0001752724-23-043635.txt : 20230227
0001752724-23-043635.hdr.sgml : 20230227
20230227164837
ACCESSION NUMBER: 0001752724-23-043635
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
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: 23675971
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
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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
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C/O GOLDMAN SACHS & CO
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Goldman Sachs Absolute Return Tracker Fund
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2022-12-31
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0.00000000
235147075.58000000
AUD
CAD
EUR
USD
N
Nagoya Railroad Co Ltd
353800P62OOYUY3I8T51
Nagoya Railroad Co Ltd
000000000
200.00000000
NS
3296.86000000
0.000094356797
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN23
000000000
26.00000000
NC
USD
-77961.08000000
-0.00223126181
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAF23 Comdty
2023-01-16
1605142.58000000
USD
-77961.08000000
N
N
N
LondonMetric Property PLC
213800OCERWWPQDURL87
LondonMetric Property PLC
000000000
16076.00000000
NS
33369.80000000
0.000955050398
Long
EC
GB
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2977.00000000
NS
USD
291239.91000000
0.008335344895
Long
EC
CORP
US
N
1
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
3049.00000000
NS
66543.95000000
0.001904501254
Long
EC
CORP
DE
N
2
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
18602.00000000
NS
USD
2321529.60000000
0.066442644833
Long
EC
CORP
US
N
1
N
N
N
Balfour Beatty PLC
CT4UIJ3TUKGYYHMENQ17
Balfour Beatty PLC
000000000
12827.00000000
NS
52352.31000000
0.001498333658
Long
EC
CORP
GB
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
441.00000000
NS
22546.71000000
0.000645291382
Long
EC
CORP
DE
N
2
N
N
N
Firstgroup PLC
549300DEJZCPWA4HKM93
Firstgroup PLC
000000000
5431.00000000
NS
6623.78000000
0.000189573917
Long
EC
CORP
GB
N
2
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
924.00000000
NS
19542.53000000
0.000559311145
Long
EC
CORP
GB
N
2
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN23
000000000
35.00000000
NC
-328584.69000000
-0.00940416002
N/A
DE
NL
N
1
Euronext Eqf, Equities And Indices Derivatives
N/A
Long
Euronext Amsterdam Index Futures
EOF3 Index
2023-01-20
5134509.55000000
EUR
-328584.69000000
N
N
N
UK Commercial Property REIT Ltd
213800JN4FQ1A9G8EU25
UK Commercial Property REIT Ltd
000000000
15543.00000000
NS
10973.87000000
0.000314074370
Long
EC
GG
N
2
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
300.00000000
NS
7408.72000000
0.000212039058
Long
EC
CORP
JP
N
2
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
3380.00000000
NS
USD
114345.40000000
0.003272588383
Long
EC
CORP
US
N
1
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
4430.00000000
NS
107129.18000000
0.003066058713
Long
EC
CORP
NL
N
2
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
22.00000000
NS
289.81000000
0.000008294420
Long
EC
CORP
GB
N
2
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
400.00000000
NS
USD
95088.00000000
0.002721437715
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
453.00000000
NS
USD
98708.70000000
0.002825062879
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
56830.00000000
NS
USD
1520770.80000000
0.043524766661
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
901.00000000
NS
655650.81000000
0.018764858265
Long
EC
CORP
FR
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
18739.00000000
NS
93410.26000000
0.002673420459
Long
EC
CORP
PT
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
144602.00000000
NS
USD
6888839.28000000
0.197159967976
Long
EC
CORP
US
N
1
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
4000.00000000
NS
29984.19000000
0.000858153558
Long
EC
CORP
JP
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
769.00000000
NS
USD
96171.14000000
0.002752437400
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
679.00000000
NS
34928.40000000
0.000999657844
Long
EC
CORP
AT
N
2
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
43975.00000000
NS
USD
5830645.25000000
0.166874241661
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
7958.00000000
NS
USD
304791.40000000
0.008723191269
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
7199.00000000
NS
USD
362757.61000000
0.010382195877
Long
EC
CORP
US
N
1
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
44300.00000000
NS
USD
3747337.00000000
0.107249539855
Long
EC
RF
US
N
1
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
3546.00000000
NS
130421.10000000
0.003732678155
Long
EC
CORP
BE
N
2
N
N
N
Aozora Bank Ltd
X0XUGKC9FD2CYUQNC010
Aozora Bank Ltd
000000000
300.00000000
NS
5896.40000000
0.000168756155
Long
EC
CORP
JP
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
4912.00000000
NS
50583.54000000
0.001447711105
Long
EC
CORP
GB
N
2
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
17040.00000000
NS
USD
161539.20000000
0.004623284446
Long
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
46741.00000000
NS
63113.16000000
0.001806311353
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-51476.45000000
-0.00147326636
N/A
DFE
PH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4329362.55000000
USD
238050000.00000000
PHP
2023-01-03
-51476.45000000
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
29724.00000000
NS
138088.70000000
0.003952126412
Long
EC
CORP
FI
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
3129.00000000
NS
USD
770516.25000000
0.022052330298
Long
EC
CORP
US
N
1
N
N
N
Victrex PLC
213800UYNPHAUNHPXL67
Victrex PLC
000000000
434.00000000
NS
8353.94000000
0.000239091445
Long
EC
CORP
GB
N
2
N
N
N
Jupiter Fund Management PLC
5493003DJ1G01IMQ7S28
Jupiter Fund Management PLC
000000000
10743.00000000
NS
17247.73000000
0.000493633507
Long
EC
CORP
GB
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
719.00000000
NS
10460.76000000
0.000299389058
Long
EC
CORP
JP
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
1247.00000000
NS
39121.82000000
0.001119674369
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-51692.06000000
-0.00147943717
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
15690000.00000000
CAD
11537686.87000000
USD
2023-01-25
-51692.06000000
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
8242.00000000
NS
USD
2199295.28000000
0.062944273970
Long
EC
CORP
IE
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
6057.00000000
NS
USD
192854.88000000
0.005519545516
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
6705.00000000
NS
USD
395595.00000000
0.011322008594
Long
EC
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1034.00000000
NS
370272.87000000
0.010597284132
Long
EC
CORP
FR
N
2
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
391473.00000000
NS
90724.35000000
0.002596549173
Long
EC
CORP
IT
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR23
000000000
4.00000000
NC
-13429.69000000
-0.00038436043
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMH3 Comdty
2023-03-15
482272.68000000
AUD
-13429.69000000
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
11.00000000
NS
USD
1536.92000000
0.000043986960
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR FEB23
000000000
-25.00000000
NC
USD
198790.94000000
0.005689436750
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGG23 Comdty
2023-01-27
-1307040.94000000
USD
198790.94000000
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
9248.00000000
NS
USD
878097.60000000
0.025131330208
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
119643.00000000
NS
USD
4024790.52000000
0.115190315492
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
3274.00000000
NS
USD
103294.70000000
0.002956315123
Long
EC
CORP
US
N
1
N
N
N
Capital & Counties Properties PLC
549300TTXXZ1SHUI0D54
Capital & Counties Properties PLC
000000000
5780.00000000
NS
7441.93000000
0.000212989535
Long
EC
GB
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
1250.00000000
NS
USD
83562.50000000
0.002391575583
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES105503 TRS USD R E NDUGWI INDEX / Short: ES105503 TRS USD P V 00MSOFR US0001M + 18 BPS
000000000
45700270.88000000
OU
Notional Amount
USD
-1227713.69000000
-0.03513741313
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
45700270.88000000
USD
-1227713.69000000
N
N
N
Kyushu Railway Co
5299002CCI6HLWAN3K50
Kyushu Railway Co
000000000
300.00000000
NS
6643.07000000
0.000190126001
Long
EC
CORP
JP
N
2
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
422.00000000
NS
23931.16000000
0.000684914620
Long
EC
CORP
FR
N
2
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
000000000
200.00000000
NS
13019.51000000
0.000372620999
Long
EC
CORP
JP
N
2
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
2248.00000000
NS
USD
233612.16000000
0.006686027081
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
926.00000000
NS
23619.25000000
0.000675987693
Long
EC
CORP
JP
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
1616.00000000
NS
104046.61000000
0.002977834938
Long
EC
CORP
BE
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110511 TRS USD R E JPGSGLTN INDEX / Short: ES110511 TRS USD P V 01MSOFR US0001M - 7 BPS
000000000
31637922.26000000
OU
Notional Amount
USD
-1170045.82000000
-0.03348694707
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPGSGLTN Index
JPGSGLTN
JPGSGLTN Index
Y
equity-performance leg
2023-11-22
0.00000000
USD
0.00000000
USD
31637922.26000000
USD
-1170045.82000000
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1572.00000000
NS
USD
272757.72000000
0.007806380894
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
4.00000000
NS
USD
1860.68000000
0.000053253036
Long
EC
CORP
US
N
1
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
500.00000000
NS
11300.63000000
0.000323426307
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES109504 TRS USD R E NDUGWI INDEX / Short: ES109504 TRS USD P V 01MSOFR SOFRRATE - 14 BPS
000000000
52251042.62000000
OU
Notional Amount
USD
-1403696.72000000
-0.04017408290
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
2023-10-13
0.00000000
USD
0.00000000
USD
52251042.62000000
USD
-1403696.72000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
100.00000000
NS
USD
138749.00000000
0.003971024331
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
13479.00000000
NS
USD
150021.27000000
0.004293638969
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
390.00000000
NS
15693.03000000
0.000449137680
Long
EC
CORP
FR
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
715.00000000
NS
81704.27000000
0.002338392667
Long
EC
CORP
DE
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
25893.00000000
NS
USD
3358581.03000000
0.096123265677
Long
EC
CORP
US
N
1
N
N
N
LXI REIT Plc
2138008YZGXOKAXQVI45
LXI REIT Plc
000000000
32074.00000000
NS
43830.06000000
0.001254425146
Long
EC
GB
N
2
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
493.00000000
NS
USD
86551.08000000
0.002477109345
Long
EC
CORP
US
N
1
N
N
N
Greggs PLC
213800I71QMUFJ64IW20
Greggs PLC
000000000
964.00000000
NS
27085.66000000
0.000775197045
Long
EC
CORP
GB
N
2
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
13152.00000000
NS
USD
3798034.56000000
0.108700514235
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
14999.00000000
NS
USD
999683.35000000
0.028611138867
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES110221 TRS USD R E NDUGWI INDEX / Short: ES110221 TRS USD P V 01MSOFR US0001M + 9 BPS
000000000
77777193.00000000
OU
Notional Amount
USD
-2089443.30000000
-0.05980028817
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
2023-11-10
0.00000000
USD
0.00000000
USD
77777193.00000000
USD
-2089443.30000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
28092.00000000
NS
USD
5817010.44000000
0.166484010652
Long
EC
CORP
US
N
1
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
2832.00000000
NS
32443.24000000
0.000928532064
Long
EC
CORP
JP
N
2
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
16.00000000
NS
USD
677.28000000
0.000019383890
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
77767.00000000
NS
USD
13737540.55000000
0.393171178021
Long
EC
CORP
US
N
1
N
N
N
Interpump Group SpA
815600C79D0F31F4D395
Interpump Group SpA
000000000
1008.00000000
NS
45508.25000000
0.001302455282
Long
EC
CORP
IT
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1608.00000000
NS
USD
423756.24000000
0.012127988956
Long
EC
CORP
US
N
1
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
000000000
800.00000000
NS
9201.97000000
0.000263362235
Long
EC
CORP
JP
N
2
N
N
N
Encavis AG
391200ECRGNL09Y2KJ67
Encavis AG
000000000
8.00000000
NS
158.19000000
0.000004527429
Long
EC
CORP
DE
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
1333.00000000
NS
USD
80059.98000000
0.002291332755
Long
EC
CORP
US
N
1
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
53320.00000000
NS
59557.08000000
0.001704535627
Long
EC
CORP
GB
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
22259.00000000
NS
USD
3156771.38000000
0.090347432839
Long
EC
CORP
US
N
1
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
200.00000000
NS
4088.83000000
0.000117023138
Long
EC
CORP
JP
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
269.00000000
NS
20774.97000000
0.000594583826
Long
EC
CORP
NL
N
2
N
N
N
Moneysupermarket.com Group PLC
54930016B7VO33FBE722
Moneysupermarket.com Group PLC
000000000
6574.00000000
NS
15325.41000000
0.000438616321
Long
EC
CORP
GB
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
31774.00000000
NS
USD
16845939.32000000
0.482134177018
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
12296.00000000
NS
59621.30000000
0.001706373616
Long
EC
CORP
IT
N
2
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
000000000
1804.00000000
NS
13730.50000000
0.000392969676
Long
EC
CORP
JP
N
2
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
46459.00000000
NS
268065.72000000
0.007672094909
Long
EC
CORP
GB
N
2
N
N
N
TOPPAN INC
3538003H9W4KIDODQY20
TOPPAN INC
000000000
400.00000000
NS
5906.99000000
0.000169059243
Long
EC
CORP
JP
N
2
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
736.00000000
NS
USD
103282.88000000
0.002955976832
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
3362.00000000
NS
47402.50000000
0.001356669099
Long
EC
CORP
FI
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
2523.00000000
NS
USD
129984.96000000
0.003720195741
Long
EC
CORP
US
N
1
N
N
N
Frasers Group PLC
213800JEGHHEAXIJDX34
Frasers Group PLC
000000000
1164.00000000
NS
9979.30000000
0.000285609576
Long
EC
CORP
GB
N
2
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790R104
3171.00000000
NS
USD
259926.87000000
0.007439159382
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
5513.00000000
NS
USD
1959430.46000000
0.056079294500
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003093 CDS EUR R F 1.00000 2 CCPCDX / Short: SX003093 CDS EUR P V 03MEVENT 1 CCPCDX
000000000
94850000.00000000
OU
Notional Amount
433958.50000000
0.012419979692
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S38
2I666VDB8
Y
sell protection
2027-12-20
0.00000000
EUR
-946861.58000000
EUR
94850000.00000000
EUR
1365128.99000000
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
2125.00000000
NS
USD
78412.50000000
0.002244181546
Long
EC
CORP
US
N
1
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT JAN23
000000000
97.00000000
NC
-272906.24000000
-0.00781063156
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Futures
CFF3 Index
2023-01-20
6531330.46000000
EUR
-272906.24000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
2123.00000000
NS
USD
299109.47000000
0.008560573288
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 IND FUTURE JAN23
000000000
244.00000000
NC
-242267.97000000
-0.00693375810
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Futures
QCF3 Index
2023-01-20
52352829.96000000
SEK
-242267.97000000
N
N
N
Hilton Food Group PLC
213800JY7VJFS2OOX355
Hilton Food Group PLC
000000000
720.00000000
NS
4819.93000000
0.000137947367
Long
EC
CORP
GB
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
2167.00000000
NS
USD
97471.66000000
0.002789658545
Long
EC
CORP
IE
N
1
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
6890.00000000
NS
13014.14000000
0.000372467308
Long
EC
CORP
GB
N
2
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
8007.00000000
NS
49534.78000000
0.001417695382
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
56591.64000000
0.001619664137
N/A
DFE
MX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4417382.57000000
USD
87640000.00000000
MXN
2023-01-25
56591.64000000
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
1893.00000000
NS
USD
240145.98000000
0.006873026325
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
23.00000000
NS
USD
1751.22000000
0.000050120269
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
11696.00000000
NS
USD
482927.84000000
0.013821492068
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
1600.00000000
NS
USD
141584.00000000
0.004052162602
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
10890.00000000
NS
USD
198198.00000000
0.005672466687
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR23
000000000
791.00000000
NC
-297631.74000000
-0.00851828035
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H3 Index
2023-03-17
59302250.26000000
GBP
-297631.74000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
26193.00000000
NS
USD
3048603.27000000
0.087251639740
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
1077.00000000
NS
USD
151016.94000000
0.004322135245
Long
EC
CORP
US
N
1
N
N
N
Ashland Inc
529900E4L9R04SB8HB11
Ashland Inc
044186104
1130.00000000
NS
USD
121508.90000000
0.003477609196
Long
EC
CORP
US
N
1
N
N
N
RS GROUP PLC
549300KVXDURRKVW7R37
RS GROUP PLC
000000000
10133.00000000
NS
109103.48000000
0.003122563576
Long
EC
CORP
GB
N
2
N
N
N
Molten Ventures PLC
213800IPCR3SAYJWSW10
Molten Ventures PLC
000000000
1391.00000000
NS
5945.59000000
0.000170163983
Long
EC
CORP
GB
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
4553.00000000
NS
USD
575317.08000000
0.016465690729
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JAN23
000000000
4.00000000
NC
USD
119987.68000000
0.003434071573
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNF3 Comdty
2023-01-16
597636.32000000
USD
119987.68000000
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
4828.00000000
NS
USD
404827.80000000
0.011586253190
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
3554.00000000
NS
USD
316803.56000000
0.009066981708
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
9215.00000000
NS
USD
249450.05000000
0.007139310683
Long
EC
CORP
US
N
1
N
N
N
Rohto Pharmaceutical Co Ltd
N/A
Rohto Pharmaceutical Co Ltd
000000000
400.00000000
NS
7026.09000000
0.000201088111
Long
EC
CORP
JP
N
2
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
127719.00000000
NS
344185.72000000
0.009850664643
Long
EC
CORP
GB
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
3861.00000000
NS
153647.43000000
0.004397420399
Long
EC
CORP
IE
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
311.00000000
NS
USD
86734.79000000
0.002482367162
Long
EC
CORP
US
N
1
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
3177.00000000
NS
17409.61000000
0.000498266545
Long
EC
CORP
GB
N
2
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
9441.00000000
NS
69723.60000000
0.001995503478
Long
EC
CORP
IT
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
400.00000000
NS
12608.14000000
0.000360847506
Long
EC
CORP
JP
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
12288.00000000
NS
USD
1375027.20000000
0.039353555468
