0001752724-23-186694.txt : 20230823 0001752724-23-186694.hdr.sgml : 20230823 20230823141846 ACCESSION NUMBER: 0001752724-23-186694 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230823 DATE AS OF CHANGE: 20230823 PERIOD START: 20231231 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: 231196874 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000020314 Goldman Sachs Absolute Return Tracker Fund C000057076 Class A GARTX C000057077 Class C GCRTX C000057078 Institutional GJRTX C000066743 Class R Shares GRRTX C000066744 Investor Shares GSRTX C000161524 Class R6 Shares GARUX C000201773 Class P Shares GSGPX NPORT-P 1 primary_doc.xml NPORT-P false 0000822977 XXXXXXXX S000020314 C000201773 C000161524 C000057078 C000066743 C000057076 C000057077 C000066744 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Absolute Return Tracker Fund S000020314 DKFEL85SJZHUKV0SC582 2023-12-31 2023-06-30 N 3547456345.65 25749184.96 3521707160.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 158814122.79000000 AUD CAD CHF EUR GBP USD N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 9745.00000000 NS USD 2022087.50000000 0.057417820611 Long EC CORP US N 1 N N N LondonMetric Property PLC 213800OCERWWPQDURL87 000000000 12898.00000000 NS 27225.14000000 0.000773066548 Long EC GB N 2 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 4153.00000000 NS USD 485278.05000000 0.013779625274 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 172450000.00000000 OU Notional Amount 2231954.51000000 0.063377061412 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S39 2I666VDC6 Y sell protection 2028-06-20 929600.50000000 EUR 0.00000000 EUR 172450000.00000000 EUR 1232115.07000000 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 19398.00000000 NS USD 2023987.32000000 0.057471766607 Long EC CORP US N 1 N N N Balfour Beatty PLC CT4UIJ3TUKGYYHMENQ17 000000000 7460.00000000 NS 32288.06000000 0.000916829779 Long EC CORP GB N 1 N N N Konica Minolta Inc 549300SVK6KRUOL1A740 000000000 4000.00000000 NS 13890.23000000 0.000394417518 Long EC CORP JP N 2 N N N Premier Foods PLC 213800ZD5I8XHNMCJA67 000000000 5524.00000000 NS 8937.72000000 0.000253789414 Long EC CORP GB N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 128.00000000 NC 112226.64000000 0.003186711298 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU3 Comdty 2023-09-07 14772033.04000000 EUR 112226.64000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -82.00000000 NC 59888.08000000 0.001700541165 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short CME 1 Year Mid-Curve 3 Month Eurodollar Option OEU3 Comdty 2023-09-07 -9544742.75000000 EUR 59888.08000000 N N N Firstgroup PLC 549300DEJZCPWA4HKM93 000000000 8023.00000000 NS 14865.02000000 0.000422096992 Long EC CORP GB N 2 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 7969.00000000 NS USD 327764.97000000 0.009306991042 Long EC CORP US N 1 N N N Charles River Laboratories International Inc 549300BSQ0R4UZ5KX287 159864107 1304.00000000 NS USD 274166.00000000 0.007785031165 Long EC CORP US N 1 N N N Just Group PLC 5493006456YEZEELRR90 000000000 7559.00000000 NS 7468.74000000 0.000212077258 Long EC CORP GB N 1 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1291.00000000 NS USD 290152.25000000 0.008238965841 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -140.00000000 NC USD 183770.06000000 0.005218209567 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 -15182363.88000000 USD 183770.06000000 N N N Kingfisher PLC 213800KBMEV7I92FY281 000000000 33554.00000000 NS 98891.58000000 0.002808058009 Long EC CORP GB N 2 N N N EDP - Energias de Portugal SA 529900CLC3WDMGI9VH80 000000000 49878.00000000 NS 243786.97000000 0.006922408902 Long EC CORP PT N 2 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 163431.00000000 NS USD 8455919.94000000 0.240108548330 Long EC CORP US N 1 N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 5300.00000000 NS 51220.18000000 0.001454413375 Long EC CORP JP N 2 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 1663.00000000 NS USD 370998.67000000 0.010534625767 Long EC CORP US N 1 N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 1511.00000000 NS USD 189962.92000000 0.005394057805 Long EC CORP US N 1 N N N OMV AG 549300V62YJ9HTLRI486 000000000 1942.00000000 NS 82461.58000000 0.002341522910 Long EC CORP AT N 2 N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 6501.00000000 NS USD 1373401.26000000 0.038998167574 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 14098.00000000 NS USD 6459562.62000000 0.183421344400 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 50478.00000000 NS USD 2688458.28000000 0.076339631812 Long EC CORP US N 1 N N N Weir Group PLC/The 549300KDR56WHY9I3D10 000000000 3906.00000000 NS 87203.91000000 0.002476182885 Long EC CORP GB N 2 N N N Takashimaya Co Ltd 353800IFO566STDN4V78 000000000 1500.00000000 NS 20968.36000000 0.000595403281 Long EC CORP JP N 2 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1173.00000000 NS USD 810707.22000000 0.023020290529 Long EC CORP US N 1 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 1721.00000000 NS USD 509123.43000000 0.014456722457 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 36281.00000000 NS USD 454963.74000000 0.012918840756 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 37877.00000000 NS USD 6789452.25000000 0.192788665843 Long EC CORP US N 1 N N N Nokia Oyj 549300A0JPRWG1KI7U06 000000000 70691.00000000 NS 296185.10000000 0.008410270544 Long EC CORP FI N 2 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 5343.00000000 NS USD 907134.54000000 0.025758375089 Long EC CORP US N 1 N N N Jupiter Fund Management PLC 5493003DJ1G01IMQ7S28 000000000 8005.00000000 NS 10962.25000000 0.000311276591 Long EC CORP GB N 2 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 3347.00000000 NS 132948.01000000 0.003775101220 Long EC CORP JP N 2 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 23781.00000000 NS USD 7338340.98000000 0.208374536699 Long EC CORP IE N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 17879.00000000 NS USD 715517.58000000 0.020317350289 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 9734.00000000 NS USD 642151.98000000 0.018234110637 Long EC US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 91054.00000000 NS USD 3511042.24000000 0.099697166169 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 4804.00000000 NS USD 203497.44000000 0.005778374825 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -216.00000000 NC 156742.23000000 0.004450745699 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short 3 Month Euro Euribor Futures ERH5 Comdty 2025-03-17 -52372442.03000000 EUR 156742.23000000 N N N Amundi SA 96950010FL2T1TJKR531 000000000 717.00000000 NS 42359.43000000 0.001202809548 Long EC CORP FR N 2 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 790.00000000 NS USD 324776.90000000 0.009222143840 Long EC CORP US N 1 N N N Paragon Banking Group PLC 213800S1TDKIB1IUTS72 000000000 7692.00000000 NS 51872.51000000 0.001472936494 Long EC CORP GB N 1 N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 2920.00000000 NS USD 353699.60000000 0.010043413147 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 33415396.52000000 OU Notional Amount USD -342993.53000000 -0.00973941086 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 33415396.52000000 USD -342993.53000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -89.00000000 NC 281369.43000000 0.007989574861 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIM5 Comdty 2025-09-16 -21310100.85000000 GBP 281369.43000000 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 5046.00000000 NS USD 2368037.34000000 0.067241176848 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 64552246.55000000 OU Notional Amount USD 68140.45000000 0.001934869848 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 64552246.55000000 USD 68140.45000000 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 34133.00000000 NS USD 340647.34000000 0.009672790054 Long EC CORP US N 1 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 1195.00000000 NS 47033.66000000 0.001335535802 Long EC CORP FR N 2 N N N Core & Main Inc N/A 21874C102 4737.00000000 NS USD 148457.58000000 0.004215500415 Long EC CORP US N 1 N N N Sankyo Co Ltd 3538009H2R9ZBZAOAK48 000000000 200.00000000 NS 8089.28000000 0.000229697690 Long EC CORP JP N 2 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 25168.00000000 NS USD 3331488.16000000 0.094598670701 Long EC CORP US N 1 N N N Pool Corp 5493005VZK1KMN6CO617 73278L105 736.00000000 NS USD 275735.04000000 0.007829584557 Long EC CORP US N 1 N N N OSB Group PLC 213800ZBKL9BHSL2K459 000000000 5751.00000000 NS 35200.42000000 0.000999527172 Long EC CORP GB N 2 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 2181.00000000 NS USD 767515.71000000 0.021793853803 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 34529.00000000 NS USD 7065323.98000000 0.200622131756 Long EC CORP US N 1 N N N Ariake Japan Co Ltd 353800PBX8D0J0H60M72 000000000 200.00000000 NS 7373.42000000 0.000209370616 Long EC CORP JP N 2 N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 7132.00000000 NS 121557.80000000 0.003451672568 Long EC CORP JP N 2 N N N Interpump Group SpA 815600C79D0F31F4D395 000000000 1160.00000000 NS 64515.65000000 0.001831942494 Long EC CORP IT N 2 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 19741.00000000 NS USD 5890911.81000000 0.167274322969 Long EC CORP US N 1 N N N Lion Corp 529900MPGS2GM7VPG855 000000000 1000.00000000 NS 9323.31000000 0.000264738366 Long EC CORP JP N 2 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 28882.00000000 NS USD 2206584.80000000 0.062656680391 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12943.60000000 -0.00036753765 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 16210000.00000000 ZAR 841236.25000000 USD 2023-09-20 -12943.60000000 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 106444.00000000 NS 204691.94000000 0.005812293034 Long EC CORP GB N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 13.00000000 NC USD -72814.04000000 -0.00206757792 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Futures LNN3 Comdty 2023-07-17 1663546.04000000 USD -72814.04000000 N N N Heineken Holding NV 724500M1WJLFM9TYBS04 000000000 669.00000000 NS 58217.75000000 0.001653111611 Long EC CORP NL N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -52130.89000000 -0.00148027327 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 183050000.00000000 PHP 3252597.37000000 USD 2023-09-20 -52130.89000000 N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 000000000 9864.00000000 NS 33923.85000000 0.000963278559 Long EC CORP GB N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 30615.00000000 NS USD 14714793.60000000 0.417831265593 Long EC CORP US N 1 N N N Snam SpA 8156002278562044AF79 000000000 24207.00000000 NS 126514.23000000 0.003592411981 Long EC CORP IT N 2 N N N Sirius Real Estate Ltd 213800NURUF5W8QSK566 000000000 9483.00000000 NS 10279.04000000 0.000291876624 Long EC CORP GG N 1 N N N Ricoh Co Ltd 549300HFIB2GRUMDID72 000000000 2804.00000000 NS 23895.34000000 0.000678515813 Long EC CORP JP N 2 N N N BP PLC 213800LH1BZH3DI6G760 000000000 83628.00000000 NS 486913.50000000 0.013826064399 Long EC CORP GB N 2 N N N TOPPAN INC 3538003H9W4KIDODQY20 000000000 1000.00000000 NS 21611.66000000 0.000613669990 Long EC CORP JP N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -173.00000000 NC 97892.56000000 0.002779690517 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF 3 Month Euro Euribor Futures ERM5 Comdty 2025-06-16 -41979498.40000000 EUR 97892.56000000 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 5290.00000000 NS USD 348293.60000000 0.009889908050 Long EC CORP US N 1 N N N Enagas SA 213800OU3FQKGM4M2U23 000000000 5423.00000000 NS 106581.51000000 0.003026416028 Long EC CORP ES N 2 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 7344.00000000 NS USD 982700.64000000 0.027904098641 Long EC CORP US N 1 N N N Land Securities Group PLC 213800V8IAVKS37D6B88 000000000 10054.00000000 NS 73513.49000000 0.002087439035 Long EC GB N 2 N N N Travis Perkins PLC 2138001I27OUBAF22K83 000000000 3406.00000000 NS 35275.45000000 0.001001657673 Long EC CORP GB N 2 N N N NSK Ltd 353800FVQK6SULSPBC69 000000000 2100.00000000 NS 13440.53000000 0.000381648143 Long EC CORP JP N 2 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 4520.00000000 NS USD 530196.00000000 0.015055084815 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 4559.00000000 NS USD 338004.26000000 0.009597738953 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 14289.00000000 NS USD 278635.50000000 0.007911944045 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -97.00000000 NC USD 204267.78000000 0.005800248875 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU3 Comdty 2023-09-29 -19932400.54000000 USD 204267.78000000 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 4933.00000000 NS USD 575187.80000000 0.016332641351 Long EC CORP US N 1 N N N Revvity Inc 549300IKL1SDPFI7N655 714046109 2383.00000000 NS USD 283076.57000000 0.008038049647 Long EC CORP US N 1 N N N RS GROUP PLC 549300KVXDURRKVW7R37 000000000 8101.00000000 NS 78384.47000000 0.002225752069 Long EC CORP GB N 2 N N N Skylark Holdings Co Ltd 353800P64XSC0Q9CEB70 000000000 1100.00000000 NS 13756.13000000 0.000390609706 Long EC CORP JP N 2 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 7322.00000000 NS USD 1065717.10000000 0.030261377547 Long EC CORP US N 1 N N N BPER Banca N747OI7JINV7RUUH6190 000000000 43055.00000000 NS 130903.88000000 0.003717057495 Long EC CORP IT N 2 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 4255.00000000 NS USD 517790.95000000 0.014702839457 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 29882.00000000 NS USD 3342899.34000000 0.094922694803 Long EC CORP US N 1 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 12948.00000000 NS USD 298062.96000000 0.008463592979 Long EC CORP US N 1 N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 184534.00000000 NS 582120.33000000 0.016529492755 Long EC CORP GB N 2 N N N CRH PLC 549300MIDJNNTH068E74 000000000 3981.00000000 NS 220205.89000000 0.006252816601 Long EC CORP IE N 2 N N N Ship Healthcare Holdings Inc 353800BIFUE1L527TH13 000000000 700.00000000 NS 11580.29000000 0.000328826034 Long EC CORP JP N 2 N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 000000000 18715.00000000 NS 191895.13000000 0.005448923526 Long EC CORP DE N 2 N N N Bellway PLC 213800CY4L3HST4FGZ98 000000000 1559.00000000 NS 39419.32000000 0.001119324185 Long EC CORP GB N 2 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 11212.00000000 NS USD 1510592.76000000 0.042893764048 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 3929.00000000 NS USD 868701.90000000 0.024667067997 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 1808.00000000 NS USD 285248.16000000 0.008099712638 Long EC CORP US N 1 N N N Asahi Group Holdings Ltd 353800KAJ02XNHLCJW79 000000000 1698.00000000 NS 65882.10000000 0.001870743278 Long EC CORP JP N 2 N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 3551.00000000 NS 284989.91000000 0.008092379547 Long EC CORP FR N 2 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 -26.00000000 NC 15718.18000000 0.000446322742 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Short HKG Hang Seng China Enterprises Index Futures HCN3 Index 2023-07-28 -8382067.64000000 HKD 15718.18000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 8.00000000 NC USD 20.00000000 0.000000567906 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3530.00000000 USD 2023-06-30 XXXX -5804.40000000 N N N