS 208403.00000000 0.005540926186 Long EC CORP JP N 2 N N N Arcadis NV 7245000UZH70GO047N03 000000000 2505.00000000 NS 83898.78000000 0.002230663412 Long EC CORP NL N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 47289759.30000000 OU Notional Amount USD -30282.00000000 -0.00080512433 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Momentum Index M1WOMOM INDEX Y equity-performance leg 2022-07-12 0.00000000 USD 0.00000000 USD 47289759.30000000 USD -30282.00000000 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 2462.00000000 NS 413435.48000000 0.010992238487 Long EC CORP DE N 2 N N N ANDRITZ AG 549300VZKC61IR5U8G96 000000000 957.00000000 NS 38630.55000000 0.001027091865 Long EC CORP AT N 2 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1360.00000000 NS USD 267960.80000000 0.007124422458 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 17569.00000000 NS USD 807998.31000000 0.021482699358 Long EC CORP US N 1 N N N Network International Holdings PLC 213800XVRNKWENNLKK60 000000000 9988.00000000 NS 22955.05000000 0.000610318650 Long EC CORP GB N 1 N N N Chemring Group PLC 213800U9A54VQJ5P2J41 000000000 3625.00000000 NS 13940.73000000 0.000370649923 Long EC CORP GB N 2 N N N FDM Group Holdings PLC 213800YR62D7GUZLMZ71 000000000 52.00000000 NS 543.91000000 0.000014461236 Long EC CORP GB N 2 N N N TUI AG 529900SL2WSPV293B552 000000000 23651.00000000 NS 38399.04000000 0.001020936580 Long EC CORP DE N 2 N N N Meff Financial Derivatives N/A 000000000 26.00000000 NC -18134.39000000 -0.00048214908 N/A DE ES N 1 Meff Financial Derivatives N/A Long MEFF Madrid IBEX 35 Index Future IBN2 Index 2022-07-15 2107600.63000000 EUR -18134.39000000 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 11718.00000000 NS USD 444112.20000000 0.011807857462 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -249.00000000 NC USD -120224.81000000 -0.00319648372 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year US Treasury Note FVM2 COMDTY 2022-09-30 -27798900.19000000 USD -120224.81000000 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 23450.00000000 NS USD 4609801.00000000 0.122563336780 Long EC CORP CH N 1 N N N TAG Immobilien AG 529900TAE68USJNXLR59 000000000 2356.00000000 NS 26974.82000000 0.000717194505 Long EC CORP DE N 2 N N N Capcom Co Ltd 529900JJWQKXS3TC8744 000000000 600.00000000 NS 14595.56000000 0.000388060251 Long EC CORP JP N 2 N N N Rational AG 529900K139N6UFJ1A758 000000000 56.00000000 NS 32647.42000000 0.000868015068 Long EC CORP DE N 2 N N N Park24 Co Ltd 549300LFG2WZWCWM4M68 000000000 200.00000000 NS 2765.42000000 0.000073525755 Long EC CORP JP N 2 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 4056.00000000 NS USD 258002.16000000 0.006859646571 Long EC CORP US N 1 N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 19277.00000000 NS USD 239613.11000000 0.006370726696 Long EC CORP JE N 1 N N N Cosmos Pharmaceutical Corp N/A 000000000 1100.00000000 NS 105648.41000000 0.002808932892 Long EC CORP JP N 2 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 5493.00000000 NS USD 210381.90000000 0.005593540298 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 27711.00000000 NS USD 6131058.75000000 0.163009860598 Long EC CORP US N 1 N N N Sumitomo Heavy Industries Ltd 353800VSTEIRMBC3S374 000000000 500.00000000 NS 11068.33000000 0.000294279830 Long EC CORP JP N 2 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 18880.00000000 NS USD 1335948.80000000 0.035519611952 Long EC CORP US N 1 N N N Bollore SE 969500LEKCHH6VV86P94 000000000 5917.00000000 NS 27583.52000000 0.000733378350 Long EC CORP FR N 2 N N N Micro Focus International PLC 213800F8E4X648142844 000000000 6105.00000000 NS 20774.14000000 0.000552333586 Long EC CORP GB N 2 N N N Kawasaki Kisen Kaisha Ltd 353800FL04R73DS5P870 000000000 600.00000000 NS 36713.84000000 0.000976131233 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 177861.27000000 0.004728896265 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 32520000.00000000 NZD 20484282.96000000 USD 2022-07-25 177861.27000000 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 2922.00000000 NS USD 233643.12000000 0.006211999260 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -38.00000000 NC USD 543510.46000000 0.014450614148 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Future LXN2 COMDTY 2022-07-18 -3566172.96000000 USD 543510.46000000 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 6173.00000000 NS USD 291550.79000000 0.007751622610 Long EC CORP US N 1 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 54157274.14000000 OU Notional Amount USD 24910.67000000 0.000662313804 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI Daily TR Net Growth World Free USD NDUGWI INDEX Y equity-performance leg 2022-08-09 0.00000000 USD 0.00000000 USD 54157274.14000000 USD 24910.67000000 N N N Allegion plc 984500560CAC2E6FB757 000000000 7336.00000000 NS USD 718194.40000000 0.019095032978 Long EC CORP IE N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 208214.00000000 NS USD 8170317.36000000 0.217228760677 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 3078.00000000 NS USD 290316.96000000 0.007718818088 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 2168.00000000 NS USD 254978.48000000 0.006779254314 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2156.00000000 NS USD 246517.04000000 0.006554285314 Long EC CORP US N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 15476.00000000 NS USD 249627.88000000 0.006636994943 Long EC CORP BM N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 22.00000000 NC USD 55.00000000 0.000001462315 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3550.00000000 USD 2022-06-30 XXXX -19853.54000000 N N N Under Armour Inc 549300D4549QKWETZ406 904311107 44736.00000000 NS USD 372650.88000000 0.009907875699 Long EC CORP US N 1 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 1543.00000000 NS USD 172970.30000000 0.004598857332 Long EC CORP US N 1 N N N Toray Industries Inc 35380099TCYR5FHT0A11 000000000 5600.00000000 NS 31521.48000000 0.000838079077 Long EC CORP JP N 2 N N N Christian Dior SE 969500WESYQMQ1F2C272 000000000 54.00000000 NS 32235.62000000 0.000857066313 Long EC CORP FR N 2 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 1146.00000000 NS USD 311677.62000000 0.008286745806 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -18.00000000 NC USD -78120.00000000 -0.00207701978 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3560.00000000 USD 2022-07-29 XXXX 24558.07000000 N N N Nomura Real Estate Holdings Inc N/A 000000000 400.00000000 NS 9786.16000000 0.000260190065 Long EC CORP JP N 2 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 40128.00000000 NS USD 1290516.48000000 0.034311677653 Long EC CORP US N 1 N N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 81851.00000000 NS USD 1718052.49000000 0.045678814755 Long EC CORP US N 1 N N N Intermediate Capital Group PLC 549300OGASR5WRKJ8R68 000000000 3753.00000000 NS 60001.29000000 0.001595287586 Long EC CORP GB N 2 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 2509.00000000 NS 164083.25000000 0.004362572403 Long EC CORP NL N 2 N N N Toyo Tire Corp 529900Y41RD7VQM9RF75 000000000 500.00000000 NS 6249.95000000 0.000166170888 Long EC CORP JP N 2 N N N Orange SA 969500MCOONR8990S771 000000000 29396.00000000 NS 346389.89000000 0.009209660188 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 18693647.28000000 OU Notional Amount USD -1316969.28000000 -0.03501499292 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSGLMN Index JPGSGLMN JPGSGLMN Index Y equity-performance leg 2022-08-24 0.00000000 USD 0.00000000 USD 18693647.28000000 USD -1316969.28000000 N N N GEA Group AG 549300PHUU0ZZWO8EO07 000000000 4950.00000000 NS 171606.52000000 0.004562597757 Long EC CORP DE N 2 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 7424.00000000 NS USD 201413.12000000 0.005355082368 Long EC CORP US N 1 N N N USS Co Ltd 5299000RRQD6UZXG4W72 000000000 100.00000000 NS 1733.21000000 0.000046081815 Long EC CORP JP N 2 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 17604.00000000 NS USD 797813.28000000 0.021211904315 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 4010.00000000 NS USD 418684.10000000 0.011131786459 Long EC CORP US N 1 N N N Jeol Ltd N/A 000000000 1700.00000000 NS 65797.00000000 0.001749381344 Long EC CORP JP N 2 N N N Proximus SADP 549300CWRXC5EP004533 000000000 4599.00000000 NS 67880.53000000 0.001804777312 Long EC CORP BE N 2 N N N ASM International NV 7245001I22ND6ZFHX623 000000000 2680.00000000 NS 666803.21000000 0.017728666897 Long EC CORP NL N 2 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 2800.00000000 NS 133196.07000000 0.003541357812 Long EC CORP JP N 2 N N N Vivendi SE 969500FU4DRAEVJW7U54 000000000 48112.00000000 NS 490977.61000000 0.013053894119 Long EC CORP FR N 2 N N N Merlin Properties Socimi SA 959800L8KD863DP30X04 000000000 8670.00000000 NS 83963.21000000 0.002232376448 Long EC ES N 2 N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 35711.00000000 NS USD 2848309.36000000 0.075729581243 Long EC CORP IE N 1 N N N Cintas Corp N/A 172908105 7734.00000000 NS USD 2888881.02000000 0.076808282477 Long EC CORP US N 1 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 1527.00000000 NS USD 320837.97000000 0.008530297114 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 55259.00000000 NS USD 4959495.25000000 0.131860851821 Long EC CORP IE N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 759.00000000 NS USD 212611.08000000 0.005652808744 Long EC CORP US N 1 N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 7048.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N House Foods Group Inc N/A 000000000 800.00000000 NS 16694.94000000 0.000443877632 Long EC CORP JP N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 56987.00000000 NS USD 9497453.42000000 0.252514063421 Long EC CORP US N 1 N N N Oxford Biomedica PLC 213800S1GVQNXQ15K851 000000000 1425.00000000 NS 7875.32000000 0.000209385502 Long EC CORP GB N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -72.00000000 NC 63590.32000000 0.001690711118 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short 3 Month Euro Euribor Future ERM3 COMDTY 2023-06-19 -17747480.68000000 EUR 63590.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -203.00000000 NC USD -124821.03000000 -0.00331868597 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDZ3 Comdty 2023-12-18 -49029091.47000000 USD -124821.03000000 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 44782.00000000 NS USD 6880754.30000000 0.182942432130 Long EC CORP US N 1 N N N Dai Nippon Printing Co Ltd 529900S7NFNQ4FT6OP83 000000000 700.00000000 NS 15057.35000000 0.000400338118 Long EC CORP JP N 2 N N N Britvic PLC 635400L3NVMYD4BVCI53 000000000 2527.00000000 NS 25048.25000000 0.000665971719 Long EC CORP GB N 2 N N N IntegraFin Holdings PLC 213800CYIZKXK9PQYE87 000000000 2789.00000000 NS 7666.06000000 0.000203821790 Long EC CORP GB N 2 N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 2365.00000000 NS 290367.58000000 0.007720163950 Long EC CORP FR N 2 N N N Manhattan Associates Inc 529900Q1GJP7KD52SW51 562750109 118.00000000 NS USD 13522.80000000 0.000359538186 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 79696.00000000 NS USD 5565968.64000000 0.147985496322 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 46983.00000000 NS USD 3975231.63000000 0.105691688870 Long EC CORP US N 1 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 177.00000000 NC -1008152.58000000 -0.02680431198 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX (Tokyo Price Index) Future TPU2 Index 2022-09-08 3447571142.00000000 JPY -1008152.58000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 6044664.71000000 OU Notional Amount USD -208057.41000000 -0.00553173779 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 BCMRS Index BCMRS BCMRS Index Y equity-performance leg 2022-12-08 0.00000000 USD 0.00000000 USD 6044664.71000000 USD -208057.41000000 N N N Renault SA 969500F7JLTX36OUI695 000000000 6106.00000000 NS 154151.50000000 0.004098511456 Long EC CORP FR N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 18256.00000000 NS USD 39784570.56000000 1.057774450614 Long EC CORP US N 1 N N N Wendel SE 969500M98ZMIZYJD5O34 000000000 632.00000000 NS 52969.79000000 0.001408337195 Long EC CORP FR N 2 N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 9486.00000000 NS USD 844064.28000000 0.022441605313 Long EC US N 1 N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 28630.00000000 NS USD 312353.30000000 0.008304710485 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 9268.00000000 NS USD 759883.32000000 0.020203439424 Long EC CORP US N 1 N N N Santen Pharmaceutical Co Ltd 529900TPT3I7C17MIM03 000000000 11179.00000000 NS 88190.54000000 0.002344770816 Long EC CORP JP N 2 N N N Faurecia SE 969500F0VMZLK2IULV85 000000000 5042.00000000 NS 101043.56000000 0.002686501190 Long EC CORP FR N 2 N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 11532.00000000 NS USD 669778.56000000 0.017807774178 Long EC CORP US N 1 N N N Daito Trust Construction Co Ltd 353800QQ4DRI3KXS3038 000000000 1400.00000000 NS 121108.50000000 0.003219978882 Long EC CORP JP N 2 N N N Mitsubishi Logistics Corp 529900GJKGNRLQBJUH32 000000000 800.00000000 NS 19162.85000000 0.000509493324 Long EC CORP JP N 2 N N N TechnoPro Holdings Inc 3538001DJ8I5PJQNHU53 000000000 400.00000000 NS 8029.62000000 0.000213487961 Long EC CORP JP N 2 N N N TI Fluid Systems PLC 5493001T9RXVD6OAWY46 000000000 4311.00000000 NS 7964.13000000 0.000211746742 Long EC CORP GB N 2 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187109 5182.00000000 NS USD 242362.14000000 0.006443816682 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -123.00000000 NC USD -82264.92000000 -0.00218722306 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT US Long Bond Future USM2 COMDTY 2022-09-21 -16903266.33000000 USD -82264.92000000 N N N Fortum Oyj 635400IUIZZIUJSAMF76 000000000 12187.00000000 NS 184204.79000000 0.004897554951 Long EC CORP FI N 2 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 67322.00000000 NS USD 13255028.58000000 0.352418798964 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -109.00000000 NC 43585.89000000 0.001158842239 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Future OEU2 Comdty 2022-09-08 -13579391.57000000 EUR 43585.89000000 N N N Oji Holdings Corp 529900LVC9GIIYUGE243 000000000 4752.00000000 NS 20587.22000000 0.000547363840 Long EC CORP JP N 2 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 26572.00000000 NS USD 352344.72000000 0.009367984557 Long EC CORP US N 1 N N N Crown Holdings Inc NYLWZIOY8PUNIT4JOE22 228368106 37916.00000000 NS USD 3494717.72000000 0.092915998948 Long EC CORP US N 1 N N N Metso Outotec Oyj 549300R0VN9C371W0E07 000000000 8774.00000000 NS 66225.07000000 0.001760762678 Long EC CORP FI N 2 N N N Dunelm Group PLC 213800WCOWEI3T5DUV19 000000000 4114.00000000 NS 41078.92000000 0.001092188037 Long EC CORP GB N 2 N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 100006.00000000 NS 292374.84000000 0.007773532085 Long EC CORP GB N 2 N N N Ibiden Co Ltd 52990051DBFIQEY37C91 000000000 900.00000000 NS 25497.56000000 0.000677917774 Long EC CORP JP N 2 N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 2691.00000000 NS 190345.96000000 0.005060833645 Long EC CORP FR N 2 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 27256.00000000 NS USD 4685033.84000000 0.124563594038 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 7134.00000000 NS USD 272304.78000000 0.007239918265 Long EC CORP US N 1 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 15852.00000000 NS 102413.60000000 0.002722927203 Long EC CORP GB N 2 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 4385.00000000 NS USD 393641.45000000 0.010465963629 Long EC CORP US N 1 N N N Chicago Board Options Exchange N/A 000000000 -131.00000000 NC USD 10625.28000000 0.000282500214 N/A DE US N 1 Chicago Board Options Exchange N/A Short CBOE Volatility Index Future UXQ2 INDEX 2022-08-17 -3832864.68000000 USD 10625.28000000 N N N Canon Inc 529900JH1GSC035SSP77 000000000 2725.00000000 NS 61752.26000000 0.001641841597 Long EC CORP JP N 2 N N N Showa Denko KK 5493006AIPA1V92YPP18 000000000 3100.00000000 NS 52727.04000000 0.001401883066 Long EC CORP JP N 2 N N N Chicago Board Options Exchange N/A 000000000 -150.00000000 NC USD -375788.89000000 -0.00999130771 N/A DE US N 1 Chicago Board Options Exchange N/A Short CBOE Volatility Index Future UXN2 INDEX 2022-07-20 -3908556.11000000 USD -375788.89000000 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 129264.00000000 NS USD 4817669.28000000 0.128090046069 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 15.00000000 NC USD 37.50000000 0.000000997033 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX Index 100.00000000 3375.00000000 USD 2022-06-30 XXXX -21322.28000000 