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
24921.00000000
NS
205425.26000000
0.005879312324
Long
EC
CORP
DE
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
60645.00000000
NS
USD
9800838.45000000
0.280501970855
Long
EC
CORP
US
N
1
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
316.00000000
NS
9883.22000000
0.000282859747
Long
EC
CORP
GB
N
2
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
8.00000000
NS
USD
1799.76000000
0.000051509493
Long
EC
CORP
US
N
1
N
N
N
Gaztransport Et Technigaz SA
969500BVOHVZUUFWDT54
Gaztransport Et Technigaz SA
000000000
209.00000000
NS
22336.12000000
0.000639264254
Long
EC
CORP
FR
N
2
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
883.00000000
NS
USD
124405.87000000
0.003560521061
Long
EC
CORP
US
N
1
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
400.00000000
NS
6418.26000000
0.000183691894
Long
EC
CORP
JP
N
2
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
798.00000000
NS
24839.83000000
0.000710920938
Long
EC
CORP
JP
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
2913.00000000
NS
186089.10000000
0.005325907530
Long
EC
CORP
FR
N
2
N
N
N
Tokyo Century Corp
35380096ZLHOF84DXR74
Tokyo Century Corp
000000000
200.00000000
NS
6741.44000000
0.000192941370
Long
EC
CORP
JP
N
2
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
1917.00000000
NS
USD
100853.37000000
0.002886443766
Long
EC
CORP
IE
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
14.00000000
NC
USD
6930.00000000
0.000198337996
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3380.00000000
USD
2023-01-31
XXXX
-220.50000000
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
21.00000000
NS
1060.25000000
0.000030344568
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
631.00000000
NS
USD
194512.06000000
0.005566974342
Long
EC
CORP
US
N
1
N
N
N
Hakuhodo DY Holdings Inc
N/A
Hakuhodo DY Holdings Inc
000000000
1000.00000000
NS
10036.06000000
0.000287234059
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
788.00000000
NS
13858.66000000
0.000396637641
Long
EC
CORP
JP
N
2
N
N
N
Disco Corp
N/A
Disco Corp
000000000
100.00000000
NS
28502.08000000
0.000815735271
Long
EC
CORP
JP
N
2
N
N
N
AJ Bell PLC
213800VNKA7DPWXWJJ36
AJ Bell PLC
000000000
2015.00000000
NS
8816.03000000
0.000252316554
Long
EC
CORP
GB
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
3004.00000000
NS
USD
135330.20000000
0.003873177586
Long
EC
US
N
1
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
6670.00000000
NS
57143.36000000
0.001635454474
Long
EC
CORP
GB
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-7.00000000
NC
USD
-95375.00000000
-0.00272965171
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3935.00000000
USD
2023-01-31
XXXX
-8650.25000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
4990.00000000
NS
515170.98000000
0.014744297230
Long
EC
CORP
DE
N
2
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
200.00000000
NS
4544.01000000
0.000130050481
Long
EC
CORP
JP
N
2
N
N
N
Nichirei Corp
529900MX3GPXXKO0MT06
Nichirei Corp
000000000
200.00000000
NS
4370.15000000
0.000125074573
Long
EC
CORP
JP
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
5409.00000000
NS
280606.54000000
0.008031015704
Long
EC
CORP
ES
N
2
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
400.00000000
NS
4842.54000000
0.000138594470
Long
EC
CORP
JP
N
2
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
1800.00000000
NS
31747.65000000
0.000908624138
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC24
000000000
-80.00000000
NC
55043.27000000
0.001575349476
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
3 Month Euro Euribor Futures
ERZ4 Comdty
2024-12-16
-19441420.71000000
EUR
55043.27000000
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
6285.00000000
NS
34896.82000000
0.000998754018
Long
EC
CORP
IT
N
2
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
240.00000000
NS
44167.59000000
0.001264085323
Long
EC
CORP
ES
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003094 CDS EUR R F 5.00000 2 CCPCDX / Short: SX003094 CDS EUR P V 03MEVENT 1 CCPCDX
000000000
14200000.00000000
OU
Notional Amount
147051.55000000
0.004208644985
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S38
2I667KJQ2
Y
sell protection
2027-12-20
0.00000000
EUR
-505897.29000000
EUR
14200000.00000000
EUR
644565.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-7.00000000
NC
USD
-86380.00000000
-0.00247221300
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3965.00000000
USD
2022-12-30
XXXX
-19360.25000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
12465.00000000
NS
USD
6864350.85000000
0.196459104177
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
14852.00000000
NS
USD
6779938.00000000
0.194043191404
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JAN23
000000000
50.00000000
NC
857.86000000
0.000024552126
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng China Enterprises Index Futures
HCF3 Index
2023-01-30
16893304.00000000
HKD
857.86000000
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
1521.00000000
NS
USD
133239.60000000
0.003813344193
Long
EC
CORP
US
N
1
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR23
000000000
123.00000000
NC
-192851.74000000
-0.00551945564
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
SAFEX FTSE/JSE Top 40 Index Futures
AIH3 Index
2023-03-16
86572392.05000000
ZAR
-192851.74000000
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
345.00000000
NS
USD
114288.15000000
0.003270949876
Long
EC
CORP
BM
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110505 TRS USD R E JPGSGLHN INDEX / Short: ES110505 TRS USD P V 01MSOFR US0001M - 4 BPS
000000000
34177703.92000000
OU
Notional Amount
USD
-328200.21000000
-0.00939315612
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPGSGLHN Index
JPGSGLHN
JPGSGLHN Index
Y
equity-performance leg
2023-11-22
0.00000000
USD
0.00000000
USD
34177703.92000000
USD
-328200.21000000
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
4718.00000000
NS
78912.99000000
0.002258505671
Long
EC
CORP
FR
N
2
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
1.00000000
NS
133.97000000
0.000003834248
Long
EC
CORP
FR
N
2
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
12.00000000
NS
USD
788.16000000
0.000022557297
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
2428.00000000
NS
USD
212085.80000000
0.006069938321
Long
EC
CORP
US
N
1
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
2258.00000000
NS
44659.78000000
0.001278171900
Long
EC
CORP
FR
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR SEP23
000000000
-77.00000000
NC
38307.60000000
0.001096371229
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAU3 Comdty
2023-09-18
-18372093.49000000
CAD
38307.60000000
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
5481.00000000
NS
USD
313458.39000000
0.008971242269
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
3797.00000000
NS
USD
177205.99000000
0.005071671132
Long
EC
CORP
US
N
1
N
N
N
Watches of Switzerland Group PLC
2138008ZOT5K9PJW7168
Watches of Switzerland Group PLC
000000000
9.00000000
NS
87.94000000
0.000002516860
Long
EC
CORP
GB
N
2
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR23
000000000
46.00000000
NC
-4345.98000000
-0.00012438282
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STH3 Index
2023-03-17
5456899.96000000
EUR
-4345.98000000
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
6334.00000000
NS
USD
262670.98000000
0.007517696363
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
4025.00000000
NS
160074.81000000
0.004581373309
Long
EC
CORP
IE
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE FEB23
000000000
6.00000000
NC
USD
-51786.48000000
-0.00148213949
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNG3 Comdty
2023-02-13
1130526.48000000
USD
-51786.48000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
5113.00000000
NS
USD
479394.88000000
0.013720378041
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
26458.00000000
NS
USD
3426840.16000000
0.098076855729
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
2423.00000000
NS
USD
152115.94000000
0.004353588847
Long
EC
CORP
BM
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1659.00000000
NS
USD
198947.28000000
0.005693911232
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
3328.00000000
NS
395707.14000000
0.011325218063
Long
EC
CORP
NL
N
2
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
1200.00000000
NS
47419.85000000
0.001357165659
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
9405.00000000
NS
265134.63000000
0.007588206522
Long
EC
CORP
GB
N
2
N
N
N
Ito En Ltd
N/A
Ito En Ltd
000000000
100.00000000
NS
3639.40000000
0.000104160361
Long
EC
CORP
JP
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
18309.00000000
NS
USD
1561757.70000000
0.044697819996
Long
EC
CORP
US
N
1
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
300.00000000
NS
6520.29000000
0.000186612013
Long
EC
CORP
JP
N
2
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
Inmobiliaria Colonial Socimi SA
000000000
3690.00000000
NS
23734.96000000
0.000679299336
Long
EC
ES
N
2
N
N
N
ABC-Mart Inc
353800AXWW4CMTSJWL33
ABC-Mart Inc
000000000
100.00000000
NS
5653.03000000
0.000161790857
Long
EC
CORP
JP
N
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
492.00000000
NS
7417.44000000
0.000212288627
Long
EC
CORP
JP
N
2
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
8920.00000000
NS
USD
445821.60000000
0.012759504004
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
2925.00000000
NS
USD
182812.50000000
0.005232130578
Long
EC
US
N
1
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
000000000
311.00000000
NS
18460.49000000
0.000528342942
Long
EC
FR
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR23
000000000
34.00000000
NC
-506872.16000000
-0.01450678333
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXH3 Index
2023-03-17
12363313.38000000
EUR
-506872.16000000
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
7754.00000000
NS
167761.49000000
0.004801367640
Long
EC
CORP
PT
N
2
N
N
N
JCR Pharmaceuticals Co Ltd
N/A
JCR Pharmaceuticals Co Ltd
000000000
500.00000000
NS
6369.32000000
0.000182291221
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES108564 TRS USD R V 01MSOFR US0001M -11 BPS / Short: ES108564 TRS USD P E NDDUWI INDEX
000000000
9195019.95000000
OU
Notional Amount
USD
115097.13000000
0.003294103047
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
MSCI World Index
NDDUWI Index
Y
equity-performance leg
2023-09-13
0.00000000
USD
0.00000000
USD
9195019.95000000
USD
115097.13000000
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
7050.00000000
NS
62309.72000000
0.001783316738
Long
EC
CORP
JP
N
2
N
N
N
NTN Corp
3538008XP7ZG9BKBQX64
NTN Corp
000000000
3800.00000000
NS
7529.84000000
0.000215505537
Long
EC
CORP
JP
N
2
N
N
N
Arcadis NV
7245000UZH70GO047N03
Arcadis NV
000000000
262.00000000
NS
10315.12000000
0.000295220812
Long
EC
CORP
NL
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
879.00000000
NS
151355.04000000
0.004331811735
Long
EC
CORP
DE
N
2
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
544.00000000
NS
31139.70000000
0.000891224487
Long
EC
CORP
AT
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
504.00000000
NS
USD
115158.96000000
0.003295872634
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
7335.00000000
NS
USD
331762.05000000
0.009495096705
Long
EC
CORP
US
N
1
N
N
N
Chemring Group PLC
213800U9A54VQJ5P2J41
Chemring Group PLC
000000000
3654.00000000
NS
13107.50000000
0.000375139290
Long
EC
CORP
GB
N
2
N
N
N
FDM Group Holdings PLC
213800YR62D7GUZLMZ71
FDM Group Holdings PLC
000000000
622.00000000
NS
5632.23000000
0.000161195557
Long
EC
CORP
GB
N
1
N
N
N
TUI AG
529900SL2WSPV293B552
TUI AG
000000000
11183.00000000
NS
17932.88000000
0.000513242638
Long
EC
CORP
DE
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
17849.00000000
NS
USD
5821986.82000000
0.166626435650
Long
EC
CORP
IE
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
4451.00000000
NS
USD
166289.36000000
0.004759234982
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
1585.00000000
NS
USD
349651.00000000
0.010007082058
Long
EC
CORP
CH
N
1
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
35.00000000
NS
20783.93000000
0.000594840263
Long
EC
CORP
DE
N
2
N
N
N
Park24 Co Ltd
549300LFG2WZWCWM4M68
Park24 Co Ltd
000000000
300.00000000
NS
5131.62000000
0.000146867998
Long
EC
CORP
JP
N
2
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
1997.00000000
NS
63800.40000000
0.001825980300
Long
EC
CORP
GB
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
84.00000000
NS
USD
1000.44000000
0.000028632794
Long
EC
CORP
JE
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
32636.71000000
0.000934069214
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4396379.24000000
USD
100260000.00000000
CZK
2023-01-25
32636.71000000
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
13.00000000
NS
USD
2053.22000000
0.000058763570
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
5007.00000000
NS
273061.11000000
0.007815063977
Long
EP
CORP
DE
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
85996.00000000
NS
1003873.30000000
0.028731056080
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
5186.00000000
NS
USD
1286698.46000000
0.036825569135
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
200.00000000
NS
3992.86000000
0.000114276457
Long
EC
CORP
JP
N
2
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
20088.00000000
NS
USD
171953.28000000
0.004921337514
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
28.00000000
NS
USD
1963.08000000
0.000056183745
Long
EC
CORP
US
N
1
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
000000000
2573.00000000
NS
14378.95000000
0.000411528445
Long
EC
CORP
FR
N
2
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
6091.00000000
NS
39018.67000000
0.001116722195
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
6800.00000000
NS
24489.66000000
0.000700899002
Long
EC
CORP
JP
N
2
N
N
N
Kawasaki Kisen Kaisha Ltd
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd
000000000
1600.00000000
NS
33881.77000000
0.000969703083
Long
EC
CORP
JP
N
2
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
1531.00000000
NS
USD
114319.77000000
0.003271854847
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
11.00000000
NC
USD
4180.00000000
0.000119632442
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3325.00000000
USD
2023-01-31
XXXX
-998.25000000
N
N
N
Oxford Instruments PLC
213800J364EZD6UCE231
Oxford Instruments PLC
000000000
364.00000000
NS
9945.31000000
0.000284636775
Long
EC
CORP
GB
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
529.00000000
NS
USD
121744.06000000
0.003484339523
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
3193.00000000
NS
USD
140076.91000000
0.004009029383
Long
EC
CORP
US
N
1
N
N
N
Darktrace PLC
213800PC5S5P9CSNFC89
Darktrace PLC
000000000
7145.00000000
NS
22413.45000000
0.000641477454
Long
EC
CORP
GB
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
795.00000000
NS
USD
83681.70000000
0.002394987112
Long
EC
CORP
IE
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
14780.00000000
NS
USD
516856.60000000
0.014792540014
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
1340.00000000
NS
USD
121457.60000000
0.003476140980
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
1258.00000000
NS
USD
128617.92000000
0.003681070780
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
12.00000000
NS
USD
1508.88000000
0.000043184449
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
6637.00000000
NS
USD
119399.63000000
0.003417241464
Long
EC
CORP
BM
N
1
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
2963.00000000
NS
84781.95000000
0.002426476488
Long
EC
CORP
ES
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
772.00000000
NS
USD
86518.04000000
0.002476163734
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
1381.00000000
NS
USD
205617.09000000
0.005884802538
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
565.00000000
NS
USD
157420.30000000
0.004505400698
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
1000.00000000
NS
21382.78000000
0.000611979471
Long
EC
CORP
JP
N
2
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
3.00000000
NS
USD
673.05000000
0.000019262826
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
17798.00000000
NS
USD
540525.26000000
0.015469941832
Long
EC
CORP
US
N
1
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
11510.00000000
NS
158920.56000000
0.004548338442
Long
EC
CORP
GB
N
2
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
1620.00000000
NS
108706.09000000
0.003111190195
Long
EC
CORP
NL
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
15434.00000000
NS
153137.93000000
0.004382838406
Long
EC
CORP
FR
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
2827.00000000
NS
114967.12000000
0.003290382134
Long
EC
CORP
DE
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
3780.00000000
NS
USD
110451.60000000
0.003161147042
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
1300.00000000
NS
20627.19000000
0.000590354333
Long
EC
CORP
JP
N
2
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
16178.00000000
NS
USD
699374.94000000
0.020016251674
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
900.00000000
NS
20979.27000000
0.000600430933
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN23
000000000
-26.00000000
NC
USD
-9940.58000000
-0.00028450140
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAF23 Comdty
2023-01-16
-1517240.92000000
USD
-9940.58000000
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
2586.00000000
NS
USD
340860.66000000
0.009755500756
Long
EC
CORP
US
N
1
N
N
N
Jeol Ltd
N/A
Jeol Ltd
000000000
100.00000000
NS
2689.05000000
0.000076961152
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
5710.00000000
NS
143227.56000000
0.004099201620
Long
EC
CORP
FR
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
2000.00000000
NS
100632.56000000
0.002880124140
Long
EC
CORP
JP
N
2
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR23
000000000
4.00000000
NC
USD
-5656.04000000
-0.00016187700
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGH3 Comdty
2023-03-29
387856.04000000
USD
-5656.04000000
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
18480.00000000
NS
176538.17000000
0.005052557989
Long
EC
CORP
FR
N
2
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
2202.00000000
NS
20652.33000000
0.000591073845
Long
EC
ES
N
2
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
800.00000000
NS
16892.38000000
0.000483463318
Long
EC
CORP
JP
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
5401.00000000
NS
USD
2439199.62000000
0.069810384510
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
723.00000000
NS
USD
132800.64000000
0.003800781070
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
51873.00000000
NS
USD
4031569.56000000
0.115384332982
Long
EC
CORP
IE
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
293.00000000
NS
USD
90920.83000000
0.002602172470
Long
EC
CORP
US
N
1
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
7048.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
5632.00000000
NS
USD
242344.96000000
0.006935961576
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
2409.00000000
NS
168800.32000000
0.004831099163
Long
EC
CORP
GB
N
2
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
10496.00000000
NS
USD
616954.88000000
0.017657372953
Long
EC
CORP
US
N
1
N
N
N
House Foods Group Inc
N/A
House Foods Group Inc
000000000
300.00000000
NS
6324.20000000
0.000180999878
Long
EC
CORP
JP
N
2
N
N
N
Alfen Beheer BV
724500HDW6IWR9J5YT90
Alfen Beheer BV