Hakuhodo DY Holdings Inc N/A 000000000 800.00000000 NS 8444.70000000 0.000239789954 Long EC CORP JP N 2 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 1088.00000000 NS 16351.46000000 0.000464304930 Long EC CORP JP N 2 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 6475.00000000 NS USD 306073.25000000 0.008691047723 Long EC US N 1 N N N Tate & Lyle PLC 2138008K14474WPKZ244 000000000 6610.00000000 NS 60945.49000000 0.001730566660 Long EC CORP GB N 1 N N N SAP SE 529900D6BF99LW9R2E68 000000000 8225.00000000 NS 1123596.13000000 0.031904871096 Long EC CORP DE N 2 N N N Nichirei Corp 529900MX3GPXXKO0MT06 000000000 400.00000000 NS 8553.74000000 0.000242886180 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -8.00000000 NC USD -20.00000000 -0.00000056790 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4055.00000000 USD 2023-06-30 XXXX 45116.40000000 N N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 16400.00000000 NS 259535.69000000 0.007369598838 Long EC CORP JP N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -245.00000000 NC 221472.65000000 0.006288786656 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 -59349024.91000000 EUR 221472.65000000 N N N Italgas SpA 815600F25FF44EF1FA76 000000000 7692.00000000 NS 45603.24000000 0.001294918569 Long EC CORP IT N 2 N N N ASR Nederland NV 7245000G0HS48PZWUD53 000000000 2697.00000000 NS 121644.09000000 0.003454122800 Long EC CORP NL N 2 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 12123.00000000 NS USD 6325175.25000000 0.179605372093 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 13858.00000000 NS USD 7460870.04000000 0.211853788505 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 3355.00000000 NS USD 367003.45000000 0.010421180218 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -403419.46000000 -0.01145522445 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 21320000.00000000 EUR 22955840.96000000 USD 2023-09-20 -403419.46000000 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 000000000 713.00000000 NS USD 243746.18000000 0.006921250657 Long EC CORP BM N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 33951008.52000000 OU Notional Amount USD 36443.16000000 0.001034815171 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 33951008.52000000 USD 36443.16000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 11143.00000000 NS 211167.82000000 0.005996177716 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 97269.69000000 0.002762003924 N/A DFE MX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5250751.48000000 USD 92970000.00000000 MXN 2023-09-20 97269.69000000 N N N Spire Healthcare Group PLC 213800IBJPW3SE2RA350 000000000 2787.00000000 NS 7521.42000000 0.000213573123 Long EC CORP GB N 1 N N N Rexel SA 969500N6AVPA51648T62 000000000 5681.00000000 NS 140399.85000000 0.003986698597 Long EC CORP FR N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -177.00000000 NC 160279.10000000 0.004551176253 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 -42021942.24000000 CAD 160279.10000000 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 7401.00000000 NS USD 483137.28000000 0.013718837426 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 4929.00000000 NS USD 282826.02000000 0.008030935199 Long EC CORP US N 1 N N N Watches of Switzerland Group PLC 2138008ZOT5K9PJW7168 000000000 3249.00000000 NS 25190.63000000 0.000715295987 Long EC CORP GB N 1 N N N CNH Industrial NV 549300WGC2HZ5J67V817 000000000 15476.00000000 NS 223204.38000000 0.006337959683 Long EC CORP NL N 2 N N N Toyota Tsusho Corp 549300CEE2ENIUJNXB84 000000000 700.00000000 NS 34983.25000000 0.000993360560 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -25976.52000000 -0.00073761158 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 87370000.00000000 PHP 1551374.52000000 USD 2023-09-20 -25976.52000000 N N N eBay Inc OML71K8X303XQONU6T67 278642103 8131.00000000 NS USD 363374.39000000 0.010318131900 Long EC CORP US N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 4884.00000000 NS USD 365567.40000000 0.010380403120 Long EC CORP BM N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 43417.00000000 NS USD 4791934.29000000 0.136068505169 Long EC CORP US N 1 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 16693.00000000 NS 497979.96000000 0.014140300066 Long EC CORP GB N 2 N N N Ito En Ltd N/A 000000000 400.00000000 NS 11061.99000000 0.000314108740 Long EC CORP JP N 2 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 57283.00000000 NS USD 3615130.13000000 0.102652775061 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 3815.00000000 NS USD 235652.55000000 0.006691429447 Long EC US N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 000000000 8201.00000000 NS 225925.98000000 0.006415240384 Long EC CORP PT N 2 N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 15930.00000000 NS USD 2507222.70000000 0.071193389614 Long EC CORP US N 1 N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847R102 22800.00000000 NS USD 1300056.00000000 0.036915505483 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 10444794.35000000 OU Notional Amount USD -5122.51000000 -0.00014545530 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 10444794.35000000 USD -5122.51000000 N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 9350.00000000 NS 176456.07000000 0.005010526484 Long EC CORP JP N 2 N N N NTN Corp 3538008XP7ZG9BKBQX64 000000000 6900.00000000 NS 14615.50000000 0.000415011792 Long EC CORP JP N 2 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1030.00000000 NS USD 296835.70000000 0.008428744539 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 16455.00000000 NS USD 757588.20000000 0.021511958985 Long EC CORP US N 1 N N N Chemring Group PLC 213800U9A54VQJ5P2J41 000000000 6190.00000000 NS 22247.47000000 0.000631724018 Long EC CORP GB N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 3576.00000000 NS USD 688594.56000000 0.019552862534 Long EC CORP CH N 1 N N N Park24 Co Ltd 549300LFG2WZWCWM4M68 000000000 1000.00000000 NS 13592.23000000 0.000385955713 Long EC CORP JP N 2 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 26994.00000000 NS USD 2568479.10000000 0.072932784663 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 63128079.86000000 OU Notional Amount USD -30897.80000000 -0.00087735290 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Net Return Index M1WO INDEX Y equity-performance leg 2024-03-12 0.00000000 USD 0.00000000 USD 63128079.86000000 USD -30897.80000000 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 6411.00000000 NS USD 326768.67000000 0.009278700786 Long EC CORP US N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 58504.00000000 NS 763992.25000000 0.021693804031 Long EC CORP ES N 2 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 16185.00000000 NS USD 3482202.75000000 0.098878259636 Long EC CORP US N 1 N N N Coty Inc 549300BO9IWPF3S48F93 222070203 32742.00000000 NS USD 402399.18000000 0.011426253281 Long EC CORP US N 1 N N N Bollore SE 969500LEKCHH6VV86P94 000000000 5889.00000000 NS 36725.38000000 0.001042828898 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 27426.77000000 0.000778791896 N/A DFE PL N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 918134.08000000 USD 3860000.00000000 PLN 2023-09-20 27426.77000000 N N N Kawasaki Kisen Kaisha Ltd 353800FL04R73DS5P870 000000000 2300.00000000 NS 56395.97000000 0.001601381586 Long EC CORP JP N 2 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 2641.00000000 NS USD 265341.27000000 0.007534450137 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 8904.00000000 NS USD 311640.00000000 0.008849117367 Long EC CORP US N 1 N N N Darktrace PLC 213800PC5S5P9CSNFC89 000000000 10824.00000000 NS 42354.59000000 0.001202672115 Long EC CORP GB N 2 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 165491.00000000 NS USD 6876151.05000000 0.195250505969 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 3144.00000000 NS USD 320782.32000000 0.009108716465 Long EC CORP US N 1 N N N Fujitsu Ltd 3538000246DHJLRTUZ24 000000000 2000.00000000 NS 258965.55000000 0.007353409530 Long EC CORP JP N 2 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 2643.00000000 NS USD 306059.40000000 0.008690654447 Long EC CORP US N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 18057.00000000 NS USD 303538.17000000 0.008619063316 Long EC CORP BM N 1 N N N Talanx AG 5299006ZIILJ6VJVSJ32 000000000 477.00000000 NS 27384.82000000 0.000777600713 Long EC CORP DE N 2 N N N ACS Actividades de Construccion y Servicios SA 95980020140005558665 000000000 2641.00000000 NS 92867.70000000 0.002637008012 Long EC CORP ES N 2 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 2589.00000000 NS USD 301204.26000000 0.008552791196 Long EC CORP US N 1 N N N Toray Industries Inc 35380099TCYR5FHT0A11 000000000 6100.00000000 NS 34010.00000000 0.000965724816 Long EC CORP JP N 2 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 2860.00000000 NS USD 525353.40000000 0.014917577641 Long EC CORP US N 1 N N N Meff Financial Derivatives N/A 000000000 93.00000000 NC 163309.99000000 0.004637239342 N/A DE ES N 1 Meff Financial Derivatives N/A Long MEFF Madrid IBEX 35 Index Futures IBN3 Index 2023-07-21 8731839.13000000 EUR 163309.99000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 51546560.22000000 OU Notional Amount USD -295352.10000000 -0.00838661724 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 Russell 1000 Total Return Index RUITR INDEX Y equity-performance leg 2024-02-02 0.00000000 USD 0.00000000 USD 51546560.22000000 USD -295352.10000000 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 34463.00000000 NS USD 1171742.00000000 0.033271988457 Long EC CORP US N 1 N N N Nikkon Holdings Co Ltd 3538005QJ1M73DPIMH49 000000000 400.00000000 NS 7994.26000000 0.000226999566 Long EC CORP JP N 2 N N N Dropbox Inc 549300JCDF7UAR6TJR51 26210C104 85511.00000000 NS USD 2280578.37000000 0.064757751452 Long EC CORP US N 1 N N N Bruker Corp LEBZ6VLQ6I8XB1NHVY15 116794108 5616.00000000 NS USD 415134.72000000 0.011787883008 Long EC CORP US N 1 N N N UBE Corp 529900XMRZ2VNF3ZPS69 000000000 1600.00000000 NS 27507.59000000 0.000781086806 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -34604.85000000 -0.00098261577 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 46560000.00000000 SEK 4299278.54000000 USD 2023-09-20 -34604.85000000 N N N USS Co Ltd 5299000RRQD6UZXG4W72 000000000 2000.00000000 NS 33111.38000000 0.000940208214 Long EC CORP JP N 2 N N N Welcia Holdings Co Ltd N/A 000000000 800.00000000 NS 16663.33000000 0.000473160579 Long EC CORP JP N 2 N N N Elementis PLC 549300LQIH685LI2ML36 000000000 5329.00000000 NS 6903.18000000 0.000196018001 Long EC CORP GB N 1 N N N PALTAC Corp N/A 000000000 300.00000000 NS 9974.23000000 0.000283221447 Long EC CORP JP N 2 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 3452.00000000 NS USD 566058.96000000 0.016073425022 Long EC CORP US N 1 N N N C&C Group PLC 635400LNUHA2LDXXV850 000000000 4855.00000000 NS 7731.93000000 0.000219550622 Long EC CORP IE N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -88.00000000 NC 311961.37000000 0.008858242771 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIH5 Index 2025-06-17 -21049939.01000000 GBP 311961.37000000 N N N Tetra Tech Inc 549300UJ1LP7JGJC5P32 88162G103 14589.00000000 NS USD 2388802.86000000 0.067830820423 Long EC CORP US N 1 N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 2600.00000000 NS 161658.90000000 0.004590356114 Long EC CORP JP N 2 N N N Vivendi SE 969500FU4DRAEVJW7U54 000000000 34548.00000000 NS 317166.96000000 0.009006057162 Long EC CORP FR N 2 N N N Cintas Corp N/A 172908105 5619.00000000 NS USD 2793092.52000000 0.079310754487 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 53566.00000000 NS USD 4719164.60000000 0.134002186572 Long EC CORP IE N 1 N N N Ain Holdings Inc N/A 000000000 500.00000000 NS 17659.70000000 0.000501452823 Long EC CORP JP N 2 N N N Evraz PLC 5493005B7DAN39RXLK23 000000000 7048.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 14707.00000000 NS USD 446357.45000000 0.012674462402 Long EC CORP US N 1 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 2384.00000000 NS 209043.72000000 0.005935863218 Long EC CORP GB N 2 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 25593.00000000 NS USD 275892.54000000 0.007834056819 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -169.00000000 NC 101408.91000000 0.002879538399 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 2 Year Euro SCHATZ Futures DUU3 Comdty 2023-09-07 -17812583.36000000 EUR 101408.91000000 N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 12630.00000000 NS USD 319539.00000000 0.009073411996 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 54995.00000000 NS USD 10186173.90000000 0.289239662334 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 46067.00000000 NS USD 8292981.34000000 0.235481854725 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 16461.00000000 NS USD 3050058.69000000 0.086607390984 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -11.00000000 NC USD 32610.14000000 0.000925975344 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CSC C Coffee Futures KCU3 Comdty 2023-09-19 -688485.14000000 USD 32610.14000000 N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 1972.00000000 NS 295462.52000000 0.008389752654 Long EC CORP FR N 2 N N N J D Wetherspoon PLC 213800CHWARFAAN7UB85 000000000 2446.00000000 NS 20890.66000000 0.000593196965 Long EC CORP GB N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 62500.00000000 NS USD 4170625.00000000 0.118426229374 Long EC CORP US N 1 N N N Shimizu Corp 353800BRAE0QFP3ZLY22 000000000 2000.00000000 NS 12662.74000000 0.000359562547 Long EC CORP JP N 2 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 7714.00000000 NS USD 520309.30000000 0.014774348810 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 26.00000000 NC -4121.66000000 -0.00011703585 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long French Government Bond Futures OATU3 Comdty 2023-09-07 3342697.18000000 EUR -4121.66000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 246414.00000000 NS USD 29495755.80000000 0.837541409724 Long EC CORP US N 1 N N N Wendel SE 969500M98ZMIZYJD5O34 000000000 266.00000000 NS 27319.79000000 0.000775754165 Long EC CORP FR N 2 N N N Nippon Television Holdings Inc 353800QI43C3H97E4W63 000000000 900.00000000 NS 8573.50000000 0.000243447271 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -14.00000000 NC USD 78154.88000000 0.002219232787 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Futures LNQ3 Comdty 2023-08-14 -1795702.88000000 USD 78154.88000000 N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 5439.00000000 NS USD 313232.01000000 0.008894323000 Long EC US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -65219.80000000 -0.00185193705 N/A DFE ID N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6049592.66000000 USD 90126650000.00000000 IDR 2023-09-20 -65219.80000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -48688.91000000 -0.00138253715 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5870000.00000000 NZD 3552494.65000000 USD 2023-09-20 -48688.91000000 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 15147.00000000 NS USD 2974567.86000000 0.084463804747 Long EC CORP US N 1 N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 000000000 1900.00000000 NS 36435.67000000 0.001034602490 Long EC CORP JP N 2 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 5384.00000000 NS USD 513525.92000000 0.014581732568 Long EC CORP US N 1 N N N Santen Pharmaceutical Co Ltd 529900TPT3I7C17MIM03 000000000 5900.00000000 NS 50251.82000000 