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 5276.00000000 NS USD 554296.56000000 0.014737390173 Long EC CORP US N 1 N N N Ascential PLC 213800VDXQDA7KD2IQ21 000000000 309.00000000 NS 974.80000000 0.000025917548 Long EC CORP GB N 2 N N N Otsuka Holdings Co Ltd N/A 000000000 1601.00000000 NS 57150.42000000 0.001519489924 Long EC CORP JP N 2 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 7203.00000000 NS USD 558952.80000000 0.014861188209 Long EC CORP US N 1 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 9041.00000000 NS 238102.66000000 0.006330567524 Long EC CORP DE N 2 N N N Tobu Railway Co Ltd N/A 000000000 1800.00000000 NS 41088.01000000 0.001092429718 Long EC CORP JP N 2 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 4921.00000000 NS USD 1031589.23000000 0.027427435200 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 15282.00000000 NS USD 7374787.56000000 0.196077568511 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 42208.00000000 NS USD 2978618.56000000 0.079194184241 Long EC CORP US N 1 N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 000000000 9777.00000000 NS 280923.94000000 0.007469080654 Long EC CORP JP N 2 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 3899.00000000 NS USD 499110.99000000 0.013270140806 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 4999.00000000 NS USD 740001.97000000 0.019674842941 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 3071.00000000 NS USD 309280.41000000 0.008223009854 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 5655.00000000 NS USD 416264.55000000 0.011067456541 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 3659.00000000 NS USD 327151.19000000 0.008698150197 Long EC CORP US N 1 N N N Flutter Entertainment PLC 635400EG4YIJLJMZJ782 000000000 139.00000000 NS 14091.51000000 0.000374658794 Long EC CORP IE N 2 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 16900.00000000 NS 229059.56000000 0.006090133607 Long EC CORP GB N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 000000000 4569.00000000 NS 299169.81000000 0.007954193722 Long EC CORP DE N 2 N N N Serco Group PLC 549300PT2CIHYN5GWJ21 000000000 31835.00000000 NS 67520.43000000 0.001795203133 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 67714.70000000 0.001800368298 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 29290000.00000000 PLN 6579513.39000000 USD 2022-07-25 67714.70000000 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 10155.00000000 NS USD 2071010.70000000 0.055063110511 Long EC CORP US N 1 N N N WPP PLC 549300LSGBXPYHXGDT93 000000000 11212.00000000 NS 113255.17000000 0.003011178040 Long EC CORP JE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9038.78000000 -0.00024031905 N/A DFE MX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6000012.89000000 USD 121040000.00000000 MXN 2022-07-25 -9038.78000000 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 7100.00000000 NS USD 631687.00000000 0.016795012739 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 3340.00000000 NS USD 211221.60000000 0.005615865868 Long EC CORP US N 1 N N N Fancl Corp 3538004V8SS9O9BA8I42 000000000 800.00000000 NS 14702.89000000 0.000390913893 Long EC CORP JP N 2 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 111442.00000000 NS USD 16024245.18000000 0.426045497116 Long EC CORP US N 1 N N N Sumitomo Realty & Development Co Ltd N/A 000000000 3800.00000000 NS 100315.03000000 0.002667131359 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -17.00000000 NC USD -430100.00000000 -0.01143530732 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4040.00000000 USD 2022-06-30 XXXX -342864.11000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 43600.00000000 NS 2294971.77000000 0.061017687737 Long EC CORP FR N 2 N N N Unibail-Rodamco-Westfield N/A 000000000 937.00000000 NS 47637.01000000 0.001266551614 Long EC FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -550286.97000000 -0.01463078497 N/A DFE CL N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5803117.04000000 USD 4821160000.00000000 CLP 2022-07-01 -550286.97000000 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 5631.00000000 NS USD 514279.23000000 0.013673427218 Long EC CORP US N 1 N N N Dechra Pharmaceuticals PLC 213800J4UVB5OWG8VX82 000000000 175.00000000 NS 7378.92000000 0.000196187439 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6741.32000000 0.000179235215 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3910000.00000000 SEK 389290.28000000 USD 2022-07-25 6741.32000000 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 6205.00000000 NS USD 382538.25000000 0.010170756691 Long EC CORP US N 1 N N N BIPROGY Inc N/A 000000000 400.00000000 NS 7976.52000000 0.000212076162 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -300.00000000 NC USD 352736.68000000 0.009378405815 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDU2 Comdty 2022-09-19 -72933986.68000000 USD 352736.68000000 N N N Big Yellow Group PLC 213800W7Q4V2ZI8LIW31 000000000 4000.00000000 NS 64178.04000000 0.001706337156 Long EC GB N 2 N N N Yaoko Co Ltd 353800Y2SZOLTECIV233 000000000 200.00000000 NS 8980.63000000 0.000238772992 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11672.91000000 0.000310354134 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5400000.00000000 PLN 1212209.37000000 USD 2022-07-25 11672.91000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -44.00000000 NC 97755.28000000 0.002599073865 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short French Government Bond Futures OATM2 COMDTY 2022-09-08 -6193442.39000000 EUR 97755.28000000 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 1029.00000000 NS USD 263712.12000000 0.007011460446 Long EC CORP US N 1 N N N Sumitomo Pharma Co Ltd 529900D60UKVYLJ2OJ79 000000000 1274.00000000 NS 10231.87000000 0.000272040404 Long EC CORP JP N 2 N N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 000000000 3000.00000000 NS 76297.45000000 0.002028562634 Long EC CORP JP N 2 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 10785.00000000 NS 292827.33000000 0.007785562688 Long EC CORP GB N 2 N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 12534.00000000 NS 268835.82000000 0.007147687100 Long EC CORP NL N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 20.00000000 NC USD 9170.82000000 0.000243829679 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC C Coffee Future KCU2 COMDTY 2022-09-20 1719579.18000000 USD 9170.82000000 N N N Z Holdings Corp 52990078MD2OL792YM35 000000000 22000.00000000 NS 63977.62000000 0.001701008478 Long EC CORP JP N 2 N N N Outsourcing Inc 353800Y1XELZ246TNZ48 000000000 1200.00000000 NS 9178.23000000 0.000244026693 Long EC CORP JP N 2 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 2011.00000000 NS USD 389188.83000000 0.010347579351 Long EC CORP US N 1 N N N Sartorius AG 529900EQV2DY4FOAMU38 000000000 40.00000000 NS 14038.75000000 0.000373256035 Long EP CORP DE N 2 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 33020.00000000 NS USD 1152728.20000000 0.030648224206 Long EC CORP LR N 1 N N N Currys PLC 2138001E12GWLLDQQF16 000000000 23399.00000000 NS 19452.76000000 0.000517201322 Long EC CORP GB N 2 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 4368.00000000 NS USD 391591.20000000 0.010411452495 Long EC CORP US N 1 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 1844.00000000 NS 94994.25000000 0.002525664829 Long EC CORP DE N 2 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 2039.00000000 NS USD 677926.72000000 0.018024413829 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 14360.00000000 NS USD 3263884.40000000 0.086778705399 Long EC CORP US N 1 N N N Greencore Group PLC 635400GGBEWULJXM5868 000000000 14666.00000000 NS 17727.96000000 0.000471343108 Long EC CORP IE N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -4.00000000 NC USD 162887.68000000 0.004330785120 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Future LNN2 COMDTY 2022-07-18 -706511.68000000 USD 162887.68000000 N N N Tokyo Ohka Kogyo Co Ltd N/A 000000000 200.00000000 NS 9788.46000000 0.000260251216 Long EC CORP JP N 2 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 285.00000000 NS USD 16450.20000000 0.000437370594 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 227587.00000000 NS USD 58451169.21000000 1.554073665459 Long EC CORP US N 1 N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 000000000 10600.00000000 NS 38510.90000000 0.001023910664 Long EC CORP JP N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 87436.00000000 NS 479518.26000000 0.012749218023 Long EC CORP IT N 2 N N N Eurazeo SE 969500C656AA39O94N60 000000000 1170.00000000 NS 72685.20000000 0.001932521739 Long EC CORP FR N 2 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 7143.00000000 NS USD 390579.24000000 0.010384546953 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 172704.41000000 0.004591787967 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 102190000.00000000 SEK 10170831.86000000 USD 2022-07-25 172704.41000000 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 38706.00000000 NS 879612.03000000 0.023386733064 Long EC CORP ES N 2 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 5516.00000000 NS USD 474706.96000000 0.012621297320 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 16031.00000000 NS USD 3952122.43000000 0.105077271749 Long EC CORP US N 1 N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 2585.00000000 NS 60955.96000000 0.001620669927 Long EC CORP GB N 2 N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 000000000 800.00000000 NS 6228.37000000 0.000165597128 Long EC CORP JP N 2 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 26242.00000000 NS USD 6707192.78000000 0.178327855703 Long EC US N 1 N N N VanEck Fallen Angel High Yield Bond ETF 549300A6A1N73WLV0K30 92189F437 339458.00000000 NS USD 9172155.16000000 0.243865178101 Long EC RF US N 1 N N Tullow Oil PLC 2138003EYHWO75RKS857 000000000 111864.00000000 NS 64155.02000000 0.001705725111 Long EC CORP GB N 2 N N N Neste Oyj 5493009GY1X8GQ66AM14 000000000 469.00000000 NS 20861.58000000 0.000554658401 Long EC CORP FI N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 78.00000000 NC USD -338086.90000000 -0.00898890398 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Future S X2 COMDTY 2022-11-14 6034036.90000000 USD -338086.90000000 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 27804.00000000 NS USD 6033189.96000000 0.160407768779 Long EC CORP US N 1 N N N Veeva Systems Inc 549300YZEXPDB92M2F02 922475108 277.00000000 NS USD 54857.08000000 0.001458515621 Long EC CORP US N 1 N N N Workspace Group PLC 2138003GUZRFIN3UT430 000000000 3250.00000000 NS 21887.67000000 0.000581939625 Long EC GB N 2 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 28.00000000 NC USD -370025.88000000 -0.00983808336 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOM3 COMDTY 2022-07-29 4904093.88000000 USD -370025.88000000 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 41109.00000000 NS USD 3865890.36000000 0.102784571861 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 7977.00000000 NS USD 725747.46000000 0.019295850375 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 10111.00000000 NS USD 595335.68000000 0.015828520026 Long EC CORP US N 1 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 7500.00000000 NS 138715.33000000 0.003688101440 Long EC CORP JP N 2 N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 7271.00000000 NS USD 1038662.35000000 0.027615492166 Long EC CORP US N 1 N N N DS Smith PLC 39RSBE4RCI4M15BLWH36 000000000 20032.00000000 NS 67844.78000000 0.001803826807 Long EC CORP GB N 2 N N N Morgan Sindall Group PLC 2138008339ULDGZRB345 000000000 1223.00000000 NS 27122.24000000 0.000721114042 Long EC CORP GB N 2 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 8822.00000000 NS USD 1754960.46000000 0.046660107431 Long EC CORP US N 1 N N N Rheinmetall AG 5299001OU9CSE29O6S05 000000000 1198.00000000 NS 276456.24000000 0.007350295435 Long EC CORP DE N 2 N N N Pearson PLC 2138004JBXWWJKIURC57 000000000 9171.00000000 NS 83983.27000000 0.002232909794 Long EC CORP GB N 2 N N N Aroundtown SA 529900H4DWG3KWMBMQ39 000000000 15568.00000000 NS 49792.62000000 0.001323864013 Long EC CORP LU N 2 N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413106 1217.00000000 NS USD 265086.94000000 0.007048013548 Long EC CORP US N 1 N N N Kuraray Co Ltd 549300W9JPTOE739QZ31 000000000 1100.00000000 NS 8874.64000000 0.000235954977 Long EC CORP JP N 2 N N N Adyen NV 724500973ODKK3IFQ447 000000000 355.00000000 NS 512311.85000000 0.013621119395 Long EC CORP NL N 2 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 7238.00000000 NS USD 368414.20000000 0.009795232737 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 12083.00000000 NS USD 2816063.98000000 0.074872255435 Long EC CORP US N 1 N N N M3 Inc 3538001UOKRWIODYM055 000000000 2300.00000000 NS 66205.40000000 0.001760239701 Long EC CORP JP N 2 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 263.00000000 NS USD 17152.86000000 0.000456052605 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -224.00000000 NC USD -96971.92000000 -0.00257824623 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDU3 Comdty 2023-09-18 -54052228.08000000 USD -96971.92000000 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 1274.00000000 NS USD 251474.86000000 0.006686101625 Long EC CORP IE N 1 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 2433.00000000 NS 232672.60000000 0.006186195506 Long EC CORP IE N 2 N N N Ebara Corp 353800UV8U3SOMCDTI49 000000000 500.00000000 NS 18683.77000000 0.000496755759 Long EC CORP JP N 2 N N N Dentsu Group Inc 5299007PBBE83ZLJZG91 000000000 2109.00000000 NS 63581.69000000 0.001690481668 Long EC CORP JP N 2 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 4766.00000000 NS USD 310695.54000000 0.008260634700 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 12808.00000000 NS USD 1854342.24000000 0.049302425954 Long EC CORP US N 1 N N N Spirax-Sarco Engineering PLC 213800WFVZQMHOZP2W17 000000000 92.00000000 NS 11096.00000000 0.000295015508 Long EC CORP GB N 2 N N N Shimadzu Corp N/A 000000000 600.00000000 NS 19017.30000000 0.000505623506 Long EC CORP JP N 2 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 2095.00000000 NS USD 766895.70000000 0.020389881462 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 28745.00000000 NS USD 495276.35000000 0.013168187104 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 17277613.56000000 OU Notional Amount USD -11063.72000000 -0.00029415726 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Momentum Index M1WOMOM Index Y equity-performance leg 2023-02-09 0.00000000 USD 0.00000000 USD 17277613.56000000 USD -11063.72000000 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 21528.00000000 NS USD 2637825.84000000 0.070133339117 Long EC CORP US N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 22380.00000000 NS 511193.45000000 0.013591383873 Long EC CORP FR N 2 N N N SBI Holdings Inc/Japan 353800L6LMHYIPSMRQ17 000000000 3400.00000000 NS 66434.67000000 0.001766335430 Long EC CORP JP N 2 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 2793.00000000 NS USD 427273.14000000 0.011360148031 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 22619.00000000 NS USD 2547804.16000000 0.067739882765 Long EC CORP US N 1 N N N Elisa Oyj 743700TU2S3DXWGU7H32 000000000 4495.00000000 NS 253056.27000000 0.006728147450 Long EC CORP FI N 2 N N N Atos SE 5493001EZOOA66PTBR68 000000000 8445.00000000 NS 114488.82000000 0.003043977777 Long EC CORP FR N 2 N N N Rotork PLC 213800AH5RZIHGWRJ718 000000000 11047.00000000 NS 32451.72000000 0.000862811884 Long EC CORP GB N 2 N N N Seven Bank Ltd 353800WMG1NLGHB7B594 000000000 3800.00000000 NS 7256.94000000 0.000192944290 Long EC CORP JP N 2 N N N DiscoverIE Group PLC 213800BMDLQU1VEEAN68 000000000 54.00000000 NS 406.94000000 0.000010819539 Long EC CORP GB N 2 N N N Safestore Holdings PLC 213800WGA3YSJC1YOH73 000000000 7327.00000000 NS 94873.78000000 0.002522461826 Long EC GB N 2 N N N Hochschild Mining PLC 549300JK10TVQ3CCJQ89 000000000 15163.00000000 NS 17840.48000000 0.000474334739 Long EC CORP GB N 2 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -58.00000000 NC 20381.60000000 0.000541896907 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICF 3 Month Euro Euribor Future ERM4 COMDTY 2024-06-17 -14246849.02000000 EUR 20381.60000000 N N N Amada Co Ltd 529900QF5O6TQGCPDX85 000000000 2600.00000000 NS 19167.99000000 0.000509629984 Long EC CORP JP N 2 N N N Smiths Group PLC 213800MJL6IPZS3ASA11 000000000 4511.00000000 NS 77142.02000000 0.002051017685 Long EC CORP GB N 2 N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 3238.00000000 NS USD 853277.76000000 0.022686569217 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 121658.80000000 0.003234610013 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1144530000.00000000 INR 