000000000
2.00000000
NS
181.08000000
0.000005182546
Long
EC
CORP
NL
N
2
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
15.00000000
NS
1039.75000000
0.000029757854
Long
EC
CORP
GB
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
5722.00000000
NS
USD
370613.94000000
0.010607045624
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
135894.00000000
NS
USD
1916105.40000000
0.054839322554
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
8.00000000
NS
USD
2119.68000000
0.000060665668
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
9674.00000000
NS
USD
237690.18000000
0.006802740835
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
45903.00000000
NS
USD
8292835.98000000
0.237342636371
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN23
000000000
-90.00000000
NC
105254.17000000
0.003012395549
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERM3 Comdty
2023-06-19
-21795077.08000000
EUR
105254.17000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR DEC23
000000000
-132.00000000
NC
USD
49036.28000000
0.001403428212
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDZ3 Comdty
2023-12-18
-31461736.28000000
USD
49036.28000000
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
38468.00000000
NS
USD
6355682.96000000
0.181900926692
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
900.00000000
NS
18080.60000000
0.000517470414
Long
EC
CORP
JP
N
2
N
N
N
Britvic PLC
635400L3NVMYD4BVCI53
Britvic PLC
000000000
7432.00000000
NS
69241.66000000
0.001981710258
Long
EC
CORP
GB
N
2
N
N
N
IntegraFin Holdings PLC
213800CYIZKXK9PQYE87
IntegraFin Holdings PLC
000000000
1350.00000000
NS
4932.15000000
0.000141159126
Long
EC
CORP
GB
N
1
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
2536.00000000
NS
324021.51000000
0.009273560891
Long
EC
CORP
FR
N
2
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
4.00000000
NS
USD
485.60000000
0.000013897969
Long
EC
CORP
US
N
1
N
N
N
J D Wetherspoon PLC
213800CHWARFAAN7UB85
J D Wetherspoon PLC
000000000
1073.00000000
NS
5732.36000000
0.000164061298
Long
EC
CORP
GB
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4474.00000000
NS
USD
318638.28000000
0.009119491764
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
3030.00000000
NS
USD
248490.30000000
0.007111842445
Long
EC
CORP
US
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
18.00000000
NS
288.24000000
0.000008249486
Long
EC
CORP
FR
N
2
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
933.00000000
NS
USD
134809.17000000
0.003858265603
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
2591.00000000
NS
86458.13000000
0.002474449097
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
328513.00000000
NS
USD
28984701.99000000
0.829548010034
Long
EC
CORP
US
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
122.00000000
NS
11395.89000000
0.000326152667
Long
EC
CORP
FR
N
2
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
1706.00000000
NS
USD
115291.48000000
0.003299665383
Long
EC
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
775.00000000
NS
USD
192285.25000000
0.005503242591
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
19658.00000000
NS
USD
102614.76000000
0.002936855103
Long
EC
CORP
US
N
1
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
700.00000000
NS
15715.48000000
0.000449780203
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JAN23
000000000
-4.00000000
NC
USD
34499.68000000
0.000987387791
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNF3 Comdty
2023-01-16
-752123.68000000
USD
34499.68000000
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
2349.00000000
NS
USD
244483.92000000
0.006997179042
Long
EC
CORP
US
N
1
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
000000000
579.00000000
NS
4717.94000000
0.000135028393
Long
EC
CORP
JP
N
2
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
3593.00000000
NS
54381.29000000
0.001556403475
Long
EC
CORP
FR
N
2
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
4921.00000000
NS
USD
345700.25000000
0.009894010797
Long
EC
CORP
US
N
1
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
200.00000000
NS
20476.56000000
0.000586043272
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Logistics Corp
529900GJKGNRLQBJUH32
Mitsubishi Logistics Corp
000000000
100.00000000
NS
2293.63000000
0.000065644152
Long
EC
CORP
JP
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
9.00000000
NS
623.82000000
0.000017853854
Long
EP
CORP
DE
N
2
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
100.00000000
NS
2662.33000000
0.000076196420
Long
EC
CORP
JP
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
67018.00000000
NS
USD
13923659.68000000
0.398497945016
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
10571.00000000
NS
USD
168713.16000000
0.004828604627
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
1110.00000000
NS
49252.75000000
0.001409623627
Long
EC
CORP
BE
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
2975.00000000
NS
USD
212444.75000000
0.006080211542
Long
EC
CORP
US
N
1
N
N
N
Metso Outotec Oyj
549300R0VN9C371W0E07
Metso Outotec Oyj
000000000
4760.00000000
NS
49015.93000000
0.001402845791
Long
EC
CORP
FI
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES107545 TRS USD R E JPGSMARB INDEX / Short: ES107545 TRS USD P V 01MSOFR US0001M + 78 BPS
000000000
144254540.99000000
OU
Notional Amount
USD
970767.89000000
0.027783572576
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPGSMARB Index
JPGSMARB
Tower Semiconductor Ltd
811.48000000
USD
35056.12000000
USD
Horizon Therapeutics Plc
315.40000000
USD
35892.70000000
USD
ForgeRock Inc
1561.12000000
USD
35546.71000000
USD
LHC Group Inc
220.44000000
USD
35642.59000000
USD
Maxar Technologies Inc
688.44000000
USD
35619.73000000
USD
Activision Blizzard Inc
469.26000000
USD
35921.94000000
USD
Shaw Communications Inc
1001.02000000
USD
39049.91000000
USD
South Jersey Industries Inc
1011.36000000
USD
35933.68000000
USD
Poshmark Inc
1994.43000000
USD
35660.32000000
USD
VMware Inc
293.53000000
USD
36033.71000000
USD
OZ Minerals Ltd
1300.06000000
USD
36271.75000000
USD
1Life Healthcare Inc
2127.78000000
USD
35555.27000000
USD
Resolute Forest Products Inc
1705.28000000
USD
36817.02000000
USD
TEGNA Inc
1720.93000000
USD
36466.42000000
USD
Altra Industrial Motion Corp
597.89000000
USD
35724.08000000
USD
Coupa Software Inc
454.42000000
USD
35976.65000000
USD
STORE Capital Corp
1112.37000000
USD
35662.61000000
USD
Aerojet Rocketdyne Holdings Inc
638.72000000
USD
35723.41000000
USD
iRobot Corp
742.66000000
USD
35744.35000000
USD
First Horizon Corp
1455.90000000
USD
35669.50000000
USD
Signify Health Inc
1249.22000000
USD
35802.76000000
USD
MoneyGram International Inc
3269.76000000
USD
35607.68000000
USD
Evo Payments Inc
1054.14000000
USD
35672.01000000
USD
Black Knight Inc
600.51000000
USD
37081.61000000
USD
KnowBe4 Inc
1437.69000000
USD
35626.01000000
USD
Atlas Air Worldwide Holdings Inc
353.93000000
USD
35675.77000000
USD
Cowen Inc
914.90000000
USD
35333.58000000
USD
Y
equity-performance leg
2023-08-11
0.00000000
USD
0.00000000
USD
144254540.99000000
USD
970767.89000000
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
000000000
900.00000000
NS
32456.22000000
0.000928903554
Long
EC
CORP
JP
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
1366.00000000
NS
130696.64000000
0.003740564166
Long
EC
CORP
FR
N
2
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
000000000
600.00000000
NS
12214.81000000
0.000349590322
Long
EC
CORP
JP
N
2
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
2852.00000000
NS
USD
90750.64000000
0.002597301598
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
24711.00000000
NS
184338.20000000
0.005275796419
Long
EC
CORP
GB
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
1011.00000000
NS
USD
82335.84000000
0.002356468327
Long
EC
CORP
US
N
1
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
1325.00000000
NS
28678.37000000
0.000820780726
Long
EC
CORP
JP
N
2
N
N
N
Showa Denko KK
5493006AIPA1V92YPP18
Showa Denko KK
000000000
600.00000000
NS
9124.71000000
0.000261151038
Long
EC
CORP
JP
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
19024.00000000
NS
46723.18000000
0.001337226824
Long
EC
CORP
DE
N
2
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
91157.00000000
NS
USD
4217834.39000000
0.120715269940
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
2296.00000000
NS
USD
292740.00000000
0.008378277773
Long
EC
CORP
US
N
1
N
N
N
Ascential PLC
213800VDXQDA7KD2IQ21
Ascential PLC
000000000
4867.00000000
NS
11862.06000000
0.000339494546
Long
EC
CORP
GB
N
1
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
801.00000000
NS
26122.80000000
0.000747639798
Long
EC
CORP
JP
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
2763.00000000
NS
USD
256544.55000000
0.007342356702
Long
EC
CORP
US
N
1
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
300.00000000
NS
6997.49000000
0.000200269573
Long
EC
CORP
JP
N
2
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
11376.00000000
NS
USD
5835546.72000000
0.167014522719
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
34950.00000000
NS
USD
3162975.00000000
0.090524981693
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
600.00000000
NS
11747.88000000
0.000336226692
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT MAR23
000000000
-12.00000000
NC
USD
-16687.80000000
-0.00047760819
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Feeder Cattle Futures
FCH3 Comdty
2023-03-30
-1099462.20000000
USD
-16687.80000000
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
2277.00000000
NS
64936.64000000
0.001858499718
Long
EC
CORP
JP
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2254.00000000
NS
USD
356199.62000000
0.010194504882
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
1323.00000000
NS
USD
139166.37000000
0.003982969545
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
2374.00000000
NS
USD
182703.04000000
0.005228997811
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
1308.00000000
NS
USD
139759.80000000
0.003999953631
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR FEB23
000000000
71.00000000
NC
USD
59995.32000000
0.001717078144
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCG3 Comdty
2023-02-28
4425074.68000000
USD
59995.32000000
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
4.00000000
NS
548.12000000
0.000015687304
Long
EC
CORP
IE
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
8107.00000000
NS
130744.35000000
0.003741929635
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
836.00000000
NS
53315.77000000
0.001525908078
Long
EC
CORP
DE
N
2
N
N
N
Serco Group PLC
549300PT2CIHYN5GWJ21
Serco Group PLC
000000000
34069.00000000
NS
64005.72000000
0.001831856600
Long
EC
CORP
GB
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
752.00000000
NS
USD
208243.84000000
0.005959980652
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
6403.00000000
NS
63261.53000000
0.001810557732
Long
EC
CORP
JE
N
2
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
2914.00000000
NS
USD
294517.98000000
0.008429163919
Long
EC
CORP
US
N
1
N
N
N
Fancl Corp
3538004V8SS9O9BA8I42
Fancl Corp
000000000
200.00000000
NS
4071.93000000
0.000116539456
Long
EC
CORP
JP
N
2
N
N
N
SSR Mining Inc
549300JD2KR7AB9DYJ38
SSR Mining Inc
784730103
4646.00000000
NS
USD
72802.82000000
0.002083631374
Long
EC
CORP
CA
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
23133.00000000
NS
1452130.94000000
0.041560280040
Long
EC
CORP
FR
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
1228.00000000
NS
64195.15000000
0.001837278125
Long
EC
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-12.00000000
NC
USD
-94320.00000000
-0.00269945740
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3920.00000000
USD
2022-12-30
XXXX
-20289.00000000
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2560.00000000
NS
USD
215808.00000000
0.006176468435
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAR23
000000000
23.00000000
NC
USD
97691.52000000
0.002795950982
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIH3 Comdty
2023-03-29
2679558.48000000
USD
97691.52000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR23
000000000
-52.00000000
NC
USD
-38534.03000000
-0.00110285170
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
-10000065.97000000
USD
-38534.03000000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
2459.00000000
NS
USD
190744.63000000
0.005459149736
Long
EC
CORP
US
N
1
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
2607.00000000
NS
93206.65000000
0.002667593099
Long
EC
CORP
NL
N
2
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
3.00000000
NS
5.11000000
0.000000146249
Long
EC
CORP
GB
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
24085.00000000
NS
USD
4798695.40000000
0.137339629063
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
5.00000000
NC
USD
12.50000000
0.000000357752
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3590.00000000
USD
2022-12-30
XXXX
-576.25000000
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
425.00000000
NS
USD
120606.50000000
0.003451782326
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Pharma Co Ltd
000000000
974.00000000
NS
7382.57000000
0.000211290640
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR SEP24
000000000
-52.00000000
NC
USD
-20399.81000000
-0.00058384667
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDU4 Comdty
2024-09-16
-12483650.19000000
USD
-20399.81000000
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
8599.00000000
NS
237745.38000000
0.006804320670
Long
EC
CORP
GB
N
2
N
N
N
Centamin PLC
213800PDI9G7OUKLPV84
Centamin PLC
000000000
13525.00000000
NS
18482.25000000
0.000528965718
Long
EC
CORP
JE
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
8086.00000000
NS
121671.73000000
0.003482269423
Long
EC
CORP
NL
N
2
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries Inc
04247X102
1042.00000000
NS
USD
71470.78000000
0.002045508121
Long
EC
CORP
US
N
1
N
N
N
Outsourcing Inc
353800Y1XELZ246TNZ48
Outsourcing Inc
000000000
900.00000000
NS
6450.09000000
0.000184602875
Long
EC
CORP
JP
N
2
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
18533.00000000
NS
USD
3101126.89000000
0.088754876325
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
30711.00000000
NS
USD
1518044.73000000
0.043446745988
Long
EC
CORP
LR
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
5.00000000
NS
USD
1141.65000000
0.000032674252
Long
EC
CORP
US
N
1
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
2100.00000000
NS
83370.92000000
0.002386092525
Long
EC
CORP
JP
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES109507 TRS USD R V 01MSOFR SOFRRATE -19 BPS / Short: ES109507 TRS USD P E MSCI WORLD DAILY NET RTN INDEX
000000000
27787237.08000000
OU
Notional Amount
USD
347822.12000000
0.009954739144
N/A
DE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
MSCI World Net Return Index
M1WO INDEX
Y
equity-performance leg
2023-10-13
0.00000000
USD
0.00000000
USD
27787237.08000000
USD
347822.12000000
N
N
N
Currys PLC
2138001E12GWLLDQQF16
Currys PLC
000000000
4758.00000000
NS
3075.10000000
0.000088009981
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR MAR23
000000000
-23.00000000
NC
USD
-171873.65000000
-0.00491905848
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE Brent Crude Oil Futures
COH3 Comdty
2023-01-31
-1805896.35000000
USD
-171873.65000000
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
3423.00000000
NS
USD
611279.34000000
0.017494937855
Long
EC
CORP
US
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
1118.00000000
NS
56272.96000000
0.001610543451
Long
EC
CORP
DE
N
2
N
N
N
Fujikura Ltd
353800PSDZ8VRCKVPL51
Fujikura Ltd
000000000
600.00000000
NS
4510.22000000
0.000129083405
Long
EC
CORP
JP
N
2
N
N
N
Tokyo Ohka Kogyo Co Ltd
N/A
Tokyo Ohka Kogyo Co Ltd
000000000
100.00000000
NS
4519.99000000
0.000129363024
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1340.00000000
NC
USD
308870.00000000
0.008839921623
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Chicago Board Options Exchange Volatility Index
VIX INDEX
100.00000000
28.00000000
USD
2023-03-22
XXXX
-31490.00000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
190651.00000000
NS
USD
45721922.82000000
1.308570641966
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE FEB23
000000000
-48.00000000
NC
USD
-394632.48000000
-0.01129446107
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Futures
CLG3 Comdty
2023-01-20
-3462647.52000000
USD
-394632.48000000
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
16000.00000000
NS
59287.60000000
0.001696823055
Long
EC
CORP
JP
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
5041.00000000
NS
USD
1484019.99000000
0.042472951075
Long
EC
CORP
US
N
1
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
474.00000000
NS
29510.08000000
0.000844584434
Long
EC
CORP
FR
N
2
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
3039.00000000
NS
USD
173952.36000000
0.004978551586
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
482.00000000
NS
USD
101653.80000000
0.002909352234
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
1761.00000000
NS
USD
129433.50000000
0.003704412844
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
14120.00000000
NS
375041.81000000
0.010733772155
Long
EC
CORP
ES
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
2394.00000000
NS
USD
149026.50000000
0.004265168451
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
17558.00000000
NS
USD
4464999.40000000
0.127789182319
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
1245.00000000
NS
31818.68000000
0.000910657031
Long
EC
CORP
GB
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
22231.00000000
NS
USD
4709859.66000000
0.134797132288
Long
EC
US
N
1
N
N
N
VanEck Fallen Angel High Yield Bond ETF
549300A6A1N73WLV0K30
VanEck Fallen Angel High Yield Bond ETF
92189F437
456557.00000000
NS
USD
12336170.14000000
0.353063674575
Long
EC
RF
US
N
1
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
16189.00000000
NS
7243.61000000
0.000207313577
Long
EC
CORP
GB
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
470.00000000
NS
239195.91000000
0.006845835131
Long
EC
CORP
FR
N
2
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
4168.00000000
NS
USD
589521.92000000
0.016872236111
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
620.00000000
NS
USD
79304.20000000
0.002269702180
Long
EC
CORP
US
N
1
N
N
N
Yamaguchi Financial Group Inc
353800898JPV95YSY548
Yamaguchi Financial Group Inc
000000000
700.00000000
NS
4566.93000000
0.000130706456
Long
EC
CORP
JP
N
2
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
1650.00000000
NS
USD
338068.50000000
0.009675588575
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
9.00000000
NS
USD
1452.42000000
0.000041568552
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
27662.00000000
NS
USD
2837844.58000000
0.081219683574
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
3304.00000000
NS
USD
321743.52000000
0.009208364358
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
3757.00000000
NS
USD
236653.43000000
0.006773068841
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
2300.00000000
NS
51941.75000000
0.001486583348
Long
EC
CORP
JP
N
2
N
N
N
Rinnai Corp
N/A
Rinnai Corp
000000000
200.00000000
NS
14883.18000000
0.000425959609
Long
EC
CORP
JP
N
2
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
7.00000000
NS
USD
1802.99000000
0.000051601937
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
2862.00000000
NS
USD
514072.44000000
0.014712856794
Long
EC
CORP
US
N
1
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
570.00000000
NS
31249.12000000