0.001426916484 Long EC CORP JP N 2 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -14.00000000 NC -46727.41000000 -0.00132683973 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short Montreal Exchange S&P/TSX 60 Index Futures PTU3 Index 2023-09-14 -3350177.86000000 CAD -46727.41000000 N N N Forvia 969500F0VMZLK2IULV85 000000000 6693.00000000 NS 157962.13000000 0.004485385149 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -47272.96000000 -0.00134233080 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 19450000.00000000 NOK 1769917.95000000 USD 2023-09-20 -47272.96000000 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 6370.00000000 NS USD 570688.30000000 0.016204876611 Long EC CORP US N 1 N N N Daito Trust Construction Co Ltd 353800QQ4DRI3KXS3038 000000000 300.00000000 NS 30391.68000000 0.000862981463 Long EC CORP JP N 2 N N N Mitsubishi Logistics Corp 529900GJKGNRLQBJUH32 000000000 800.00000000 NS 19769.58000000 0.000561363540 Long EC CORP JP N 2 N N N TechnoPro Holdings Inc 3538001DJ8I5PJQNHU53 000000000 1800.00000000 NS 39157.76000000 0.001111897105 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 7.00000000 NC USD 17.50000000 0.000000496918 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4090.00000000 USD 2023-06-30 XXXX -2297.75000000 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 49222.00000000 NS USD 11689240.56000000 0.331919720369 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 21552.00000000 NS USD 362073.60000000 0.010281195553 Long EC CORP US N 1 N N N Ageas SA/NV 5493005DJBML6LY3RV36 000000000 1892.00000000 NS 76700.22000000 0.002177927252 Long EC CORP BE N 2 N N N Dunelm Group PLC 213800WCOWEI3T5DUV19 000000000 1943.00000000 NS 27661.89000000 0.000785468204 Long EC CORP GB N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 30575043.80000000 OU Notional Amount USD 285155.52000000 0.008097082096 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSMARB Index JPGSMARB JPGSMARB Index Y equity-performance leg 2023-08-11 0.00000000 USD 0.00000000 USD 30575043.80000000 USD 285155.52000000 N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 201229.00000000 NS 582618.07000000 0.016543626241 Long EC CORP GB N 2 N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 907.00000000 NS 99876.41000000 0.002836022572 Long EC CORP FR N 2 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 6041.00000000 NS USD 225872.99000000 0.006413735716 Long EC CORP US N 1 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 39121.00000000 NS 361210.72000000 0.010256693799 Long EC CORP GB N 2 N N N Resonac Holdings Corp 5493006AIPA1V92YPP18 000000000 1500.00000000 NS 24369.30000000 0.000691974059 Long EC CORP JP N 2 N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 000000000 14287.00000000 NS 40210.92000000 0.001141801920 Long EC CORP DE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -60238.34000000 -0.00171048691 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 10750000.00000000 CAD 8064841.02000000 USD 2023-09-20 -60238.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 2.00000000 NC USD 5.00000000 0.000000141976 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3465.00000000 USD 2023-06-30 XXXX -2156.50000000 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 68148.00000000 NS USD 3686125.32000000 0.104668706164 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 9552.00000000 NS USD 1390771.20000000 0.039491392570 Long EC CORP US N 1 N N N Westlake Corp GOXNEVUM0LL78B1OS344 960413102 3023.00000000 NS USD 361157.81000000 0.010255191403 Long EC CORP US N 1 N N N Otsuka Holdings Co Ltd N/A 000000000 1501.00000000 NS 55059.17000000 0.001563422723 Long EC CORP JP N 2 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 6857.00000000 NS USD 518114.92000000 0.014712038689 Long EC CORP US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -212.00000000 NC 42133.43000000 0.001196392206 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short EUX 10 Year Euro BUND Futures RXU3 Comdty 2023-09-07 -28397852.00000000 EUR 42133.43000000 N N N Tobu Railway Co Ltd N/A 000000000 500.00000000 NS 13406.57000000 0.000380683838 Long EC CORP JP N 2 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 3291.00000000 NS USD 719083.50000000 0.020418605726 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 16407.00000000 NS USD 7289466.03000000 0.206986716878 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 22744.00000000 NS USD 2850050.64000000 0.080928098503 Long EC CORP US N 1 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 1600.00000000 NS 34908.19000000 0.000991229208 Long EC CORP JP N 2 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 2905.00000000 NS USD 594595.40000000 0.016883726353 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 3780.00000000 NS USD 334454.40000000 0.009496939544 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 4985.00000000 NS USD 402339.35000000 0.011424554389 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 3977.00000000 NS USD 412693.29000000 0.011718557823 Long EC CORP US N 1 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 8198.00000000 NS 203203.33000000 0.005770023478 Long EC CORP GB N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 000000000 2271.00000000 NS 177179.00000000 0.005031054313 Long EC CORP DE N 2 N N N Serco Group PLC 549300PT2CIHYN5GWJ21 000000000 67879.00000000 NS 134223.18000000 0.003811310079 Long EC CORP GB N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 1644.00000000 NS USD 468293.40000000 0.013297340710 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -12.00000000 NC USD -30120.00000000 -0.00085526702 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4370.00000000 USD 2023-07-31 XXXX 32235.00000000 N N N WPP PLC 549300LSGBXPYHXGDT93 000000000 13841.00000000 NS 145078.45000000 0.004119548939 Long EC CORP JE N 2 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 82183.00000000 NS USD 12470448.42000000 0.354102367147 Long EC CORP US N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 21438.00000000 NS 1230640.29000000 0.034944424219 Long EC CORP FR N 2 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 3627.00000000 NS USD 325958.49000000 0.009255695466 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 101091.70000000 0.002870531119 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 19350000.00000000 ILS 5337635.07000000 USD 2023-09-20 101091.70000000 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5870.00000000 NS USD 429566.60000000 0.012197680851 Long EC CORP US N 1 N N N CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 000000000 -145.00000000 NC USD 201779.25000000 0.005729586271 N/A DE US N 1 CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Futures UXU3 Index 2023-09-20 -2754228.75000000 USD 201779.25000000 N N N BIPROGY Inc N/A 000000000 1000.00000000 NS 24602.75000000 0.000698602946 Long EC CORP JP N 2 N N N Tenaris SA 549300Y7C05BKC4HZB40 000000000 14448.00000000 NS 216128.31000000 0.006137032414 Long EC CORP LU N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 9072.02000000 0.000257602906 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6520000.00000000 AUD 4362313.58000000 USD 2023-09-20 9072.02000000 N N N OCI NV 549300NCMRGIBJYUOE57 000000000 4357.00000000 NS 104650.80000000 0.002971592901 Long EC CORP NL N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -34.00000000 NC USD -31987.20000000 -0.00090828676 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Wheat Futures W U3 Comdty 2023-09-14 -1067062.80000000 USD -31987.20000000 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 4465.00000000 NS USD 1007750.50000000 0.028615397419 Long EC CORP US N 1 N N N Outsourcing Inc 353800Y1XELZ246TNZ48 000000000 1200.00000000 NS 11449.70000000 0.000325117889 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3597.26000000 0.000102145347 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 770000.00000000 ILS 211976.51000000 USD 2023-09-20 3597.26000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 152.00000000 NC USD 1023016.79000000 0.029048888602 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini NASDAQ 100 Index Futures NQU3 Index 2023-09-15 45601463.21000000 USD 1023016.79000000 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1830.00000000 NS USD 448642.80000000 0.012739355645 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 4100.00000000 NS USD 425334.00000000 0.012077494822 Long EC CORP LR N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 6772.00000000 NS USD 1242662.00000000 0.035285784515 Long EC CORP US N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -122.00000000 NC 132959.79000000 0.003775435717 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE 3 Month Canadian Bank Acceptance Futures BAZ3 Comdty 2023-12-18 -28991013.48000000 CAD 132959.79000000 N N N Fujikura Ltd 353800PSDZ8VRCKVPL51 000000000 2200.00000000 NS 18471.68000000 0.000524509255 Long EC CORP JP N 2 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 4832.00000000 NS USD 193280.00000000 0.005488247352 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 102751.00000000 NS USD 34990825.54000000 0.993575670645 Long EC CORP US N 1 N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 000000000 14100.00000000 NS 53756.47000000 0.001526432140 Long EC CORP JP N 2 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 6077.00000000 NS USD 1752242.18000000 0.049755476535 Long EC CORP US N 1 N N N Eurazeo SE 969500C656AA39O94N60 000000000 568.00000000 NS 39990.44000000 0.001135541320 Long EC CORP FR N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 32040360.00000000 OU Notional Amount -120992.29000000 -0.00343561473 N/A DE ER N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 EURO STOXX Index SXXGT INDEX Y equity-performance leg 2024-03-19 0.00000000 EUR 0.00000000 EUR 32040360.00000000 EUR -120992.29000000 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 13930.00000000 NS USD 221626.30000000 0.006293149597 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 6185.00000000 NS USD 315682.40000000 0.008963902607 Long EC CORP US N 1 N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 18082.00000000 NS USD 4773828.82000000 0.135554394564 Long EC CORP US N 1 N N N Johnson Matthey PLC 2138001AVBSD1HSC6Z10 000000000 4282.00000000 NS 95059.07000000 0.002699232663 Long EC CORP GB N 2 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187102 14263.00000000 NS USD 1511164.85000000 0.042910008727 Long EC CORP US N 1 N N N Balanced Commercial Property Trust Ltd 213800A2B1H4ULF3K397 000000000 8268.00000000 NS 6951.24000000 0.000197382680 Long EC GG N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 20008.00000000 NS USD 3880351.52000000 0.110183821168 Long EC US N 1 N N N VanEck Fallen Angel High Yield Bond ETF 549300A6A1N73WLV0K30 92189F437 138257.00000000 NS USD 3839396.89000000 0.109020901364 Long EC RF US N 1 N N N Vesuvius PLC 213800ORZ521W585SY02 000000000 1579.00000000 NS 7999.47000000 0.000227147506 Long EC CORP GB N 2 N N N Tullow Oil PLC 2138003EYHWO75RKS857 000000000 45197.00000000 NS 16209.80000000 0.000460282449 Long EC CORP GB N 1 N N N Kering SA 549300VGEJKB7SVUZR78 000000000 1574.00000000 NS 869161.48000000 0.024680117918 Long EC CORP FR N 2 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 14810.00000000 NS USD 2125235.00000000 0.060346726829 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 1951.00000000 NS USD 257844.16000000 0.007321567303 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 2321.00000000 NS USD 521691.17000000 0.014813587450 Long EC CORP US N 1 N N N Accor SA 969500QZC2Q0TK11NV07 000000000 4109.00000000 NS 152901.77000000 0.004341694610 Long EC CORP FR N 2 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 27811.00000000 NS USD 3144867.88000000 0.089299528226 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 6451.00000000 NS USD 932427.54000000 0.026476577905 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 8990.00000000 NS USD 528612.00000000 0.015010106629 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 6.00000000 NC USD 1365.00000000 0.000038759611 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3850.00000000 USD 2023-07-31 XXXX -2899.50000000 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 5100.00000000 NS 97001.45000000 0.002754387164 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 474097.35000000 0.013462145725 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1914140000.00000000 JPY 13909364.66000000 USD 2023-09-20 474097.35000000 N N N DS Smith PLC 39RSBE4RCI4M15BLWH36 000000000 20545.00000000 NS 71093.37000000 0.002018718955 Long EC CORP GB N 2 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 18528.00000000 NS USD 5652707.52000000 0.160510436049 Long EC CORP US N 1 N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413106 1355.00000000 NS USD 308398.00000000 0.008757059742 Long EC CORP US N 1 N N N Daiwa Securities Group Inc 353800WRC7Y23PWFJG38 000000000 4800.00000000 NS 24734.42000000 0.000702341758 Long EC CORP JP N 2 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 67232.00000000 NS USD 2868117.12000000 0.081441101975 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 29.00000000 NC USD -38798.07000000 -0.00110168359 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Futures LLQ3 Comdty 2023-08-14 1562385.57000000 USD -38798.07000000 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 2810.00000000 NS USD 318906.90000000 0.009055463315 Long EC US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 6486.00000000 NS USD 174213.96000000 0.004946861054 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 4849.00000000 NS USD 394999.54000000 0.011216138139 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 5306.00000000 NS USD 280899.64000000 0.007976235024 Long EC CORP US N 1 N N N JAFCO Group Co ltd 353800R7EWCVA2488G32 000000000 800.00000000 NS 10269.07000000 0.000291593523 Long EC CORP JP N 2 N N N Electric Power Development Co Ltd 549300KMHPUAQI8VEH90 000000000 900.00000000 NS 13247.75000000 0.000376174093 Long EC CORP JP N 2 N N N Kerry Group PLC 635400TLVVBNXLFHWC59 000000000 2052.00000000 NS 200281.51000000 0.005687057465 Long EC CORP IE N 2 N N N Chevron Corp N/A 166764100 11409.00000000 NS USD 1795206.15000000 0.050975452190 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 20344.00000000 NS USD 9948012.56000000 0.282476994993 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -98.00000000 NC 13251.09000000 0.000376268934 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Three Month SARON Index Futures SSYH4 Comdty 2024-06-18 -24004710.39000000 CHF 13251.09000000 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 22719.00000000 NS USD 209923.56000000 0.005960846555 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 13.00000000 NC USD 32.50000000 0.000000922847 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3725.00000000 USD 2023-06-30 XXXX -8002.25000000 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 56296.00000000 NS 1663621.25000000 0.047239056914 Long EC CORP FR N 2 N N N NIPPON EXPRESS HOLDINGS INC N/A 000000000 300.00000000 NS 16922.46000000 0.000480518658 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 454.00000000 NC USD 2158423.06000000 0.061289112396 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESU3 Index 2023-09-15 99724851.94000000 USD 2158423.06000000 N N N Elisa Oyj 743700TU2S3DXWGU7H32 000000000 2063.00000000 NS 110131.88000000 0.003127229919 Long EC CORP FI N 2 N N N Genuit Group PLC 2138005IF1N2RKJ6KO18 000000000 3176.00000000 NS 11838.37000000 0.000336154298 Long EC CORP GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 11.00000000 NC USD 