14571962.22000000 USD 2022-07-29 121658.80000000 N N N GungHo Online Entertainment Inc 529900TH7FB4RV6F5S47 000000000 700.00000000 NS 12419.00000000 0.000330190843 Long EC CORP JP N 2 N N N Ubisoft Entertainment SA 969500I7C8V1LBIMSM05 000000000 2404.00000000 NS 106024.37000000 0.002818928749 Long EC CORP FR N 2 N N N Admiral Group PLC 213800FGVM7Z9EJB2685 000000000 3755.00000000 NS 102812.41000000 0.002733530586 Long EC CORP GB N 2 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 000000000 509.00000000 NS 79486.82000000 0.002113360183 Long EC CORP FR N 2 N N N Freenet AG 5299003GLDODCVP8DO20 000000000 4288.00000000 NS 106935.12000000 0.002843143364 Long EC CORP DE N 2 N N N Schroders PLC 2138001YYBULX5SZ2H24 000000000 265.00000000 NS 8656.83000000 0.000230163942 Long EC CORP GB N 2 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 9790.00000000 NS USD 1471143.30000000 0.039114103131 Long EC CORP US N 1 N N N Mitsui Mining & Smelting Co Ltd 35380021EYAHSQM25559 000000000 700.00000000 NS 16325.58000000 0.000434057253 Long EC CORP JP N 2 N N N Shimamura Co Ltd N/A 000000000 304.00000000 NS 26711.03000000 0.000710180974 Long EC CORP JP N 2 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 6042.00000000 NS USD 3817093.92000000 0.101487193837 Long EC CORP US N 1 N N N Cofinimmo SA 549300TM914CSF6KI389 000000000 459.00000000 NS 50060.72000000 0.001330992137 Long EC BE N 2 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 2954.00000000 NS USD 201640.04000000 0.005361115616 Long EC CORP US N 1 N N N Tokyu Fudosan Holdings Corp N/A 000000000 10100.00000000 NS 53150.80000000 0.001413149808 Long EC CORP JP N 2 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 73792.00000000 NS USD 6837566.72000000 0.181794179979 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -59.00000000 NC 22323.85000000 0.000593536585 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short 3 Month Euro Euribor Future ERZ3 Comdty 2023-12-18 -14491789.90000000 EUR 22323.85000000 N N N IHI Corp 549300ETQIESIUQ2OE26 000000000 1200.00000000 NS 32057.15000000 0.000852321232 Long EC CORP JP N 2 N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 24707.00000000 NS USD 4160164.66000000 0.110608605943 Long EC US N 1 N N N Direct Line Insurance Group PLC 213800FF2R23ALJQOP04 000000000 20272.00000000 NS 62223.63000000 0.001654374173 Long EC CORP GB N 2 N N N Worldline SA/France 549300CJMQNCA0U4TS33 000000000 5171.00000000 NS 192875.06000000 0.005128076230 Long EC CORP FR N 2 N N N Resorttrust Inc 353800FM9MYWH105SE11 000000000 100.00000000 NS 1637.71000000 0.000043542704 Long EC CORP JP N 2 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 14802.00000000 NS USD 2728896.72000000 0.072554691131 Long EC CORP US N 1 N N N Bureau Veritas SA 969500TPU5T3HA5D1F11 000000000 314.00000000 NS 8078.60000000 0.000214790220 Long EC CORP FR N 2 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 80762.00000000 NS USD 7623932.80000000 0.202701731237 Long EC CORP US N 1 N N N Tadano Ltd N/A 000000000 800.00000000 NS 5274.93000000 0.000140247490 Long EC CORP JP N 2 N N N Suntory Beverage & Food Ltd 549300FONLMVK7YYYH41 000000000 400.00000000 NS 15105.19000000 0.000401610067 Long EC CORP JP N 2 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 2100.00000000 NS 37145.73000000 0.000987614132 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1.00000000 NC USD 1080.00000000 0.000028714559 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3275.00000000 USD 2022-07-29 XXXX -335.75000000 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 3001.00000000 NS USD 423831.23000000 0.011268636060 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 11766.00000000 NS USD 2845371.78000000 0.075651478174 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 3247.00000000 NS USD 504096.75000000 0.013402699973 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 4644.00000000 NS USD 310172.76000000 0.008246735259 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -15.00000000 -0.00000039881 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3660.00000000 USD 2022-06-30 XXXX 12880.50000000 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 97758.00000000 NS USD 11885417.64000000 0.316004193020 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1180.00000000 NC USD 336300.00000000 0.008941394684 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CBOE Volatility Index (VIX) VIX Index 100.00000000 35.00000000 USD 2022-09-21 XXXX -109692.80000000 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 5581.00000000 NS 122639.84000000 0.003260693468 Long EC CORP JP N 2 N N N Symrise AG 529900D82I6R9601CF26 000000000 135.00000000 NS 14723.80000000 0.000391469839 Long EC CORP DE N 2 N N N HUGO BOSS AG 529900LFVU534EBRXD13 000000000 8922.00000000 NS 472450.74000000 0.012561309947 Long EC CORP DE N 2 N N N SCSK Corp 529900SNGFXMSUBB7864 000000000 2386.00000000 NS 40520.36000000 0.001077337292 Long EC CORP JP N 2 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 11674.00000000 NS 239683.37000000 0.006372594738 Long EC CORP GB N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 83573536.02000000 OU Notional Amount USD 297661.52000000 0.007914091979 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-04-12 0.00000000 USD 0.00000000 USD 83573536.02000000 USD 297661.52000000 N N N Universal Display Corp N/A 91347P105 153.00000000 NS USD 15474.42000000 0.000411426990 Long EC CORP US N 1 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 4106.00000000 NS 64060.56000000 0.001703213650 Long EC CORP JP N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 171680.00000000 NS USD 10800388.80000000 0.287155929259 Long EC CORP US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 6865.00000000 NS USD 388421.70000000 0.010327183240 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 2827.00000000 NS USD 211714.03000000 0.005628958378 Long EC CORP US N 1 N N N American Airlines Group Inc N/A 02376R102 14979.00000000 NS USD 189933.72000000 0.005049873192 Long EC CORP US N 1 N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 000000000 28582.00000000 NS 399712.95000000 0.010627389968 Long EC CORP GB N 2 N N N BOK Financial Corp GRI2NT5QHYW751NMR949 05561Q201 61.00000000 NS USD 4610.38000000 0.000122578730 Long EC CORP US N 1 N N N Beazley PLC 213800VTOMUWD41GIT12 000000000 7801.00000000 NS 47566.18000000 0.001264668418 Long EC CORP GB N 2 N N N Eisai Co Ltd 353800HDEE0ZYEX4QV91 000000000 700.00000000 NS 29596.07000000 0.000786887133 Long EC CORP JP N 2 N N N Zensho Holdings Co Ltd 353800DYF3UDM49ITT03 000000000 100.00000000 NS 2401.18000000 0.000063841504 Long EC CORP JP N 2 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 4825.00000000 NS USD 1508632.75000000 0.040110855938 Long EC US N 1 N N N Fukuoka Financial Group Inc N/A 000000000 2400.00000000 NS 43224.00000000 0.001149220469 Long EC CORP JP N 2 N N N Taiheiyo Cement Corp N/A 000000000 519.00000000 NS 7733.05000000 0.000205602890 Long EC CORP JP N 2 N N N Dr Martens PLC 213800QPT8YM6NQZPH28 000000000 7064.00000000 NS 20586.93000000 0.000547356129 Long EC CORP GB N 2 N N N Rentokil Initial PLC 549300VN4WV7Z6T14K68 000000000 17573.00000000 NS 101869.98000000 0.002708473677 Long EC CORP GB N 2 N N N NGK Insulators Ltd 353800701BNCL25VYY16 000000000 1100.00000000 NS 14819.74000000 0.000394020649 Long EC CORP JP N 2 N N N Commodities Exchange Center N/A 000000000 -89.00000000 NC USD 326694.36000000 0.008686004204 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Gold 100 Troy Ounces Future GCQ2 COMDTY 2022-08-29 -16417004.36000000 USD 326694.36000000 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 30346.00000000 NS USD 2498689.64000000 0.066434047772 Long EC CORP US N 1 N N N Sanrio Co Ltd 3538002Q5JQLOMSPH125 000000000 100.00000000 NS 2271.58000000 0.000060395757 Long EC CORP JP N 2 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 26902.00000000 NS USD 2303887.28000000 0.061254729348 Long EC CORP US N 1 N N N Yoshinoya Holdings Co Ltd N/A 000000000 500.00000000 NS 9218.64000000 0.000245101096 Long EC CORP JP N 2 N N N Pola Orbis Holdings Inc 353800E8OIV0XYBABS79 000000000 1700.00000000 NS 21042.39000000 0.000559465697 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 419658.11000000 0.011157683003 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 31510000.00000000 GBP 38793599.52000000 USD 2022-07-25 419658.11000000 N N N Sekisui Chemical Co Ltd 529900KQIVT7NWFNMI70 000000000 1700.00000000 NS 23306.96000000 0.000619675076 Long EC CORP JP N 2 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 329.00000000 NS 44284.31000000 0.001177411519 Long EC CORP FR N 2 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 12028.00000000 NS USD 280372.68000000 0.007454423998 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8050000.00000000 OU Notional Amount -263319.54000000 -0.00700102270 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S27 2I667KJP4 Y sell protection 2027-06-20 464423.92000000 EUR 0.00000000 EUR 8050000.00000000 EUR -692682.54000000 N N N Yamada Holdings Co Ltd 353800MDZ4K1DQKLO464 000000000 5200.00000000 NS 18699.97000000 0.000497186477 Long EC CORP JP N 2 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 16872.00000000 NS USD 264552.96000000 0.007033816325 Long EC US N 1 N N N Elia Group SA/NV 549300S1MP1NFDIKT460 000000000 750.00000000 NS 106515.36000000 0.002831982972 Long EC CORP BE N 2 N N N Crest Nicholson Holdings plc 213800ROIFXRRRKVQD25 000000000 7170.00000000 NS 21380.04000000 0.000568442985 Long EC CORP GB N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 29757.00000000 NS 261495.53000000 0.006952526738 Long EC CORP DE N 2 N N N JDE Peet's NV 724500EHG519SE5ZRT89 000000000 1801.00000000 NS 51278.64000000 0.001363373651 Long EC CORP NL N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -110.00000000 NC USD 665207.45000000 0.017686239541 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Future LLQ2 COMDTY 2022-08-15 -5927332.45000000 USD 665207.45000000 N N N Kesko Oyj 743700OX6HSVMCAHPB95 000000000 6203.00000000 NS 146798.99000000 0.003903026193 Long EC CORP FI N 2 N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 2504.00000000 NS 242682.51000000 0.006452334537 Long EC CORP NL N 2 N N N ContourGlobal PLC 5493002I3A4J5TFOR115 000000000 7904.00000000 NS 24300.11000000 0.000646080506 Long EC CORP GB N 2 N N N A2A SpA 81560076E3944316DB24 000000000 178212.00000000 NS 226780.47000000 0.006029538177 Long EC CORP IT N 2 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 11909.00000000 NS USD 1347146.08000000 0.035817320247 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -15.00000000 NC USD -159375.00000000 -0.00423739154 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX Index 100.00000000 3890.00000000 USD 2022-06-30 XXXX -22387.72000000 N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 5654.00000000 NS USD 226442.70000000 0.006020557699 Long EC CORP US N 1 N N N Internet Initiative Japan Inc 529900EOCJNAPUHDFR78 000000000 500.00000000 NS 17522.98000000 0.000465893191 Long EC CORP JP N 2 N N N Taisho Pharmaceutical Holdings Co Ltd N/A 000000000 200.00000000 NS 7905.59000000 0.000210190307 Long EC CORP JP N 2 N N N Benefit One Inc N/A 000000000 900.00000000 NS 12192.92000000 0.000324179928 Long EC CORP JP N 2 N N N Pan Pacific International Holdings Corp 529900QLHJM2E18A5763 000000000 2200.00000000 NS 35075.14000000 0.000932562207 Long EC CORP JP N 2 N N N DMG Mori Co Ltd 353800P4I3FIXTQV2E13 000000000 1700.00000000 NS 21143.03000000 0.000562141469 Long EC CORP JP N 2 N N N Sega Sammy Holdings Inc 5493006B6WMKNQ8QNP51 000000000 700.00000000 NS 11243.62000000 0.000298940363 Long EC CORP JP N 2 N N N Trend Micro Inc/Japan 3538005O5UJ5RNAGVE16 000000000 800.00000000 NS 39137.12000000 0.001040560323 Long EC CORP JP N 2 N N N Denka Co Ltd 353800Y94EKQEH8MVD43 000000000 300.00000000 NS 7269.54000000 0.000193279293 Long EC CORP JP N 2 N N N Nippon Suisan Kaisha Ltd 529900MPH5BMANQ3EC50 000000000 1983.00000000 NS 8383.21000000 0.000222889055 Long EC CORP JP N 2 N N N J Front Retailing Co Ltd N/A 000000000 7818.00000000 NS 66741.16000000 0.001774484250 Long EC CORP JP N 2 N N N Persol Holdings Co Ltd 3538000H6OI725NB2008 000000000 4200.00000000 NS 76684.04000000 0.002038841117 Long EC CORP JP N 2 N N N Isetan Mitsukoshi Holdings Ltd 529900SY5RZO92EFG035 000000000 2800.00000000 NS 22664.01000000 0.000602580608 Long EC CORP JP N 2 N N N Nisshin Seifun Group Inc 529900N4QFZS1P6PYX29 000000000 3332.00000000 NS 38994.56000000 0.001036770001 Long EC CORP JP N 2 N N N Sansan Inc N/A 000000000 2400.00000000 NS 16501.68000000 0.000438739321 Long EC CORP JP N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 24700500.00000000 OU Notional Amount USD -713844.45000000 -0.01897937844 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S38 2I65BRYR5 Y sell protection 2027-06-20 1054939.26000000 USD 0.00000000 USD 24700500.00000000 USD -1768783.71000000 N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 858912108 3935.00000000 NS USD 172549.75000000 0.004587675936 Long EC CORP US N 1 N N N Secom Co Ltd 529900TYCL9N3E9PGE47 000000000 2500.00000000 NS 154361.69000000 0.004104099894 Long EC CORP JP N 2 N N N Rubis SCA 969500MGFIKUGLTC9742 000000000 1331.00000000 NS 31304.84000000 0.000832319149 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 111163.98000000 0.002955578411 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 575720000.00000000 PHP 10559794.57000000 USD 2022-07-29 111163.98000000 N N N Marks & Spencer Group PLC 213800EJP14A79ZG1X44 000000000 38222.00000000 NS 63411.56000000 0.001685958327 Long EC CORP GB N 2 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 619.00000000 NS USD 185229.56000000 0.004924801080 Long EC CORP US N 1 N N N Nisshinbo Holdings Inc 353800YAM89GL5GPHB47 000000000 1654.00000000 NS 12457.30000000 0.000331209146 Long EC CORP JP N 2 N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 23181.00000000 NS USD 3342700.20000000 0.088874224802 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 157367.26000000 0.004184010651 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 4662590000.00000000 CLP 5203899.64000000 USD 2022-07-29 157367.26000000 N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 500.00000000 NS 32339.27000000 0.000859822113 Long EC CORP JP N 2 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 3398.00000000 NS 67044.54000000 0.001782550382 Long EC CORP GB N 2 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 6820.00000000 NS USD 518115.40000000 0.013775421598 Long EC CORP US N 1 N N N Sage Group PLC/The 2138005RN5XYLTF8G138 000000000 36931.00000000 NS 285985.55000000 0.007603656487 Long EC CORP GB N 2 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 20312.00000000 NS 299439.48000000 0.007961363588 Long EC CORP ES N 2 N N N iShares 5-10 Year Investment Grade Corporate Bond ETF 549300ZJOCMXQZ0RKQ84 464288638 2717867.00000000 NS USD 138774289.02000000 3.689669016439 Long EC RF US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 348.00000000 NS USD 24868.08000000 0.000661181440 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -368.00000000 NC USD -237578.17000000 -0.00631662261 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year US Treasury Note TYM2 COMDTY 2022-09-21 -43312921.83000000 USD -237578.17000000 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 15232.00000000 NS 119399.91000000 0.003174551652 Long EC CORP FI N 2 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 74097.00000000 NS USD 20229962.94000000 0.537865248602 Long EC CORP US N 1 N N N Hill & Smith Holdings PLC 2138003A3ISGQZBOWI83 000000000 474.00000000 NS 6678.68000000 0.000177569770 Long EC CORP GB N 2 N N N Globus Medical Inc 5299003M2P4CIK0RF205 379577208 6481.00000000 NS USD 363843.34000000 0.009673704746 Long EC CORP US N 1 N N N GS CAYMAN COMMODITY ART LTD N/A 000000000 794593.19000000 NS USD 138680349.45000000 3.687171392972 Long EC RF US N 1 N N N Nissin Foods Holdings Co Ltd 529900YMZMNSHC1W6V41 000000000 1100.00000000 NS 75978.27000000 0.002020076418 Long EC CORP JP N 2 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 1632.00000000 NS USD 351141.12000000 0.009335983776 Long EC CORP US N 1 N N N Kurita Water Industries Ltd 52990086GS2ON69UMX34 000000000 300.00000000 NS 10859.51000000 0.000288727817 Long EC CORP JP N 2 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -77.00000000 NC -56265.59000000 -0.00149596445 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Future XMU2 COMDTY 2022-09-15 -9116041.29000000 AUD -56265.59000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -109.00000000 NC 83125.71000000 0.002210109371 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICF 3 Month Euro Euribor Future ERU2 Comdty 2022-09-19 -27191709.71000000 EUR 83125.71000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -12.00000000 NC USD -1092.80000000 -0.00002905487 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini