0001752724-24-027768.txt : 20240216
0001752724-24-027768.hdr.sgml : 20240216
20240216162533
ACCESSION NUMBER: 0001752724-24-027768
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240216
DATE AS OF CHANGE: 20240216
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
ORGANIZATION NAME:
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: 24648767
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
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C000201773
C000161524
C000057078
C000066743
C000057076
C000057077
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GOLDMAN SACHS TRUST
811-05349
0000822977
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71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
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312-655-4400
Goldman Sachs Absolute Return Tracker Fund
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2023-12-31
2023-12-31
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
132786104.79000000
AUD
CAD
CHF
EUR
GBP
JPY
USD
N
Nagoya Railroad Co Ltd
353800P62OOYUY3I8T51
Nagoya Railroad Co Ltd
000000000
2700.00000000
NS
43279.70000000
0.001053668670
Long
EC
CORP
JP
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
23485.00000000
NS
USD
4925039.35000000
0.119902856594
Long
EC
CORP
US
N
1
N
N
N
LondonMetric Property PLC
213800OCERWWPQDURL87
LondonMetric Property PLC
000000000
20006.00000000
NS
48727.77000000
0.001186305002
Long
EC
GB
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
4776.00000000
NS
USD
536822.40000000
0.013069243648
Long
EC
CORP
US
N
1
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
6487.00000000
NS
102277.48000000
0.002490002849
Long
EC
CORP
DE
N
2
N
N
N
Balfour Beatty PLC
CT4UIJ3TUKGYYHMENQ17
Balfour Beatty PLC
000000000
6118.00000000
NS
25828.01000000
0.000628797448
Long
EC
CORP
GB
N
1
N
N
N
Cosmo Energy Holdings Co Ltd
353800Y4GZ7KR5X7L150
Cosmo Energy Holdings Co Ltd
000000000
700.00000000
NS
28052.79000000
0.000682960970
Long
EC
CORP
JP
N
2
N
N
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Inc
000000000
3700.00000000
NS
10809.19000000
0.000263155817
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR24
000000000
240.00000000
NC
USD
155330.99000000
0.003781620428
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH4 Comdty
2024-03-28
49256543.89000000
USD
155330.99000000
N
N
N
Firstgroup PLC
549300DEJZCPWA4HKM93
Firstgroup PLC
000000000
7414.00000000
NS
16538.28000000
0.000402633740
Long
EC
CORP
GB
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JAN24
000000000
-62.00000000
NC
USD
458638.04000000
0.011165801373
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNF4 Comdty
2024-01-15
-6572458.04000000
USD
458638.04000000
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
10455.00000000
NS
90961.71000000
0.002214514056
Long
EC
CORP
GB
N
2
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
1507.00000000
NS
USD
356254.80000000
0.008673223736
Long
EC
CORP
US
N
1
N
N
N
Just Group PLC
5493006456YEZEELRR90
Just Group PLC
000000000
9582.00000000
NS
10491.57000000
0.000255423180
Long
EC
CORP
GB
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
43559.00000000
NS
USD
1553313.94000000
0.037816302644
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JAN24
000000000
-69.00000000
NC
-65532.37000000
-0.00159542245
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng China Enterprises Index Futures
HCF4 Index
2024-01-30
-19484490.48000000
HKD
-65532.37000000
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
3702.00000000
NS
USD
1100752.68000000
0.026798443901
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
1565.00000000
NS
1271620.16000000
0.030958308929
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
45335.00000000
NS
140465.17000000
0.003419703668
Long
EC
CORP
GB
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
225191.00000000
NS
USD
11376649.32000000
0.276970934646
Long
EC
CORP
US
N
1
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
4800.00000000
NS
51307.59000000
0.001249112173
Long
EC
CORP
JP
N
2
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
2164.00000000
NS
USD
312654.72000000
0.007611755235
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
1513.00000000
NS
USD
254925.37000000
0.006206301698
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
1859.00000000
NS
81559.36000000
0.001985608550
Long
EC
CORP
AT
N
2
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
49902.00000000
NS
USD
13131212.28000000
0.319686758019
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
52402.00000000
NS
USD
2873725.68000000
0.069962470066
Long
EC
CORP
US
N
1
N
N
N
Amano Corp
N/A
Amano Corp
000000000
700.00000000
NS
16571.86000000
0.000403451264
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
10.00000000
NC
USD
3600.00000000
0.000087644027
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4330.00000000
USD
2024-01-31
XXXX
-2310.00000000
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
12598.00000000
NS
USD
386254.68000000
0.009403587710
Long
EC
US
N
1
N
N
N
Takashimaya Co Ltd
353800IFO566STDN4V78
Takashimaya Co Ltd
000000000
1700.00000000
NS
23132.78000000
0.000563180556