27.50000000 0.000000780871 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3585.00000000 USD 2023-06-30 XXXX -11209.60000000 N N N Safestore Holdings PLC 213800WGA3YSJC1YOH73 000000000 4000.00000000 NS 43296.38000000 0.001229414543 Long EC GB N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 528.00000000 NC -555743.41000000 -0.01578051168 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z U3 Index 2023-09-15 40256713.47000000 GBP -555743.41000000 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 7964.00000000 NS USD 2640543.84000000 0.074979085980 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -265.00000000 NC 278212.54000000 0.007899933961 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 -63970897.59000000 EUR 278212.54000000 N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 2959.00000000 NS USD 830295.40000000 0.023576503159 Long EC CORP US N 1 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 000000000 649.00000000 NS 130027.86000000 0.003692182628 Long EC CORP FR N 2 N N N Freenet AG 5299003GLDODCVP8DO20 000000000 1590.00000000 NS 39929.18000000 0.001133801823 Long EC CORP DE N 2 N N N THK Co Ltd N/A 000000000 700.00000000 NS 14407.96000000 0.000409118627 Long EC CORP JP N 2 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -20.00000000 NC USD -13392.47000000 -0.00038028346 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICE Gas Oil Futures QSQ3 Comdty 2023-08-10 -1396107.53000000 USD -13392.47000000 N N N Mitsui Mining & Smelting Co Ltd 35380021EYAHSQM25559 000000000 500.00000000 NS 11543.95000000 0.000327794148 Long EC CORP JP N 2 N N N Shimamura Co Ltd N/A 000000000 804.00000000 NS 76020.82000000 0.002158635472 Long EC CORP JP N 2 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 36249.00000000 NS USD 2158990.44000000 0.061305223333 Long EC CORP US N 1 N N N Tokyu Fudosan Holdings Corp N/A 000000000 2800.00000000 NS 16049.04000000 0.000455717618 Long EC CORP JP N 2 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 11866.00000000 NS USD 820296.58000000 0.023292583470 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -274.00000000 NC 151667.07000000 0.004306634909 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 -65909266.04000000 EUR 151667.07000000 N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 964.00000000 NS 250031.79000000 0.007099732561 Long EC CORP DE N 2 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -89.00000000 NC USD 90545.61000000 0.002571071524 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Light Sweet Crude Oil Futures CLQ3 Comdty 2023-07-20 -6369495.61000000 USD 90545.61000000 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 11650.00000000 NS USD 2184258.50000000 0.062022717969 Long EC CORP US N 1 N N N Bureau Veritas SA 969500TPU5T3HA5D1F11 000000000 5309.00000000 NS 145652.66000000 0.004135853816 Long EC CORP FR N 2 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 59470.00000000 NS USD 5309481.60000000 0.150764426391 Long EC CORP US N 1 N N N Linde PLC 5299003QR1WT0EF88V51 000000000 18667.00000000 NS USD 7113620.36000000 0.201993522897 Long EC CORP IE N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -22.00000000 NC USD -30744.01000000 -0.00087298598 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Futures LLN3 Comdty 2023-07-17 -1125080.99000000 USD -30744.01000000 N N N Suntory Beverage & Food Ltd 549300FONLMVK7YYYH41 000000000 500.00000000 NS 18125.85000000 0.000514689301 Long EC CORP JP N 2 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 2700.00000000 NS 50851.16000000 0.001443934934 Long EC CORP JP N 2 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 2067.00000000 NS USD 406062.15000000 0.011530264484 Long EC CORP US N 1 N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 1060.00000000 NS USD 371328.60000000 0.010543994235 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 4799.00000000 NS USD 363956.16000000 0.010334651445 Long EC CORP US N 1 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 4881.00000000 NS 184735.24000000 0.005245616162 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -294.00000000 NC USD 467315.80000000 0.013269581446 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRZ3 Comdty 2024-03-19 -70031390.80000000 USD 467315.80000000 N N N SCSK Corp 529900SNGFXMSUBB7864 000000000 500.00000000 NS 7868.52000000 0.000223429139 Long EC CORP JP N 2 N N N Reply SpA 815600DAEFB0388F3521 000000000 337.00000000 NS 38314.43000000 0.001087950481 Long EC CORP IT N 2 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 5500.00000000 NS 81908.61000000 0.002325821150 Long EC CORP JP N 2 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 162100.00000000 NS USD 9761662.00000000 0.277185511304 Long EC CORP US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 17231.00000000 NS USD 1302491.29000000 0.036984656320 Long EC CORP US N 1 N N N Azimut Holding SpA 81560025690EF8540635 000000000 8153.00000000 NS 175922.83000000 0.004995384964 Long EC CORP IT N 2 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 3761.00000000 NS USD 282902.42000000 0.008033104602 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -298.00000000 NC USD 296960.90000000 0.008432299633 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRZ3 Comdty 2023-12-19 -70777685.90000000 USD 296960.90000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -66.00000000 NC 321459.37000000 0.009127941516 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIM4 Index 2024-09-17 -15749092.75000000 GBP 321459.37000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 130408355.90000000 OU Notional Amount USD -63958.18000000 -0.00181611295 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 MSCI World Net Return Index M1WO INDEX Y equity-performance leg 2024-02-28 0.00000000 USD 0.00000000 USD 130408355.90000000 USD -63958.18000000 N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 3800.00000000 NS 82397.13000000 0.002339692831 Long EC CORP JP N 2 N N N NGK Insulators Ltd 353800701BNCL25VYY16 000000000 1000.00000000 NS 11947.53000000 0.000339253931 Long EC CORP JP N 2 N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 2000.00000000 NS 250582.61000000 0.007115373271 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -33.00000000 NC USD 8230.86000000 0.000233717899 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Futures LXQ3 Comdty 2023-08-14 -1979362.11000000 USD 8230.86000000 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 41346.00000000 NS USD 3458592.90000000 0.098207850402 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 22909.00000000 NS USD 2456990.25000000 0.069767023147 Long EC CORP US N 1 N N N Mitie Group PLC 213800MTCLTKEHWZMJ03 000000000 8310.00000000 NS 10184.66000000 0.000289196674 Long EC CORP GB N 2 N N N Sekisui Chemical Co Ltd 529900KQIVT7NWFNMI70 000000000 1100.00000000 NS 15891.90000000 0.000451255577 Long EC CORP JP N 2 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 11814.00000000 NS USD 315551.94000000 0.008960198153 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -56070.90000000 -0.00159215111 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 6540000.00000000 NZD 3956150.64000000 USD 2023-09-20 -56070.90000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 -15.00000000 NC 16720.11000000 0.000474772865 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Short HKG Hang Seng Index Futures HIN3 Index 2023-07-28 -14236268.80000000 HKD 16720.11000000 N N N Yamada Holdings Co Ltd 353800MDZ4K1DQKLO464 000000000 5200.00000000 NS 15306.96000000 0.000434646019 Long EC CORP JP N 2 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 17693.00000000 NS USD 297773.19000000 0.008455364867 Long EC US N 1 N N N Crest Nicholson Holdings plc 213800ROIFXRRRKVQD25 000000000 4218.00000000 NS 10119.58000000 0.000287348707 Long EC CORP GB N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 30732.00000000 NS 323078.29000000 0.009173911266 Long EC CORP DE N 2 N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 4789.00000000 NS USD 177911.35000000 0.005051849625 Long EC CORP US N 1 N N N Eagle Materials Inc 529900KRXRGXL61SG039 26969P108 8426.00000000 NS USD 1570774.92000000 0.044602655710 Long EC CORP US N 1 N N N JDE Peet's NV 724500EHG519SE5ZRT89 000000000 1284.00000000 NS 38194.02000000 0.001084531400 Long EC CORP NL N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 3595.00000000 NS USD 391603.35000000 0.011119702239 Long EC CORP US N 1 N N N Kesko Oyj 743700OX6HSVMCAHPB95 000000000 4161.00000000 NS 78360.95000000 0.002225084211 Long EC CORP FI N 2 N N N COMSYS Holdings Corp 529900BXEDA1UA6QX260 000000000 400.00000000 NS 7922.78000000 0.000224969869 Long EC CORP JP N 2 N N N A2A SpA 81560076E3944316DB24 000000000 48830.00000000 NS 89333.90000000 0.002536664632 Long EC CORP IT N 2 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 000000000 5000.00000000 NS 76639.01000000 0.002176189174 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8341.90000000 0.000236870915 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 8260000.00000000 AUD 5523338.10000000 USD 2023-09-20 8341.90000000 N N N Pan Pacific International Holdings Corp 529900QLHJM2E18A5763 000000000 1700.00000000 NS 30446.49000000 0.000864537811 Long EC CORP JP N 2 N N N DMG Mori Co Ltd 353800P4I3FIXTQV2E13 000000000 800.00000000 NS 13907.90000000 0.000394919264 Long EC CORP JP N 2 N N N Sega Sammy Holdings Inc 5493006B6WMKNQ8QNP51 000000000 1500.00000000 NS 32134.17000000 0.000912460023 Long EC CORP JP N 2 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 4211.00000000 NS USD 380674.40000000 0.010809371212 Long EC CORP US N 1 N N N J Front Retailing Co Ltd N/A 000000000 1718.00000000 NS 16477.87000000 0.000467894383 Long EC CORP JP N 2 N N N Persol Holdings Co Ltd 3538000H6OI725NB2008 000000000 2800.00000000 NS 50673.86000000 0.001438900444 Long EC CORP JP N 2 N N N Isetan Mitsukoshi Holdings Ltd 529900SY5RZO92EFG035 000000000 2700.00000000 NS 27448.57000000 0.000779410914 Long EC CORP JP N 2 N N N JFE Holdings Inc N/A 000000000 5200.00000000 NS 74342.08000000 0.002110967113 Long EC CORP JP N 2 N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 858912108 2378.00000000 NS USD 110434.32000000 0.003135817799 Long EC CORP US N 1 N N N Rubis SCA 969500MGFIKUGLTC9742 000000000 804.00000000 NS 19531.51000000 0.000554603466 Long EC CORP FR N 2 N N N Marks & Spencer Group PLC 213800EJP14A79ZG1X44 000000000 26919.00000000 NS 65984.48000000 0.001873650391 Long EC CORP GB N 2 N N N Perrigo Co PLC 549300IFOQS6R1QLY196 000000000 42116.00000000 NS USD 1429838.20000000 0.040600712516 Long EC CORP IE N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -110.00000000 NC 290782.09000000 0.008256850349 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIU3 Index 2023-12-19 -26095462.40000000 GBP 290782.09000000 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 51016.00000000 NS USD 4325646.64000000 0.122828118370 Long EC CORP US N 1 N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 600.00000000 NS 44535.41000000 0.001264597195 Long EC CORP JP N 2 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 1931.00000000 NS 46469.03000000 0.001319502953 Long EC CORP GB N 2 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 4585.00000000 NS USD 285416.25000000 0.008104485608 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -13.00000000 NC USD 66613.96000000 0.001891524677 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Nickel Futures LNN3 Comdty 2023-07-17 -1657345.96000000 USD 66613.96000000 N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 20424.00000000 NS 297046.62000000 0.008434733680 Long EC CORP ES N 2 N N N iShares 5-10 Year Investment Grade Corporate Bond ETF 549300ZJOCMXQZ0RKQ84 464288638 3076105.00000000 NS USD 155558629.85000000 4.417136994988 Long EC RF US N 1 N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 41008.00000000 NS USD 2355499.52000000 0.066885161443 Long EC CORP US N 1 N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 6300.00000000 NS 174052.85000000 0.004942286284 Long EC CORP JP N 2 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 40916.00000000 NS USD 13952356.00000000 0.396181606345 Long EC CORP US N 1 N N N SSP Group Plc 213800QGNIWTXFMENJ24 000000000 5122.00000000 NS 16314.39000000 0.000463252316 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 76.00000000 NC USD 36546.97000000 0.001037762889 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYU3 Index 2023-09-15 7197513.03000000 USD 36546.97000000 N N N GS CAYMAN COMMODITY ART LTD N/A 000000000 794593.19000000 NS USD 132299766.14000000 3.756694128823 Long EC RF US N 1 N N N Janus Henderson Group PLC 2138009WPYMWJN3RVF44 000000000 6473.00000000 NS USD 176389.25000000 0.005008629109 Long EC CORP JE N 1 N N N Nissin Foods Holdings Co Ltd 529900YMZMNSHC1W6V41 000000000 1000.00000000 NS 82685.01000000 0.002347867276 Long EC CORP JP N 2 N N N Yamato Kogyo Co Ltd N/A 000000000 200.00000000 NS 8545.99000000 0.000242666116 Long EC CORP JP N 2 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 17936.00000000 NS USD 7900628.64000000 0.224340874453 Long EC CORP US N 1 N N N Fresenius Medical Care AG & Co KGaA 549300CP8NY40UP89Q40 000000000 2598.00000000 NS 124161.33000000 0.003525600634 Long EC CORP DE N 2 N N N Italian Derivatives Market N/A 000000000 58.00000000 NC 138378.03000000 0.003929288373 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index Futures STU3 Index 2023-09-15 8098457.33000000 EUR 138378.03000000 N N N QinetiQ Group PLC 213800S8OBDOZMCMUW34 000000000 5782.00000000 NS 26060.88000000 0.000740007013 Long EC CORP GB N 2 N N N CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 000000000 -113.00000000 NC USD 697592.05000000 0.019808349137 N/A DE US N 1 CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Futures UXQ3 Index 2023-08-16 -2550825.95000000 USD 697592.05000000 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 2406.00000000 NS 344910.20000000 0.009793835326 Long EC CORP GB N 2 N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446R109 14676.00000000 NS USD 289410.72000000 0.008217909860 Long EC US N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 81660.00000000 NS 291524.01000000 0.008277917404 Long EC CORP NL N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 114239.50000000 0.003243867101 N/A DFE PL N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3753741.26000000 USD 15790000.00000000 PLN 2023-09-20 114239.50000000 N N N ORIX Corp 35380016EMHNBOVYE123 000000000 4800.00000000 NS 87533.71000000 0.002485547662 Long EC CORP JP N 2 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 1953931842.69000000 NS USD 1953931842.69000000 55.48251894706 Long EC RF US N 1 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 232.00000000 NC 1000311.06000000 0.028404152144 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX (Tokyo Price Index) Futures TPU3 Index 2023-09-07 5163820116.00000000 JPY 1000311.06000000 N N N Dexerials Corp N/A 000000000 500.00000000 NS 10983.85000000 0.000311889930 Long EC CORP JP N 2 N N N Valmet Oyj 213800D9O7FUQDH83V62 000000000 2864.00000000 NS 79723.76000000 0.002263781636 Long EC CORP FI N 2 N N N SPDR Blackstone Senior Loan ETF 549300ME4SR63Y3TRD06 78467V608 1380814.00000000 NS USD 57814682.18000000 1.641666372074 Long EC RF US N 1 N N Commodities Exchange Center N/A 000000000 -8.00000000 NC USD 377.92000000 0.000010731159 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Copper Futures HGU3 Comdty 2023-09-27 -753077.92000000 USD 377.92000000 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 6493.00000000 NS 180094.83000000 0.005113850237 Long EC CORP DE N 2 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 25203.00000000 