Standard & Poor's MidCap 400 Index Future FAM2 INDEX 2022-09-16 -2720507.20000000 USD -1092.80000000 N N N Fresenius Medical Care AG & Co KGaA 549300CP8NY40UP89Q40 000000000 9507.00000000 NS 476311.02000000 0.012663945353 Long EC CORP DE N 2 N N N Bytes Technology Group PLC 213800LA4DZLFBAC9O33 000000000 5296.00000000 NS 26949.69000000 0.000716526360 Long EC CORP GB N 2 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 2075.00000000 NS USD 311312.25000000 0.008277031511 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -26.00000000 NC USD -105930.32000000 -0.00281642818 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME E-Mini NASDAQ 100 Index Future NQU2 INDEX 2022-09-16 -5889409.68000000 USD -105930.32000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 201600000.00000000 OU Notional Amount USD -51730.56000000 -0.00137538909 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S38 2I65BYEA9 Y sell protection 2027-06-20 2634669.35000000 USD 0.00000000 USD 201600000.00000000 USD -2686399.91000000 N N N Grainger PLC 2138007CEIRKZMNI2979 000000000 4970.00000000 NS 17012.55000000 0.000452322105 Long EC CORP GB N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 7531.00000000 NS 993502.56000000 0.026414803774 Long EC CORP GB N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -182.00000000 NC USD -55416.16000000 -0.00147338019 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year US Treasury Note Future TUU2 Comdty 2022-09-30 -38136146.34000000 USD -55416.16000000 N N N ORIX Corp 35380016EMHNBOVYE123 000000000 3500.00000000 NS 58659.42000000 0.001559610544 Long EC CORP JP N 2 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 1881509078.35000000 NS USD 1881509078.35000000 50.02472575836 Long EC RF US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 15176.00000000 NS USD 432516.00000000 0.011499542859 Long EC CORP US N 1 N N N Hirose Electric Co Ltd N/A 000000000 300.00000000 NS 39834.34000000 0.001059097698 Long EC CORP JP N 2 N N N Valmet Oyj 213800D9O7FUQDH83V62 000000000 2778.00000000 NS 68459.15000000 0.001820161403 Long EC CORP FI N 2 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 1871167.00000000 NS USD 77915393.88000000 2.071579805833 Long EC RF US N 1 N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 7673.00000000 NS 233349.08000000 0.006204181455 Long EC CORP DE N 2 N N N Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 10122.00000000 NS USD 337062.60000000 0.008961670354 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 411.00000000 NS USD 32131.98000000 0.000854310779 Long EC CORP US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 2328.00000000 NS USD 357953.28000000 0.009517102453 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 38825.00000000 NS USD 12248511.00000000 0.325657957632 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -1.00000000 NC USD -18980.00000000 -0.00050463179 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3925.00000000 USD 2022-07-29 XXXX -9365.75000000 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 19779.00000000 NS USD 2588477.73000000 0.068821293537 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 58368.00000000 NS USD 1223393.28000000 0.032527035894 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 73167.00000000 NS USD 2642792.04000000 0.070265378232 Long EC CORP US N 1 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 96.00000000 NC USD -1026194.96000000 -0.02728401475 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Future CLQ2 COMDTY 2022-07-20 11196434.96000000 USD -1026194.96000000 N N N Aedifica SA 529900DTKNXL0AXQFN28 000000000 245.00000000 NS 23540.17000000 0.000625875560 Long EC BE N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 29.00000000 NC USD -303741.36000000 -0.00807574005 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CTN Number 2 Cotton Future CTZ2 COMDTY 2022-12-07 1738661.36000000 USD -303741.36000000 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 7562.00000000 NS USD 3673695.22000000 0.097674573040 Long EC CORP US N 1 N N N Synthomer PLC 213800EHT3TI1KPQQJ56 000000000 6680.00000000 NS 18324.37000000 0.000487200191 Long EC CORP GB N 2 N N N NTT Data Corp 353800SZGJGSLJRRWB43 000000000 3285.00000000 NS 45572.25000000 0.001211654694 Long EC CORP JP N 2 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 2522.00000000 NS USD 613602.60000000 0.016314192763 Long EC CORP US N 1 N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 50092.00000000 NS 358404.22000000 0.009529091845 Long EC CORP JP N 2 N N N Fuji Electric Co Ltd 5299000HVNGZZTYYM906 000000000 2500.00000000 NS 103359.56000000 0.002748077967 Long EC CORP JP N 2 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 297658.00000000 NS USD 9266093.54000000 0.246362769929 Long EC CORP US N 1 N N N Antofagasta PLC 213800MY6QVH4FVLD628 000000000 7190.00000000 NS 101529.62000000 0.002699424337 Long EC CORP GB N 2 N N N JGC Holdings Corp 5493003WMGG79YLARU68 000000000 1500.00000000 NS 19266.57000000 0.000512250986 Long EC CORP JP N 2 N N N Pets at Home Group Plc 2138003Y9ULD24PD3J93 000000000 16939.00000000 NS 63757.88000000 0.001695166129 Long EC CORP GB N 2 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 9856.00000000 NS USD 298735.36000000 0.007942642759 Long EC CORP US N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 26680.00000000 NS 245961.85000000 0.006539524169 Long EC CORP FR N 2 N N N SSE PLC 549300KI75VYLLMSK856 000000000 25447.00000000 NS 502204.87000000 0.013352399510 Long EC CORP GB N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 78.00000000 NC USD -376238.50000000 -0.01000326174 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Corn Future C U2 COMDTY 2022-09-14 2844938.50000000 USD -376238.50000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -64559.45000000 -0.00171647791 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 14300000.00000000 CHF 14938463.97000000 USD 2022-07-25 -64559.45000000 N N N IPG Photonics Corp 5493002KZ51CADQ94G15 44980X109 2045.00000000 NS USD 192495.85000000 0.005117993963 Long EC CORP US N 1 N N N Nitori Holdings Co Ltd N/A 000000000 300.00000000 NS 28548.83000000 0.000759043582 Long EC CORP JP N 2 N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 50946.00000000 NS 71783.76000000 0.001908554653 Long EC CORP GB N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 5034.00000000 NS 390238.65000000 0.010375491498 Long EC CORP DE N 2 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 14677.00000000 NS 1976106.71000000 0.052539845475 Long EP CORP DE N 2 N N N Nikon Corp 549300X7LIS9RFELXJ98 000000000 1700.00000000 NS 19604.08000000 0.000521224551 Long EC CORP JP N 2 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 62029.00000000 NS 770073.90000000 0.020474382029 Long EC CORP NL N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 41234.74000000 0.001096330910 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 103875100000.00000000 IDR 6983758.70000000 USD 2022-07-29 41234.74000000 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 7772.00000000 NS USD 357667.44000000 0.009509502667 Long EC CORP US N 1 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 5900.00000000 NS 63249.62000000 0.001681652738 Long EC CORP JP N 2 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 9957.00000000 NS USD 478433.85000000 0.012720386212 Long EC CORP US N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 38780.00000000 NS 771304.93000000 0.020507112106 Long EC CORP DE N 2 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 20500.00000000 NS 646263.76000000 0.017182573144 Long EC CORP NL N 2 N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 27223.00000000 NS 133345.45000000 0.003545329461 Long EC CORP GB N 2 N N N Inchcape PLC 213800RGEH1MPPNM2T57 000000000 8396.00000000 NS 71349.30000000 0.001897003424 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 2295976.26000000 OU Notional Amount USD 8177.51000000 0.000217419995 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-02-13 0.00000000 USD 0.00000000 USD 2295976.26000000 USD 8177.51000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -4.00000000 NC USD 11003.68000000 0.000292560945 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Future LMNM22 COMDTY 2022-08-15 -555227.68000000 USD 11003.68000000 N N N Mediclinic International PLC 2138002S5BSBIZTD5I60 000000000 4218.00000000 NS 23604.82000000 0.000627594445 Long EC CORP GB N 2 N N N Taylor Wimpey PLC 21380089BTRXTD8S3R66 000000000 47603.00000000 NS 67807.61000000 0.001802838547 Long EC CORP GB N 2 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 31912.00000000 NS USD 1193827.92000000 0.031740965264 Long EC CORP US N 1 N N N Veolia Environnement SA 969500LENY69X51OOT31 000000000 9755.00000000 NS 239127.14000000 0.006357805942 Long EC CORP FR N 2 N N N Knight-Swift Transportation Holdings Inc N/A 499049104 42003.00000000 NS USD 1944318.87000000 0.051694684536 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7122.54000000 -0.00018937092 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1860000.00000000 CAD 1437838.97000000 USD 2022-07-25 -7122.54000000 N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 13875.00000000 NS 93969.09000000 0.002498408331 Long EC CORP GB N 2 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 2117.00000000 NS USD 284694.16000000 0.007569321584 Long EC US N 1 N N N Unibail-Rodamco-Westfield N/A 000000000 1580.00000000 NS 80327.07000000 0.002135700376 Long EC FR N 2 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 21.00000000 NC 12720.13000000 0.000338197153 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng China Enterprises Index Future HCN2 Index 2022-07-28 7868637.68000000 HKD 12720.13000000 N N N Mitsui OSK Lines Ltd 353800P8O843TMAZ6S09 000000000 2000.00000000 NS 46009.06000000 0.001223268404 Long EC CORP JP N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -134.00000000 NC 213196.68000000 0.005668378416 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Future RXU2 Comdty 2022-09-08 -20143981.65000000 EUR 213196.68000000 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 6153.00000000 NS 367867.10000000 0.009780686686 Long EC CORP GB N 2 N N N Ryohin Keikaku Co Ltd 549300PMNF56J66BY371 000000000 2400.00000000 NS 23511.25000000 0.000625106648 Long EC CORP JP N 2 N N N Seibu Holdings Inc 353800JY9TYV9WTCN620 000000000 700.00000000 NS 7376.39000000 0.000196120173 Long EC CORP JP N 2 N N N Bouygues SA 969500MOCLNQFNZN0D63 000000000 5783.00000000 NS 178483.62000000 0.004745443030 Long EC CORP FR N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -40560.00000000 -0.00107839122 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3515.00000000 USD 2022-07-29 XXXX 31551.00000000 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 9241.00000000 NS 222810.49000000 0.005923986116 Long EC CORP JP N 2 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 2584.00000000 NS USD 168606.00000000 0.004482821267 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 9381.00000000 NS USD 321205.44000000 0.008540067243 Long EC CORP US N 1 N N N Japan Exchange Group Inc 353800578ADEGIJTVW07 000000000 1043.00000000 NS 15117.89000000 0.000401947729 Long EC CORP JP N 2 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 000000000 26501.00000000 NS 1427130.19000000 0.037943902156 Long EC CORP BE N 2 N N N IMI PLC 2138002W9Q21PF751R30 000000000 6666.00000000 NS 95608.36000000 0.002541992512 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -20.00000000 NC USD -50.00000000 -0.00000132937 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX Index 100.00000000 3740.00000000 USD 2022-06-30 XXXX 120170.11000000 N N N Coca-Cola Bottlers Japan Holdings Inc 353800XN1G90665VTQ16 000000000 500.00000000 NS 5976.87000000 0.000158910358 Long EC CORP JP N 2 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 3752.00000000 NS USD 224669.76000000 0.005973419559 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 11589.00000000 NS USD 331329.51000000 0.008809241509 Long EC US N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 26287.00000000 NS 684224.49000000 0.018191856134 Long EC CORP NL N 2 N N N Odakyu Electric Railway Co Ltd N/A 000000000 1200.00000000 NS 16190.13000000 0.000430455968 Long EC CORP JP N 2 N N N Virgin Money UK PLC 213800ZK9VGCYYR6O495 000000000 22351.00000000 NS 35813.51000000 0.000952193660 Long EC CORP GB N 2 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 6707.00000000 NS USD 223812.59000000 0.005950629505 Long EC CORP US N 1 N N N Indivior PLC 213800V3NCQTY7IED471 000000000 31950.00000000 NS 120256.36000000 0.003197322563 Long EC CORP GB N 1 N N N Wienerberger AG 529900VXIFBHO0SW2I31 000000000 4042.00000000 NS 87277.77000000 0.002320502494 Long EC CORP AT N 2 N N N Vistry Group PLC 2138001KOWN7CG9SLK53 000000000 4368.00000000 NS 44489.44000000 0.001182865424 Long EC CORP GB N 2 N N N Bandai Namco Holdings Inc N/A 000000000 600.00000000 NS 42355.77000000 0.001126136356 Long EC CORP JP N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 5263.00000000 NS 390769.90000000 0.010389616136 Long EC CORP FR N 2 N N N Capricorn Energy PLC 213800ZJEUQ8ZOC9AL24 000000000 15329.00000000 NS 40750.30000000 0.001083450835 Long EC CORP GB N 2 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 4709.00000000 NS USD 1067577.39000000 0.028384272377 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 17188.00000000 NS USD 474732.56000000 0.012621977962 Long EC CORP US N 1 N N N SUMCO Corp 353800SUSRUOM0V6KU92 000000000 4936.00000000 NS 64192.15000000 0.001706712306 Long EC CORP JP N 2 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 77388.00000000 NS USD 861328.44000000 0.022900617113 Long EC CORP US N 1 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 000000000 2087.00000000 NS 70192.28000000 0.001866241092 Long EC CORP IE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 813578.59000000 0.021631065359 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 72350000.00000000 EUR 76760875.63000000 USD 2022-07-25 813578.59000000 N N N Nabtesco Corp 529900DVHQXYRTGW7739 000000000 662.00000000 NS 15533.94000000 0.000413009481 Long EC CORP JP N 2 N N N Marshalls PLC 213800S21IFC367J5V62 000000000 222.00000000 NS 1212.48000000 0.000032236878 Long EC CORP GB N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 724.00000000 NC -114951.67000000 -0.00305628382 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long ICF FTSE 100 Index Future Z U2 INDEX 2022-09-16 51650471.65000000 GBP -114951.67000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -3.00000000 NC 5854.54000000 0.000155657903 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE S&P/TSX 60 Index Future PTU2 INDEX 2022-09-15 -693035.97000000 CAD 5854.54000000 N N N Teijin Ltd 3538000RF6UCIMPKCO54 000000000 1633.00000000 NS 17002.05000000 0.000452042936 Long EC CORP JP N 2 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 3210.00000000 NS USD 223704.90000000 0.005947766291 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 10995.00000000 NS USD 3518949.75000000 0.093560269374 Long EC US N 1 N N N Sopra Steria Group SACA 96950020QIOHAAK9V551 000000000 152.00000000 NS 22858.49000000 0.000607751355 Long EC CORP FR N 2 N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 000000000 101422.00000000 NS 252404.96000000 0.006710830709 Long EC CORP GB N 2 N N N Glanbia PLC 635400SRMCBHVMSKJS84 000000000 3616.00000000 NS 39262.08000000 0.001043882704 Long EC CORP IE N 2 N N N Antero Midstream Corp N/A 03676B102 26703.00000000 NS USD 241662.15000000 0.006425205660 Long EC CORP US N 1 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 6700.00000000 NS 23463.74000000 0.000623843473 Long EC CORP ES N 2 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 605.00000000 NS USD 235774.55000000 0.006268668772 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 2832.00000000 NS USD 696813.60000000 0.018526569786 Long EC CORP US N 1 N N N Japan Airport Terminal Co Ltd 353800W9WEQSGUY2EO26 000000000 200.00000000 NS 7946.44000000 0.000211276409 Long EC CORP JP N 2 N N N IG Group Holdings PLC 2138003A5Q1M7ANOUD76 000000000 23478.00000000 NS 198155.58000000 0.005268472345 Long EC CORP GB N 2 N N N Italian Derivatives Market N/A 000000000 -22.00000000 NC 61726.12000000 0.001641146599 N/A DE IT N 1 Italian Derivatives Market N/A Short MIL FTSE/MIB Index Future STU2 INDEX 2022-09-16 -2391781.78000000 EUR 61726.12000000 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 13315.00000000 NS USD 386933.90000000 0.010287626276 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -62.00000000 NC 33802.97000000 0.000898738317 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF 3 Month Euro Euribor Future ERU3 Comdty 2023-09-18 -15243181.28000000 EUR 33802.97000000 N N N Fuji Corp/Aichi 353800G4VS3QLM6BSX66 000000000 1000.00000000 NS 14751.49000000 0.000392206048 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -40.00000000 NC USD 399914.30000000 