0.000894356109
Long
EC
CORP
FI
N
2
N
N
N
DS Smith PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
23869.00000000
NS
92072.32000000
0.002635128346
Long
EC
CORP
GB
N
2
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
640.00000000
NS
USD
64665.60000000
0.001850742499
Long
EC
US
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
384.00000000
NS
76445.21000000
0.002187877310
Long
EC
CORP
DE
N
2
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
4732.00000000
NS
53432.87000000
0.001529259503
Long
EC
CORP
GB
N
2
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
10688.00000000
NS
24896.82000000
0.000712552003
Long
EC
CORP
LU
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
779.00000000
NS
USD
130942.11000000
0.003747589566
Long
EC
CORP
IE
N
1
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
000000000
9100.00000000
NS
40211.09000000
0.001150849496
Long
EC
CORP
JP
N
2
N
N
N
Kuraray Co Ltd
549300W9JPTOE739QZ31
Kuraray Co Ltd
000000000
1000.00000000
NS
8003.52000000
0.000229062354
Long
EC
CORP
JP
N
2
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
3098.00000000
NS
USD
146225.60000000
0.004185006129
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
18895.17000000
0.000540783571
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6410000.00000000
GBP
7774048.00000000
USD
2023-01-25
18895.17000000
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
231.00000000
NS
320685.51000000
0.009178083899
Long
EC
CORP
NL
N
2
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
1532.00000000
NS
USD
75313.12000000
0.002155476666
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
2804.00000000
NS
USD
649827.00000000
0.018598179650
Long
EC
CORP
US
N
1
N
N
N
M3 Inc
3538001UOKRWIODYM055
M3 Inc
000000000
1200.00000000
NS
32595.96000000
0.000932902941
Long
EC
CORP
JP
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
7.00000000
NS
USD
594.51000000
0.000017014995
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR SEP23
000000000
-152.00000000
NC
USD
116722.37000000
0.003340617743
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDU3 Comdty
2023-09-18
-36184422.37000000
USD
116722.37000000
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
1652.00000000
NS
149225.52000000
0.004270864444
Long
EC
CORP
IE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
90369.00000000
NS
USD
13206525.66000000
0.377973424894
Long
EC
CORP
US
N
1
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
409.00000000
NS
12830.61000000
0.000367214642
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1223.00000000
NS
USD
98096.83000000
0.002807551036
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR23
000000000
-28.00000000
NC
37230.35000000
0.001065540117
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Euro-BTP Italian Bond Futures
IKH2 Comdty
2023-03-08
-3079780.11000000
EUR
37230.35000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
67203.00000000
NS
USD
12062266.47000000
0.345224496361
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-168761.61000000
-0.00482999127
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
23570000.00000000
EUR
25109387.34000000
USD
2023-01-25
-168761.61000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
5680.00000000
NS
USD
363520.00000000
0.010404015632
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110878 TRS USD R E NDUGWI INDEX / Short: ES110878 TRS USD P V 01MSOFR US0001M +11 BPS
000000000
22444678.63000000
OU
Notional Amount
USD
-602964.46000000
-0.01725696431
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
2023-06-12
0.00000000
USD
0.00000000
USD
22444678.63000000
USD
-602964.46000000
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
300.00000000
NS
8492.96000000
0.000243070226
Long
EC
CORP
JP
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1094.00000000
NS
USD
368163.82000000
0.010536922696
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
12777.00000000
NS
USD
222575.34000000
0.006370151069
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
33.00000000
NC
USD
-93260.27000000
-0.00266912771
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
3792869.65000000
USD
-93260.27000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN23
000000000
25.00000000
NC
USD
-112489.50000000
-0.00321947215
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXF3 Comdty
2023-01-16
1981395.75000000
USD
-112489.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN23
000000000
35.00000000
NC
USD
138917.20000000
0.003975838249
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLF3 Comdty
2023-01-16
1893270.30000000
USD
138917.20000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR23
000000000
251.00000000
NC
-1006957.34000000
-0.02881932192
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPH3 Index
2023-03-09
4879818081.00000000
JPY
-1006957.34000000
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
2000.00000000
NS
69791.09000000
0.001997435055
Long
EC
CORP
JP
N
2
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
27522.00000000
NS
USD
2865865.86000000
0.082021658252
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
12621.00000000
NS
351564.29000000
0.010061840803
Long
EC
CORP
FR
N
2
N
N
N
SBI Holdings Inc
353800L6LMHYIPSMRQ17
SBI Holdings Inc
000000000
1300.00000000
NS
24768.58000000
0.000708881749
Long
EC
CORP
JP
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
19729.00000000
NS
USD
3095085.52000000
0.088581971099
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
31290.00000000
NS
540792.39000000
0.015477587146
Long
EC
CORP
GB
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
3920.00000000
NS
USD
441000.00000000
0.012621508841
Long
EC
CORP
US
N
1
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
1570.00000000
NS
5333.53000000
0.000152646703
Long
EC
CORP
GB
N
1
N
N
N
Rotork PLC
213800AH5RZIHGWRJ718
Rotork PLC
000000000
4157.00000000
NS
15448.29000000
0.000442133171
Long
EC
CORP
GB
N
2
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE MAR23
000000000
-134.00000000
NC
USD
-33560.03000000
-0.00096049481
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXH3 Index
2023-03-22
-3363406.97000000
USD
-33560.03000000
N
N
N
Seven Bank Ltd
353800WMG1NLGHB7B594
Seven Bank Ltd
000000000
1600.00000000
NS
3190.13000000
0.000091302163
Long
EC
CORP
JP
N
2
N
N
N
Safestore Holdings PLC
213800WGA3YSJC1YOH73
Safestore Holdings PLC
000000000
3651.00000000
NS
41633.80000000
0.001191567743
Long
EC
GB
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
6.00000000
NS
USD
1408.08000000
0.000040299533
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL MAR23
000000000
40.00000000
NC
-9102.76000000
-0.00026052282
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 90 Day Australian Bank Accepted Bills Futures
IRH3 Comdty
2023-03-09
39660456.50000000
AUD
-9102.76000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN24
000000000
-83.00000000
NC
96138.93000000
0.002751515544
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERM4 Comdty
2024-06-17
-20159211.74000000
EUR
96138.93000000
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
1000.00000000
NS
7787.35000000
0.000222875525
Long
EC
CORP
JP
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
1195.00000000
NS
USD
395951.30000000
0.011332205971
Long
EC
CORP
US
N
1
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
2258.00000000
NS
57964.89000000
0.001658966829
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR23
000000000
-30.00000000
NC
USD
-34153.87000000
-0.00097749063
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCH3 Comdty
2023-03-21
-1845721.13000000
USD
-34153.87000000
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
377.00000000
NS
63936.57000000
0.001829877513
Long
EC
CORP
FR
N
2
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
000000000
1665.00000000
NS
36204.23000000
0.001036172356
Long
EC
CORP
DE
N
2
N
N
N
Mitsui Mining & Smelting Co Ltd
35380021EYAHSQM25559
Mitsui Mining & Smelting Co Ltd
000000000
200.00000000
NS
4680.96000000
0.000133970018
Long
EC
CORP
JP
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
104.00000000
NS
10364.03000000
0.000296620626
Long
EC
CORP
JP
N
2
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
3901.00000000
NS
USD
3292561.03000000
0.094233759977
Long
EC
CORP
US
N
1
N
N
N
Cofinimmo SA
549300TM914CSF6KI389
Cofinimmo SA
000000000
393.00000000
NS
35193.76000000
0.001007252501
Long
EC
BE
N
2
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
24926.00000000
NS
USD
1808879.82000000
0.051770504854
Long
EC
CORP
US
N
1
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
2000.00000000
NS
9484.25000000
0.000271441145
Long
EC
CORP
JP
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
54626.00000000
NS
USD
5090596.94000000
0.145693909943
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC23
000000000
-84.00000000
NC
140255.64000000
0.004014144671
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERZ3 Comdty
2023-12-18
-20379225.00000000
EUR
140255.64000000
N
N
N
IHI Corp
549300ETQIESIUQ2OE26
IHI Corp
000000000
800.00000000
NS
23174.70000000
0.000663264582
Long
EC
CORP
JP
N
2
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
1320.00000000
NS
USD
179044.80000000
0.005124298245
Long
EC
US
N
1
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
22816.00000000
NS
60813.27000000
0.001740488038
Long
EC
CORP
GB
N
2
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
5441.00000000
NS
213082.88000000
0.006098474951
Long
EC
CORP
FR
N
2
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
12098.00000000
NS
USD
2446215.60000000
0.070011183271
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
14.00000000
NS
368.95000000
0.000010559423
Long
EC
CORP
FR
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT MAR23
000000000
-156.00000000
NC
74089.29000000
0.002120450405
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH2 Comdty
2023-03-08
-16506153.25000000
EUR
74089.29000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
66547.00000000
NS
USD
5781603.36000000
0.165470652889
Long
EC
CORP
US
N
1
N
N
N
Tadano Ltd
N/A
Tadano Ltd
000000000
300.00000000
NS
2070.04000000
0.000059244961
Long
EC
CORP
JP
N
2
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
600.00000000
NS
20431.31000000
0.000584748208
Long
EC
CORP
JP
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR23
000000000
70.00000000
NC
-198981.31000000
-0.00569488517
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNH3 Comdty
2023-03-22
8838820.70000000
CAD
-198981.31000000
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
2700.00000000
NS
40878.18000000
0.001169941746
Long
EC
CORP
JP
N
2
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
955.00000000
NS
USD
136087.50000000
0.003894851665
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
1.00000000
NC
USD
2.50000000
0.000000071550
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3140.00000000
USD
2022-12-30
XXXX
-1203.25000000
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
20567.00000000
NS
USD
3065305.68000000
0.087729666079
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
331.00000000
NS
USD
111262.34000000
0.003184350585
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1348.00000000
NS
USD
223067.04000000
0.006384223622
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
3112.00000000
NS
USD
261159.04000000
0.007474424336
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
1681.00000000
NS
48960.31000000
0.001401253935
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
6.00000000
NS
651.63000000
0.000018649781
Long
EC
CORP
DE
N
2
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
000000000
1012.00000000
NS
58503.80000000
0.001674390541
Long
EC
CORP
DE
N
2
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
886.00000000
NS
13411.15000000
0.000383829814
Long
EC
CORP
JP
N
2
N
N
N
Reply SpA
815600DAEFB0388F3521
Reply SpA
000000000
172.00000000
NS
19731.48000000
0.000564718932
Long
EC
CORP
IT
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES103752 TRS USD R V 01MSOFR US0001M - 5 BPS / Short: ES103752 TRS USD P E NDDUWI INDEX
000000000
33941511.65000000
OU
Notional Amount
USD
424857.23000000
0.012159499511
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
33941511.65000000
USD
424857.23000000
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
1606.00000000
NS
24420.24000000
0.000698912188
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
165900.00000000
NS
USD
10552899.00000000
0.302026095302
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
1465.00000000
NS
USD
108160.95000000
0.003095588178
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp
05561Q201
2.00000000
NS
USD
207.58000000
0.000005940981
Long
EC
CORP
US
N
1
N
N
N
Beazley PLC
213800VTOMUWD41GIT12
Beazley PLC
000000000
4072.00000000
NS
33302.51000000
0.000953124545
Long
EC
CORP
GB
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
600.00000000
NS
39571.22000000
0.001132536288
Long
EC
CORP
JP
N
2
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2419.00000000
NS
USD
677779.61000000
0.019398188979
Long
EC
US
N
1
N
N
N
Fukuoka Financial Group Inc
N/A
Fukuoka Financial Group Inc
000000000
500.00000000
NS
11358.92000000
0.000325094578
Long
EC
CORP
JP
N
2
N
N
N
Taiheiyo Cement Corp
N/A
Taiheiyo Cement Corp
000000000
619.00000000
NS
9626.69000000
0.000275517807
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR FEB23
000000000
-12.00000000
NC
USD
-234.96000000
-0.00000672460
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAG23 Comdty
2023-02-13
-707618.04000000
USD
-234.96000000
N
N
N
Dr Martens PLC
213800QPT8YM6NQZPH28
Dr Martens PLC
000000000
4274.00000000
NS
9699.64000000
0.000277605650
Long
EC
CORP
GB
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
6100.00000000
NS
124242.74000000
0.003555852247
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-24.00000000
NC
USD
-92640.00000000
-0.00265137546
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3880.00000000
USD
2022-12-30
XXXX
71331.21000000
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
1800.00000000
NS
22819.67000000
0.000653103552
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-11.00000000
NC
USD
-31460.00000000
-0.00090039153
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3870.00000000
USD
2022-12-30
XXXX
31260.04000000
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
25000.00000000
NS
USD
2474250.00000000
0.070813533447
Long
EC
CORP
US
N
1
N
N
N
Sanrio Co Ltd
3538002Q5JQLOMSPH125
Sanrio Co Ltd
000000000
100.00000000
NS
3612.70000000
0.000103396201
Long
EC
CORP
JP
N
2
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
132126.00000000
NS
USD
14573497.80000000
0.417096442923
Long
EC
CORP
US
N
1
N
N
N
Mitie Group PLC
213800MTCLTKEHWZMJ03
Mitie Group PLC
000000000
6859.00000000
NS
6148.47000000
0.000175970450
Long
EC
CORP
GB
N
2
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
200.00000000
NS
5967.33000000
0.000170786186
Long
EC
CORP
JP
N
2
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
200.00000000
NS
2814.80000000
0.000080560143
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
700.00000000
NS
9756.81000000
0.000279241867
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
13.00000000
NS
1845.16000000
0.000052808850
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
9.00000000
NC
USD
22.50000000
0.000000643954
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3350.00000000
USD
2022-12-30
XXXX
-7153.25000000
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
5052.00000000
NS
USD
133271.76000000
0.003814264619
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
854.00000000
NS
USD
102292.12000000
0.002927621081
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
7193.00000000
NS
USD
455532.69000000
0.013037437356
Long
EC
CORP
US
N
1
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
4400.00000000
NS
15618.95000000
0.000447017495
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
5.00000000
NC
USD
12.50000000
0.000000357752
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3170.00000000
USD
2022-12-30
XXXX
-6091.25000000
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
7597.00000000
NS
USD
121931.85000000
0.003489714110
Long
EC
US
N
1
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
274.00000000
NS
38952.57000000
0.001114830400
Long
EC
CORP
BE
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE FEB23
000000000
24.00000000
NC
USD
62236.08000000
0.001781209147
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLG3 Comdty
2023-02-13
1325863.92000000
USD
62236.08000000
N
N
N
Crest Nicholson Holdings plc
213800ROIFXRRRKVQD25
Crest Nicholson Holdings plc
000000000
4421.00000000
NS
12585.91000000
0.000360211279
Long
EC
CORP
GB
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
14944.00000000
NS
167993.85000000
0.004808017830
Long
EC
CORP
DE
N
2
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
2010.00000000
NS
58138.88000000
0.001663946457
Long
EC
CORP
NL
N
2
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
2677.00000000
NS
59151.47000000
0.001692926987
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
1537.00000000
NS
160824.32000000
0.004602824437
Long
EC
CORP
NL
N
2
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
38072.00000000
NS
50759.99000000
0.001452761139
Long
EC
CORP
IT
N
2
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
1594.00000000
NS
USD
220498.02000000
0.006310697752
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
2353.00000000
NS
USD
101037.82000000
0.002891722762
Long
EC
CORP
US
N
1
N
N
N
Internet Initiative Japan Inc
529900EOCJNAPUHDFR78
Internet Initiative Japan Inc
000000000
200.00000000
NS
3705.12000000
0.000106041280
Long
EC
CORP
JP
N
2
N
N
N
Pan Pacific International Holdings Corp
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
1700.00000000
NS
31575.99000000
0.000903711194
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-11.00000000
NC
USD
-45100.00000000
-0.00129077108
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3705.00000000
USD
2023-01-31
XXXX
-3270.17000000
N
N
N
DMG Mori Co Ltd
353800P4I3FIXTQV2E13
DMG Mori Co Ltd
000000000
600.00000000
NS
7945.64000000
0.000227405817
Long
EC
CORP
JP
N
2
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
800.00000000
NS
12079.57000000
0.000345719726
Long
EC
CORP
JP
N
2
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
300.00000000
NS
14030.20000000
0.000401547150
Long
EC
CORP
JP
N
2
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE FEB23
000000000
-133.00000000
NC
USD
397184.68000000
0.011367505555
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXG3 Index
2023-02-15
-3661709.58000000
USD
397184.68000000
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1912.00000000
NS
USD
182232.72000000
0.005215537157
Long
EC
CORP
US
N
1
N
N
N
J Front Retailing Co Ltd
N/A
J Front Retailing Co Ltd
000000000
3518.00000000
NS
31926.46000000
0.000913741716
Long
EC
CORP
JP
N
2
N
N
N
Persol Holdings Co Ltd
3538000H6OI725NB2008
Persol Holdings Co Ltd
000000000
300.00000000
NS
6380.92000000
0.000182623215
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR23
000000000
-39.00000000
NC
2470.91000000
0.000070717941
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Long Gilt Futures
G H3 Comdty
2023-03-29
-3897363.85000000
GBP
2470.91000000
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
6900.00000000
NS
75021.14000000
0.002147120140
Long
EC
CORP
JP
N
2
N
N
N
Sansan Inc
N/A
Sansan Inc
000000000
800.00000000
NS
7707.70000000
0.000220595926
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1330.00000000
NC
USD
161595.00000000
0.004624881453
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CBOE Volatility Index (VIX)