NS USD 9912339.90000000 0.281464058415 Long EC CORP US N 1 N N N Arkema SA 9695000EHMS84KKP2785 000000000 943.00000000 NS 88921.50000000 0.002524954402 Long EC CORP FR N 2 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 16008.00000000 NS USD 2451945.36000000 0.069623771884 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 316055.00000000 NS USD 5041077.25000000 0.143142999118 Long EC CORP US N 1 N N N MSA Safety Inc 529900DVA3258XK11O39 553498106 616.00000000 NS USD 107159.36000000 0.003042824264 Long EC CORP US N 1 N N N Air France-KLM 969500AQW31GYO8JZD66 000000000 69497.00000000 NS 130938.33000000 0.003718035714 Long EC CORP FR N 2 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 3506.00000000 NS 774737.23000000 0.021998911171 Long EC CORP FR N 2 N N N Telecom Plus PLC 549300QGHDX5UKE58G86 000000000 1519.00000000 NS 32602.28000000 0.000925752156 Long EC CORP GB N 1 N N N Synthomer PLC 213800EHT3TI1KPQQJ56 000000000 7297.00000000 NS 6755.77000000 0.000191832247 Long EC CORP GB N 1 N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 11092.00000000 NS 79720.92000000 0.002263700993 Long EC CORP JP N 2 N N N Fuji Electric Co Ltd 5299000HVNGZZTYYM906 000000000 3200.00000000 NS 140880.10000000 0.004000335450 Long EC CORP JP N 2 N N N JGC Holdings Corp 5493003WMGG79YLARU68 000000000 6900.00000000 NS 89716.71000000 0.002547534644 Long EC CORP JP N 2 N N N 4imprint Group PLC 213800G95T751RN2CT94 000000000 356.00000000 NS 21679.14000000 0.000615586106 Long EC CORP GB N 1 N N N Pets at Home Group Plc 2138003Y9ULD24PD3J93 000000000 4359.00000000 NS 20848.30000000 0.000591994139 Long EC CORP GB N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 -91.00000000 NC 172590.38000000 0.004900758982 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Short MSE 3 Month Canadian Bank Acceptance Futures BAH4 Comdty 2024-03-18 -21745589.10000000 CAD 172590.38000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 32.00000000 NC -154411.22000000 -0.00438455592 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXU3 Index 2023-09-15 13159105.84000000 EUR -154411.22000000 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 11208.00000000 NS USD 299477.76000000 0.008503766677 Long EC CORP US N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 25854.00000000 NS 306986.85000000 0.008716989686 Long EC CORP FR N 2 N N N SSE PLC 549300KI75VYLLMSK856 000000000 12540.00000000 NS 294064.01000000 0.008350041516 Long EC CORP GB N 2 N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 43577.00000000 NS 80948.41000000 0.002298555964 Long EC CORP GB N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 4889.00000000 NS 601381.44000000 0.017076418127 Long EC CORP DE N 2 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 3658.00000000 NS 491900.99000000 0.013967685771 Long EP CORP DE N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 3288974.07000000 OU Notional Amount 50693.70000000 0.001439463807 N/A DE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 FTSE 100 Total Return Index TUKXG INDEX Y equity-performance leg 2024-06-11 0.00000000 GBP 0.00000000 GBP 3288974.07000000 GBP 50693.70000000 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 1230.00000000 NS USD 288189.00000000 0.008183218730 Long EC US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 30601.00000000 NS 537990.03000000 0.015276398787 Long EC CORP NL N 2 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 15454.00000000 NS USD 510600.16000000 0.014498654678 Long EC CORP US N 1 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 8300.00000000 NS 91187.61000000 0.002589301320 Long EC CORP JP N 2 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 83497.00000000 NS 1821779.62000000 0.051730014361 Long EC CORP DE N 2 N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 20500.00000000 NS 1022616.27000000 0.029037515708 Long EC CORP NL N 2 N N N Inchcape PLC 213800RGEH1MPPNM2T57 000000000 4464.00000000 NS 44177.94000000 0.001254446720 Long EC CORP GB N 2 N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 84860W300 4305.00000000 NS USD 169530.90000000 0.004813884069 Long EC US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 29928.00000000 NS USD 9296833.92000000 0.263986569461 Long EC CORP US N 1 N N N Mobico Group PLC 213800A8IQEMY8PA5X34 000000000 14843.00000000 NS 18364.84000000 0.000521475499 Long EC CORP GB N 2 N N N Taylor Wimpey PLC 21380089BTRXTD8S3R66 000000000 68674.00000000 NS 89715.10000000 0.002547488928 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -10.00000000 NC USD -25.00000000 -0.00000070988 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4270.00000000 USD 2023-06-30 XXXX 43055.96000000 N N N Veolia Environnement SA 969500LENY69X51OOT31 000000000 12974.00000000 NS 410697.82000000 0.011661895815 Long EC CORP FR N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -81.00000000 NC 333709.11000000 0.009475776797 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIZ4 INDEX 2025-03-18 -19368638.22000000 GBP 333709.11000000 N N N Kansai Paint Co Ltd 549300ERRV6FTKH9NN70 000000000 900.00000000 NS 13274.41000000 0.000376931113 Long EC CORP JP N 2 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 2545.00000000 NS USD 277074.15000000 0.007867609013 Long EC US N 1 N N N Mitsui OSK Lines Ltd 353800P8O843TMAZ6S09 000000000 3200.00000000 NS 76989.18000000 0.002186132363 Long EC CORP JP N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 184550000.00000000 OU Notional Amount USD 2751031.49000000 0.078116418102 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y sell protection 2028-06-20 1526920.83000000 USD 0.00000000 USD 184550000.00000000 USD 1224110.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -7.00000000 NC USD -17.50000000 -0.00000049691 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4355.00000000 USD 2023-06-30 XXXX 22221.69000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -2.00000000 NC USD -5.00000000 -0.00000014197 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4065.00000000 USD 2023-06-30 XXXX 15963.50000000 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 5865.00000000 NS 372718.64000000 0.010583464865 Long EC CORP GB N 2 N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 1600.00000000 NS 28869.48000000 0.000819758108 Long EC CORP JP N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 7115854.17000000 OU Notional Amount USD 5289.41000000 0.000150194486 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 7115854.17000000 USD 5289.41000000 N N N Galp Energia SGPS SA 2138003319Y7NM75FG53 000000000 13365.00000000 NS 156181.88000000 0.004434834382 Long EC CORP PT N 2 N N N Ryohin Keikaku Co Ltd 549300PMNF56J66BY371 000000000 10400.00000000 NS 103104.22000000 0.002927677268 Long EC CORP JP N 2 N N N Seibu Holdings Inc 353800JY9TYV9WTCN620 000000000 4900.00000000 NS 50477.60000000 0.001433327579 Long EC CORP JP N 2 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 4941.00000000 NS 149681.96000000 0.004250267077 Long EC CORP JP N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -89.00000000 NC -10534.71000000 -0.00029913645 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Three Month SARON Index Futures SSYZ3 Comdty 2024-03-19 -21794458.41000000 CHF -10534.71000000 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 6873.00000000 NS USD 401520.66000000 0.011401307425 Long EC CORP US N 1 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 000000000 21900.00000000 NS 1241235.84000000 0.035245288246 Long EC CORP BE N 2 N N N IMI PLC 2138002W9Q21PF751R30 000000000 2842.00000000 NS 59284.42000000 0.001683400047 Long EC CORP GB N 2 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 11405.00000000 NS 388830.82000000 0.011040975363 Long EC CORP NL N 2 N N N Verbund AG 5299006UDSEJCTTEJS30 000000000 610.00000000 NS 48937.67000000 0.001389600775 Long EC CORP AT N 2 N N N Virgin Money UK PLC 213800ZK9VGCYYR6O495 000000000 12259.00000000 NS 23343.68000000 0.000662851251 Long EC CORP GB N 2 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 5920.00000000 NS USD 289547.20000000 0.008221785253 Long EC CORP US N 1 N N N Wienerberger AG 529900VXIFBHO0SW2I31 000000000 1222.00000000 NS 37406.18000000 0.001062160432 Long EC CORP AT N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 21450000.00000000 OU Notional Amount USD 598257.66000000 0.016987717396 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 160166.77000000 USD 0.00000000 USD 21450000.00000000 USD 438090.89000000 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 21826.00000000 NS USD 2379470.52000000 0.067565825647 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 2424.00000000 NS USD 600909.60000000 0.017063020080 Long EC CORP US N 1 N N N Nexans SA 96950015FU78G84UIV14 000000000 527.00000000 NS 45701.67000000 0.001297713521 Long EC CORP FR N 2 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 10934.00000000 NS USD 370881.28000000 0.010531292440 Long EC CORP US N 1 N N N SUMCO Corp 353800SUSRUOM0V6KU92 000000000 4236.00000000 NS 60096.93000000 0.001706471528 Long EC CORP JP N 2 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 44270.00000000 NS USD 669805.10000000 0.019019329814 Long EC CORP US N 1 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 000000000 1229.00000000 NS 41129.66000000 0.001167889836 Long EC CORP IE N 2 N N N Marshalls PLC 213800S21IFC367J5V62 000000000 3411.00000000 NS 10422.72000000 0.000295956464 Long EC CORP GB N 1 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 40.00000000 NC 15776.26000000 0.000447971943 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNU3 Comdty 2023-09-20 4881100.40000000 CAD 15776.26000000 N N N Apollo Global Management Inc N/A 03769M106 35970.00000000 NS USD 2762855.70000000 0.078452170323 Long EC CORP US N 1 N N N Teijin Ltd 3538000RF6UCIMPKCO54 000000000 4100.00000000 NS 41131.20000000 0.001167933565 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -9.00000000 NC USD -24255.00000000 -0.00068872847 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4380.00000000 USD 2023-07-31 XXXX 31988.25000000 N N N Sopra Steria Group SACA 96950020QIOHAAK9V551 000000000 181.00000000 NS 36135.81000000 0.001026087870 Long EC CORP FR N 2 N N N J Sainsbury PLC 213800VGZAAJIKJ9Y484 000000000 26036.00000000 NS 89003.38000000 0.002527279411 Long EC CORP GB N 2 N N N Glanbia PLC 635400SRMCBHVMSKJS84 000000000 2232.00000000 NS 33367.16000000 0.000947471168 Long EC CORP IE N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 282.00000000 NC -130198.51000000 -0.00369702828 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU3 Comdty 2023-09-15 33031845.03000000 AUD -130198.51000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -268824.63000000 -0.00763336125 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 14180000.00000000 EUR 15267493.98000000 USD 2023-09-20 -268824.63000000 N N N TUI AG 529900SL2WSPV293B552 000000000 8020.00000000 NS 56895.09000000 0.001615554258 Long EC CORP DE N 2 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 2285.00000000 NS USD 770022.15000000 0.021865024968 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 1440.00000000 NS USD 561657.60000000 0.015948446999 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 4.00000000 NC USD 10.00000000 0.000000283953 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 4210.00000000 USD 2023-06-30 XXXX -873.00000000 N N N IG Group Holdings PLC 2138003A5Q1M7ANOUD76 000000000 6219.00000000 NS 53507.26000000 0.001519355743 Long EC CORP GB N 2 N N N TBS Holdings Inc N/A 000000000 500.00000000 NS 9122.02000000 0.000259022672 Long EC CORP JP N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -287.00000000 NC 41423.65000000 0.001176237776 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 -68989711.54000000 EUR 41423.65000000 N N N Credit Saison Co Ltd 529900SV58ZWTGRH3A66 000000000 700.00000000 NS 10765.02000000 0.000305676182 Long EC CORP JP N 2 N N N Kobe Steel Ltd 549300ZDCYYUPHEE5K87 000000000 5500.00000000 NS 50660.52000000 0.001438521651 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -40.00000000 NC USD 299876.80000000 0.008515097545 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Zinc Futures LXN3 Comdty 2023-07-17 -2686126.80000000 USD 299876.80000000 N N N Signify NV 549300072P3J1X8NZO35 000000000 2933.00000000 NS 82223.55000000 0.002334763972 Long EC CORP NL N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -11.00000000 NC USD -27.50000000 -0.00000078087 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4105.00000000 USD 2023-06-30 XXXX 80581.94000000 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 000000000 3390.00000000 NS 101123.19000000 0.002871425288 Long EC CORP CH N 2 N N N Leonardo SpA 529900X4EEX1U9LN3U39 000000000 13065.00000000 NS 148351.51000000 0.004212488524 Long EC CORP IT N 2 N N N ITV PLC ZLECI7ED2QMWFGYCXZ59 000000000 55164.00000000 NS 47954.45000000 0.001361681929 Long EC CORP GB N 2 N N N thyssenkrupp AG 549300UDG16DOYUPR330 000000000 15996.00000000 NS 125287.71000000 0.003557584554 Long EC CORP DE N 2 N N N Renishaw PLC 21380048ADXM6Z67CT18 000000000 350.00000000 NS 17344.38000000 0.000492499211 Long EC CORP GB N 1 N N N Mitsubishi Chemical Group Corp 353800YNKX4RQUGAR072 000000000 5400.00000000 NS 32479.01000000 0.000922251865 Long EC CORP JP N 2 N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 311.00000000 NS 37437.03000000 0.001063036427 Long EC CORP FR N 2 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 84796.00000000 NS USD 3391840.00000000 0.096312380480 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -277.00000000 NC USD 533532.40000000 0.015149822959 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRH4 Comdty 2024-06-18 -66248319.90000000 USD 533532.40000000 N N N Vanguard Real Estate ETF B1HNOZOSPCLXHIVBEI82 922908553 223600.00000000 NS USD 18684016.00000000 0.530538603792 Long EC RF US N 1 N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 13626.00000000 NS USD 1011049.20000000 0.028709065060 Long EC CORP US N 1 N N N JTEKT Corp N/A 000000000 1000.00000000 NS 9113.07000000 0.000258768534 Long EC CORP JP N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -90.00000000 NC 339652.52000000 0.009644541823 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIZ3 INDEX 2024-03-19 -21367943.07000000 GBP 339652.52000000 N N N Mondi PLC 213800LOZA69QFDC9N34 000000000 16059.00000000 NS 245002.62000000 0.006956927672 Long EC CORP GB N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 43.00000000 NC USD -82262.44000000 -0.00233586826 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAN2 Comdty 2023-07-17 2362337.44000000 USD -82262.44000000 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 9426.00000000 NS USD 299841.06000000 0.008514082696 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 -2.00000000 NC USD 1679.48000000 0.000047689371 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Silver Futures SIU3 Comdty 2023-09-27 -231479.48000000 USD 1679.48000000 N N N Sojitz Corp 5493004SE33MRLPB1W98 000000000 1700.00000000 NS 37621.51000000 0.001068274796 Long EC CORP JP N 2 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 21452.00000000 NS USD 834053.76000000 0.023683222992 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 49635.00000000 NS USD 5452404.75000000 0.154822774899 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 7109.00000000 NS USD 242914.53000000 0.006897635689 Long EC CORP US N 1 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 389.00000000 NC -52380.06000000 -0.00148734853 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Long OML Stockholm OMXS30 Index Futures QCN3 Index 2023-07-21 90667062.31000000 SEK -52380.06000000 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 