0.010632743373 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Future LAN22 COMDTY 2022-07-18 -2832414.30000000 USD 399914.30000000 N N N Sumitomo Osaka Cement Co Ltd 5299001WJ26J6HQN5D67 000000000 300.00000000 NS 7455.25000000 0.000198216868 Long EC CORP JP N 2 N N N Credit Saison Co Ltd 529900SV58ZWTGRH3A66 000000000 1029.00000000 NS 11808.43000000 0.000313957279 Long EC CORP JP N 2 N N N Kobe Steel Ltd 549300ZDCYYUPHEE5K87 000000000 4200.00000000 NS 19060.04000000 0.000506759858 Long EC CORP JP N 2 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 25492.00000000 NS USD 427245.92000000 0.011359424318 Long EC CORP US N 1 N N N Envista Holdings Corp 549300BX623VURJZ5269 29415F104 15702.00000000 NS USD 605155.08000000 0.016089593861 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 4220.00000000 NS USD 502095.60000000 0.013349494288 Long EC CORP US N 1 N N N Mebuki Financial Group Inc 353800K1RXV3E3JAE812 000000000 6343.00000000 NS 12509.84000000 0.000332606056 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -221.00000000 NC USD -35497.05000000 -0.00094377976 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDM3 Comdty 2023-06-19 -53280752.95000000 USD -35497.05000000 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 000000000 7379.00000000 NS 164416.50000000 0.004371432706 Long EC CORP CH N 2 N N N Leonardo SpA 529900X4EEX1U9LN3U39 000000000 13013.00000000 NS 132027.32000000 0.003510283607 Long EC CORP IT N 2 N N N ITV PLC ZLECI7ED2QMWFGYCXZ59 000000000 72736.00000000 NS 58084.24000000 0.001544317914 Long EC CORP GB N 2 N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 000000000 6824.00000000 NS 119797.66000000 0.003185126852 Long EC CORP JP N 2 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 000000000 9684.00000000 NS 116174.70000000 0.003088801204 Long EC CORP IT N 2 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 4725.00000000 NS USD 164997.00000000 0.004386866782 Long EC CORP US N 1 N N N Renishaw PLC 21380048ADXM6Z67CT18 000000000 713.00000000 NS 31051.91000000 0.000825594359 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 48923962.80000000 OU Notional Amount USD 619964.40000000 0.016483337469 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSMARB Index JPGSMARB Plantronics Inc 438.54000000 USD 17401.18000000 USD Sanderson Farms Inc 80.05000000 USD 17253.53000000 USD MoneyGram International Inc 1738.80000000 USD 17388.02000000 USD Sailpoint Technologies Holdings Inc 276.48000000 USD 17329.96000000 USD LHC Group Inc 110.75000000 USD 17248.48000000 USD Coherent Inc 64.91000000 USD 17281.56000000 USD Turning Point Therapeutics Inc 231.01000000 USD 17383.40000000 USD Meritor Inc 479.93000000 USD 17436.02000000 USD Sierra Oncology Inc 316.43000000 USD 17400.68000000 USD PS Business Parks Inc 93.03000000 USD 17410.35000000 USD ManTech International Corp/VA 182.09000000 USD 17380.74000000 USD South Jersey Industries Inc 511.86000000 USD 17475.04000000 USD Aerojet Rocketdyne Holdings Inc 432.22000000 USD 17547.94000000 USD Tower Semiconductor Ltd 372.57000000 USD 17205.46000000 USD Switch Inc 517.04000000 USD 17320.81000000 USD Alleghany Corp 20.85000000 USD 17371.97000000 USD Covetrus Inc 837.98000000 USD 17388.02000000 USD Nielsen Holdings PLC 726.32000000 USD 16865.07000000 USD Change Healthcare Inc 734.60000000 USD 16939.91000000 USD Meggitt PLC 20.06000000 USD 15828.92000000 USD Zendesk Inc 232.93000000 USD 17252.93000000 USD First Horizon Corp 778.68000000 USD 17022.04000000 USD Cornerstone Building Brands Inc 711.17000000 USD 17416.47000000 USD Twitter Inc 443.69000000 USD 16589.39000000 USD TEGNA Inc 814.05000000 USD 17070.55000000 USD VMware Inc 147.78000000 USD 16844.18000000 USD CDK Global Inc 317.65000000 USD 17397.55000000 USD American Campus Communities Inc 269.08000000 USD 17347.66000000 USD Black Knight Inc 259.64000000 USD 16977.79000000 USD Biohaven Pharmaceutical Holding Co Ltd 120.74000000 USD 17593.28000000 USD CMC Materials Inc 96.53000000 USD 16842.65000000 USD Uniti Group Ltd 3512.10000000 USD 17279.51000000 USD Shaw Communications Inc 457.88000000 USD 17367.30000000 USD Rogers Corp 66.75000000 USD 17494.16000000 USD Activision Blizzard Inc 222.89000000 USD 17354.59000000 USD Tenneco Inc 1005.67000000 USD 17257.29000000 USD Y equity-performance leg 2022-08-11 0.00000000 USD 0.00000000 USD 48923962.80000000 USD 619964.40000000 N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 000000000 13247.00000000 NS 82858.08000000 0.002202993743 Long EC CORP ES N 2 N N N Mitsubishi Chemical Holdings Corp 353800YNKX4RQUGAR072 000000000 25188.00000000 NS 136863.26000000 0.003638859427 Long EC CORP JP N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 1284.00000000 NS 121573.08000000 0.003232330928 Long EC CORP FR N 2 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 26090.00000000 NS USD 763393.40000000 0.020296763869 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 12857.00000000 NS USD 6113760.64000000 0.162549946150 Long EC CORP US N 1 N N N Mitsubishi Estate Co Ltd 353800KOFMRGOXSJ5Z65 000000000 3800.00000000 NS 55074.68000000 0.001464301073 Long EC CORP JP N 2 N N N NGK Spark Plug Co Ltd 549300RG3XQGTFM4HH31 000000000 1002.00000000 NS 18175.82000000 0.000483250610 Long EC CORP JP N 2 N N N Vanguard Real Estate ETF B1HNOZOSPCLXHIVBEI82 922908553 92700.00000000 NS USD 8445897.00000000 0.224555749461 Long EC RF US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 1107.00000000 NS USD 215034.75000000 0.005717248203 Long EC US N 1 N N N JTEKT Corp N/A 000000000 1400.00000000 NS 10524.94000000 0.000279832419 Long EC CORP JP N 2 N N N BAWAG Group AG 529900S9YO2JHTIIDG38 000000000 764.00000000 NS 32251.94000000 0.000857500222 Long EC CORP AT N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -15525.00000000 -0.00041277178 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX Index 100.00000000 3790.00000000 USD 2022-06-30 XXXX 70851.59000000 N N N FUJIFILM Holdings Corp 529900UBKMFM0ST6H474 000000000 6532.00000000 NS 350973.58000000 0.009331529297 Long EC CORP JP N 2 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 602.00000000 NS USD 231511.14000000 0.006155315125 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 000000000 4900.00000000 NS 145652.96000000 0.003872556058 Long EC CORP JP N 2 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 7026.00000000 NS USD 644073.42000000 0.017124337360 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 1834.00000000 NS USD 410650.94000000 0.010918204377 Long EC CORP US N 1 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 3488.00000000 NS USD 259960.64000000 0.006911717766 Long EC CORP US N 1 N N N YETI Holdings Inc 549300DSQICIGNT5GO63 98585X104 540.00000000 NS USD 23365.80000000 0.000621239488 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 30.00000000 0.000000797626 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3230.00000000 USD 2022-06-30 XXXX -6099.00000000 N N N Nihon M&A Center Holdings Inc N/A 000000000 2100.00000000 NS 22386.32000000 0.000595197510 Long EC CORP JP N 2 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 7294.00000000 NS USD 305108.02000000 0.008112076206 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -73516.52000000 -0.00195462450 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 19580000.00000000 CAD 15137422.36000000 USD 2022-07-25 -73516.52000000 N N N Sojitz Corp 5493004SE33MRLPB1W98 000000000 1300.00000000 NS 18426.33000000 0.000489911058 Long EC CORP JP N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 1166.00000000 NS USD 34385.34000000 0.000914222112 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 33286.00000000 NS USD 1277849.54000000 0.033974894691 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 11690.00000000 NS USD 744302.30000000 0.019789178201 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 30488.87000000 0.000810624502 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 80770000.00000000 CZK 3438914.87000000 USD 2022-07-25 30488.87000000 N N N APA Corp N/A 03743Q108 12786.00000000 NS USD 446231.40000000 0.011864201808 Long EC CORP US N 1 N N N Domino's Pizza Group PLC 213800Q6ZKHAOV48JL75 000000000 14936.00000000 NS 50763.02000000 0.001349664576 Long EC CORP GB N 1 N N N DiaSorin SpA 8156002878BDF0EE4348 000000000 669.00000000 NS 87980.52000000 0.002339186898 Long EC CORP IT N 2 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 1200.00000000 NS 37725.50000000 0.001003028799 Long EC CORP JP N 2 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 28400.00000000 NS USD 4148956.00000000 0.110310595081 Long EC CORP US N 1 N N N Danone SA 969500KMUQ2B6CBAF162 000000000 7572.00000000 NS 424048.57000000 0.011274414599 Long EC CORP FR N 2 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 9136.00000000 NS USD 573649.44000000 0.015251935931 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 278.00000000 NS USD 50665.50000000 0.001347071758 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 84165.00000000 NS USD 2436576.75000000 0.064782617905 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 8315.00000000 NS USD 460068.95000000 0.012232108427 Long EC CORP US N 1 N N N Telefonica SA 549300EEJH4FEPDBBR25 000000000 71721.00000000 NS 366173.84000000 0.009735667043 Long EC CORP ES N 2 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 18541.00000000 NS 371959.78000000 0.009889501040 Long EC CORP GB N 2 N N N F5 Inc 54930015FPK9KT966303 315616102 2708.00000000 NS USD 414432.32000000 0.011018742025 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 114704.00000000 NS USD 18496020.00000000 0.491763945637 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 246084.00000000 NS USD 12902184.12000000 0.343037527543 Long EC CORP US N 1 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 1019.00000000 NS 87208.98000000 0.002318673536 Long EC CORP JP N 2 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 1270.00000000 NS USD 212509.10000000 0.005650097345 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 3178.00000000 NS USD 223190.94000000 0.005934101351 Long EC CORP US N 1 N N N Oracle Corp Japan 529900MIMKY9RU60Z323 000000000 100.00000000 NS 5823.51000000 0.000154832891 Long EC CORP JP N 2 N N N Horiba Ltd 529900OOTWPYSNW0EC84 000000000 336.00000000 NS 14333.53000000 0.000381093514 Long EC CORP JP N 2 N N N Hera SpA 8156009414FD99443B48 000000000 27958.00000000 NS 81014.98000000 0.002153990221 Long EC CORP IT N 2 N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 581.00000000 NS USD 201397.84000000 0.005354676110 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 10549.00000000 NS USD 953207.64000000 0.025343460380 Long EC CORP US N 1 N N N Liontrust Asset Management PLC 549300XVXU6S7PLCL855 000000000 1011.00000000 NS 11253.04000000 0.000299190817 Long EC CORP GB N 2 N N N Tosoh Corp 529900YSLFVJF2MDBX02 000000000 1000.00000000 NS 12438.72000000 0.000330715149 Long EC CORP JP N 2 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 160849.00000000 NS USD 8163086.75000000 0.217036516437 Long EC CORP US N 1 N N N Associated British Foods PLC GBQKSY6W7G0OHCQ8OQ72 000000000 22910.00000000 NS 442061.57000000 0.011753336224 Long EC CORP GB N 2 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 5475.00000000 NS USD 1530864.75000000 0.040701950457 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 89660.00000000 NS USD 6264544.20000000 0.166558912317 Long EC CORP US N 1 N N N UCB SA 2138008J191VLSGY5A09 000000000 8308.00000000 NS 704013.69000000 0.018718002574 Long EC CORP BE N 2 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 6520.00000000 NS USD 175518.40000000 0.004666605081 Long EC CORP US N 1 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 6783.00000000 NS 199154.24000000 0.005295024272 Long EC CORP JE N 2 N N N Makita Corp 529900CDR9E94BCM6294 000000000 3500.00000000 NS 86752.87000000 0.002306546686 Long EC CORP JP N 2 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 77001.00000000 NS USD 7400566.11000000 0.196762957122 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 12270.00000000 0.000326229297 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3410.00000000 USD 2022-07-29 XXXX 4474.50000000 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 4448.00000000 NS USD 422960.32000000 0.011245480693 Long EC CORP US N 1 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -160.00000000 NC 69142.67000000 0.001838334528 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Short OML Stockholm OMXS30 Index Future QCM2 Index 2022-07-15 -30635312.20000000 SEK 69142.67000000 N N N Alten SA 969500Y7G9TY7Y24GN07 000000000 547.00000000 NS 59928.11000000 0.001593341909 Long EC CORP FR N 2 N N N Keikyu Corp N/A 000000000 1500.00000000 NS 16436.13000000 0.000436996507 Long EC CORP JP N 2 N N N Diploma PLC 2138008OGI7VYG8FGR19 000000000 113.00000000 NS 3077.51000000 0.000081823465 Long EC CORP GB N 2 N N N Nifco Inc/Japan 353800JMDOH68J9I5140 000000000 300.00000000 NS 7016.50000000 0.000186551578 Long EC CORP JP N 2 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 7220.00000000 NS USD 703733.40000000 0.018710550348 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 32814.00000000 NS 389195.68000000 0.010347761476 Long EC CORP IT N 2 N N N Man Group PLC/Jersey 2549003YWC1DW6LALB09 000000000 41555.00000000 NS 126856.29000000 0.003372798564 Long EC CORP JE N 2 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 1423.00000000 NS USD 230341.01000000 0.006124204229 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1310.00000000 NC USD 334050.00000000 0.008881572686 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased CBOE Volatility Index (VIX) VIX Index 100.00000000 32.50000000 USD 2022-08-17 XXXX -171161.86000000 N N N Eiffage SA 969500OQXKE5WDM9M994 000000000 2673.00000000 NS 241799.56000000 0.006428859056 Long EC CORP FR N 2 N N N Nissan Chemical Corp 3538002E4L1CUGJFFU25 000000000 500.00000000 NS 23078.68000000 0.000613605669 Long EC CORP JP N 2 N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 000000000 4400.00000000 NS 61578.46000000 0.001637220680 Long EC CORP JP N 2 N N N D'ieteren Group 549300DV5KJ23OKVTW34 000000000 423.00000000 NS 62158.03000000 0.001652630029 Long EC CORP BE N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 128465709.21000000 OU Notional Amount USD 457552.71000000 0.012165207758 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-02-09 0.00000000 USD 0.00000000 USD 128465709.21000000 USD 457552.71000000 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 1582.00000000 NS USD 272040.72000000 0.007232897555 Long EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 3002.00000000 NS 82473.62000000 0.002192771892 Long EC CORP IT N 2 N N N Harbour Energy PLC 213800YPC42DYBKVPF97 000000000 10703.00000000 NS 47546.96000000 0.001264157405 Long EC CORP GB N 2 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 24358.00000000 NS USD 4105784.48000000 0.109162769926 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 18164.00000000 NS USD 4898467.52000000 0.130238273704 Long EC CORP IE N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 138996068.14000000 OU Notional Amount USD 495058.39000000 0.013162392081 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-02-27 0.00000000 USD 0.00000000 USD 138996068.14000000 USD 495058.39000000 N N N BioMerieux 549300AK8Y0LBIQ4T071 000000000 433.00000000 NS 42457.57000000 0.001128842969 Long EC CORP FR N 2 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 20410.00000000 NS USD 448203.60000000 0.011916637783 Long EC CORP US N 1 N N N Softcat PLC 213800N42YZLR9GLVC42 000000000 167.00000000 NS 2688.23000000 0.000071473462 Long EC CORP GB N 2 N N N Aalberts NV 549300EMP9DT6Q35HZ31 000000000 3587.00000000 NS 139293.53000000 0.003703474364 Long EC CORP NL N 2 N N N Jacobs Engineering Group Inc 549300CZ8QS1GE53O776 469814107 2581.00000000 NS USD 328122.53000000 0.008723975752 Long EC CORP US N 1 N N N Ibstock PLC 2138003QHTNX34CN9V93 000000000 10795.00000000 NS 21748.80000000 0.000578247412 Long EC CORP GB N 2 N N N MonotaRO Co Ltd N/A 000000000 2206.00000000 NS 32899.60000000 0.000874719918 Long EC CORP JP N 2 N N N Finablr PLC 2138005C7F6N115PM802 000000000 16600.