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-10.00000000
NC
USD
-52950.00000000
-0.00128909756
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4775.00000000
USD
2024-01-31
XXXX
7440.00000000
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
2358.00000000
NS
USD
496641.96000000
0.012091028208
Long
EC
CORP
US
N
1
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
13187.00000000
NS
123245.03000000
0.003000469662
Long
EC
CORP
GB
N
2
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
2929.00000000
NS
USD
800583.57000000
0.019490657873
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
41616.00000000
NS
USD
473590.08000000
0.011529817207
Long
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
115197.00000000
NS
181502.65000000
0.004418784230
Long
EC
CORP
GB
N
2
N
N
N
Victrex PLC
213800UYNPHAUNHPXL67
Victrex PLC
000000000
635.00000000
NS
12319.11000000
0.000299915670
Long
EC
CORP
GB
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
5.00000000
NC
USD
12.50000000
0.000000304319
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3850.00000000
USD
2023-12-29
XXXX
-3841.25000000
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
1700.00000000
NS
25382.56000000
0.000617952717
Long
EC
CORP
JP
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
4047.00000000
NS
164874.16000000
0.004013954276
Long
EC
CORP
JP
N
2
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
22588.00000000
NS
USD
7926355.08000000
0.192971578282
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
115571.95000000
0.002813664209
N/A
DFE
HU
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7285238.50000000
USD
2590370000.00000000
HUF
2024-03-20
115571.95000000
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
12527.00000000
NS
USD
766151.32000000
0.018652385356
Long
EC
US
N
1
N
N
N
TeamViewer SE
3912000FZ0R0KEK9JS42
TeamViewer SE
000000000
5032.00000000
NS
78159.68000000
0.001902841426
Long
EC
CORP
DE
N
2
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
Derwent London PLC
000000000
4124.00000000
NS
124033.04000000
0.003019654210
Long
EC
GB
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
17073.00000000
NS
USD
1386669.06000000
0.033759239191
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
1100.00000000
NS
11911.78000000
0.000289998992
Long
EC
CORP
JP
N
2
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
4610.00000000
NS
USD
257284.10000000
0.006263726308
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC24
000000000
156.00000000
NC
81660.47000000
0.001988070130
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
3 Month Euro Euribor Futures
ERZ4 Comdty
2024-12-16
38030978.84000000
EUR
81660.47000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR24
000000000
33.00000000
NC
4312.88000000
0.000104999492
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERH4 Comdty
2024-03-18
7947443.23000000
EUR
4312.88000000
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
708.00000000
NS
48292.33000000
0.001175703970
Long
EC
CORP
FR
N
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
2510.00000000
NS
USD
1120187.90000000
0.027271605278
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-6203.99000000
-0.00015103963
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2406464.08000000
USD
132890000.00000000
PHP
2024-03-20
-6203.99000000
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
800.00000000
NS
18282.64000000
0.000445101166
Long
EC
CORP
JP
N
2
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
2374.00000000
NS
21106.49000000
0.000513849385
Long
EC
CORP
GB
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
2953.00000000
NS
USD
375621.60000000
0.009144719389
Long
EC
CORP
US
N
1
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
5597.00000000
NS
193939.57000000
0.004721568051
Long
EC
CORP
IT
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
6441.00000000
NS
USD
892078.50000000
0.021718153471
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
35897.00000000
NS
USD
388764.51000000
0.009464690935
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
1266.00000000
NS
45987.17000000
0.001119583552
Long
EC
CORP
FR
N
2
N
N
N
Sankyo Co Ltd
3538009H2R9ZBZAOAK48
Sankyo Co Ltd
000000000
600.00000000
NS
34938.02000000
0.000850585772
Long
EC
CORP
JP
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
24090.00000000
NS
USD
3837055.20000000
0.093415269746
Long
EC
CORP
US
N
1
N
N
N
LXI REIT Plc
2138008YZGXOKAXQVI45
LXI REIT Plc
000000000
21142.00000000
NS
28242.19000000
0.000687572020
Long
EC
GB
N
1
N
N
N
OSB Group PLC
213800ZBKL9BHSL2K459
OSB Group PLC
000000000
5836.00000000
NS
34462.32000000
0.000839004588
Long
EC
CORP
GB
N
2
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
2180.00000000
NS
USD
887020.20000000
0.021595006309
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
11196.00000000
NS
USD
2749961.52000000
0.066949361891
Long
EC
CORP
US
N
1
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
7832.00000000
NS
123311.25000000
0.003002081826
Long
EC
CORP
JP
N
2
N
N
N
Interpump Group SpA
815600C79D0F31F4D395
Interpump Group SpA
000000000
1567.00000000
NS
81297.23000000
0.001979226848
Long
EC
CORP
IT
N
2
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