VIX INDEX
100.00000000
30.00000000
USD
2023-02-15
XXXX
-222775.00000000
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
1700.00000000
NS
12101.59000000
0.000346349943
Long
EC
CORP
JP
N
2
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
39957.00000000
NS
58946.48000000
0.001687060132
Long
EC
CORP
GB
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
2200.00000000
NS
108493.39000000
0.003105102678
Long
EC
CORP
JP
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
48853.00000000
NS
USD
3888698.80000000
0.111295343049
Long
EC
CORP
US
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
500.00000000
NS
28797.35000000
0.000824185958
Long
EC
CORP
JP
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
10716.00000000
NS
153303.84000000
0.004387586784
Long
EC
CORP
FR
N
2
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
1582.00000000
NS
29481.99000000
0.000843780493
Long
EC
CORP
GB
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
2881.00000000
NS
USD
231401.92000000
0.006622769567
Long
EC
CORP
US
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
6902.00000000
NS
62150.46000000
0.001778758685
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
10586.00000000
NS
168497.52000000
0.004822432966
Long
EC
CORP
ES
N
2
N
N
N
iShares 5-10 Year Investment Grade Corporate Bond ETF
549300ZJOCMXQZ0RKQ84
iShares 5-10 Year Investment Grade Corporate Bond ETF
464288638
2584305.00000000
NS
USD
127948940.55000000
3.661924454350
Long
EC
RF
US
N
1
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
700.00000000
NS
16641.75000000
0.000476290237
Long
EC
CORP
JP
N
2
N
N
N
Games Workshop Group PLC
213800RP9QJQYGWHNT41
Games Workshop Group PLC
000000000
227.00000000
NS
23431.76000000
0.000670621691
Long
EC
CORP
GB
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
51071.00000000
NS
USD
15775831.90000000
0.451507487080
Long
EC
CORP
US
N
1
N
N
N
Hill & Smith PLC
2138003A3ISGQZBOWI83
Hill & Smith PLC
000000000
2.00000000
NS
28.24000000
0.000000808234
Long
EC
CORP
GB
N
2
N
N
N
SSP Group Plc
213800QGNIWTXFMENJ24
SSP Group Plc
000000000
7264.00000000
NS
19896.99000000
0.000569455862
Long
EC
CORP
GB
N
2
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
132.00000000
NS
USD
173908.68000000
0.004977301456
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
4.00000000
NC
USD
1360.00000000
0.000038923473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3300.00000000
USD
2023-01-31
XXXX
-2891.00000000
N
N
N
GS CAYMAN COMMODITY ART LTD
N/A
GS CAYMAN COMMODITY ART LTD
000000000
794593.19000000
NS
USD
131505172.95000000
3.763704542054
Long
EC
RF
US
N
1
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
100.00000000
NS
7919.44000000
0.000226655968
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAR23
000000000
56.00000000
NC
USD
136311.50000000
0.003901262590
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S F3 Comdty
2023-03-14
4131588.50000000
USD
136311.50000000
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
653.00000000
NS
USD
151215.21000000
0.004327809773
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
2000.00000000
NS
62603.95000000
0.001791737660
Long
EC
CORP
JP
N
2
N
N
N
Kurita Water Industries Ltd
52990086GS2ON69UMX34
Kurita Water Industries Ltd
000000000
100.00000000
NS
4130.47000000
0.000118214883
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-135941.19000000
-0.00389066424
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
238050000.00000000
PHP
4141944.91000000
USD
2023-01-03
-135941.19000000
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
3228.00000000
NS
USD
2032510.20000000
0.058170851381
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
1835.00000000
NS
59935.71000000
0.001715372094
Long
EC
CORP
DE
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR23
000000000
-12.00000000
NC
USD
39877.20000000
0.001141293497
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini NASDAQ 100 Index Futures
NQH3 Index
2023-03-17
-2685217.20000000
USD
39877.20000000
N
N
N
Bytes Technology Group PLC
213800LA4DZLFBAC9O33
Bytes Technology Group PLC
000000000
3099.00000000
NS
14499.10000000
0.000414967162
Long
EC
CORP
GB
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
967.00000000
NS
USD
155338.88000000
0.004445830039
Long
EC
CORP
US
N
1
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
18407.00000000
NS
79153.99000000
0.002265403139
Long
EC
CORP
GB
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
3912.00000000
NS
529369.30000000
0.015150656009
Long
EC
CORP
GB
N
2
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
5522.00000000
NS
USD
116955.96000000
0.003347303136
Long
EC
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
62354.00000000
NS
193001.47000000
0.005523740952
Long
EC
CORP
NL
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
3200.00000000
NS
51221.29000000
0.001465963638
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
1818219578.15000000
NS
USD
1818219578.15000000
52.03781061402
Long
EC
RF
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
2379.00000000
NS
USD
76032.84000000
0.002176075197
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003101 CDS USD R F 5.00000 2 CCPCDX / Short: SX003101 CDS USD P V 03MEVENT 1 CCPCDX
000000000
16250000.00000000
OU
Notional Amount
USD
105672.13000000
0.003024357648
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S39
2I65BRZH6
Y
sell protection
2027-12-20
0.00000000
USD
-438306.79000000
USD
16250000.00000000
USD
543978.92000000
N
N
N
Dexerials Corp
N/A
Dexerials Corp
000000000
400.00000000
NS
7685.22000000
0.000219952544
Long
EC
CORP
JP
N
2
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
13.00000000
NS
USD
514.15000000
0.000014715076
Long
EC
CORP
US
N
1
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
15699.00000000
NS
149600.71000000
0.004281602457
Long
EC
CORP
IE
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR23
000000000
-32.00000000
NC
80051.78000000
0.002291098070
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATH3 Comdty
2023-03-08
-4146783.33000000
EUR
80051.78000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
61.00000000
NC
USD
-70472.62000000
-0.00201694058
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
6647511.71000000
USD
-70472.62000000
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
835814.00000000
NS
USD
34184792.60000000
0.978375650870
Long
EC
RF
US
N
1
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
3969.00000000
NS
110861.65000000
0.003172882756
Long
EC
CORP
DE
N
2
N
N
N
GMO internet group Inc
529900BFZEY3BESHBW90
GMO internet group Inc
000000000
400.00000000
NS
7471.96000000
0.000213849000
Long
EC
CORP
JP
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
13.00000000
NS
USD
1892.28000000
0.000054157434
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
29535.00000000
NS
USD
10270205.55000000
0.293935351813
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
386.00000000
NS
34718.70000000
0.000993656188
Long
EC
CORP
FR
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR23
000000000
45.00000000
NC
USD
-255727.88000000
-0.00731898344
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH3 Comdty
2023-03-22
5865259.13000000
USD
-255727.88000000
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
16952.00000000
NS
USD
2186638.48000000
0.062582033804
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
24058.00000000
NS
USD
442907.78000000
0.012676109889
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
6267.00000000
NS
32929.90000000
0.000942460371
Long
EC
CORP
GB
N
2
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
284.00000000
NS
USD
40949.96000000
0.001171996104
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
3276.00000000
NS
644462.69000000
0.018444652017
Long
EC
CORP
FR
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
6825.00000000
NS
USD
229797.75000000
0.006576857898
Long
EC
CORP
US
N
1
N
N
N
Aedifica SA
529900DTKNXL0AXQFN28
Aedifica SA
000000000
357.00000000
NS
29048.37000000
0.000831370201
Long
EC
BE
N
2
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
832.00000000
NS
USD
465196.16000000
0.013314007814
Long
EC
CORP
US
N
1
N
N
N
Telecom Plus PLC
549300QGHDX5UKE58G86
Telecom Plus PLC
000000000
893.00000000
NS
23638.26000000
0.000676531763
Long
EC
CORP
GB
N
2
N
N
N
Synthomer PLC
213800EHT3TI1KPQQJ56
Synthomer PLC
000000000
6288.00000000
NS
10961.91000000
0.000313732072
Long
EC
CORP
GB
N
1
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
1285.00000000
NS
18725.96000000
0.000535940747
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
3992.00000000
NS
33588.51000000
0.000961309922
Long
EC
CORP
JP
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
500.00000000
NS
18869.63000000
0.000540052611
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
241944.00000000
NS
USD
8013185.28000000
0.229338977000
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
4027.00000000
NS
75174.43000000
0.002151507330
Long
EC
CORP
GB
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
4000.00000000
NS
50703.88000000
0.001451155260
Long
EC
CORP
JP
N
2
N
N
N
4imprint Group PLC
213800G95T751RN2CT94
4imprint Group PLC
000000000
1.00000000
NS
51.68000000
0.000001479092
Long
EC
CORP
GB
N
1
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
3418.00000000
NS
11718.90000000
0.000335397278
Long
EC
CORP
GB
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
4274.00000000
NS
USD
113261.00000000
0.003241552636
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
13729.00000000
NS
144419.98000000
0.004133328921
Long
EC
CORP
FR
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
26000.00000000
NS
39510.28000000
0.001130792173
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
5505.00000000
NS
487384.95000000
0.013949055454
Long
EC
CORP
DE
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
1200.00000000
NS
9424.91000000
0.000269742822
Long
EC
CORP
JP
N
2
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
2500.00000000
NS
81333.93000000
0.002327793461
Long
EC
CORP
JP
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
6276.00000000
NS
778535.23000000
0.022281835121
Long
EP
CORP
DE
N
2
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2489.00000000
NS
USD
527468.88000000
0.015096265606
Long
EC
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
2898.00000000
NS
USD
132003.90000000
0.003777978210
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN23
000000000
30.00000000
NC
25858.55000000
0.000740076910
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Futures
HIF3 Index
2023-01-30
29670662.40000000
HKD
25858.55000000
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
40141.00000000
NS
570417.82000000
0.016325472921
Long
EC
CORP
NL
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
6574.00000000
NS
USD
809785.32000000
0.023176218992
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE FEB23
000000000
-1.00000000
NC
USD
-2537.29000000
-0.00007261775
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHG3 Comdty
2023-02-14
-32652.71000000
USD
-2537.29000000
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
4700.00000000
NS
50503.44000000
0.001445418626
Long
EC
CORP
JP
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
4076.00000000
NS
USD
231313.00000000
0.006620224658
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
49050.00000000
NS
975926.81000000
0.027931221906
Long
EC
CORP
DE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
20500.00000000
NS
728432.61000000
0.020847888043
Long
EC
CORP
NL
N
2
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
easyJet PLC
000000000
6585.00000000
NS
25830.55000000
0.000739275544
Long
EC
CORP
GB
N
2
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
2747.00000000
NS
27121.90000000
0.000776234241
Long
EC
CORP
GB
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
31628.00000000
NS
USD
9990020.08000000
0.285916387217
Long
EC
CORP
US
N
1
N
N
N
National Express Group PLC
213800A8IQEMY8PA5X34
National Express Group PLC
000000000
3883.00000000
NS
6088.66000000
0.000174258675
Long
EC
CORP
GB
N
2
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
4733.00000000
NS
121611.65000000
0.003480549922
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110988 TRS GBP R V 01MSONIA SONIO/N +17 BPS / Short: ES110988 TRS GBP P E TUKXG INDEX
000000000
8952020.02000000
OU
Notional Amount
-45772.67000000
-0.00131002303
N/A
DE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
FTSE 100 Total Return Index
TUKXG INDEX
Y
equity-performance leg
2023-03-16
0.00000000
GBP
0.00000000
GBP
8952020.02000000
GBP
-45772.67000000
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
300.00000000
NS
3671.67000000
0.000105083935
Long
EC
CORP
JP
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
9652.00000000
NS
60106.38000000
0.001720256704
Long
EC
CORP
GB
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1047.00000000
NS
USD
117138.36000000
0.003352523461
Long
EC
US
N
1
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
356.00000000
NS
18610.31000000
0.000532630821
Long
EC
FR
N
2
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
1800.00000000
NS
44978.10000000
0.001287282283
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
4128.00000000
NS
290545.14000000
0.008315460438
Long
EC
CORP
GB
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES110910 TRS USD R E AMZX INDEX / Short: ES110910 TRS USD P V 01MSOFR US0001M +52 BPS
000000000
6407160.35000000
OU
Notional Amount
USD
84376.52000000
0.002414873000
N/A
DE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Alerian MLP Infrastructure Index
AMZX INDEX
Y
equity-performance leg
2023-12-13
0.00000000
USD
0.00000000
USD
6407160.35000000
USD
84376.52000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
6903.00000000
NS
93125.74000000
0.002665277439
Long
EC
CORP
PT
N
2
N
N
N
Ryohin Keikaku Co Ltd
549300PMNF56J66BY371
Ryohin Keikaku Co Ltd
000000000
4000.00000000
NS
47291.96000000
0.001353505422
Long
EC
CORP
JP
N
2
N
N
N
TS Tech Co Ltd
N/A
TS Tech Co Ltd
000000000
400.00000000
NS
4574.79000000
0.000130931411
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR23
000000000
146.00000000
NC
USD
31881.59000000
0.000912457528
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBH3 Comdty
2023-02-28
3246694.41000000
USD
31881.59000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR23
000000000
-98.00000000
NC
135627.74000000
0.003881693241
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 Comdty
2023-03-08
-11462361.67000000
EUR
135627.74000000
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
4441.00000000
NS
101294.80000000
0.002899077582
Long
EC
CORP
JP
N
2
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
1380.00000000
NS
USD
86843.40000000
0.002485475602
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
3798.00000000
NS
USD
146982.60000000
0.004206671622
Long
EC
CORP
US
N
1
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
543.00000000
NS
7826.14000000
0.000223985703
Long
EC
CORP
JP
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
3473.00000000
NS
209182.06000000
0.005986832697
Long
EC
CORP
BE
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
1428.00000000
NS
22302.26000000
0.000638295174
Long
EC
CORP
GB
N
2
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964C106
1644.00000000
NS
USD
93888.84000000
0.002687117515
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
7015.00000000
NS
USD
145982.15000000
0.004178038541
Long
EC
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
13608.00000000
NS
391247.18000000
0.011197573109
Long
EC
CORP
NL
N
2
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
42.00000000
NS
USD
749.28000000
0.000021444544
Long
EC
CORP
US
N
1
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
7275.00000000
NS
15998.77000000
0.000457888020
Long
EC
CORP
GB
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
2816.00000000
NS
USD
113344.00000000
0.003243928113
Long
EC
CORP
US
N
1
N
N
N
Wienerberger AG
529900VXIFBHO0SW2I31
Wienerberger AG
000000000
578.00000000
NS
13932.05000000
0.000398738077
Long
EC
CORP
AT
N
2
N
N
N
Vistry Group PLC
2138001KOWN7CG9SLK53
Vistry Group PLC
000000000
3543.00000000
NS
26685.74000000
0.000763751254
Long
EC
CORP
GB
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
14130.00000000
NS
USD
1551332.70000000
0.044399454395
Long
EC
CORP
US
N
1
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
300.00000000
NS
18803.82000000
0.000538169116
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1120.00000000
NC
USD
33040.00000000
0.000945611456
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
CBOE Volatility Index (VIX)
VIX INDEX
100.00000000
32.50000000
USD
2023-01-18
XXXX
-395920.00000000
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
2854.00000000
NS
228838.55000000
0.006549405401
Long
EC
CORP
FR
N
2
N
N
N
Capricorn Energy PLC
213800ZJEUQ8ZOC9AL24
Capricorn Energy PLC
000000000
2083.00000000
NS
6592.76000000
0.000188686119
Long
EC
CORP
GB
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
1311.00000000
NS
USD
227065.20000000
0.006498651767
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-5.00000000
NC
USD
-12.50000000
-0.00000035775
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3765.00000000
USD
2022-12-30
XXXX
4068.75000000
N
N
N
Nexans SA
96950015FU78G84UIV14
Nexans SA
000000000
542.00000000
NS
49055.99000000
0.001403992316
Long
EC
CORP
FR
N
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
7190.00000000
NS
USD
236263.40000000
0.006761906104
Long
EC
CORP
US
N
1
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
3436.00000000
NS
45522.15000000
0.001302853103
Long
EC
CORP
JP
N
2
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
17812.00000000
NS
USD
207153.56000000
0.005928776619
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAR23
000000000
-60.00000000
NC
USD
47913.98000000
0.001371307760
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W H3 Comdty
2023-03-14
-2420913.98000000
USD
47913.98000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
1019.00000000
NS
37550.61000000
0.001074706022
Long
EC
CORP
IE
N
2
N
N
N
Masterbrand Inc
549300E0Y4BR5Z9RDZ64
Masterbrand Inc
57638P104
1644.00000000
NS
USD
12412.20000000
0.000355239664
Long
EC
CORP
US
N
1
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE JAN23
000000000
-112.00000000
NC
USD
841776.10000000
0.024091801561
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXF3 INDEX
2023-01-18
-3428763.30000000
USD
841776.10000000
N
N
N
MP Materials Corp
N/A
MP Materials Corp
553368101
21.00000000
NS
USD
509.88000000
0.000014592868
Long
EC
CORP
US
N
1
N
N
N
Nabtesco Corp
529900DVHQXYRTGW7739
Nabtesco Corp
000000000
162.00000000
NS
4109.03000000
0.000117601266
Long
EC
CORP
JP
N
2
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
333.00000000
NS
3245.15000000
0.000092876846
Long
EC
CORP
JP
N
2
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
2009.00000000
NS
USD
83353.41000000
0.002385591386
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
469.00000000
NS
USD
131465.39000000
0.003762565946
Long
EC
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
17893.00000000
NS
46930.06000000
0.001343147771
Long
EC
CORP
GB
N
2
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
293.00000000
NS
USD
101495.20000000
0.002904813070
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
3369.00000000
NS
USD
980379.00000000
0.028058644481
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
100.00000000
NS
4931.72000000
0.000141146819
Long
EC
CORP
JP
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
7358.00000000
NS
69329.35000000
0.001984219963
Long
EC
CORP
GB
N
2
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
32.00000000