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 26337.00000000 NS USD 3337688.01000000 0.088740962926 Long EC CORP US N 1 N N N Moncler SpA 815600EBD7FB00525B20 000000000 340.00000000 NS 14649.24000000 0.000389487471 Long EC CORP IT N 2 N N N Red Electrica Corp SA 5493009HMD0C90GUV498 000000000 13193.00000000 NS 249737.82000000 0.006639917979 Long EC CORP ES N 2 N N N Allegro MicroSystems Inc N/A 01749D105 180.00000000 NS USD 3724.20000000 0.000099017371 Long EC CORP US N 1 N N N Food & Life Cos Ltd 529900CWF7GCVZKS5M87 000000000 1200.00000000 NS 25744.89000000 0.000684493674 Long EC CORP JP N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -19.00000000 NC 119711.29000000 0.003182830485 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 30 Year Euro BUXL Future UBU2 Comdty 2022-09-08 -3213513.78000000 EUR 119711.29000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -57.00000000 NC USD 268615.69000000 0.007141834382 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Future LAQ22 COMDTY 2022-08-15 -3743478.19000000 USD 268615.69000000 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 2488.00000000 NS USD 301844.16000000 0.008025298150 Long EC CORP US N 1 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -87.00000000 NC 114905.89000000 0.003055066649 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short 3 Month Euro Euribor Future ERH3 Comdty 2023-03-13 -21532310.76000000 EUR 114905.89000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 49890704.35000000 OU Notional Amount 1498250.31000000 0.039834812245 N/A DE DE N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 Euro STOXX Index SXXGT Index Y equity-performance leg 2022-09-16 0.00000000 EUR 0.00000000 EUR 49890704.35000000 EUR 1498250.31000000 N N N Konami Holdings Corp 353800FC4A5QCMIZFV94 000000000 300.00000000 NS 16620.44000000 0.000441896859 Long EC CORP JP N 2 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 34494.00000000 NS USD 1803001.38000000 0.047937398024 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 21186.00000000 NS USD 2997395.28000000 0.079693411313 Long EC CORP US N 1 N N N Assura PLC 21380026T19N2Y52XF72 000000000 63125.00000000 NS 50254.72000000 0.001336150122 Long EC GB N 1 N N N Trainline PLC 213800HO26VXTFJ4MO71 000000000 3631.00000000 NS 12729.65000000 0.000338450267 Long EC CORP GB N 1 N N N Tritax Big Box REIT PLC 213800L6X88MIYPVR714 000000000 34704.00000000 NS 76902.71000000 0.002044655017 Long EC GB N 2 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 000000000 7438.00000000 NS 359116.25000000 0.009548022982 Long EC CORP DE N 2 N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 4800.00000000 NS 186040.73000000 0.004946368106 Long EC CORP JP N 2 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 59.00000000 NS 4838.75000000 0.000128650530 Long EC CORP NL N 2 N N N Morgan Advanced Materials PLC I4K14LL95N2PHDL7EG85 000000000 2408.00000000 NS 8060.96000000 0.000214321215 Long EC CORP GB N 1 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 000000000 7739.00000000 NS 84552.62000000 0.002248047419 Long EC CORP AT N 2 N N N Sompo Holdings Inc 353800CWW4SRGEYEB512 000000000 591.00000000 NS 26103.25000000 0.000694021590 Long EC CORP JP N 2 N N N Bayer AG 549300J4U55H3WP1XT59 000000000 9780.00000000 NS 584025.96000000 0.015527822225 Long EC CORP DE N 2 N N N abrdn plc 0TMBS544NMO7GLCE7H90 000000000 32748.00000000 NS 63922.60000000 0.001699545631 Long EC CORP GB N 2 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 1474.00000000 NS USD 255134.66000000 0.006783406758 Long EC CORP US N 1 N N N CMC Markets PLC 213800VB75KAZBFH5U07 000000000 6168.00000000 NS 20572.76000000 0.000546979384 Long EC CORP GB N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 18925.00000000 NS USD 674865.50000000 0.017943023475 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 4650.00000000 NS USD 1835122.50000000 0.048791420063 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 5174.00000000 NS USD 285139.14000000 0.007581152515 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 6853.00000000 NS USD 599363.38000000 0.015935606720 Long EC CORP NL N 1 N N N Hermes International 969500Y4IJGHJE2MTJ13 000000000 33.00000000 NS 37139.11000000 0.000987438122 Long EC CORP FR N 2 N N N UNITE Group PLC/The 213800BBUUWVDH9YI827 000000000 7739.00000000 NS 100595.95000000 0.002674600334 Long EC GB N 2 N N N Sanofi 549300E9PC51EN656011 000000000 20037.00000000 NS 2020651.77000000 0.053724189699 Long EC CORP FR N 2 N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 000000000 10300.00000000 NS 113932.20000000 0.003029178612 Long EC CORP JP N 2 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 3367.00000000 NS USD 311918.88000000 0.008293160320 Long EC CORP US N 1 N N N Mitsubishi Electric Corp 549300TRXM9Y6561AX39 000000000 4475.00000000 NS 48102.46000000 0.001278926792 Long EC CORP JP N 2 N N N Nippon Shinyaku Co Ltd N/A 000000000 700.00000000 NS 42728.27000000 0.001136040220 Long EC CORP JP N 2 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 9833.00000000 NS USD 482701.97000000 0.012833865087 Long EC CORP US N 1 N N N Plus500 Ltd 549300X8NGW9C5OJZU13 000000000 2717.00000000 NS 55371.73000000 0.001472198906 Long EC CORP IL N 2 N N N Capgemini SE 96950077L0TN7BAROX36 000000000 3609.00000000 NS 622408.36000000 0.016548316389 Long EC CORP FR N 2 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -58.00000000 NC 21996.12000000 0.000584823046 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICF 3 Month Euro Euribor Future ERH4 COMDTY 2024-03-18 -14246214.67000000 EUR 21996.12000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 51196379.21000000 OU Notional Amount USD 182344.71000000 0.004848099972 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-01-12 0.00000000 USD 0.00000000 USD 51196379.21000000 USD 182344.71000000 N N N Savills PLC 213800WXICGMBWHTA933 000000000 3595.00000000 NS 44326.99000000 0.001178546276 Long EC CORP GB N 2 N N N Airtel Africa PLC 254900ZNZDQL6OWQH623 000000000 35775.00000000 NS 59431.73000000 0.001580144379 Long EC CORP GB N 2 N N N CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 000000000 -118.00000000 NC USD 86905.11000000 0.002310594375 N/A DE US N 1 CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Future UXU2 INDEX 2022-09-21 -3571397.91000000 USD 86905.11000000 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 6264.00000000 NS USD 478506.96000000 0.012722330029 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 -95.00000000 NC USD 888613.66000000 0.023626064395 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Silver Future SIU2 COMDTY 2022-09-28 -10500238.66000000 USD 888613.66000000 N N N RWE AG 529900GB7KCA94ACC940 000000000 8585.00000000 NS 317525.15000000 0.008442217331 Long EC CORP DE N 2 N N N IWG PLC 2138003LWDII27UTAG52 000000000 14618.00000000 NS 33469.99000000 0.000889885193 Long EC CORP JE N 2 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 21618.00000000 NS USD 1719495.72000000 0.045717186712 Long EC CORP US N 1 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 6098.00000000 NS 547365.12000000 0.014553100132 Long EC CORP FR N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -81.00000000 NC -4876.91000000 -0.00012966511 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange 10 Year Canadian Bond Future CNU2 Comdty 2022-09-20 -10045012.44000000 CAD -4876.91000000 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 8538.00000000 NS USD 304721.22000000 0.008101792140 Long EC CORP US N 1 N N N TOTO Ltd N/A 000000000 2300.00000000 NS 76156.19000000 0.002024806876 Long EC CORP JP N 2 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 2687.00000000 NS USD 255050.04000000 0.006781156919 Long EC US N 1 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 000000000 3113.00000000 NS 104976.74000000 0.002791074829 Long EC CORP IE N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -116.00000000 NC 167175.58000000 0.004444789897 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short 3 Month Euro Euribor Future ERZ2 Comdty 2022-12-19 -28833276.29000000 EUR 167175.58000000 N N N Omron Corp 549300ZHW0TR2QZ0NY83 000000000 2800.00000000 NS 142510.76000000 0.003789012643 Long EC CORP JP N 2 N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 003654100 657.00000000 NS USD 162614.07000000 0.004323510500 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 2393.00000000 NS USD 271629.43000000 0.007221962359 Long EC CORP US N 1 N N N NCC Group PLC 213800DJCGZRB6523934 000000000 3696.00000000 NS 8426.23000000 0.000224032852 Long EC CORP GB N 2 N N N Ninety One PLC 549300G0TJCT3K15ZG14 000000000 4408.00000000 NS 10608.31000000 0.000282049023 Long EC CORP GB N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 53371904.40000000 OU Notional Amount USD 2884834.98000000 0.076700708167 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSGLHN Index JPGSGLHN Moderna Inc 152.87000000 USD 21837.19000000 USD Daiichi Sankyo Co Ltd 5.93000000 USD 20391.17000000 USD Stryker Corp 148.67000000 USD 29575.70000000 USD Novo Nordisk A/S 100.97000000 USD 79481.53000000 USD Takeda Pharmaceutical Co Ltd 5.13000000 USD 19582.72000000 USD Merck & Co Inc 1117.10000000 USD 101845.87000000 USD Lonza Group AG 34.45000000 USD 17533.62000000 USD Bristol-Myers Squibb Co 940.51000000 USD 72419.51000000 USD Intuitive Surgical Inc 158.57000000 USD 31826.39000000 USD Vertex Pharmaceuticals Inc 112.98000000 USD 31836.66000000 USD Centene Corp 258.37000000 USD 21860.99000000 USD ResMed Inc 64.62000000 USD 13546.58000000 USD IDEXX Laboratories Inc 37.11000000 USD 13015.60000000 USD Danaher Corp 285.86000000 USD 72470.08000000 USD Regeneron Pharmaceuticals Inc 47.72000000 USD 28209.50000000 USD UnitedHealth Group Inc 411.40000000 USD 211309.86000000 USD IQVIA Holdings Inc 83.61000000 USD 18143.39000000 USD Johnson & Johnson 1129.47000000 USD 200492.89000000 USD Zoetis Inc 207.90000000 USD 35735.95000000 USD Alcon Inc 231.15000000 USD 15412.87000000 USD Wuxi Biologics Cayman Inc 182.86000000 USD 13129.00000000 USD AstraZeneca PLC 8.32000000 USD 89899.48000000 USD Becton Dickinson and Co 125.93000000 USD 31044.86000000 USD Thermo Fisher Scientific Inc 172.93000000 USD 93948.43000000 USD Agilent Technologies Inc 132.57000000 USD 15745.92000000 USD Bayer AG 455.12000000 USD 25814.63000000 USD Cigna Corp 140.16000000 USD 36933.71000000 USD Abbott Laboratories 773.48000000 USD 84038.36000000 USD Sanofi 533.39000000 USD 51386.61000000 USD CSL Ltd 146.77000000 USD 39489.03000000 USD Novartis AG 1111.89000000 USD 89896.48000000 USD HCA Healthcare Inc 100.51000000 USD 16891.37000000 USD Baxter International Inc 222.43000000 USD 14286.91000000 USD Dexcom Inc 173.39000000 USD 12922.65000000 USD AbbVie Inc 780.62000000 USD 119559.76000000 USD Amgen Inc 235.98000000 USD 57414.56000000 USD Edwards Lifesciences Corp 274.66000000 USD 26117.31000000 USD McKesson Corp 64.21000000 USD 20947.57000000 USD Gilead Sciences Inc 554.09000000 USD 34248.44000000 USD Elevance Health Inc 106.50000000 USD 51394.37000000 USD CVS Health Corp 579.27000000 USD 53675.18000000 USD Hoya Corp 1.19000000 USD 13736.49000000 USD GSK PLC 26.91000000 USD 47514.85000000 USD Roche Holding AG 324.99000000 USD 103524.12000000 USD Pfizer Inc 2478.61000000 USD 129953.57000000 USD Eli Lilly & Co 348.38000000 USD 112954.68000000 USD Boston Scientific Corp 631.51000000 USD 23536.47000000 USD Humana Inc 55.88000000 USD 26154.92000000 USD Medtronic PLC 592.62000000 USD 53188.02000000 USD Biogen Inc 64.70000000 USD 13193.91000000 USD Y equity-performance leg 2022-08-25 0.00000000 USD 0.00000000 USD 53371904.40000000 USD 2884834.98000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 16252841.16000000 OU Notional Amount 265063.36000000 0.007047386613 N/A DE GB N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 FTSE 100 Total Return Index TUKXG INDEX Y equity-performance leg 2022-12-15 0.00000000 GBP 0.00000000 GBP 16252841.16000000 GBP 265063.36000000 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 766.00000000 NS 51974.93000000 0.001381886300 Long EC CORP JP N 2 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 3416.00000000 NS USD 282093.28000000 0.007500170545 Long EC CORP US N 1 N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 000000000 5400.00000000 NS 73404.56000000 0.001951647762 Long EC CORP JP N 2 N N N Infrastrutture Wireless Italiane SpA 81560066183FE361C071 000000000 467.00000000 NS 4747.65000000 0.000126228404 Long EC CORP IT N 2 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 105454929.75000000 NS USD 105454929.75000000 2.803788725397 Long STIV RF US N 1 N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 7716427.00000000 NS USD 378567908.62000000 10.06519502220 Long EC RF US N 1 N N N Japan Steel Works Ltd/The 529900AWFTILIHHO0936 000000000 1100.00000000 NS 23956.78000000 0.000636952201 Long EC CORP JP N 2 N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 000000000 38370.00000000 NS 171716.32000000 0.004565517070 Long EC CORP LU N 2 N N N Primary Health Properties PLC 213800Y5CJHXOATK7X11 000000000 34452.00000000 NS 57244.62000000 0.001521994472 Long EC GB N 2 N N N PulteGroup Inc N/A 745867101 11007.00000000 NS USD 436207.41000000 0.011597688424 Long EC CORP US N 1 N N N GSK PLC 5493000HZTVUYLO1D793 000000000 46024.00000000 NS 991890.18000000 0.026371934532 Long EC CORP GB N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -93.00000000 NC 68531.55000000 0.001822086342 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE 3 Month Canadian Bank Acceptance Future BAZ2 Comdty 2022-12-19 -22455876.31000000 CAD 68531.55000000 N N N Chiba Bank Ltd/The FGJPAKKCTZVSKZXNBS63 000000000 9600.00000000 NS 52547.47000000 0.001397108739 Long EC CORP JP N 2 N N N Fresnillo PLC 549300JXWH1UV5J0XV81 000000000 5420.00000000 NS 50631.24000000 0.001346160868 Long EC CORP GB N 2 N N N Kainos Group PLC 213800H2PQMIF3OVZY47 000000000 84.00000000 NS 1140.39000000 0.000030320181 Long EC CORP GB N 2 N N N Lawson Inc 529900IWO8XQO92PR233 000000000 1031.00000000 NS 34312.37000000 0.000912282018 Long EC CORP JP N 2 N N N Klepierre SA 969500PB4U31KEFHZ621 000000000 5659.00000000 NS 109512.83000000 0.002911678370 Long EC FR N 2 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 1680.00000000 NS USD 393724.80000000 0.010468179702 Long EC CORP US N 1 N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 1200.00000000 NS 42165.18000000 0.001121069034 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2214.00000000 0.000058864846 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 219240000.00000000 TWD 7389780.23000000 USD 2022-07-29 2214.00000000 N N N Medipal Holdings Corp 353800PJDODZEA4NP730 000000000 770.00000000 NS 10862.05000000 0.000288795349 Long EC CORP JP N 2 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 10969.00000000 NS USD 457516.99000000 0.012164258051 Long EC CORP US N 1 N N N Casio Computer Co Ltd 353800JRMIABSXKHV344 000000000 1200.00000000 NS 11134.78000000 0.000296046573 Long EC CORP JP N 2 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 2395.00000000 NS USD 254684.30000000 0.006771432787 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 13220.00000000 NS USD 1005513.20000000 0.026734137323 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 114.00000000 NS USD 43944.72000000 0.001168382651 Long EC CORP US N 1 N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 000000000 15000.00000000 NS 58749.15000000 0.001561996246 Long EC CORP JP N 2 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 7207.00000000 NS USD 287126.88000000 0.007634001661 Long EC CORP US N 1 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 30.00000000 NC USD -938149.05000000 -0.02494308929 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Henry Hub Natural Gas Futures NGQ22 Comdty 2022-07-27 2615449.05000000 USD -938149.05000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -16.00000000 NC -184892.79000000 -0.00491584718 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBM2 COMDTY 2022-09-12 -2356673746.00000000 JPY -184892.79000000 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 1538.00000000 NS USD 343097.04000000 0.009122111358 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 7399.00000000 NS USD 311349.92000000 0.008278033065 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 24532.00000000 NS USD 4385340.32000000 0.116595476146 Long EC CORP US N 1 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 181761.00000000 NS 514276.86000000 0.013673364206 Long EC CORP ES N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 5954.00000000 NS USD 510436.42000000 0.013571256297 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 24.00000000 NC USD 21120.00000000 0.000561529157 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3230.00000000 USD 2022-07-29 XXXX 1069.74000000 N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 2134.00000000 NS USD 226033.28000000 0.006009672222 Long EC CORP US N 1 N N N United Internet AG 3VEKWPJHTD4NKMBVG947 000000000 1409.00000000 NS 40387.74000000 0.001073811251 Long EC CORP DE N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 4.00000000 NC USD -177852.32000000 -0.00472865830 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Future LNN2 COMDTY 2022-07-18 721476.32000000 USD -177852.32000000 N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 2358.00000000 NS 399966.92000000 0.010634142410 Long EC CORP DE N 2 N N N Yamazaki Baking Co Ltd N/A 000000000 1487.00000000 NS 18190.35000000 0.000483636927 Long EC CORP JP N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 56818.00000000 NS USD 7257931.32000000 0.192970646824 Long EC CORP US N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 529.00000000 NS 22848.93000000 