5900.00000000 NS 213950.44000000 0.006075191100 Long EC CORP JP N 2 N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 000000000 1900.00000000 NS 23179.04000000 0.000658176246 Long EC CORP JP N 2 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 36136.00000000 NS USD 7039654.16000000 0.199893229016 Long EC CORP US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 14536.00000000 NS USD 823900.48000000 0.023394917362 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 9245.00000000 NS USD 522619.85000000 0.014839957615 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 3.00000000 NC USD 540.00000000 0.000015333472 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3745.00000000 USD 2023-07-31 XXXX -2072.25000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -247.00000000 NC USD 403258.91000000 0.011450665589 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRU4 Comdty 2024-12-17 -59467133.91000000 USD 403258.91000000 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 7670539.39000000 OU Notional Amount USD -3761.91000000 -0.00010682063 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI World Net Return Index M1WO Index Y equity-performance leg 2024-02-12 0.00000000 USD 0.00000000 USD 7670539.39000000 USD -3761.91000000 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 7882.00000000 NS USD 346177.44000000 0.009829819011 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 6909.00000000 NS USD 482248.20000000 0.013693591715 Long EC CORP US N 1 N N N Telefonica SA 549300EEJH4FEPDBBR25 000000000 64774.00000000 NS 262979.59000000 0.007467389479 Long EC CORP ES N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 12.00000000 NC USD 3960.00000000 0.000112445465 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3990.00000000 USD 2023-07-31 XXXX -2409.00000000 N N N F5 Inc 54930015FPK9KT966303 315616102 1720.00000000 NS USD 251567.20000000 0.007143331018 Long EC CORP US N 1 N N N Allianz SE 529900K9B0N5BT694847 000000000 5005.00000000 NS 1165783.54000000 0.033102796081 Long EC CORP DE N 2 N N N Shinko Electric Industries Co Ltd 549300627MZ4832XWF51 000000000 900.00000000 NS 37007.54000000 0.001050840922 Long EC CORP JP N 2 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 39020.00000000 NS USD 1431253.60000000 0.040640903252 Long EC CORP US N 1 N N N CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 000000000 -116.00000000 NC USD 863646.45000000 0.024523516879 N/A DE US N 1 CBOE Futures Exchange, LLC 254900O9GJPIWCP8RH13 Short CBOE Volatility Index Futures UXN3 Index 2023-07-19 -2604922.45000000 USD 863646.45000000 N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 28648.00000000 NS 365961.19000000 0.010391584913 Long EC CORP DE N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -58260.19000000 -0.00165431670 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2650000.00000000 GBP 3307912.85000000 USD 2023-09-20 -58260.19000000 N N N Horiba Ltd 529900OOTWPYSNW0EC84 000000000 200.00000000 NS 11502.85000000 0.000326627100 Long EC CORP JP N 2 N N N Hera SpA 8156009414FD99443B48 000000000 12613.00000000 NS 37536.77000000 0.001065868577 Long EC CORP IT N 2 N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 7517.00000000 NS USD 2845184.50000000 0.080789922903 Long EC CORP US N 1 N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 000000000 17010.00000000 NS USD 2108729.70000000 0.059878053562 Long EC CORP IE N 1 N N N SG Holdings Co Ltd N/A 000000000 1100.00000000 NS 15690.70000000 0.000445542439 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 5.00000000 NC USD 12.50000000 0.000000354941 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3490.00000000 USD 2023-06-30 XXXX -4291.25000000 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 8300.00000000 NS USD 677861.00000000 0.019248079669 Long EC CORP US N 1 N N N Liontrust Asset Management PLC 549300XVXU6S7PLCL855 000000000 1337.00000000 NS 12157.60000000 0.000345218936 Long EC CORP GB N 1 N N N Kobayashi Pharmaceutical Co Ltd 529900WBSL04KD6TKP95 000000000 800.00000000 NS 43498.93000000 0.001235166015 Long EC CORP JP N 2 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 30830.00000000 NS USD 1146567.70000000 0.032557156165 Long EC CORP US N 1 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 40153.00000000 NS 816550.15000000 0.023186202393 Long EC CORP IT N 2 N N N Associated British Foods PLC GBQKSY6W7G0OHCQ8OQ72 000000000 7738.00000000 NS 195948.26000000 0.005564013447 Long EC CORP GB N 2 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 3753.00000000 NS USD 1130553.72000000 0.032102434087 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 58215.00000000 NS USD 6932824.35000000 0.196859762429 Long EC CORP US N 1 N N N UCB SA 2138008J191VLSGY5A09 000000000 3213.00000000 NS 284859.61000000 0.008088679637 Long EC CORP BE N 2 N N N CarMax Inc N/A 143130102 4196.00000000 NS USD 351205.20000000 0.009972583862 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 30232.00000000 NS 263020.88000000 0.007468561921 Long EC CORP GB N 2 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 6211.00000000 NS USD 232912.50000000 0.006613624852 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 71432.00000000 NS USD 6997478.72000000 0.198695643922 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -245.00000000 NC 116656.90000000 0.003312509946 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Futures IRU3 Comdty 2023-09-07 -242451010.12000000 AUD 116656.90000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -6.00000000 NC USD -14010.00000000 -0.00039781842 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4360.00000000 USD 2023-07-31 XXXX 21715.50000000 N N N Alstom SA 96950032TUYMW11FB530 000000000 6310.00000000 NS 188358.33000000 0.005348494960 Long EC CORP FR N 2 N N N Alten SA 969500Y7G9TY7Y24GN07 000000000 147.00000000 NS 23182.51000000 0.000658274778 Long EC CORP FR N 2 N N N KKR & Co Inc 54930013V5I303TF9571 48251W104 40309.00000000 NS USD 2257304.00000000 0.064096868280 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -4.00000000 NC USD -10.00000000 -0.00000028395 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4380.00000000 USD 2023-06-30 XXXX 12687.00000000 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 2186.00000000 NS USD 239629.32000000 0.006804351102 Long EC CORP US N 1 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 33162.00000000 NS 477412.96000000 0.013556293530 Long EC CORP IT N 2 N N N Sugi Holdings Co Ltd 529900N86BFWB1FADG87 000000000 200.00000000 NS 8936.07000000 0.000253742562 Long EC CORP JP N 2 N N N Man Group PLC/Jersey 2549003YWC1DW6LALB09 000000000 32904.00000000 NS 91377.02000000 0.002594679677 Long EC CORP JE N 2 N N N Eiffage SA 969500OQXKE5WDM9M994 000000000 2425.00000000 NS 253190.67000000 0.007189429968 Long EC CORP FR N 2 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 4437.00000000 NS USD 936916.92000000 0.026604055284 Long EC CORP US N 1 N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 000000000 6000.00000000 NS 125575.67000000 0.003565761270 Long EC CORP JP N 2 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 7757.00000000 NS USD 1587159.77000000 0.045067908760 Long EC CORP US N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 3979.00000000 NS 166416.49000000 0.004725449402 Long EC CORP IT N 2 N N N Harbour Energy PLC 213800YPC42DYBKVPF97 000000000 21752.00000000 NS 63229.43000000 0.001795419866 Long EC CORP GB N 2 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 11623.00000000 NS USD 4012259.60000000 0.113929393243 Long EC CORP IE N 1 N N N BioMerieux 549300AK8Y0LBIQ4T071 000000000 789.00000000 NS 82842.99000000 0.002352353169 Long EC CORP FR N 2 N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 17172.00000000 NS USD 318540.60000000 0.009045062109 Long EC CORP US N 1 N N N Nexi SpA 5493000P70CQRQG8SN85 000000000 19297.00000000 NS 151399.81000000 0.004299045976 Long EC CORP IT N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 26.00000000 NC USD 249651.22000000 0.007088926154 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Feeder Cattle Futures FCQ3 Comdty 2023-08-31 2965248.78000000 USD 249651.22000000 N N N Ibstock PLC 2138003QHTNX34CN9V93 000000000 5365.00000000 NS 9532.16000000 0.000270668728 Long EC CORP GB N 1 N N N WEX Inc T9M5IGROL1TL1G5OV478 96208T104 9233.00000000 NS USD 1681052.31000000 0.047734017432 Long EC CORP US N 1 N N N Finablr PLC 2138005C7F6N115PM802 000000000 16600.00000000 NS 0.00000000 0.000000 Long EC CORP GB N 3 N N N ANA Holdings Inc 5493008IRKIY0G3TE305 000000000 2700.00000000 NS 64314.77000000 0.001826238442 Long EC CORP JP N 2 N N N Redeia Corp SA 5493009HMD0C90GUV498 000000000 7104.00000000 NS 119468.15000000 0.003392336288 Long EC CORP ES N 2 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 7708.00000000 NS USD 1138086.20000000 0.032316321263 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 4483.00000000 NS USD 423957.31000000 0.012038403270 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 2517.00000000 NS USD 484346.31000000 0.013753168219 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 11356.00000000 NS USD 1591656.96000000 0.045195607907 Long EC CORP CH N 1 N N N Assura PLC 21380026T19N2Y52XF72 000000000 60928.00000000 NS 35129.84000000 0.000997523030 Long EC GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -3.00000000 NC USD -3825.00000000 -0.00010861209 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4270.00000000 USD 2023-07-31 XXXX 16662.75000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -69.00000000 NC USD 52721.31000000 0.001497038441 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICE Brent Crude Oil Futures COU3 Comdty 2023-07-31 -5249801.31000000 USD 52721.31000000 N N N Heidelberg Materials AG LZ2C6E0W5W7LQMX5ZI37 000000000 2527.00000000 NS 207817.02000000 0.005901030679 Long EC CORP DE N 2 N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 5900.00000000 NS 278241.62000000 0.007900759697 Long EC CORP JP N 2 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -83.00000000 NC USD -292051.27000000 -0.00829288912 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX Henry Hub Natural Gas Futures NGQ23 Comdty 2023-07-27 -2017838.73000000 USD -292051.27000000 N N N Hiscox Ltd 5493007JXOLJ0QCY2D70 000000000 4221.00000000 NS 58520.32000000 0.001661703183 Long EC CORP BM N 2 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 10195.00000000 NS USD 506793.45000000 0.014390561931 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 2468.00000000 NS USD 1186614.40000000 0.033694295006 Long EC CORP US N 1 N N N Sanofi 549300E9PC51EN656011 000000000 8483.00000000 NS 913243.78000000 0.025931848911 Long EC CORP FR N 2 N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 000000000 2800.00000000 NS 33967.46000000 0.000964516879 Long EC CORP JP N 2 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 3302.00000000 NS USD 365498.38000000 0.010378443275 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 12512.00000000 NS USD 393252.16000000 0.011166520725 Long EC US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 5433.00000000 NS USD 316580.91000000 0.008989416085 Long EC CORP US N 1 N N N Plus500 Ltd 549300X8NGW9C5OJZU13 000000000 1601.00000000 NS 29787.39000000 0.000845822456 Long EC CORP IL N 1 N N N Capgemini SE 96950077L0TN7BAROX36 000000000 2073.00000000 NS 392507.20000000 0.011145367348 Long EC CORP FR N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -505.00000000 NC USD 563165.58000000 0.015991266573 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 -57273087.46000000 USD 563165.58000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -268.00000000 NC 226804.78000000 0.006440194191 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 -64557998.89000000 EUR 226804.78000000 N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 117.00000000 NC 92878.12000000 0.002637303891 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Long Euronext CAC 40 Index Futures CFN3 Index 2023-07-21 8585169.45000000 EUR 92878.12000000 N N N Savills PLC 213800WXICGMBWHTA933 000000000 1289.00000000 NS 13932.31000000 0.000395612393 Long EC CORP GB N 2 N N N Airtel Africa PLC 254900ZNZDQL6OWQH623 000000000 15256.00000000 NS 20886.37000000 0.000593075149 Long EC CORP GB N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 37659.00000000 NS USD 3730500.54000000 0.105928754714 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 6551600.77000000 OU Notional Amount USD -117222.55000000 -0.00332857175 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 6551600.77000000 USD -117222.55000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 2982.00000000 NC 804809.38000000 0.022852819478 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGU3 Index 2023-09-15 131275594.98000000 EUR 804809.38000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 100.00000000 NC USD -470279.25000000 -0.01335372955 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Corn Futures C U3 Comdty 2023-09-14 2915279.25000000 USD -470279.25000000 N N N IWG PLC 2138003LWDII27UTAG52 000000000 6909.00000000 NS 12115.96000000 0.000344036555 Long EC CORP JE N 2 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 11134.00000000 NS 1293719.80000000 0.036735587059 Long EC CORP FR N 2 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 9738.00000000 NS USD 253967.04000000 0.007211475242 Long EC CORP US N 1 N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 164487.00000000 NS 321340.01000000 0.009124552250 Long EC CORP GB N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 16023309.92000000 OU Notional Amount USD -142547.54000000 -0.00404768294 N/A DE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 JPGSGLMN Index JPGSGLMN Index Y equity-performance leg 2024-05-22 0.00000000 USD 0.00000000 USD 16023309.92000000 USD -142547.54000000 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 000000000 273.00000000 NS 9111.39000000 0.000258720830 Long EC CORP IE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -17.00000000 NC USD -63804.74000000 -0.00181175597 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Lean Hogs Futures LHQ3 Comdty 2023-08-14 -565025.26000000 USD -63804.74000000 N N N Meitec Corp N/A 000000000 800.00000000 NS 13803.88000000 0.000391965582 Long EC CORP JP N 2 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 7477.00000000 NS USD 1035938.35000000 0.029415800426 Long EC CORP US N 1 N N N Barratt Developments PLC 2138006R85VEOF5YNK29 000000000 42955.00000000 NS 225759.27000000 0.006410506600 Long EC CORP GB N 2 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 6417900.74000000 OU Notional Amount 98920.55000000 0.002808880621 N/A DE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 FTSE 100 Total Return Index TUKXG INDEX Y equity-performance leg 2024-03-18 0.00000000 GBP 0.00000000 GBP 6417900.74000000 GBP 98920.55000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -101180.17000000 -0.00287304325 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 42470000.00000000 NOK 3866742.60000000 USD 2023-09-20 -101180.17000000 N N N SCREEN Holdings Co Ltd 353800ND89FTQ9XQ0R07 000000000 466.00000000 NS 53076.94000000 0.001507136669 Long EC CORP JP N 2 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 3643.00000000 NS USD 331913.73000000 0.009424796408 Long EC CORP US N 1 N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 000000000 4500.00000000 NS 95467.35000000 0.002710825904 Long EC CORP JP N 2 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 20642928.00000000 NS USD 20642928.00000000 0.586162535897 Long STIV RF US N 1 N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 6600527.00000000 NS USD 325339975.83000000 