NS
382.34000000
0.000010942647
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR SEP23
000000000
-79.00000000
NC
95681.07000000
0.002738411498
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERU3 Comdty
2023-09-18
-19118509.01000000
EUR
95681.07000000
N
N
N
Credit Saison Co Ltd
529900SV58ZWTGRH3A66
Credit Saison Co Ltd
000000000
329.00000000
NS
4242.07000000
0.000121408897
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN23
000000000
-35.00000000
NC
USD
-168632.80000000
-0.00482630470
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLF3 Comdty
2023-01-16
-1863554.70000000
USD
-168632.80000000
N
N
N
Kobe Steel Ltd
549300ZDCYYUPHEE5K87
Kobe Steel Ltd
000000000
2000.00000000
NS
9700.26000000
0.000277623395
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110881 TRS USD R V 01MSOFR US0001M -5 BPS / Short: ES110881 TRS USD P E MSCI WORLD DAILY INDEX
000000000
16659402.91000000
OU
Notional Amount
USD
208531.31000000
0.005968208101
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
MSCI World Net Return Index
M1WO INDEX
Y
equity-performance leg
2023-03-10
0.00000000
USD
0.00000000
USD
16659402.91000000
USD
208531.31000000
N
N
N
Pigeon Corp
2549006T3HT0TI9IRV62
Pigeon Corp
000000000
200.00000000
NS
3277.77000000
0.000093810437
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
300.00000000
NS
4893.68000000
0.000140058107
Long
EC
CORP
JP
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
155029.00000000
NS
USD
2802924.32000000
0.080220258698
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-42699.01000000
-0.00122205426
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
121312730000.00000000
IDR
7793007.20000000
USD
2023-01-31
-42699.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR JUN23
000000000
-173.00000000
NC
USD
111634.03000000
0.003194988427
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDM3 Comdty
2023-06-19
-41123446.53000000
USD
111634.03000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
3949.00000000
NS
93349.60000000
0.002671684357
Long
EC
CORP
CH
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
6060.00000000
NS
52266.05000000
0.001495864880
Long
EC
CORP
IT
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
5282.00000000
NS
87713.41000000
0.002510375464
Long
EC
CORP
IT
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
2136.00000000
NS
USD
78049.44000000
0.002233790696
Long
EC
CORP
US
N
1
N
N
N
Renishaw PLC
21380048ADXM6Z67CT18
Renishaw PLC
000000000
260.00000000
NS
11535.61000000
0.000330151482
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi Chemical Group Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp
000000000
4500.00000000
NS
23296.58000000
0.000666752812
Long
EC
CORP
JP
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
374.00000000
NS
40227.62000000
0.001151322588
Long
EC
CORP
FR
N
2
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
11380.00000000
NS
USD
432440.00000000
0.012376519916
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
11192.00000000
NS
USD
4345517.84000000
0.124369596002
Long
EC
CORP
US
N
1
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
602.00000000
NS
11032.89000000
0.000315763534
Long
EC
CORP
JP
N
2
N
N
N
Vanguard Real Estate ETF
B1HNOZOSPCLXHIVBEI82
Vanguard Real Estate ETF
922908553
223600.00000000
NS
USD
18442528.00000000
0.527828866678
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES108790 TRS EUR R V 01MESTRO EUR001M + 18 BPS / Short: ES108790 TRS EUR P E SXXGT INDEX
000000000
26024743.80000000
OU
Notional Amount
264381.07000000
0.007566639483
N/A
DE
DE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Euro STOXX Index
SXXGT Index
Y
equity-performance leg
2023-06-19
0.00000000
EUR
0.00000000
EUR
26024743.80000000
EUR
264381.07000000
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
610.00000000
NS
USD
98527.20000000
0.002819868312
Long
EC
US
N
1
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
554.00000000
NS
29522.80000000
0.000844948483
Long
EC
CORP
AT
N
2
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
224.00000000
NS
USD
89871.04000000
0.002572127269
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
5000.00000000
NS
201162.05000000
0.005757298395
Long
EC
CORP
JP
N
2
N
N
N
Warehouse Reit PLC
213800BQUD83TYQCWN28
Warehouse Reit PLC
000000000
9721.00000000
NS
12292.81000000
0.000351822698
Long
EC
GB
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
3646.00000000
NS
USD
247381.10000000
0.007080096917
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
2319.00000000
NS
131730.21000000
0.003770145147
Long
EC
CORP
GB
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL JUN23
000000000
-36.00000000
NC
1595.10000000
0.000045652083
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 90 Day Australian Bank Accepted Bills Futures
IRM3 Comdty
2023-06-08
-35646390.65000000
AUD
1595.10000000
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
1.00000000
NS
USD
248.72000000
0.000007118416
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2.50000000
-0.00000007155
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3690.00000000
USD
2022-12-30
XXXX
9036.75000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
14728.00000000
NS
USD
3495396.24000000
0.100038944549
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1405.00000000
NS
USD
159102.20000000
0.004553537015
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
3111.00000000
NS
52609.81000000
0.001505703360
Long
EC
CORP
GB
N
2
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
700.00000000
NS
8613.32000000
0.000246514953
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
3119.00000000
NS
USD
108010.97000000
0.003091295720
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-10977.65000000
-0.00031418255
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
382960000.00000000
INR
4609366.54000000
USD
2023-02-01
-10977.65000000
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
500.00000000
NS
9526.81000000
0.000272659221
Long
EC
CORP
JP
N
2
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
16339.00000000
NS
USD
685257.66000000
0.019612212277
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
4197.00000000
NS
USD
351666.63000000
0.010064769795
Long
EC
CORP
US
N
1
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
5089.00000000
NS
USD
237554.52000000
0.006798858218
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Group PLC
213800Q6ZKHAOV48JL75
Domino's Pizza Group PLC
000000000
7486.00000000
NS
26553.28000000
0.000759960222
Long
EC
CORP
GB
N
1
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
263.00000000
NS
36800.42000000
0.001053235433
Long
EC
CORP
IT
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
700.00000000
NS
22419.13000000
0.000641640017
Long
EC
CORP
JP
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
11367.00000000
NS
USD
4873714.92000000
0.139486702839
Long
EC
CORP
US
N
1
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
900.00000000
NS
9306.43000000
0.000266351901
Long
EC
CORP
JP
N
2
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
26921.00000000
NS
USD
4415851.63000000
0.126382563240
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
7705.00000000
NS
406097.10000000
0.011622580811
Long
EC
CORP
FR
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
3713.00000000
NS
USD
309144.38000000
0.008847774433
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
3981.00000000
NS
USD
133482.93000000
0.003820308347
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
37145.00000000
NS
USD
2672211.30000000
0.076479225733
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
32429.00000000
NS
117396.39000000
0.003359908331
Long
EC
CORP
ES
N
2
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
3809.00000000
NS
92604.97000000
0.002650372897
Long
EC
CORP
GB
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
7011.00000000
NS
USD
587802.24000000
0.016823018523
Long
EC
CORP
US
N
1
N
N
N
Nishimatsu Construction Co Ltd
N/A
Nishimatsu Construction Co Ltd
000000000
100.00000000
NS
2972.37000000
0.000085069828
Long
EC
CORP
JP
N
2
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
1150.00000000
NS
USD
165036.50000000
0.004723377877
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
11207.00000000
NS
USD
1154208.93000000
0.033033692096
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT FEB23
000000000
6.00000000
NC
USD
132222.96000000
0.003784247752
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOG3 Comdty
2023-01-31
697159.44000000
USD
132222.96000000
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
106033.00000000
NS
USD
12760011.22000000
0.365194091670
Long
EC
CORP
US
N
1
N
N
N
Shinko Electric Industries Co Ltd
549300627MZ4832XWF51
Shinko Electric Industries Co Ltd
000000000
600.00000000
NS
15270.22000000
0.000437036772
Long
EC
CORP
JP
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
189761.00000000
NS
USD
9723353.64000000
0.278284339984
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1719.00000000
NS
164643.25000000
0.004712122983
Long
EC
CORP
JP
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
554.00000000
NS
USD
113813.76000000
0.003257372739
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
12632.00000000
NS
125587.30000000
0.003594333826
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G FEB23
000000000
6.00000000
NC
USD
13237.94000000
0.000378872509
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSG3 Comdty
2023-02-10
542662.06000000
USD
13237.94000000
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
1246.00000000
NS
USD
144623.22000000
0.004139145691
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
100.00000000
NS
6502.15000000
0.000186092842
Long
EC
CORP
JP
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
338.00000000
NS
42371.11000000
0.001212669704
Long
EC
CORP
ES
N
2
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
1000.00000000
NS
13865.68000000
0.000396838554
Long
EC
CORP
JP
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
15.00000000
NS
USD
1333.80000000
0.000038173624
Long
EC
CORP
US
N
1
N
N
N
Kadokawa Corp
N/A
Kadokawa Corp
000000000
300.00000000
NS
5480.48000000
0.000156852441
Long
EC
CORP
JP
N
2
N
N
N
Liontrust Asset Management PLC
549300XVXU6S7PLCL855
Liontrust Asset Management PLC
000000000
576.00000000
NS
7766.84000000
0.000222288525
Long
EC
CORP
GB
N
2
N
N
N
Kobayashi Pharmaceutical Co Ltd
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co Ltd
000000000
100.00000000
NS
6854.25000000
0.000196170015
Long
EC
CORP
JP
N
2
N
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
Wacker Chemie AG
000000000
291.00000000
NS
37084.51000000
0.001061366147
Long
EC
CORP
DE
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
13396.00000000
NS
USD
527802.40000000
0.015105811015
Long
EC
CORP
US
N
1
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
7844.00000000
NS
139485.88000000
0.003992113985
Long
EC
CORP
IT
N
2
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
3252.00000000
NS
61653.88000000
0.001764546466
Long
EC
CORP
GB
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
2284.00000000
NS
USD
754222.48000000
0.021585999318
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
65456.00000000
NS
USD
5350373.44000000
0.153128765706
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1403.00000000
NS
110547.20000000
0.003163883134
Long
EC
CORP
BE
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
12750.00000000
NS
95096.06000000
0.002721668394
Long
EC
CORP
GB
N
2
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
2951.00000000
NS
USD
124355.14000000
0.003559069158
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
4146.00000000
NS
140418.12000000
0.004018794882
Long
EC
CORP
JE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-14.00000000
NC
USD
-60900.00000000
-0.00174297026
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3715.00000000
USD
2023-01-31
XXXX
2550.68000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
56921.00000000
NS
USD
5744467.32000000
0.164407811943
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL SEP23
000000000
-46.00000000
NC
10805.73000000
0.000309262169
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 90 Day Australian Bank Accepted Bills Futures
IRU3 Comdty
2023-09-07
-45537704.62000000
AUD
10805.73000000
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
2.00000000
NS
203.76000000
0.000005831652
Long
EC
FR
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
3246.00000000
NS
79418.56000000
0.002272975186
Long
EC
CORP
FR
N
2
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
224.00000000
NS
28064.58000000
0.000803213933
Long
EC
CORP
FR
N
2
N
N
N
Keikyu Corp
N/A
Keikyu Corp
000000000
700.00000000
NS
7370.05000000
0.000210932315
Long
EC
CORP
JP
N
2
N
N
N
Diploma PLC
2138008OGI7VYG8FGR19
Diploma PLC
000000000
581.00000000
NS
19531.85000000
0.000559005481
Long
EC
CORP
GB
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR23
000000000
3.00000000
NC
USD
-662.49000000
-0.00001896059
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C H3 Comdty
2023-03-14
102437.49000000
USD
-662.49000000
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
2556.00000000
NS
USD
308125.80000000
0.008818622469
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
16390.00000000
NS
233056.96000000
0.006670137145
Long
EC
CORP
IT
N
2
N
N
N
Sugi Holdings Co Ltd
529900N86BFWB1FADG87
Sugi Holdings Co Ltd
000000000
200.00000000
NS
8894.83000000
0.000254571826
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-35460.00000000
-0.00101487234
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3845.00000000
USD
2023-01-31
XXXX
285.00000000
N
N
N
Man Group PLC/Jersey
2549003YWC1DW6LALB09
Man Group PLC/Jersey
000000000
27397.00000000
NS
70488.54000000
0.002017396214
Long
EC
CORP
JE
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
525.00000000
NS
USD
95025.00000000
0.002719634643
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
16.00000000
NS
USD
911.52000000
0.000026087886
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
1040.00000000
NS
102298.60000000
0.002927806540
Long
EC
CORP
FR
N
2
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
200.00000000
NS
8721.44000000
0.000249609369
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
2700.00000000
NS
46848.04000000
0.001340800342
Long
EC
CORP
JP
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES101690 TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+6BPS / Short: ES101690 TRS USD P E USNDDUWI.I
000000000
133485487.60000000
OU
Notional Amount
USD
1670882.41000000
0.047820991179
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
133485487.60000000
USD
1670882.41000000
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
4121.00000000
NS
USD
770091.27000000
0.022040167285
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
3371.00000000
NS
125251.20000000
0.003584714576
Long
EC
CORP
IT
N
2
N
N
N
Harbour Energy PLC
213800YPC42DYBKVPF97
Harbour Energy PLC
000000000
8611.00000000
NS
31776.91000000
0.000909461565
Long
EC
CORP
GB
N
2
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
879.00000000
NS
12999.53000000
0.000372049167
Long
EC
CORP
FI
N
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
17954.00000000
NS
USD
1890376.66000000
0.054102960832
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
10579.00000000
NS
USD
3175181.06000000
0.090874321589
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES102273 TRS USD R V 00MSOFR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102273 TRS USD P E USNDDUWI.I
000000000
106870878.36000000
OU
Notional Amount
USD
1337738.46000000
0.038286344217
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
106870878.36000000
USD
1337738.46000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR JUN23
000000000
-106.00000000
NC
97932.25000000
0.002802840723
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAM3 Comdty
2023-06-19
-25302300.26000000
CAD
97932.25000000
N
N
N
Softcat PLC
213800N42YZLR9GLVC42
Softcat PLC
000000000
1833.00000000
NS
26284.99000000
0.000752281709
Long
EC
CORP
GB
N
2
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
19134.00000000
NS
151042.54000000
0.004322867922
Long
EC
CORP
IT
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE FEB23
000000000
10.00000000
NC
USD
-74330.80000000
-0.00212736247
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXG3 Comdty
2023-02-13
820143.30000000
USD
-74330.80000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
5.00000000
NS
1072.19000000
0.000030686293
Long
EC
CORP
NL
N
2
N
N
N
Ibstock PLC
2138003QHTNX34CN9V93
Ibstock PLC
000000000
7559.00000000
NS
14130.85000000
0.000404427773
Long
EC
CORP
GB
N
2
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN23
000000000
73.00000000
NC
7250.23000000
0.000207503043
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBF3 Index
2023-01-20
5975065.93000000
EUR
7250.23000000
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
506.00000000
NS
7127.45000000
0.000203989054
Long
EC
CORP
JP
N
2
N
N
N
Finablr PLC
2138005C7F6N115PM802
Finablr PLC
000000000
16600.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
4619.00000000
NS
USD
626336.40000000
0.017925873945
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR23
000000000
4070.00000000
NC
-2344368.44000000
-0.06709629703
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGH3 Index
2023-03-17
156239578.52000000
EUR
-2344368.44000000
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
5832.00000000
NS
309894.00000000
0.008869228709
Long
EC
CORP
IT
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
1900.00000000
NS
40238.07000000
0.001151621669
Long
EC
CORP
JP
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
8566.00000000
NS
148946.93000000
0.004262891142
Long
EC
CORP
ES
N
2
N
N
N
Food & Life Cos Ltd
529900CWF7GCVZKS5M87
Food & Life Cos Ltd
000000000
800.00000000
NS
15772.05000000
0.000451399248
Long
EC
CORP
JP
N
2
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
3411.00000000
NS
USD
461883.51000000
0.013219199104
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR23
000000000
-107.00000000
NC
95037.77000000
0.002720000123
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERH3 Comdty
2023-03-13
-26034945.55000000
EUR
95037.77000000
N
N
N
Konami Group Corp
353800FC4A5QCMIZFV94
Konami Group Corp
000000000
300.00000000
NS
13608.83000000
0.000389487456
Long
EC
CORP
JP
N
2
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
3423.00000000
NS
USD
263126.01000000
0.007530719413
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
15828.00000000
NS
USD
2622857.88000000
0.075066720910
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
6250.00000000
NS
USD
717500.00000000
0.020534994543
Long
EC
CORP
CH
N
1
N
N
N
Assura PLC
21380026T19N2Y52XF72
Assura PLC
000000000
54896.00000000
NS
36202.94000000
0.001036135436
Long
EC
GB
N
1
N
N
N
Trainline PLC
213800HO26VXTFJ4MO71
Trainline PLC
000000000
2163.00000000
NS
7180.68000000
0.000205512508
Long
EC
CORP
GB
N
1
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
62025.00000000
NS
103949.18000000
0.002975046472
Long
EC
GB
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
2647.00000000
NS
149992.25000000
0.004292808411
Long
EC
CORP
DE
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
3300.00000000
NS
139566.67000000
0.003994426211
Long
EC
CORP
JP
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
11039.00000000
NS
568177.86000000
0.016261364814
Long
EC
CORP
DE
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
18550.00000000
NS
42152.95000000
0.001206425920
Long
EC
CORP
GB
N
2
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
556.00000000
NS
USD
81748.68000000
0.002339663690
Long
EC