0.000607497178 Long EC CORP GB N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 7149.00000000 NS 734892.14000000 0.019538985056 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -172.00000000 NC USD -135949.10000000 -0.00361455414 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDM4 Comdty 2024-06-17 -41604150.90000000 USD -135949.10000000 N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 4654.00000000 NS 210792.89000000 0.005604467517 Long EC CORP NL N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2.00000000 NC USD -9296.06000000 -0.00024715950 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYU2 Index 2022-09-16 180096.06000000 USD -9296.06000000 N N N Asics Corp 3538002LJMRZ83SU0B85 000000000 1800.00000000 NS 32602.11000000 0.000866810386 Long EC CORP JP N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 186050000.00000000 OU Notional Amount -1677823.78000000 -0.04460923172 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S17 2I666VDA0 Y sell protection 2027-06-20 2021173.37000000 EUR 0.00000000 EUR 186050000.00000000 EUR -2520289.43000000 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1404.00000000 NS USD 598314.60000000 0.015907722225 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 400.00000000 NS USD 859648.00000000 0.022855938322 Long EC CORP US N 1 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 3771.00000000 NS 571731.01000000 0.015200929568 Long EC CORP FR N 2 N N N Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 529900MUF4C20K50JS49 000000000 4422.00000000 NS 1046012.37000000 0.027810911226 Long EC CORP DE N 2 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 2520.00000000 NS USD 598953.60000000 0.015924711672 Long EC CORP US N 1 N N N Yamaha Corp 529900S5TENP3IJS7S02 000000000 400.00000000 NS 16489.97000000 0.000438427981 Long EC CORP JP N 2 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 3002.00000000 NS USD 504516.12000000 0.013413849996 Long EC CORP US N 1 N N N Five Below Inc 529900AAXP5Z6BGI7418 33829M101 274.00000000 NS USD 31079.82000000 0.000826336417 Long EC CORP US N 1 N N N Masimo Corp 549300Q4A8JK0PIYCU29 574795100 14372.00000000 NS USD 1877989.24000000 0.049931141863 Long EC CORP US N 1 N N N Hulic Co Ltd 3538002E12E7IHAKTB10 000000000 3200.00000000 NS 24819.99000000 0.000659902844 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1500.00000000 NC USD 330000.00000000 0.008773893089 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased VIX Securities JSC VIX Securities JSC 100.00000000 29.00000000 USD 2022-07-20 XXXX -145837.50000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 24391.00000000 NS 920909.85000000 0.024484741117 Long EC CORP DE N 2 N N N Mitsubishi HC Capital Inc 353800MZ3QX9RLMH7B09 000000000 3700.00000000 NS 17076.89000000 0.000454032748 Long EC CORP JP N 2 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 591.00000000 NS USD 292545.00000000 0.007778056223 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 40.00000000 NC USD -361754.45000000 -0.00961816626 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Future LAN22 COMDTY 2022-07-18 2794254.45000000 USD -361754.45000000 N N N Terumo Corp 353800JX1R4582QVK932 000000000 1600.00000000 NS 48401.68000000 0.001286882320 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -74.00000000 NC USD 354386.58000000 0.009422272621 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Future LLN2 COMDTY 2022-07-18 -3894361.58000000 USD 354386.58000000 N N N Morinaga Milk Industry Co Ltd 529900FB91P7MVO08949 000000000 400.00000000 NS 14324.82000000 0.000380861936 Long EC CORP JP N 2 N N N CyberAgent Inc 3538006T5KZABPGS8Q08 000000000 6500.00000000 NS 65120.51000000 0.001731395129 Long EC CORP JP N 2 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 4532.00000000 NS USD 320276.44000000 0.008515367404 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 80954.00000000 NS 438482.16000000 0.011658168465 Long EC CORP JE N 2 N N N Sundrug Co Ltd N/A 000000000 700.00000000 NS 15654.55000000 0.000416216206 Long EC CORP JP N 2 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 10354.00000000 NS USD 1125065.64000000 0.029912744375 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 171642.00000000 NS USD 3606198.42000000 0.095879998170 Long EC CORP US N 1 N N N Ajinomoto Co Inc 353800UT0TLROREPIC92 000000000 1300.00000000 NS 31701.29000000 0.000842859785 Long EC CORP JP N 2 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 8681.00000000 NS USD 567997.83000000 0.015101673440 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 4651.00000000 NS USD 563468.65000000 0.014981253619 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 15043.00000000 NS 422532.74000000 0.011234112386 Long EC CORP JP N 2 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 70.00000000 NS USD 280289.80000000 0.007452220422 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 2092.00000000 NS USD 254491.80000000 0.006766314682 Long EC CORP US N 1 N N N Clarkson PLC 2138007G6BGTEHI3OT22 000000000 622.00000000 NS 22708.81000000 0.000603771730 Long EC CORP GB N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1793.00000000 NS USD 584894.53000000 0.015550915378 Long EC CORP US N 1 N N N Idemitsu Kosan Co Ltd 549300P0R46FF6DUA630 000000000 1200.00000000 NS 28666.40000000 0.000762169481 Long EC CORP JP N 2 N N N Koito Manufacturing Co Ltd N/A 000000000 1900.00000000 NS 60347.50000000 0.001604492464 Long EC CORP JP N 2 N N N Brother Industries Ltd 549300O5FACQ67KI6R92 000000000 662.00000000 NS 11647.48000000 0.000309678012 Long EC CORP JP N 2 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 25746.00000000 NS USD 482737.50000000 0.012834809743 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 2240.00000000 NS USD 1048476.80000000 0.027876434393 Long EC CORP US N 1 N N N PVH Corp 123WALMHY1GZXG2YDL90 693656100 6147.00000000 NS USD 349764.30000000 0.009299377499 Long EC CORP US N 1 N N N Trustpilot Group PLC 2138002ILUNMGNPSGG46 000000000 5287.00000000 NS 6487.46000000 0.000172485698 Long EC CORP GB N 2 N N N Knorr-Bremse AG 5299001GRRO0Z25YZT52 000000000 3374.00000000 NS 193245.49000000 0.005137925058 Long EC CORP DE N 2 N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417106 7286.00000000 NS USD 313298.00000000 0.008329827748 Long EC US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 13450.00000000 NS USD 410494.00000000 0.010914031726 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 1524.00000000 NS USD 210083.40000000 0.005585603913 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 15288.00000000 NS USD 723581.04000000 0.019238250565 Long EC CORP US N 1 N N N TIS Inc 35380064HYEZXBQHDF07 000000000 1100.00000000 NS 28941.79000000 0.000769491428 Long EC CORP JP N 2 N N N Hoshizaki Corp 5299001QAMLGU3SRBG20 000000000 200.00000000 NS 5961.18000000 0.000158493200 Long EC CORP JP N 2 N N N Solvay SA 549300MMVL80RTBP3O28 000000000 1179.00000000 NS 96048.53000000 0.002553695556 Long EC CORP BE N 2 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 7355.00000000 NS USD 260514.10000000 0.006926432914 Long EC CORP US N 1 N N N Coats Group PLC 2138003SPYWGAITNFY17 000000000 29145.00000000 NS 22139.47000000 0.000588634372 Long EC CORP GB N 2 N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 000000000 9343.00000000 NS 106369.24000000 0.002828097999 Long EC CORP JP N 2 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 6202.00000000 NS USD 337264.76000000 0.008967045294 Long EC CORP US N 1 N N N Melrose Industries PLC 213800RGNXXZY2M7TR85 000000000 145049.00000000 NS 266056.12000000 0.007073781674 Long EC CORP GB N 2 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 12971.00000000 NS 560466.90000000 0.014901444426 Long EC CORP FR N 2 N N N UPM-Kymmene Oyj 213800EC6PW5VU4J9U64 000000000 11702.00000000 NS 358821.93000000 0.009540197733 Long EC CORP FI N 2 N N N Choice Hotels International Inc 5493003CYRY5RFGTIR97 169905106 2123.00000000 NS USD 236990.49000000 0.006300997643 Long EC CORP US N 1 N N N Rakuten Group Inc 529900IMXUCQKUL1H943 000000000 7500.00000000 NS 33912.04000000 0.000901638222 Long EC CORP JP N 2 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 2654.00000000 NS USD 806019.80000000 0.021430095615 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 377876.00000000 NS USD 51663206.72000000 1.373598340663 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -24.00000000 NC USD -145920.00000000 -0.00387965599 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3635.00000000 USD 2022-07-29 XXXX -22504.45000000 N N N Eurofins Scientific SE 529900JEHFM47DYY3S57 000000000 6282.00000000 NS 496140.59000000 0.013191165133 Long EC CORP LU N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 4.00000000 NC USD -163020.32000000 -0.00433431169 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Future LMNM22 COMDTY 2022-08-15 707244.32000000 USD -163020.32000000 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 47995.00000000 NS USD 12167692.40000000 0.323509188675 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -230.00000000 NC USD 87510.14000000 0.002326680644 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDH3 Comdty 2023-03-13 -55471510.14000000 USD 87510.14000000 N N N Dassault Systemes SE 96950065LBWY0APQIM86 000000000 7009.00000000 NS 259619.41000000 0.006902645294 Long EC CORP FR N 2 N N N voestalpine AG 529900ZAXBMQDIWPNB72 000000000 4136.00000000 NS 88395.61000000 0.002350223126 Long EC CORP AT N 2 N N N MatsukiyoCocokara & Co N/A 000000000 600.00000000 NS 24263.66000000 0.000645111390 Long EC CORP JP N 2 N N N Ultra Electronics Holdings PLC 213800E68EATZGAJIP64 000000000 708.00000000 NS 29839.26000000 0.000793352960 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -136800.00000000 -0.00363717749 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 3985.00000000 USD 2022-07-29 XXXX -80878.50000000 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 818.00000000 NS USD 195739.22000000 0.005204227241 Long EC CORP US N 1 N N N Nippon Electric Glass Co Ltd 529900NCIGSAX4V03234 000000000 497.00000000 NS 9518.92000000 0.000253084807 Long EC CORP JP N 2 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 4400.00000000 NS 138751.19000000 0.003689054869 Long EC CORP JP N 2 N N N Poste Italiane SpA 815600354DEDBD0BA991 000000000 12541.00000000 NS 117339.58000000 0.003119772515 Long EC CORP IT N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 4590.00000000 NS USD 2713286.70000000 0.072139658869 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 18111.51000000 0.000481540764 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3640000.00000000 NZD 2291032.02000000 USD 2022-07-25 18111.51000000 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 226.00000000 NS USD 25580.94000000 0.000680134644 Long EC CORP US N 1 N N N Anritsu Corp N/A 000000000 1200.00000000 NS 12991.89000000 0.000345422587 Long EC CORP JP N 2 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 199477.00000000 NS 310165.14000000 0.008246532661 Long EC CORP GB N 2 N N N ICU Medical Inc 5493003NRW7LS2QZRH60 44930G107 1900.00000000 NS USD 312341.00000000 0.008304383458 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -184.00000000 NC USD -130214.37000000 -0.00346208170 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDH4 COMDTY 2024-03-18 -44478285.63000000 USD -130214.37000000 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 2372.00000000 NS 92034.49000000 0.002446972047 Long EC CORP JP N 2 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 5300.00000000 NS 270503.66000000 0.007192030888 Long EC CORP JP N 2 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 3692.00000000 NS USD 907678.20000000 0.024132943898 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -134.00000000 NC 109514.15000000 0.002911713466 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE 3 Month Canadian Bank Acceptance Future BAU2 COMDTY 2022-09-19 -32483541.61000000 CAD 109514.15000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 31.00000000 NC USD -485942.98000000 -0.01292003561 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Future LXQ2 COMDTY 2022-08-15 2943274.23000000 USD -485942.98000000 N N N Sofina SA 5493000GMVR38VUO5D39 000000000 381.00000000 NS 78097.87000000 0.002076431399 Long EC CORP BE N 2 N N N Signature Bank/New York NY VLP5AP0XK2GM6GKD1007 82669G104 13401.00000000 NS USD 2401593.21000000 0.063852491117 Long EC CORP US N 1 N N N Bodycote PLC 213800V93QFW53NB7Y29 000000000 3785.00000000 NS 24356.34000000 0.000647575524 Long EC CORP GB N 2 N N N SPDR Bloomberg Convertible Securities ETF 549300IXKU3G7R6DMX93 78464A359 1149840.00000000 NS USD 74233670.40000000 1.973691780989 Long EC RF US N 1 N N IAC/InterActiveCorp 549300TO56L57RP6P031 44891N208 28589.00000000 NS USD 2171906.33000000 0.057745678605 Long EC CORP US N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 19021.00000000 NS USD 598210.45000000 0.015904953131 Long EC CORP US N 1 N N N ConvaTec Group PLC 213800LS272L4FIDOH92 000000000 43196.00000000 NS 118399.34000000 0.003147948942 Long EC CORP GB N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -21.00000000 NC USD -4998.00000000 -0.00013288459 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC Number 11 World Sugar Future SBV2 COMDTY 2022-09-30 -429416.40000000 USD -4998.00000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 53274.20000000 0.001416430712 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1731210000.00000000 HUF 4610236.35000000 USD 2022-07-25 53274.20000000 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 323.00000000 NS USD 67842.92000000 0.001803777354 Long EC CORP US N 1 N N N Drax Group PLC 549300YPSNTXR4ZHSR98 000000000 14133.00000000 NS 110936.99000000 0.002949543302 Long EC CORP GB N 2 N N N Edenred 9695006LOD5B2D7Y0N70 000000000 255.00000000 NS 12079.51000000 0.000321164634 Long EC CORP FR N 2 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 5852.00000000 NS USD 1022168.84000000 0.027176970065 Long EC US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 32464.00000000 NS USD 3106155.52000000 0.082585080156 Long EC CORP US N 1 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 10453.00000000 NS 234412.54000000 0.006232456256 Long EC CORP LU N 2 N N N Ashmore Group PLC 549300U3L59WB4YI2X12 000000000 27096.00000000 NS 73297.63000000 0.001948804755 Long EC CORP GB N 2 N N N Yokogawa Electric Corp 529900MV0U7C9WWF4L22 000000000 1444.00000000 NS 23888.40000000 0.000635134144 Long EC CORP JP N 2 N N N Royal Mail PLC 213800TCZZU84G8Z2M70 000000000 33941.00000000 NS 112122.72000000 0.002981068964 Long EC CORP GB N 2 N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496107 47840.00000000 NS USD 4194132.80000000 0.111511735727 Long EC CORP US N 1 N N N Sumitomo Forestry Co Ltd 549300FIIRGO6D5FWR19 000000000 1000.00000000 NS 14221.65000000 0.000378118898 Long EC CORP JP N 2 N N N Warehouses De Pauw CVA 549300HWDYC5JXC85138 000000000 121.00000000 NS 3818.05000000 0.000101512613 Long EC BE N 2 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 2747.00000000 NS USD 1248319.21000000 0.033189755424 Long EC CORP US N 1 N N N Sumitomo Chemical Co Ltd 353800RSAU9BD8U4DM91 000000000 7910.00000000 NS 30957.32000000 0.000823079442 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 38.00000000 NC USD -590683.29000000 -0.01570482435 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Future LXN2 COMDTY 2022-07-18 3613345.79000000 USD -590683.29000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5742.90000000 0.000152689668 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1170000.00000000 ILS 341173.42000000 USD 2022-07-25 5742.90000000 N N N K's Holdings Corp 3538003LJ09YLR6NHG27 000000000 900.00000000 NS 8786.53000000 0.000233612348 Long EC CORP JP N 2 N N N Redde Northgate PLC 213800B3ZUTDOZYVJB41 000000000 3612.00000000 NS 14837.31000000 0.000394487792 Long EC CORP GB N 2 N N N Prudential PLC 5493001Z3ZE83NGK8Y12 000000000 38597.00000000 NS 480117.01000000 0.012765137321 Long EC CORP GB N 2 N N N Segro PLC 213800XC35KGM9NFC641 000000000 1710.00000000 NS 20413.59000000 0.000542747443 Long EC GB N 2 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 36.00000000 NS USD 41355.72000000 0.001099547472 Long EC CORP US N 1 N N N Zeon Corp 529900UEFURDYZ4F4U10 000000000 600.00000000 NS 5820.35000000 0.000154748874 Long EC CORP JP N 2 N N N Kintetsu Group Holdings Co Ltd N/A 000000000 1000.00000000 NS 31111.67000000 0.000827183231 Long EC CORP JP N 2 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 38313.00000000 NS 492357.85000000 0.013090591326 Long EC CORP GB N 2 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 000000000 162.00000000 NS 23206.59000000 0.000617006483 Long EC CORP NL N 2 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 10071.00000000 NS USD 277254.63000000 0.007371522673 Long EC CORP US N 1 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 730673.00000000 NS USD 14810741.71000000 