9.238132558592 Long EC RF US N 1 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 31784510.52000000 OU Notional Amount USD -15556.82000000 -0.00044174087 N/A DE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 MSCI World Index MXWO INDEX Y equity-performance leg 2024-01-17 0.00000000 USD 0.00000000 USD 31784510.52000000 USD -15556.82000000 N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 000000000 13490.00000000 NS 95540.50000000 0.002712903022 Long EC CORP LU N 2 N N N Primary Health Properties PLC 213800Y5CJHXOATK7X11 000000000 30594.00000000 NS 37086.48000000 0.001053082448 Long EC GB N 1 N N N PulteGroup Inc N/A 745867101 4695.00000000 NS USD 364707.60000000 0.010355988824 Long EC CORP US N 1 N N N WH Smith PLC 2138001KJNGUJ34G7X91 000000000 1126.00000000 NS 22201.34000000 0.000630414142 Long EC CORP GB N 2 N N N Kainos Group PLC 213800H2PQMIF3OVZY47 000000000 1102.00000000 NS 17297.52000000 0.000491168606 Long EC CORP GB N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 10.00000000 NC USD 25.00000000 0.000000709882 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3950.00000000 USD 2023-06-30 XXXX -4767.12000000 N N N Stanley Electric Co Ltd N/A 000000000 2300.00000000 NS 46612.14000000 0.001323566607 Long EC CORP JP N 2 N N N Lawson Inc 529900IWO8XQO92PR233 000000000 1231.00000000 NS 54582.24000000 0.001549880143 Long EC CORP JP N 2 N N N SThree PLC 2138003NEBX5VRP3EX50 000000000 1570.00000000 NS 6809.16000000 0.000193348273 Long EC CORP GB N 1 N N N Klepierre SA 969500PB4U31KEFHZ621 000000000 4983.00000000 NS 123798.45000000 0.003515296540 Long EC FR N 2 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 1686.00000000 NS USD 406882.38000000 0.011553555177 Long EC CORP US N 1 N N N Medipal Holdings Corp 353800PJDODZEA4NP730 000000000 500.00000000 NS 8175.64000000 0.000232149909 Long EC CORP JP N 2 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 11155.00000000 NS USD 496620.60000000 0.014101700605 Long EC CORP US N 1 N N N Commodities Exchange Center N/A 000000000 -7.00000000 NC USD -5519.32000000 -0.00015672285 N/A DCO US N 1 Commodities Exchange Center N/A Short COMEX Gold 100 Troy Ounces Future GCQ3 Comdty 2023-08-29 -1343800.68000000 USD -5519.32000000 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 5852.00000000 NS USD 832739.60000000 0.023645906999 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 11693.00000000 NS USD 998582.20000000 0.028355060612 Long EC CORP US N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 5559.00000000 NS USD 2616037.61000000 0.074283223750 Long EC CORP US N 1 N N N South African Futures Exchange N/A 000000000 6.00000000 NC -3472.05000000 -0.00009858996 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIU3 Index 2023-09-21 4326968.31000000 ZAR -3472.05000000 N N N Hammerson PLC 213800G1C9KKVVDN1A60 000000000 49612.00000000 NS 15688.80000000 0.000445488488 Long EC GB N 1 N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 000000000 23800.00000000 NS 97678.33000000 0.002773607388 Long EC CORP JP N 2 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 9959.00000000 NS USD 289508.13000000 0.008220675848 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1130.00000000 NC USD 73450.00000000 0.002085636216 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange Volatility Index VIX INDEX 100.00000000 25.00000000 USD 2023-08-16 XXXX -226994.40000000 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 5920.00000000 NS USD 386931.20000000 0.010987035047 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -202.00000000 NC USD 212405.09000000 0.006031310393 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRH COMDTY 2025-06-17 -48806030.09000000 USD 212405.09000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 173312.00000000 NS 641624.99000000 0.018219146587 Long EC CORP ES N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 147723.11000000 0.004194644905 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 247280000.00000000 TWD 8107806.81000000 USD 2023-09-20 147723.11000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -69386.80000000 -0.00197026035 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3080000.00000000 GBP 3842995.46000000 USD 2023-09-20 -69386.80000000 N N N Nippon Kayaku Co Ltd N/A 000000000 1000.00000000 NS 8556.55000000 0.000242965971 Long EC CORP JP N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 4770.00000000 NS USD 331133.40000000 0.009402638688 Long EC CORP US N 1 N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 1712.00000000 NS 283387.09000000 0.008046866961 Long EC CORP DE N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 50019.00000000 NS USD 5954261.76000000 0.169073165039 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -52.00000000 NC USD 77773.34000000 0.002208398837 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Futures LAQ23 Comdty 2023-08-14 -2852948.34000000 USD 77773.34000000 N N N K+S AG 529900YURAYD4IJX2J91 000000000 6532.00000000 NS 113900.64000000 0.003234245063 Long EC CORP DE N 2 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 4982.00000000 NS USD 336932.66000000 0.009567310529 Long EC CORP US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 71.00000000 NC USD -154537.25000000 -0.00438813458 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC Number 11 World Sugar Futures SBV3 Comdty 2023-09-29 1969183.65000000 USD -154537.25000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 000000000 13319.00000000 NS 393993.68000000 0.011187576423 Long EC CORP FR N 2 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1151.00000000 NS USD 739931.86000000 0.021010601570 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -259.00000000 NC 276256.38000000 0.007844388172 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 -62649504.92000000 EUR 276256.38000000 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 464.00000000 NS USD 1156919.04000000 0.032851085772 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 221679.92000000 0.006294672154 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 893410000.00000000 JPY 6492486.74000000 USD 2023-09-20 221679.92000000 N N N Toyo Suisan Kaisha Ltd N/A 000000000 300.00000000 NS 13533.56000000 0.000384289760 Long EC CORP JP N 2 N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 67.00000000 NS 12634.20000000 0.000358752145 Long EC CORP FR N 2 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 5189.00000000 NS USD 490775.62000000 0.013935730530 Long EC CORP US N 1 N N N Menicon Co Ltd 3538000OOSRECSEX2327 000000000 1100.00000000 NS 19299.67000000 0.000548020295 Long EC CORP JP N 2 N N N Panasonic Holdings Corp 254900GE1G59KGWPHX32 000000000 6800.00000000 NS 83381.07000000 0.002367632122 Long EC CORP JP N 2 N N N Haleon PLC 549300PSB3WWEODCUP19 000000000 66847.00000000 NS 274371.17000000 0.007790857032 Long EC CORP GB N 2 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 1338.00000000 NS USD 444430.08000000 0.012619734115 Long EC CORP US N 1 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 14263.00000000 NS USD 4328535.24000000 0.122910141090 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 4.00000000 NC USD -59868.32000000 -0.00169998007 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Futures LNQ3 Comdty 2023-08-14 550596.32000000 USD -59868.32000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 57199.65000000 0.001624202336 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 92100000.00000000 TWD 3021950.98000000 USD 2023-09-20 57199.65000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 11594.00000000 NS 566508.94000000 0.016086202348 Long EC CORP DE N 2 N N N Mitsubishi HC Capital Inc 353800MZ3QX9RLMH7B09 000000000 5500.00000000 NS 32655.73000000 0.000927269886 Long EC CORP JP N 2 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 4226.00000000 NS USD 1602161.12000000 0.045493876886 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -43.00000000 NC USD 189182.56000000 0.005371899234 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Primary Aluminum Futures LAN2 Comdty 2023-07-17 -2469257.56000000 USD 189182.56000000 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 1307.00000000 NS USD 633921.14000000 0.018000393305 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 91667.00000000 NS 519740.68000000 0.014758202663 Long EC CORP JE N 2 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -15.00000000 NC USD -22997.25000000 -0.00065301426 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short NYBOT CTN Number 2 Cotton Futures CTZ3 COMDTY 2023-12-06 -580152.75000000 USD -22997.25000000 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 4978.00000000 NS USD 358515.56000000 0.010180163870 Long EC CORP US N 1 N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 4743.00000000 NS 149037.14000000 0.004231957207 Long EC CORP JP N 2 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 56.00000000 NS USD 355634.72000000 0.010098361498 Long EC CORP US N 1 N N N Shimano Inc 529900L32YT3P9DECR10 000000000 300.00000000 NS 50222.20000000 0.001426075414 Long EC CORP JP N 2 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 7418.00000000 NS USD 962114.60000000 0.027319551459 Long EC CORP US N 1 N N N Clarkson PLC 2138007G6BGTEHI3OT22 000000000 356.00000000 NS 13382.74000000 0.000380007178 Long EC CORP GB N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1487.00000000 NS USD 635409.97000000 0.018042669109 Long EC CORP US N 1 N N N CACI International Inc SYRPI2D1O9WRTS2WX210 127190304 883.00000000 NS USD 300961.72000000 0.008545904195 Long EC CORP US N 1 N N N Toyobo Co Ltd 5299005EWBCNUAZ4PM62 000000000 1800.00000000 NS 12903.11000000 0.000366387930 Long EC CORP JP N 2 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 1306.00000000 NS USD 583951.78000000 0.016581497363 Long EC CORP US N 1 N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417106 5855.00000000 NS USD 250535.45000000 0.007114034147 Long EC US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 5466.00000000 NS USD 233944.80000000 0.006642937340 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 8487.00000000 NS USD 398889.00000000 0.011326580598 Long EC CORP US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 40.00000000 NC USD -17123.20000000 -0.00048621873 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXN3 Comdty 2023-07-17 2403373.20000000 USD -17123.20000000 N N N Solvay SA 549300MMVL80RTBP3O28 000000000 1229.00000000 NS 137426.80000000 0.003902277893 Long EC CORP BE N 2 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 7114.00000000 NS USD 390345.18000000 0.011083976099 Long EC CORP US N 1 N N N RPM International Inc 549300TJCKW4BRXPJ474 749685103 3697.00000000 NS USD 331731.81000000 0.009419630732 Long EC CORP US N 1 N N N Coats Group PLC 2138003SPYWGAITNFY17 000000000 17392.00000000 NS 15373.13000000 0.000436524938 Long EC CORP GB N 1 N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 000000000 11443.00000000 NS 174911.63000000 0.004966671617 Long EC CORP JP N 2 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 33480.00000000 NS USD 2503299.60000000 0.071081991936 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 124.00000000 NC 28000.39000000 0.000795080020 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G U3 Comdty 2023-09-27 11802592.44000000 GBP 28000.39000000 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 000000000 5771.00000000 NS 351375.19000000 0.009977410783 Long EC CORP FR N 2 N N N Choice Hotels International Inc 5493003CYRY5RFGTIR97 169905106 2537.00000000 NS USD 298148.24000000 0.008466014532 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -170.00000000 NC USD 149590.32000000 0.004247664929 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRM5 Comdty 2025-09-16 -41108965.32000000 USD 149590.32000000 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 3231.00000000 NS 113336.57000000 0.003218228115 Long EC CORP AT N 2 N N N Eurofins Scientific SE 529900JEHFM47DYY3S57 000000000 2414.00000000 NS 153404.52000000 0.004355970357 Long EC CORP LU N 2 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 27955.00000000 NS USD 6709200.00000000 0.190509877564 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD 2186.70000000 0.000062092045 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU3 Comdty 2023-09-20 -1146030.45000000 USD 2186.70000000 N N N MatsukiyoCocokara & Co N/A 000000000 2400.00000000 NS 134810.71000000 0.003827993181 Long EC CORP JP N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 75.00000000 NC USD 498397.63000000 0.014152159940 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Live Cattle Futures LCQ3 Comdty 2023-08-31 4809352.37000000 USD 498397.63000000 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 2648.00000000 NS USD 874554.96000000 0.024833267506 Long EC CORP US N 1 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 3800.00000000 NS 117355.83000000 0.003332356287 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 17928275.76000000 OU Notional Amount USD 18924.84000000 0.000537376878 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 2023-12-12 0.00000000 USD 0.00000000 USD 17928275.76000000 USD 18924.84000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 000000000 11908.00000000 NS 128998.49000000 0.003662953338 Long EC CORP IT N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 7146.00000000 NS USD 5134686.84000000 0.145801073334 Long EC CORP US N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -72.00000000 NC 328666.36000000 0.009332586299 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIH4 Index 2024-06-18 -17140992.55000000 GBP 328666.36000000 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 656698.00000000 NS 619153.55000000 0.017581062869 Long EC CORP GB N 2 N N N EXOR NV 5493002ENHZ6NYET7405 000000000 834.00000000 NS 74454.96000000 0.002114172377 Long EC CORP NL N 2 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 7972.00000000 NS 344407.49000000 0.009779560715 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 41153.98000000 0.001168580410 N/A DFE CH N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 3497290.16000000 USD 3140000.00000000 CHF 2023-09-20 41153.98000000 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 1300.00000000 NS 54833.25000000 0.001557007652 Long EC CORP JP N 2 N N N Bodycote PLC 213800V93QFW53NB7Y29 000000000 3906.00000000 NS 31797.56000000 0.000902901875 Long EC CORP GB N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 9.00000000 NC USD 2542.50000000 0.000072195099 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 3935.00000000 USD 2023-07-31 XXXX -3224.25000000 N N N SPDR Bloomberg Convertible Securities ETF 549300IXKU3G7R6DMX93 78464A359 1418322.00000000 NS USD 99211623.90000000 2.817145758381 Long EC RF US N 1 N N ConvaTec Group PLC 213800LS272L4FIDOH92 000000000 32609.00000000 NS 85046.49000000 0.002414922255 Long EC CORP GB N 2 N N N Drax Group PLC 549300YPSNTXR4ZHSR98 000000000 8276.00000000 NS 60960.98000000 0.001731006503 Long EC CORP GB N 1 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 25.00000000 NC 86906.86000000 0.002467748056 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBU3 Comdty 2023-09-12 3704459775.00000000 JPY 86906.86000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1450.00000000 NC USD 235625.00000000 0.006690647156 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange Volatility Index VIX INDEX 100.00000000 21.00000000 USD 2023-09-20 XXXX -97875.00000000 N N N Kyocera Corp N/A 000000000 3800.00000000 NS 206575.83000000 0.005865786693 Long EC CORP JP N 2 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 17.00000000 NC USD 35315.23000000 0.001002787238 