CORP
US
N
1
N
N
N
CMC Markets PLC
213800VB75KAZBFH5U07
CMC Markets PLC
000000000
2115.00000000
NS
5727.52000000
0.000163922776
Long
EC
CORP
GB
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR23
000000000
-23.00000000
NC
USD
27937.55000000
0.000799578309
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTH3 Comdty
2023-03-09
-987037.55000000
USD
27937.55000000
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
17094.00000000
NS
USD
705127.50000000
0.020180891100
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB23
000000000
33.00000000
NC
USD
101223.25000000
0.002897029806
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCG3 Comdty
2023-02-24
5936786.75000000
USD
101223.25000000
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
46016.00000000
NS
USD
2830444.16000000
0.081007882063
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
3635.00000000
NS
USD
301814.05000000
0.008637978912
Long
EC
CORP
NL
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
1.00000000
NS
1547.85000000
0.000044299778
Long
EC
CORP
FR
N
2
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
19.00000000
NS
208.45000000
0.000005965880
Long
EC
GB
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
8848.00000000
NS
853181.94000000
0.024418238999
Long
EC
CORP
FR
N
2
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
1481.00000000
NS
USD
134963.53000000
0.003862683417
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
1800.00000000
NS
17836.09000000
0.000510472488
Long
EC
CORP
JP
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
2528.00000000
NS
USD
135020.48000000
0.003864313337
Long
EC
CORP
US
N
1
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
1409.00000000
NS
30590.97000000
0.000875519724
Long
EC
CORP
IL
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
3470.00000000
NS
580100.67000000
0.016602598038
Long
EC
CORP
FR
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR24
000000000
-86.00000000
NC
118116.31000000
0.003380512587
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERH4 Comdty
2024-03-18
-20871817.72000000
EUR
118116.31000000
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
19708.00000000
NS
USD
2750054.32000000
0.078707108647
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES100006 TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+3BPS / Short: ES100006 TRS USD P E USNDDUWI.I
000000000
53196870.06000000
OU
Notional Amount
USD
665882.98000000
0.019057705032
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
53196870.06000000
USD
665882.98000000
N
N
N
Savills PLC
213800WXICGMBWHTA933
Savills PLC
000000000
1843.00000000
NS
18356.06000000
0.000525354135
Long
EC
CORP
GB
N
2
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
22597.00000000
NS
30449.42000000
0.000871468534
Long
EC
CORP
GB
N
2
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co Inc
000000000
2800.00000000
NS
15826.75000000
0.000452964773
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110886 TRS USD R E / Short: ES110886 TRS USD P F 1.00000
000000000
7184560.54000000
OU
Notional Amount
USD
25454.10000000
0.000728501469
N/A
DCO
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Bloomberg Roll Select Commodity Index
BCOMRS INDEX
Y
equity-performance leg
2023-12-08
0.00000000
USD
0.00000000
USD
7184560.54000000
USD
25454.10000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
4.00000000
NC
USD
-3388.05000000
-0.00009696667
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
823388.05000000
USD
-3388.05000000
N
N
N
IWG PLC
2138003LWDII27UTAG52
IWG PLC
000000000
11307.00000000
NS
22591.25000000
0.000646566126
Long
EC
CORP
JE
N
2
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
1799.00000000
NS
USD
172811.94000000
0.004945912536
Long
EC
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
2261.00000000
NS
225392.03000000
0.006450765304
Long
EC
CORP
FR
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN23
000000000
-25.00000000
NC
USD
-59608.25000000
-0.00170600012
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXF3 Comdty
2023-01-16
-1809298.00000000
USD
-59608.25000000
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
3409.00000000
NS
USD
134212.33000000
0.003841183922
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
68864.00000000
NS
131035.20000000
0.003750253821
Long
EC
CORP
GB
N
2
N
N
N
TOTO Ltd
N/A
TOTO Ltd
000000000
200.00000000
NS
6783.89000000
0.000194156298
Long
EC
CORP
JP
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
1254.00000000
NS
USD
147319.92000000
0.004216325788
Long
EC
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
1614.00000000
NS
59815.37000000
0.001711927939
Long
EC
CORP
IE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
27.00000000
NC
USD
67.50000000
0.000001931863
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3490.00000000
USD
2022-12-30
XXXX
-18536.75000000
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
2203.00000000
NS
115061.48000000
0.003293082737
Long
EC
CORP
FI
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
1122.00000000
NS
USD
143705.76000000
0.004112887801
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
8436.00000000
NS
40292.81000000
0.001153188339
Long
EC
CORP
GB
N
2
N
N
N
NCC Group PLC
213800DJCGZRB6523934
NCC Group PLC
000000000
1660.00000000
NS
4013.71000000
0.000114873188
Long
EC
CORP
GB
N
1
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
Ninety One PLC
000000000
2783.00000000
NS
6221.90000000
0.000178072031
Long
EC
CORP
GB
N
2
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
31808.00000000
NS
USD
2154673.92000000
0.061667201657
Long
EC
CORP
US
N
1
N
N
N
SCREEN Holdings Co Ltd
353800ND89FTQ9XQ0R07
SCREEN Holdings Co Ltd
000000000
266.00000000
NS
16962.11000000
0.000485459005
Long
EC
CORP
JP
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
1911.00000000
NS
USD
133273.14000000
0.003814304115
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
1500.00000000
NS
24934.63000000
0.000713634133
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
11.00000000
NC
USD
27.50000000
0.000000787055
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPXW INDEX
100.00000000
3530.00000000
USD
2022-12-30
XXXX
-7135.46000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
14.00000000
NS
141.24000000
0.000004042317
Long
EC
CORP
IT
N
2
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
43069598.00000000
NS
USD
43069598.00000000
1.232660571297
Long
STIV
RF
US
N
1
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
8553927.00000000
NS
USD
399468390.90000000
11.43286582201
Long
EC
RF
US
N
1
N
N
N
Japan Steel Works Ltd/The
529900AWFTILIHHO0936
Japan Steel Works Ltd/The
000000000
400.00000000
NS
7857.74000000
0.000224890101
Long
EC
CORP
JP
N
2
N
N
N
B&M European Value Retail SA
213800UK7ZRLY2K1X530
B&M European Value Retail SA
000000000
10434.00000000
NS
51792.28000000
0.001482305487
Long
EC
CORP
LU
N
2
N
N
N
Primary Health Properties PLC
213800Y5CJHXOATK7X11
Primary Health Properties PLC
000000000
32524.00000000
NS
43555.79000000
0.001246575484
Long
EC
GB
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
4378.00000000
NS
USD
199330.34000000
0.005704874486
Long
EC
CORP
US
N
1
N
N
N
WH Smith PLC
2138001KJNGUJ34G7X91
WH Smith PLC
000000000
2976.00000000
NS
52929.50000000
0.001514852952
Long
EC
CORP
GB
N
2
N
N
N
Fresnillo PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
000000000
2348.00000000
NS
25654.68000000
0.000734242109
Long
EC
CORP
GB
N
2
N
N
N
Kainos Group PLC
213800H2PQMIF3OVZY47
Kainos Group PLC
000000000
412.00000000
NS
7685.49000000
0.000219960272
Long
EC
CORP
GB
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
200.00000000
NS
3782.75000000
0.000108263067
Long
EC
CORP
JP
N
2
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
131.00000000
NS
5008.20000000
0.000143335692
Long
EC
CORP
JP
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
2079.00000000
NS
47984.59000000
0.001373328632
Long
EC
FR
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
3313.00000000
NS
USD
780145.24000000
0.022327913932
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
900.00000000
NS
29867.16000000
0.000854804136
Long
EC
CORP
JP
N
2
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
000000000
270.00000000
NS
3568.65000000
0.000102135481
Long
EC
CORP
JP
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
4603.00000000
NS
USD
209528.56000000
0.005996749597
Long
EC
CORP
US
N
1
N
N
N
Casio Computer Co Ltd
353800JRMIABSXKHV344
Casio Computer Co Ltd
000000000
400.00000000
NS
4058.06000000
0.000116142494
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
55168.00000000
NS
USD
4690383.36000000
0.134239716659
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
346.00000000
NS
USD
162298.22000000
0.004645007752
Long
EC
CORP
US
N
1
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
14800.00000000
NS
46315.46000000
0.001325557795
Long
EC
CORP
JP
N
2
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
3520.00000000
NS
USD
123763.20000000
0.003542127716
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
14222.00000000
NS
USD
3248162.58000000
0.092963067394
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings Inc
N/A
Driven Brands Holdings Inc
26210V102
2330.00000000
NS
USD
63632.30000000
0.001821169244
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
2837.00000000
NS
USD
148233.25000000
0.004242465477
Long
EC
CORP
US
N
1
N
N
N
Koei Tecmo Holdings Co Ltd
353800RQ25FIYLPYXP11
Koei Tecmo Holdings Co Ltd
000000000
200.00000000
NS
3617.30000000
0.000103527854
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
93104.00000000
NS
278391.41000000
0.007967618237
Long
EC
CORP
ES
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
2663.00000000
NS
USD
226887.60000000
0.006493568819
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
4739.00000000
NS
USD
1675757.79000000
0.047960525537
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
5.00000000
NS
964.70000000
0.000027609908
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
42899.00000000
NS
USD
4716316.06000000
0.134981915757
Long
EC
CORP
US
N
1
N
N
N
K+S AG
529900YURAYD4IJX2J91
K+S AG
000000000
2290.00000000
NS
45144.79000000
0.001292052984
Long
EC
CORP
DE
N
2
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
000000000
800.00000000
NS
48296.46000000
0.001382254414
Long
EC
CORP
JP
N
2
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
6078.00000000
NS
266045.34000000
0.007614271226
Long
EC
CORP
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
2955.00000000
NS
407350.31000000
0.011658447934
Long
EC
CORP
DE
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR JUN24
000000000
-77.00000000
NC
USD
-9416.13000000
-0.00026949153
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDM4 Comdty
2024-06-17
-18456146.37000000
USD
-9416.13000000
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
2149.00000000
NS
USD
152149.20000000
0.004354540755
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
9589.00000000
NS
267123.36000000
0.007645124376
Long
EC
CORP
FR
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
2176.00000000
NS
88981.39000000
0.002546665307
Long
EC
CORP
NL
N
2
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
000000000
300.00000000
NS
6594.27000000
0.000188729335
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
7.00000000
NC
USD
4515.00000000
0.000129220209
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3425.00000000
USD
2023-01-31
XXXX
-3995.25000000
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
593.00000000
NS
USD
249237.90000000
0.007133238907
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
7.00000000
NC
USD
17.50000000
0.000000500853
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3695.00000000
USD
2022-12-30
XXXX
-6462.75000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR SEP24
000000000
-82.00000000
NC
80473.82000000
0.002303176940
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERU4 Comdty
2024-09-16
-19929427.60000000
EUR
80473.82000000
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
600.00000000
NS
13917.46000000
0.000398320508
Long
EC
CORP
JP
N
2
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
160.00000000
NS
USD
394588.80000000
0.011293210947
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
2635.00000000
NS
476758.34000000
0.013644919735
Long
EC
CORP
FR
N
2
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
2581.00000000
NS
USD
160976.97000000
0.004607193310
Long
EC
CORP
US
N
1
N
N
N
Menicon Co Ltd
3538000OOSRECSEX2327
Menicon Co Ltd
000000000
100.00000000
NS
2102.51000000
0.000060174259
Long
EC
CORP
JP
N
2
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
2870.00000000
NS
USD
135865.80000000
0.003888506566
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
5100.00000000
NS
42682.00000000
0.001221567438
Long
EC
CORP
JP
N
2
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
30822.00000000
NS
121950.81000000
0.003490256749
Long
EC
CORP
GB
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
6.00000000
NS
1940.82000000
0.000055546659
Long
EC
CORP
DE
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
987.00000000
NS
USD
307322.19000000
0.008795622989
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
12729.00000000
NS
USD
3054450.84000000
0.087418998371
Long
EC
CORP
US
N
1
N
N
N
Hulic Co Ltd
3538002E12E7IHAKTB10
Hulic Co Ltd
000000000
600.00000000
NS
4711.53000000
0.000134844937
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
5966.00000000
NS
223287.24000000
0.006390525790
Long
EC
CORP
DE
N
2
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
1700.00000000
NS
8361.53000000
0.000239308673
Long
EC
CORP
JP
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
275.00000000
NS
USD
115634.75000000
0.003309489840
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
000000000
3800.00000000
NS
107732.19000000
0.003083316980
Long
EC
CORP
JP
N
2
N
N
N
Morinaga Milk Industry Co Ltd
529900FB91P7MVO08949
Morinaga Milk Industry Co Ltd
000000000
200.00000000
NS
7594.54000000
0.000217357264
Long
EC
CORP
JP
N
2
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
1300.00000000
NS
11573.61000000
0.000331239049
Long
EC
CORP
JP
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
1704.00000000
NS
USD
133440.24000000
0.003819086550
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
43442.00000000
NS
289699.23000000
0.008291250323
Long
EC
CORP
JE
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-14689.04000000
-0.00042040328
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3280000.00000000
CAD
2408074.69000000
USD
2023-01-25
-14689.04000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
1720.00000000
NS
USD
104730.80000000
0.002997416594
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
114588.00000000
NS
USD
3295550.88000000
0.094319330087
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
600.00000000
NS
18338.00000000
0.000524837254
Long
EC
CORP
JP
N
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
2224.00000000
NS
USD
168645.92000000
0.004826680204
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
2010.00000000
NS
USD
274927.80000000
0.007868489021
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
2043.00000000
NS
63836.95000000
0.001827026369
Long
EC
CORP
JP
N
2
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
31.00000000
NS
USD
142989.98000000
0.004092402033
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1086.00000000
NS
USD
132687.48000000
0.003797542408
Long
EC
CORP
US
N
1
N
N
N
Clarkson PLC
2138007G6BGTEHI3OT22
Clarkson PLC
000000000
106.00000000
NS
4145.61000000
0.000118648193
Long
EC
CORP
GB
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
10930.00000000
NS
USD
4100061.60000000
0.117344588965
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
7748.00000000
NS
USD
3968448.12000000
0.113577784653
Long
EC
CORP
US
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
509.00000000
NS
27690.79000000
0.000792515988
Long
EC
CORP
DE
N
2
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
5203.00000000
NS
USD
198130.24000000
0.005670527382
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
9.00000000
NS
USD
1539.63000000
0.000044064520
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
3999.00000000
NS
USD
178275.42000000
0.005102278434
Long
EC
CORP
US
N
1
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
Hoshizaki Corp
000000000
100.00000000
NS
3516.20000000
0.000100634352
Long
EC
CORP
JP
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
465.00000000
NS
47014.27000000
0.001345557878
Long
EC
CORP
BE
N
2
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
3212.00000000
NS
USD
121092.40000000
0.003465688882
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
13443.00000000
NS
189388.88000000
0.005420347898
Long
EC
CORP
JP
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
9823.00000000
NS
USD
631127.75000000
0.018063003348
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
1767.00000000
NS
USD
142437.87000000
0.004076600534
Long
EC
CORP
US
N
1
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
62393.00000000
NS
100521.59000000
0.002876948156
Long
EC
CORP
GB
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
5422.00000000
NS
265248.56000000
0.007591467222
Long
EC
CORP
FR
N
2
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
1507.00000000
NS
USD
169748.48000000
0.004858235694
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
498.00000000
NS
USD
159006.42000000
0.004550795772
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE FEB23
000000000
-19.00000000
NC
USD
58171.48000000
0.001664879476
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXG3 Comdty
2023-02-13
-1475215.23000000
USD
58171.48000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
305413.00000000
NS
USD
39682311.09000000
1.135715737550
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
935.00000000
NS
USD
138436.10000000
0.003962069070
Long
EC
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1620.00000000
NS
51832.23000000
0.001483448864
Long
EC
CORP
AT
N
2
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
1006.00000000
NS
72228.91000000
0.002067205954
Long
EC
CORP
LU
N
2
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
28558.00000000
NS
USD
7579864.36000000
0.216937244976
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR MAR23
000000000
-212.00000000
NC
USD
-8408.03000000
-0.00024063951
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDH3 Comdty
2023-03-13
-50299191.97000000
USD
-8408.03000000
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
3480.00000000
NS
125139.59000000
0.003581520275
Long
EC
CORP
FR
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
954.00000000
NS
25270.60000000
0.000723249662
Long
EC
CORP
AT
N
2
N
N
N
MatsukiyoCocokara & Co
N/A
MatsukiyoCocokara & Co
000000000
400.00000000
NS
20105.52000000
0.000575424032
Long
EC
CORP
JP
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
6200.00000000
NS
188026.70000000
0.005381362032
Long
EC
CORP
JP
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
9621.00000000
NS
93866.97000000
0.002686491591
Long
EC
CORP
IT
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1709.00000000
NS
USD
1233026.41000000
0.035289464252
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR23
000000000
3.00000000
NC
USD
-13928.70000000
-0.00039864219
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Futures
FAH3 Index
2023-03-17
746708.70000000
USD
-13928.70000000
N
N
N
TBC Bank Group PLC
213800T6NS9N2WQ3B328
TBC Bank Group PLC
000000000
171.00000000
NS
4692.78000000
0.000134308308
Long
EC
CORP
GB
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
12343.00000000
NS
USD
1548676.21000000
0.044323425117