0.393781407087 Long EC RF US N 1 N N DCC PLC 213800UPS1QEE4TD3T45 000000000 3688.00000000 NS 229454.54000000 0.006100635160 Long EC CORP IE N 2 N N N Chrysalis Investments Ltd 213800F9SQ753JQHSW24 000000000 28414.00000000 NS 36067.16000000 0.000958937593 Long EC CORP GG N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -26.00000000 NC 292332.30000000 0.007772401050 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX DAX Index Future GXU2 INDEX 2022-09-16 -8580106.34000000 EUR 292332.30000000 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 4584.00000000 NS USD 775291.92000000 0.020613116421 Long EC CORP US N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 1502.00000000 NS USD 703732.06000000 0.018710514721 Long EC CORP US N 1 N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 131.00000000 NS USD 33450.85000000 0.000889376308 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 000000000 954.00000000 NS 37222.17000000 0.000989646485 Long EC CORP JP N 2 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 50508.00000000 NS USD 1926375.12000000 0.051217604100 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 18223.00000000 NS USD 603545.76000000 0.016046805978 Long EC US N 1 N N N Extra Space Storage Inc N/A 30225T102 6507.00000000 NS USD 1106970.84000000 0.029431647888 Long EC US N 1 N N N Daio Paper Corp 353800VL9DQ781ZR1G70 000000000 100.00000000 NS 1046.37000000 0.000027820419 Long EC CORP JP N 2 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 36.00000000 NC USD -608073.07000000 -0.01616717608 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBQ2 COMDTY 2022-07-29 5965996.27000000 USD -608073.07000000 N N N Computacenter PLC 549300XSXUZ1I19DB105 000000000 1037.00000000 NS 29696.72000000 0.000789563170 Long EC CORP GB N 2 N N N SEB SA 969500WP61NBK098AC47 000000000 1461.00000000 NS 140995.64000000 0.003748729307 Long EC CORP FR N 2 N N N Countryside Partnerships PLC 213800J3U1EMU8XMB493 000000000 23888.00000000 NS 72420.14000000 0.001925474442 Long EC CORP GB N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 3028117.94000000 OU Notional Amount USD -166556.01000000 -0.00442831704 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Alerian MLP Total Return Index AMZX Index Y equity-performance leg 2022-12-13 0.00000000 USD 0.00000000 USD 3028117.94000000 USD -166556.01000000 N N N Aurubis AG 5299005SHIN9ZK7GW242 000000000 3073.00000000 NS 209687.73000000 0.005575084015 Long EC CORP DE N 2 N N N Taisei Corp 529900TF7XJKIOWMLQ79 000000000 661.00000000 NS 20609.95000000 0.000547968175 Long EC CORP JP N 2 N N N Ackermans & van Haaren NV 5493005E2GHATS0Z6J59 000000000 161.00000000 NS 24086.69000000 0.000640406190 Long EC CORP BE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 35430.04000000 0.000941998130 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3390000.00000000 EUR 3593983.42000000 USD 2022-07-25 35430.04000000 N N N Yamato Holdings Co Ltd N/A 000000000 1202.00000000 NS 19235.80000000 0.000511432886 Long EC CORP JP N 2 N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 3753.00000000 NS 124639.86000000 0.003313869110 Long EC CORP GB N 2 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 2555.00000000 NS USD 4468669.45000000 0.118810993958 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 5307.00000000 NS USD 602928.27000000 0.016030388429 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -38125.15000000 -0.00101365451 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6746290000.00000000 KRW 5198290.94000000 USD 2022-07-29 -38125.15000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 17.00000000 NC USD 42.50000000 0.000001129971 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3690.00000000 USD 2022-06-30 XXXX -10610.70000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -21385.00000000 -0.00056857485 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2734200000.00000000 JPY 20161263.56000000 USD 2022-07-25 -21385.00000000 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 41922.00000000 NS USD 1483619.58000000 0.039445816910 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 158765.44000000 0.004221184838 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 35840000.00000000 ILS 10433833.80000000 USD 2022-07-25 158765.44000000 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 89045.00000000 NS USD 8118232.65000000 0.215843955594 Long EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 6175.00000000 NS USD 4057098.50000000 0.107868328764 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 15.00000000 0.000000398813 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3440.00000000 USD 2022-06-30 XXXX -2179.50000000 N N N Miura Co Ltd N/A 000000000 400.00000000 NS 7925.10000000 0.000210709030 Long EC CORP JP N 2 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 3665.00000000 NS USD 1147584.80000000 0.030511473776 Long EC CORP US N 1 N N N Cousins Properties Inc 5493007XPYD5EJABN062 222795502 6115.00000000 NS USD 178741.45000000 0.004752298099 Long EC US N 1 N N N Entain PLC 213800GNI3K45LQR8L28 000000000 6067.00000000 NS 92325.55000000 0.002454710621 Long EC CORP IM N 2 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 4478.00000000 NS USD 197793.26000000 0.005258839142 Long EC CORP US N 1 N N N Kawasaki Heavy Industries Ltd 5493008FFSI8SQ74AT93 000000000 1300.00000000 NS 24398.47000000 0.000648695658 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 636498.49000000 0.016922938493 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6051630000.00000000 CLP 7229970.61000000 USD 2022-07-01 636498.49000000 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 3972.00000000 NS USD 566208.60000000 0.015054102190 Long EC CORP US N 1 N N N Hino Motors Ltd 3538009ZU0PHKNHJM202 000000000 7800.00000000 NS 40150.86000000 0.001067513191 Long EC CORP JP N 2 N N N MEIJI Holdings Co Ltd 5299002D52YIP6DWMV49 000000000 400.00000000 NS 19655.13000000 0.000522581846 Long EC CORP JP N 2 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 4095.00000000 NS USD 544553.10000000 0.014478335396 Long EC CORP US N 1 N N N STERIS PLC N/A 000000000 10146.00000000 NS USD 2091597.90000000 0.055610473820 Long EC CORP IE N 1 N N N Investec PLC 2138007Z3U5GWDN3MY22 000000000 11121.00000000 NS 60557.85000000 0.001610085156 Long EC CORP GB N 2 N N N Glory Ltd 3538003FKID28TGG5U64 000000000 500.00000000 NS 7544.53000000 0.000200590604 Long EC CORP JP N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -81.00000000 NC 27264.36000000 0.000724892666 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE 3 Month Canadian Bank Acceptance Future BAH3 COMDTY 2023-03-13 -19522682.19000000 CAD 27264.36000000 N N N Davide Campari-Milano NV 213800ED5AN2J56N6Z02 000000000 9400.00000000 NS 99167.11000000 0.002636610973 Long EC CORP NL N 2 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 1686.00000000 NS USD 261110.82000000 0.006942298239 Long EC CORP US N 1 N N N Relo Group Inc 353800T595XRZDA8IB59 000000000 300.00000000 NS 4838.58000000 0.000128646010 Long EC CORP JP N 2 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 34853.00000000 NS USD 11300388.19000000 0.300449690449 Long EC CORP US N 1 N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 1500.00000000 NS 87467.91000000 0.002325557851 Long EC CORP JP N 2 N N N South African Futures Exchange N/A 000000000 -58.00000000 NC -14923.81000000 -0.00039678761 N/A DE ZA N 1 South African Futures Exchange N/A Short SAFEX FTSE/JSE Top 40 Index Future AIU2 Index 2022-09-15 -34532848.20000000 ZAR -14923.81000000 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 000000000 10923.00000000 NS 160986.90000000 0.004280248028 Long EC CORP DE N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 27.00000000 NC USD -93038.16000000 -0.00247365717 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Future LLQ2 COMDTY 2022-08-15 1384650.66000000 USD -93038.16000000 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 16414.00000000 NS USD 2676138.56000000 0.071151980660 Long EC CORP US N 1 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 8762.00000000 NS 411972.91000000 0.010953352327 Long EC CORP NL N 2 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 4231.00000000 NS USD 468117.84000000 0.012446108731 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 3731.00000000 NS USD 286316.94000000 0.007612467337 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 121004.00000000 NS USD 13626260.44000000 0.362288946392 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 338930.00000000 NS USD 35997755.30000000 0.957092292309 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 23126.00000000 NS USD 758070.28000000 0.020155235124 Long EC CORP US N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 30351.00000000 NS 738303.46000000 0.019629683713 Long EC CORP DE N 2 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 4059.00000000 NS USD 333162.72000000 0.008857982080 Long EC CORP US N 1 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 000000000 3678.00000000 NS 160394.79000000 0.004264505271 Long EC CORP IT N 2 N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 15815.00000000 NS 565363.62000000 0.015031636238 Long EC CORP GB N 2 N N N Zalando SE 529900YRFFGH5AXU4S86 000000000 5862.00000000 NS 154420.45000000 0.004105662179 Long EC CORP DE N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 26.00000000 NC USD -253271.98000000 -0.00673388265 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Wheat Future W U2 COMDTY 2022-09-14 1410271.98000000 USD -253271.98000000 N N N Howden Joinery Group PLC 213800KC1LJOJTY3JP45 000000000 17810.00000000 NS 131285.58000000 0.003490562554 Long EC CORP GB N 2 N N N TopBuild Corp 5493007YSKHOL4RWII46 89055F103 88.00000000 NS USD 14710.08000000 0.000391105058 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 4920.00000000 NS USD 291559.20000000 0.007751846212 Long EC CORP US N 1 N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 82162.00000000 NS 80234.29000000 0.002133233583 Long EC CORP GB N 2 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 000000000 900.00000000 NS 61708.44000000 0.001640676531 Long EC CORP JP N 2 N N N Catalent Inc N/A 148806102 8996.00000000 NS USD 965180.84000000 0.025661798491 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 1556.00000000 NS USD 326137.60000000 0.008671201317 Long EC CORP US N 1 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 73160049.69000000 OU Notional Amount USD 6164316.69000000 0.163894107901 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Russell 1000 Index Total Return Index RU10INTR INDEX Y equity-performance leg 2023-02-03 0.00000000 USD 0.00000000 USD 73160049.69000000 USD 6164316.69000000 N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 7359.00000000 NS USD 2950223.10000000 0.078439218392 Long EC CORP US N 1 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 1352.00000000 NS 61468.00000000 0.001634283819 Long EC CORP GB N 2 N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 200.00000000 NS 105055.38000000 0.002793165674 Long EC CORP JP N 2 N N N Elis SA 969500UX71LCE8MAY492 000000000 2240.00000000 NS 29972.05000000 0.000796883522 Long EC CORP FR N 2 N N N Graco Inc 4T5VJ4S81BRT6Q7GGT78 384109104 234.00000000 NS USD 13901.94000000 0.000369618591 Long EC CORP US N 1 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 681.00000000 NS USD 238847.13000000 0.006350361161 Long EC CORP US N 1 N N N Intertek Group PLC 2138003GAT25WW1RN369 000000000 1833.00000000 NS 94215.72000000 0.002504965620 Long EC CORP GB N 2 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 19224.00000000 NS USD 1066932.00000000 0.028367113035 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 37853.00000000 NS USD 2623212.90000000 0.069744816774 Long EC CORP US N 1 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 1950.00000000 NS USD 241975.50000000 0.006433536870 Long EC CORP US N 1 N N N SHIFT Inc 353800HJXMOPLJ7BO262 000000000 200.00000000 NS 26228.04000000 0.000697339451 Long EC CORP JP N 2 N N N Mitsubishi Motors Corp 5299006ZTN6MO1N5BR16 000000000 10400.00000000 NS 35080.86000000 0.000932714288 Long EC CORP JP N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 5077028.88000000 OU Notional Amount USD 2335.28000000 0.000062089385 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI Daily TR Net Growth World Free USD NDUGWI INDEX Y equity-performance leg 2022-10-13 0.00000000 USD 0.00000000 USD 5077028.88000000 USD 2335.28000000 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 27474.00000000 NS USD 2115498.00000000 0.056245919039 Long EC CORP US N 1 N N N Sharp Corp/Japan 353800YEPK9PD7QO3449 000000000 2400.00000000 NS 18564.18000000 0.000493576153 Long EC CORP JP N 2 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 7.00000000 NC -24029.48000000 -0.00063888511 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Future HIM2 Index 2022-07-28 7798954.56000000 HKD -24029.48000000 N N N American Express Co R4PP93JZOLY261QX3811 025816109 17232.00000000 NS USD 2388699.84000000 0.063509687936 Long EC CORP US N 1 N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618M106 9653.00000000 NS USD 171823.40000000 0.004568364066 Long EC CORP US N 1 N N N Teleperformance 9695004GI61FHFFNRG61 000000000 59.00000000 NS 18218.26000000 0.000484378986 Long EC CORP FR N 2 N N N Petrofac Ltd 2138004624W8CKCSJ177 000000000 17533.00000000 NS 23925.42000000 0.000636118415 Long EC CORP JE N 1 N N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867105 1322.00000000 NS USD 193342.50000000 0.005140504317 Long EC CORP US N 1 N N N Ulvac Inc N/A 000000000 443.00000000 NS 15088.82000000 0.000401174828 Long EC CORP JP N 2 N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 9188.00000000 NS 533623.62000000 0.014187747248 Long EC CORP DE N 2 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 7716.00000000 NS USD 803930.04000000 0.021374534007 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 10.00000000 0.000000265875 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX Index 100.00000000 3200.00000000 USD 2022-06-30 XXXX -6293.00000000 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 19694.00000000 NS USD 1246236.32000000 0.033134376472 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 15499.00000000 NS USD 792463.87000000 0.021069676583 Long EC CORP US N 1 N N N Keihan Holdings Co Ltd 353800ADZSZ9AD39RL13 000000000 300.00000000 NS 7476.81000000 0.000198790095 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -230.00000000 NC USD 206951.13000000 0.005502324513 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME 3 Month Eurodollar Future EDZ2 Comdty 2022-12-19 -55562201.13000000 USD 206951.13000000 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 48199.00000000 NS USD 2406094.08000000 0.063972158245 Long EC CORP US N 1 N N N Dowa Holdings Co Ltd 353800ZSQZKFE140A689 000000000 400.00000000 NS 13243.13000000 0.000352102444 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 49507474.63000000 OU Notional Amount USD 176329.38000000 0.004688167056 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Index NDDUWI INDEX Y equity-performance leg 2023-03-10 0.00000000 USD 0.00000000 USD 49507474.63000000 USD 176329.38000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -61.00000000 NC 49111.99000000 0.001305767726 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Future IRZ2 COMDTY 2022-12-08 -60547738.66000000 AUD 49111.99000000 N N N Kirin Holdings Co Ltd 353800GBVL72LLMTYM96 000000000 2300.00000000 NS 36333.18000000 0.000966010414 Long EC CORP JP N 2 N N N Pennon Group PLC 213800V1CCTS41GWH423 000000000 9677.00000000 NS 112602.95000000 0.002993837105 Long EC CORP GB N 2 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 2396.00000000 NS USD 301872.04000000 0.008026039411 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 20052.00000000 NS USD 1239414.12000000 0.032952990855 Long EC CORP US N 1 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 5135.00000000 NS 152926.34000000 0.004065937447 Long EC CORP JP N 2 N N N Future PLC 213800K2581YRLEXV353 000000000 6196.00000000 NS 131117.09000000 0.003486082817 Long EC CORP GB N 2 N N N Whitbread PLC 21380099VMZKRMN3EX36 000000000 2534.00000000 NS 76842.62000000 0.002043057371 Long EC CORP GB N 2 N N N Playtech Plc 21380068TTB6Z9ZEU548 000000000 5461.00000000 NS 36126.65000000 0.000960519287 Long EC CORP IM N 2 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 10619.00000000 NS USD 953692.39000000 0.025356348697 Long EC CORP US N 1 N N N Nippon Sanso Holdings Corp 353800F1K6653B4VPY57 000000000 600.00000000 NS 9606.71000000 0.000255418928 Long EC CORP JP N 2 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 83764.00000000 NS 547190.12000000 0.014548447310 Long EC CORP GB N 2 N N N Valeo 5493006IH2N2WMIBB742 000000000 6668.00000000 NS 129932.40000000 0.003454584807 Long EC CORP FR N 2 N N N 2022-07-29 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President