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBQ3 Comdty 2023-07-31 1783599.77000000 USD 35315.23000000 N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 10522.00000000 NS 287083.79000000 0.008151835939 Long EC CORP LU N 2 N N N Yokogawa Electric Corp 529900MV0U7C9WWF4L22 000000000 844.00000000 NS 15623.39000000 0.000443631150 Long EC CORP JP N 2 N N N Indivior PLC 213800V3NCQTY7IED471 000000000 2549.00000000 NS 59014.67000000 0.001675740409 Long EC CORP GB N 1 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -67.00000000 NC -31911.94000000 -0.00090614973 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Three Month SARON Index Futures SSYU3 Comdty 2023-12-19 -16407374.72000000 CHF -31911.94000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 46546.75000000 0.001321709837 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 5704570000.00000000 KRW 4395061.44000000 USD 2023-09-20 46546.75000000 N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 000000000 3651.00000000 NS 108837.99000000 0.003090489499 Long EC CORP ES N 2 N N N Sumitomo Forestry Co Ltd 549300FIIRGO6D5FWR19 000000000 1100.00000000 NS 26718.42000000 0.000758678072 Long EC CORP JP N 2 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 1500.00000000 NS USD 1182885.00000000 0.033588397502 Long EC CORP US N 1 N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 000000000 380.00000000 NS 94906.48000000 0.002694899821 Long EC CORP FR N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 19.00000000 NC -1906.51000000 -0.00005413596 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBU3 Comdty 2023-09-07 2656427.17000000 EUR -1906.51000000 N N N TP ICAP Group PLC 2138006YAA7IRVKKGE63 000000000 5453.00000000 NS 10471.07000000 0.000297329378 Long EC CORP JE N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -68175.41000000 -0.00193586254 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 80470000.00000000 ZAR 4172160.98000000 USD 2023-09-20 -68175.41000000 N N N Redde Northgate PLC 213800B3ZUTDOZYVJB41 000000000 2402.00000000 NS 11439.52000000 0.000324828825 Long EC CORP GB N 1 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 34487.00000000 NS USD 4790244.30000000 0.136020517363 Long EC CORP US N 1 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 -18.00000000 NC USD -33691.49000000 -0.00095668062 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Short NYMEX NY Harbor ULSD Futures HOQ3 Comdty 2023-07-31 -1814577.31000000 USD -33691.49000000 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 1961.00000000 NS USD 2572126.04000000 0.073036340690 Long EC CORP US N 1 N N N Kintetsu Group Holdings Co Ltd N/A 000000000 500.00000000 NS 17316.11000000 0.000491696475 Long EC CORP JP N 2 N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 532373.00000000 NS USD 11201127.92000000 0.318059606006 Long EC RF US N 1 N N DCC PLC 213800UPS1QEE4TD3T45 000000000 1146.00000000 NS 64108.99000000 0.001820395253 Long EC CORP IE N 2 N N N Sumitomo Electric Industries Ltd 5493005SP87FL5TOS202 000000000 10800.00000000 NS 132323.56000000 0.003757369763 Long EC CORP JP N 2 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 2630.00000000 NS USD 456725.80000000 0.012968875013 Long EC CORP US N 1 N N N NET One Systems Co Ltd N/A 000000000 1700.00000000 NS 37346.29000000 0.001060459836 Long EC CORP JP N 2 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 1576.00000000 NS USD 578975.12000000 0.016440183512 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 000000000 754.00000000 NS 36578.42000000 0.001038655922 Long EC CORP JP N 2 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 11376.00000000 NS USD 381209.76000000 0.010824572930 Long EC US N 1 N N N Spirent Communications PLC 213800HKCUNWP1916L38 000000000 10350.00000000 NS 21504.39000000 0.000610624024 Long EC CORP GB N 1 N N N Extra Space Storage Inc N/A 30225T102 5446.00000000 NS USD 810637.10000000 0.023018299450 Long EC US N 1 N N N Computacenter PLC 549300XSXUZ1I19DB105 000000000 621.00000000 NS 18021.38000000 0.000511722842 Long EC CORP GB N 2 N N N ICE Futures Europe - Financial Products Division N/A 000000000 -67.00000000 NC 312383.24000000 0.008870221905 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short ICF Three Month SONIA Index Futures SFIU4 Index 2024-12-17 -16011908.69000000 GBP 312383.24000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 22.00000000 NC USD 31337.24000000 0.000889830941 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Futures LLN3 Comdty 2023-07-17 1124487.76000000 USD 31337.24000000 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 72269.00000000 NS USD 3435668.26000000 0.097556897925 Long EC CORP US N 1 N N N SEB SA 969500WP61NBK098AC47 000000000 311.00000000 NS 32161.95000000 0.000913248845 Long EC CORP FR N 2 N N N Puma SE 529900GRZ2BQY5ZM9N49 000000000 2314.00000000 NS 139442.00000000 0.003959500141 Long EC CORP DE N 2 N N N Alfresa Holdings Corp N/A 000000000 500.00000000 NS 7479.51000000 0.000212383076 Long EC CORP JP N 2 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 75.00000000 NC USD 74369.70000000 0.002111751392 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Futures S X3 COMDTY 2023-11-14 4960005.30000000 USD 74369.70000000 N N N Yamato Holdings Co Ltd N/A 000000000 902.00000000 NS 16349.48000000 0.000464248708 Long EC CORP JP N 2 N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 3245.00000000 NS 123660.58000000 0.003511381678 Long EC CORP GB N 2 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 920.00000000 NS USD 2484303.60000000 0.070542594447 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 10931.00000000 NS USD 1224490.62000000 0.034769802375 Long EC CORP US N 1 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 000000000 141333.00000000 NS 162949.77000000 0.004627010780 Long EC CORP ES N 2 N N N Senior PLC 5493002HQHWN5JQHKQ51 000000000 4820.00000000 NS 10736.93000000 0.000304878557 Long EC CORP GB N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 48647.00000000 NS USD 1521191.69000000 0.043194724052 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 68677.00000000 NS USD 7924639.03000000 0.225022657149 Long EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 3899.00000000 NS USD 3056582.06000000 0.086792624160 Long EC US N 1 N N N Kyowa Kirin Co Ltd 529900TBXKVTQGYA3582 000000000 3400.00000000 NS 63019.86000000 0.001789469059 Long EC CORP JP N 2 N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 11790.00000000 NS USD 236979.00000000 0.006729094418 Long EC US N 1 N N N Entain PLC 213800GNI3K45LQR8L28 000000000 8260.00000000 NS 133562.30000000 0.003792544181 Long EC CORP IM N 2 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 11068.00000000 NS USD 1833192.84000000 0.052054096390 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 2502.00000000 NS USD 351681.12000000 0.009986097763 Long EC CORP US N 1 N N N STERIS PLC N/A 000000000 11340.00000000 NS USD 2551273.20000000 0.072444217636 Long EC CORP IE N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 14386.00000000 NS USD 5767203.54000000 0.163761587118 Long EC CORP US N 1 N N N Investec PLC 2138007Z3U5GWDN3MY22 000000000 6352.00000000 NS 35559.50000000 0.001009723363 Long EC CORP GB N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -203.00000000 NC 150096.66000000 0.004262042616 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Futures IRZ3 Comdty 2023-12-07 -200894804.44000000 AUD 150096.66000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -13.00000000 NC USD -32.50000000 -0.00000092284 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4175.00000000 USD 2023-06-30 XXXX 68093.75000000 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 1668.00000000 NS USD 248181.72000000 0.007047199232 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 23107.00000000 NS USD 10836720.86000000 0.307712151111 Long EC CORP US N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 23541.00000000 NS USD 2221093.35000000 0.063068655304 Long EC CORP BM N 1 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 000000000 9842.00000000 NS 174024.31000000 0.004941475882 Long EC CORP DE N 2 N N N QIAGEN NV 54930036WK3GMCN17Z57 000000000 6323.00000000 NS 284218.73000000 0.008070481645 Long EC CORP NL N 2 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 3697.00000000 NS USD 299826.70000000 0.008513674940 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 77694.00000000 NS USD 11299815.36000000 0.320861867395 Long EC CORP US N 1 N N N Iyogin Holdings Inc N/A 000000000 2800.00000000 NS 15740.81000000 0.000446965329 Long EC CORP JP N 2 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 12563.00000000 NS USD 385809.73000000 0.010955190548 Long EC CORP US N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 40461.00000000 NS 1666274.14000000 0.047314386573 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -226.00000000 NC USD 295184.01000000 0.008381844274 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Three-Month SOFR Futures SFRZ4 Comdty 2025-03-18 -54529534.01000000 USD 295184.01000000 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 9344.00000000 NS USD 1024756.48000000 0.029098287655 Long EC CORP US N 1 N N N Recordati Industria Chimica e Farmaceutica SpA 815600FBF92FD3531704 000000000 1568.00000000 NS 74907.70000000 0.002127028074 Long EC CORP IT N 2 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 2957.00000000 NS USD 325329.14000000 0.009237824871 Long EC CORP US N 1 N N N Zalando SE 529900YRFFGH5AXU4S86 000000000 5420.00000000 NS 156308.32000000 0.004438424686 Long EC CORP DE N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 23.00000000 NC USD 134695.15000000 0.003824711818 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's MidCap 400 Index Futures FAU3 Index 2023-09-15 5946734.85000000 USD 134695.15000000 N N N Pagegroup PLC 213800JK5ZEQW4AB8G71 000000000 3077.00000000 NS 15686.47000000 0.000445422327 Long EC CORP GB N 2 N N N Howden Joinery Group PLC 213800KC1LJOJTY3JP45 000000000 11678.00000000 NS 95413.49000000 0.002709296532 Long EC CORP GB N 2 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 4957.00000000 NS USD 294346.66000000 0.008358067453 Long EC CORP US N 1 N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 99323.00000000 NS 156606.64000000 0.004446895578 Long EC CORP GB N 2 N N N Obayashi Corp 529900YT4O5S0LCXWD54 000000000 11000.00000000 NS 95131.66000000 0.002701293879 Long EC CORP JP N 2 N N N London Metal Exchange 213800NB8G5VRT1DXC91 000000000 -28.00000000 NC USD -40708.74000000 -0.00115593767 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Short LME Lead Futures LLQ3 Comdty 2023-08-14 -1430341.26000000 USD -40708.74000000 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 000000000 4100.00000000 NS 91055.47000000 0.002585549162 Long EC CORP JP N 2 N N N Catalent Inc N/A 148806102 5726.00000000 NS USD 248279.36000000 0.007049971751 Long EC CORP US N 1 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 3430.00000000 NS 170985.06000000 0.004855175407 Long EC CORP GB N 2 N N N Elis SA 969500UX71LCE8MAY492 000000000 1733.00000000 NS 33712.39000000 0.000957274085 Long EC CORP FR N 2 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 16250000.00000000 OU Notional Amount 705354.36000000 0.020028762410 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S39 2I667KKC1 Y sell protection 2028-06-20 365074.91000000 EUR 0.00000000 EUR 16250000.00000000 EUR 314084.33000000 N N N Verallia SA 5299007YZU978DE0ZY32 000000000 1212.00000000 NS 45525.30000000 0.001292705438 Long EC CORP FR N 2 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 41224.00000000 NS USD 3337907.28000000 0.094780943664 Long EC CORP US N 1 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 2213.00000000 NS USD 228293.08000000 0.006482454945 Long EC CORP US N 1 N N N Mitsubishi Motors Corp 5299006ZTN6MO1N5BR16 000000000 14100.00000000 NS 49303.89000000 0.001399999708 Long EC CORP JP N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 91032.00000000 NS USD 5821496.40000000 0.165303250224 Long EC CORP US N 1 N N N Genpact Ltd 529900OSEC6Q0L4L5B35 000000000 40866.00000000 NS USD 1535335.62000000 0.043596345463 Long EC CORP BM N 1 N N N American Express Co R4PP93JZOLY261QX3811 025816109 5450.00000000 NS USD 949390.00000000 0.026958232376 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 2900.00000000 NS USD 273615.00000000 0.007769385343 Long EC CORP US N 1 N N N Teleperformance 9695004GI61FHFFNRG61 000000000 1100.00000000 NS 184529.54000000 0.005239775244 Long EC CORP FR N 2 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -268.00000000 NC USD 516515.74000000 0.014666629462 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRM4 Comdty 2024-09-17 -64337365.74000000 USD 516515.74000000 N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 9030.00000000 NS 726836.48000000 0.020638754071 Long EC CORP DE N 2 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 5047.00000000 NS USD 551990.39000000 0.015673943482 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 9208.00000000 NS USD 529828.32000000 0.015044644424 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 1160.00000000 NC USD 15080.00000000 0.000428201418 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Purchased Chicago Board Options Exchange Volatility Index VIX INDEX 100.00000000 25.00000000 USD 2023-07-19 XXXX -289960.56000000 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 33718.00000000 NS USD 1989024.82000000 0.056478995249 Long EC CORP US N 1 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -193.00000000 NC 154922.84000000 0.004399083539 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 90 Day Australian Bank Accepted Bills Futures IRH4 Comdty 2024-03-07 -191016853.02000000 AUD 154922.84000000 N N N Dowa Holdings Co Ltd 353800ZSQZKFE140A689 000000000 300.00000000 NS 9526.12000000 0.000270497220 Long EC CORP JP N 2 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 000000000 -5.00000000 NC USD -12.50000000 -0.00000035494 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 4060.00000000 USD 2023-06-30 XXXX 34733.75000000 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 17786.00000000 NS USD 3576764.60000000 0.101563373579 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 10633.00000000 NS USD 819485.31000000 0.023269547199 Long EC CORP US N 1 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 4935.00000000 NS 238591.96000000 0.006774894933 Long EC CORP JP N 2 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -89070.22000000 -0.00252917735 N/A DFE CA N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 14699096.64000000 USD 19330000.00000000 CAD 2023-09-20 -89070.22000000 N N N Future PLC 213800K2581YRLEXV353 000000000 2122.00000000 NS 18176.03000000 0.000516114179 Long EC CORP GB N 2 N N N Playtech Plc 21380068TTB6Z9ZEU548 000000000 1989.00000000 NS 14903.57000000 0.000423191631 Long EC CORP IM N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 9361.00000000 NS USD 969893.21000000 0.027540427575 Long EC CORP US N 1 N N N Urban Logistics REIT PLC 213800P6ODJW2UFNDC37 000000000 6506.00000000 NS 9254.13000000 0.000262773978 Long EC GB N 1 N N N Hays PLC 213800QC8AWD4BO8TH08 000000000 21381.00000000 NS 27765.96000000 0.000788423305 Long EC CORP GB N 2 N N N Nippon Sanso Holdings Corp 353800F1K6653B4VPY57 000000000 500.00000000 NS 10862.94000000 0.000308456651 Long EC CORP JP N 2 N N N Valeo 5493006IH2N2WMIBB742 000000000 5475.00000000 NS 117653.80000000 0.003340817240 Long EC CORP FR N 2 N N N Heineken NV 724500K5PTPSST86UQ23 000000000 4750.00000000 NS 488473.66000000 0.013870365641 Long EC CORP NL N 2 N N N 2023-07-31 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President