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
341751.00000000
NS
346097.03000000
0.009905366721
Long
EC
CORP
GB
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
286.00000000
NS
20939.29000000
0.000599286698
Long
EC
CORP
NL
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR MAR24
000000000
-83.00000000
NC
USD
1445.00000000
0.000041356191
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDH4 Comdty
2024-03-18
-19830145.00000000
USD
1445.00000000
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
872.00000000
NS
37370.73000000
0.001069557821
Long
EC
CORP
JP
N
2
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
479.00000000
NS
USD
119572.77000000
0.003422196765
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
1318.00000000
NS
USD
151859.96000000
0.004346262647
Long
EC
CORP
US
N
1
N
N
N
Bodycote PLC
213800V93QFW53NB7Y29
Bodycote PLC
000000000
934.00000000
NS
6419.27000000
0.000183720800
Long
EC
CORP
GB
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-5.00000000
NC
USD
-12.50000000
-0.00000035775
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX Index
100.00000000
3665.00000000
USD
2022-12-30
XXXX
42208.75000000
N
N
N
SPDR Bloomberg Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Convertible Securities ETF
78464A359
1828622.00000000
NS
USD
117653539.48000000
3.367268001678
Long
EC
RF
US
N
1
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
23098.00000000
NS
64689.83000000
0.001851435966
Long
EC
CORP
GB
N
2
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
14671.00000000
NS
USD
3504315.06000000
0.100294202975
Long
EC
CORP
US
N
1
N
N
N
Drax Group PLC
549300YPSNTXR4ZHSR98
Drax Group PLC
000000000
3956.00000000
NS
33556.49000000
0.000960393503
Long
EC
CORP
GB
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
5822.00000000
NS
137145.50000000
0.003925131838
Long
EC
CORP
DE
N
2
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
8.00000000
NS
435.41000000
0.000012461521
Long
EC
CORP
FR
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
5249.00000000
NS
138479.83000000
0.003963320631
Long
EC
CORP
LU
N
2
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
744.00000000
NS
11808.00000000
0.000337947338
Long
EC
CORP
JP
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
1624.00000000
NS
36342.56000000
0.001040131388
Long
EC
CORP
GB
N
2
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
1581.00000000
NS
USD
96994.35000000
0.002775997836
Long
EC
CORP
US
N
1
N
N
N
International Distributions Services PLC
213800TCZZU84G8Z2M70
International Distributions Services PLC
000000000
13328.00000000
NS
34163.87000000
0.000977776841
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003092 CDS USD R F 1.00000 2 CCPCDX / Short: SX003092 CDS USD P V 03MEVENT 1 CCPCDX
000000000
104000000.00000000
OU
Notional Amount
USD
858603.20000000
0.024573396552
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S39
2I65BYEB7
Y
sell protection
2027-12-20
87773.90000000
USD
0.00000000
USD
104000000.00000000
USD
770829.30000000
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
1394.00000000
NS
USD
159083.28000000
0.004552995521
Long
EC
CORP
US
N
1
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
1.00000000
NS
USD
329.52000000
0.000009430928
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR23
000000000
20.00000000
NC
-96231.07000000
-0.00275415260
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH3 Index
2023-03-16
4809896.87000000
CAD
-96231.07000000
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
500.00000000
NS
8836.60000000
0.000252905272
Long
EC
CORP
JP
N
2
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
6.00000000
NS
171.88000000
0.000004919240
Long
EC
BE
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
1163.00000000
NS
USD
646918.75000000
0.018514944949
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
2602.00000000
NS
USD
505724.72000000
0.014473943366
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
6010.00000000
NS
21549.60000000
0.000616753893
Long
EC
CORP
JP
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
2954.00000000
NS
USD
96920.74000000
0.002773891103
Long
EC
CORP
US
N
1
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
400.00000000
NS
3430.81000000
0.000098190473
Long
EC
CORP
JP
N
2
N
N
N
TP ICAP Group PLC
2138006YAA7IRVKKGE63
TP ICAP Group PLC
000000000
5752.00000000
NS
12134.52000000
0.000347292406
Long
EC
CORP
JE
N
1
N
N
N
Redde Northgate PLC
213800B3ZUTDOZYVJB41
Redde Northgate PLC
000000000
1603.00000000
NS
7984.34000000
0.000228513419
Long
EC
CORP
GB
N
1
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
21062.00000000
NS
287186.42000000
0.008219333195
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
34470.00000000
NS
USD
4825800.00000000
0.138115368176
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
6254.00000000
NS
USD
848980.50000000
0.024297992940
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
1843.00000000
NS
USD
2663964.35000000
0.076243196362
Long
EC
CORP
US
N
1
N
N
N
Zeon Corp
529900UEFURDYZ4F4U10
Zeon Corp
000000000
900.00000000
NS
9056.53000000
0.000259199713
Long
EC
CORP
JP
N
2
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
500.00000000
NS
16508.13000000
0.000472466006
Long
EC
CORP
JP
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
20333.00000000
NS
243576.17000000
0.006971199054
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
8210.20000000
0.000234977577
N/A
DFE
CH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
5730311.40000000
USD
5290000.00000000
CHF
2023-01-25
8210.20000000
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
532373.00000000
NS
USD
10929617.69000000
0.312807860101
Long
EC
RF
US
N
1
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-24270.86000000
-0.00069463690
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
661470000.00000000
JPY
5034144.69000000
USD
2023-01-25
-24270.86000000
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
672.00000000
NS
33043.52000000
0.000945712199
Long
EC
CORP
IE
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-15050.83000000
-0.00043075778
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
512620000.00000000
INR
6169618.16000000
USD
2023-02-01
-15050.83000000
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
1999.00000000
NS
USD
374792.51000000
0.010726637139
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
693.00000000
NS
USD
234996.30000000
0.006725641446
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
1854.00000000
NS
65018.35000000
0.001860838275
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR23
000000000
-14.00000000
NC
84844.55000000
0.002428268113
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBH2 Comdty
2023-03-08
-1967300.68000000
EUR
84844.55000000
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
23768.00000000
NS
USD
967595.28000000
0.027692771839
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
8444.00000000
NS
USD
261764.00000000
0.007491738413
Long
EC
US
N
1
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
10570.00000000
NS
33581.35000000
0.000961105002
Long
EC
CORP
GB
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT FEB23
000000000
-6.00000000
NC
USD
-76955.76000000
-0.00220248935
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBG3 Comdty
2023-01-31
-549415.44000000
USD
-76955.76000000
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
486.00000000
NS
11286.21000000
0.000323013603
Long
EC
CORP
GB
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
3299.00000000
NS
199402.35000000
0.005706935427
Long
EC
CORP
DE
N
2
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
239.00000000
NS
19454.86000000
0.000556802012
Long
EC
CORP
DE
N
2
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
000000000
300.00000000
NS
3813.39000000
0.000109139990
Long
EC
CORP
JP
N
2
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
000000000
3.00000000
NS
239.75000000
0.000006861693
Long
EC
CORP
BE
N
2
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
502.00000000
NS
7954.82000000
0.000227668550
Long
EC
CORP
JP
N
2
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
1930.00000000
NS
64211.38000000
0.001837742631
Long
EC
CORP
GB
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
2389.00000000
NS
USD
4814503.92000000
0.137792072090
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
2343.00000000
NS
USD
255527.58000000
0.007313250816
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
29151.00000000
NS
USD
1039524.66000000
0.029751405185
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
88617.00000000
NS
USD
9832056.15000000
0.281395427718
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
287.00000000
NS
USD
187993.61000000
0.005380414990
Long
EC
US
N
1
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
1100.00000000
NS
25194.37000000
0.000721067944
Long
EC
CORP
JP
N
2
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
12969.00000000
NS
USD
325132.83000000
0.009305367093
Long
EC
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
411.00000000
NS
USD
135905.37000000
0.003889639068
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
3900.00000000
NS
USD
98631.00000000
0.002822839089
Long
EC
US
N
1
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
7940.00000000
NS
126444.94000000
0.003618879655
Long
EC
CORP
IM
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
12969.00000000
NS
USD
1021827.51000000
0.029244909187
Long
EC
CORP
US
N
1
N
N
N
Hino Motors Ltd
3538009ZU0PHKNHJM202
Hino Motors Ltd
000000000
2400.00000000
NS
9119.26000000
0.000260995058
Long
EC
CORP
JP
N
2
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
200.00000000
NS
10251.64000000
0.000293404002
Long
EC
CORP
JP
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
1700.00000000
NS
USD
265948.00000000
0.007611485336
Long
EC
CORP
US
N
1
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
13.00000000
NS
USD
843.44000000
0.000024139422
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
16063.00000000
NS
USD
5380141.22000000
0.153980725566
Long
EC
CORP
US
N
1
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
7317.00000000
NS
44730.75000000
0.001280203076
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES110509 TRS USD R E JPGSGLMN INDEX / Short: ES110509 TRS USD P V 01MSOFR US0001M - 2 BPS
000000000
21202838.40000000
OU
Notional Amount
USD
-146960.40000000
-0.00420603625
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPGSGLMN Index
JPGSGLMN
JPGSGLMN Index
Y
equity-performance leg
2023-05-22
0.00000000
USD
0.00000000
USD
21202838.40000000
USD
-146960.40000000
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
6.00000000
NS
477.47000000
0.000013665287
Long
EC
CORP
GB
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR MAR23
000000000
-125.00000000
NC
90613.93000000
0.002593388931
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAH3 Comdty
2023-03-13
-29799253.76000000
CAD
90613.93000000
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
4948.00000000
NS
50233.55000000
0.001437694320
Long
EC
CORP
NL
N
2
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
1389.00000000
NS
USD
196487.94000000
0.005623524426
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
27112.00000000
NS
USD
9918654.08000000
0.283873877920
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
2200.00000000
NS
46997.24000000
0.001345070476
Long
EC
CORP
JP
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) MAR23
000000000
-11.00000000
NC
23435.68000000
0.000670733882
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Japanese 10 Year Bond Futures
JBH2 Comdty
2023-03-13
-1600495699.00000000
JPY
23435.68000000
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
13.00000000
NS
745.92000000
0.000021348380
Long
EC
CORP
GB
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR DEC24
000000000
-45.00000000
NC
USD
-14434.40000000
-0.00041311543
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Futures
EDZ4 Comdty
2024-12-16
-10824378.10000000
USD
-14434.40000000
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
4316.00000000
NS
81037.83000000
0.002319319019
Long
EC
CORP
DE
N
2
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
2634.00000000
NS
132412.50000000
0.003789672425
Long
EC
CORP
NL
N
2
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
1955.00000000
NS
USD
194170.60000000
0.005557201688
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
2517.00000000
NS
USD
201032.79000000
0.005753598948
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
87393.00000000
NS
USD
11719401.30000000
0.335411626124
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
291044.00000000
NS
USD
24447696.00000000
0.699697984602
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
10652.00000000
NS
USD
286219.24000000
0.008191652308
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
16702.00000000
NS
507605.27000000
0.014527765086
Long
EC
CORP
DE
N
2
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
1535.00000000
NS
USD
153208.35000000
0.004384853841
Long
EC
CORP
US
N
1
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
1674.00000000
NS
69584.45000000
0.001991520977
Long
EC
CORP
IT
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
4682.00000000
NS
USD
550275.46000000
0.015748994520
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
11563.00000000
NS
452805.60000000
0.012959387491
Long
EC
CORP
GB
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
3231.00000000
NS
113746.70000000
0.003255453468
Long
EC
CORP
DE
N
2
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
6532.00000000
NS
44106.54000000
0.001262338060
Long
EC
CORP
GB
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR23
000000000
39.00000000
NC
USD
-79434.80000000
-0.00227343997
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH3 Index
2023-03-17
3532689.80000000
USD
-79434.80000000
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
2275.00000000
NS
USD
132700.75000000
0.003797922198
Long
EC
CORP
US
N
1
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
46579.00000000
NS
54174.20000000
0.001550476517
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
1800.00000000
NS
13596.46000000
0.000389133424
Long
EC
CORP
JP
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
2400.00000000
NS
56593.54000000
0.001619718515
Long
EC
CORP
JP
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
9348.00000000
NS
USD
2409073.08000000
0.068948156866
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: ES101252 TRS USD R V 01MSOFR RESET M ON15TH/SOFRRATE+37BPS / Short: ES101252 TRS USD P E USRU10INTR.I
000000000
30573785.15000000
OU
Notional Amount
USD
1777806.05000000
0.050881167296
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
0.01000000
USD
0.00000000
USD
30573785.15000000
USD
1777806.04000000
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
100.00000000
NS
60853.35000000
0.001741635136
Long
EC
CORP
JP
N
2
N
N
N
Elis SA
969500UX71LCE8MAY492
Elis SA
000000000
863.00000000
NS
12738.81000000
0.000364587308
Long
EC
CORP
FR
N
2
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
8.00000000
NS
USD
538.08000000
0.000015399957
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1651.00000000
NS
538161.74000000
0.015402297413
Long
EC
CORP
IE
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
298.00000000
NS
USD
121572.08000000
0.003479417420
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
7.00000000
NS
340.56000000
0.000009746895
Long
EC
CORP
GB
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
8442.00000000
NS
USD
631546.02000000
0.018074974319
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
884.00000000
NS
USD
90362.48000000
0.002586192381
Long
EC
CORP
US
N
1
N
N
N
SHIFT Inc
353800HJXMOPLJ7BO262
SHIFT Inc
000000000
100.00000000
NS
17602.87000000
0.000503797685
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Motors Corp
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp
000000000
13200.00000000
NS
50128.27000000
0.001434681185
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
86396.00000000
NS
USD
6216192.20000000
0.177908673039
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
4245.00000000
NS
USD
125821.80000000
0.003601045263
Long
EC
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
40598.00000000
NS
USD
1880499.36000000
0.053820270517
Long
EC
CORP
BM
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
31553.00000000
NS
USD
4661955.75000000
0.133426112734
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
2069.00000000
NS
USD
189437.64000000
0.005421743419
Long
EC
CORP
US
N
1
N
N
N
Petrofac Ltd
2138004624W8CKCSJ177
Petrofac Ltd
000000000
22813.00000000
NS
19374.79000000
0.000554510392
Long
EC
CORP
JE
N
1
N
N
N
Ulvac Inc
N/A
Ulvac Inc
000000000
343.00000000
NS
14294.45000000
0.000409110038
Long
EC
CORP
JP
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
4563.00000000
NS
298396.78000000
0.008540175956
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
3637.00000000
NS
USD
338095.52000000
0.009676361893
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
6684.00000000
NS
USD
422696.16000000
0.012097649252
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
2341.00000000
NS
USD
110776.12000000
0.003170434870
Long
EC
CORP
US
N
1
N
N
N
Dowa Holdings Co Ltd
353800ZSQZKFE140A689
Dowa Holdings Co Ltd
000000000
600.00000000
NS
18934.19000000
0.000541900332
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR23
000000000
-124.00000000
NC
370793.47000000
0.010612183809
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH2 Comdty
2023-03-08
-16813590.44000000
EUR
370793.47000000
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
148025.00000000
NS
891593.82000000
0.025517594743
Long
EC
CORP
ES
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: ES102701 TRS USD R V 00MSOFRR RESET M ON15TH/SOFRRATE-5BPS / Short: ES102701 TRS USD P E NDDUWI INDEX
000000000
51441971.79000000
OU
Notional Amount
USD
643916.33000000
0.018429015084
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
51441971.79000000
USD
643916.33000000
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
1000.00000000
NS
15241.43000000
0.000436212797
Long
EC
CORP
JP
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
18109.00000000
NS
USD
2842207.55000000
0.081344552654
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
7848.00000000
NS
USD
673750.80000000
0.019282883625
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
3535.00000000
NS
114762.98000000
0.003284539607
Long
EC
CORP
JP
N
2
N
N
N
Future PLC
213800K2581YRLEXV353
Future PLC
000000000
1018.00000000
NS
15516.73000000
0.000444091938
Long
EC
CORP
GB
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
1494.00000000
NS
46192.31000000
0.001322033217
Long
EC
CORP
GB
N
2
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
3095.00000000
NS
18990.15000000
0.000543501918
Long
EC
CORP
IM
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
51942.00000000
NS
USD
6129156.00000000
0.175417679462
Long
EC
CORP
US
N
1
N
N
N
Urban Logistics REIT PLC
213800P6ODJW2UFNDC37
Urban Logistics REIT PLC
000000000
4453.00000000
NS
7250.56000000
0.000207512487
Long
EC
GB
N
2
N
N
N
Hays PLC
213800QC8AWD4BO8TH08
Hays PLC
000000000
18889.00000000
NS
26479.25000000
0.000757841469
Long
EC
CORP
GB
N
2
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
500.00000000
NS
7242.70000000
0.000207287533
Long
EC
CORP
JP
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
000000000
2426.00000000
NS
43347.33000000
0.001240609317
Long
EC
CORP
FR
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
4997.00000000
NS
470678.28000000
0.013470907193
Long
EC
CORP
NL
N
2
N
N
N
2023-01-31
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President