25018.00000000
NS
USD
1436533.56000000
0.034973218526
Long
EC
US
N
1
N
N
N
Suzuken Co Ltd/Aichi Japan
N/A
Suzuken Co Ltd/Aichi Japan
000000000
1600.00000000
NS
52913.21000000
0.001288201896
Long
EC
CORP
JP
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR JUN24
000000000
58.00000000
NC
5651.05000000
0.000137577994
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAM4 Comdty
2024-06-17
13805212.08000000
CAD
5651.05000000
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
000000000
1600.00000000
NS
14838.23000000
0.000361245065
Long
EC
CORP
JP
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
122910.00000000
NS
468824.08000000
0.011413786253
Long
EC
CORP
GB
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1169.00000000
NS
98984.05000000
0.002409822441
Long
EC
CORP
NL
N
2
N
N
N
Moneysupermarket.com Group PLC
54930016B7VO33FBE722
Moneysupermarket.com Group PLC
000000000
6136.00000000
NS
21864.61000000
0.000532306243
Long
EC
CORP
GB
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
30879.00000000
NS
USD
16256867.13000000
0.395782585607
Long
EC
CORP
US
N
1
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
1000.00000000
NS
34861.23000000
0.000848716277
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
14.00000000
NC
USD
5880.00000000
0.000143151911
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4370.00000000
USD
2024-01-31
XXXX
-854.00000000
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
000000000
2704.00000000
NS
20708.65000000
0.000504163746
Long
EC
CORP
JP
N
2
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
101401.00000000
NS
601111.99000000
0.014634409922
Long
EC
CORP
GB
N
2
N
N
N
TOPPAN Holdings Inc
3538003H9W4KIDODQY20
TOPPAN Holdings Inc
000000000
1100.00000000
NS
30634.58000000
0.000745816102
Long
EC
CORP
JP
N
2
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
16930.00000000
NS
USD
2414048.70000000
0.058771375113
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR24
000000000
-47.00000000
NC
-96067.80000000
-0.00233882469
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 10 Year Australian Bond Futures
XMH4 Comdty
2024-03-15
-5344427.34000000
AUD
-96067.80000000
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
5852.00000000
NS
USD
358200.92000000
0.008720603124
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC24
000000000
38.00000000
NC
USD
-772.87000000
-0.00001881595
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Three-Month SOFR Futures
SFRZ4 Comdty
2025-03-18
9145472.87000000
USD
-772.87000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
7114.00000000
NS
USD
1163494.70000000
0.028325933713
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
95660.05000000
0.002328897789
N/A
DFE
PL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4809009.87000000
USD
19320000.00000000
PLN
2024-03-20
95660.05000000
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
4036.00000000
NS
USD
293457.56000000
0.007144389563
Long
EC
CORP
IE
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
14145.00000000
NS
126943.13000000
0.003090501990
Long
EC
GB
N
2
N
N
N
Travis Perkins PLC
2138001I27OUBAF22K83
Travis Perkins PLC
000000000
2687.00000000
NS
28318.49000000
0.000689429587
Long
EC
CORP
GB
N
2
N
N
N
NSK Ltd
353800FVQK6SULSPBC69
NSK Ltd
000000000
14600.00000000
NS
78896.17000000
0.001920771690
Long
EC
CORP
JP
N
2
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
4458.00000000
NS
USD
579540.00000000
0.014109227677
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
154874.00000000
NS
USD
7622898.28000000
0.185583751589
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
4627.00000000
NS
USD
390426.26000000
0.009505147174
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
13808.00000000
NS
USD
338986.40000000
0.008252814813
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
4322.00000000
NS
USD
641211.92000000
0.015610665301
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
45900.00000000
NS
393919.70000000
0.009590196939
Long
EC
CORP
JP
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL MAR24
000000000
111.00000000
NC
9567.48000000
0.000232925688
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 90 Day Australian Bank Accepted Bills Futures
IRH4 Comdty
2024-03-07
109832124.00000000
AUD
9567.48000000
N
N
N
Skylark Holdings Co Ltd
353800P64XSC0Q9CEB70
Skylark Holdings Co Ltd
000000000
1200.00000000
NS
17555.91000000
0.000427408515
Long
EC
CORP
JP
N
2
N
N
N
BPER Banca
N747OI7JINV7RUUH6190
BPER Banca
000000000
84476.00000000
NS
283227.99000000
0.006895344921
Long
EC
CORP
IT
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
3947.00000000
NS
USD
599865.06000000
0.014604052709
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
10405.00000000
NS
USD
1239339.55000000
0.030172419299
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
13171.00000000
NS
USD
318211.36000000
0.007747034765
Long
EC
CORP
US
N
1
N
N
N
Rohto Pharmaceutical Co Ltd
N/A
Rohto Pharmaceutical Co Ltd
000000000
5300.00000000
NS
106579.21000000
0.002594730889
Long
EC
CORP
JP
N
2
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
99179.00000000
NS
367430.89000000
0.008945311941
Long
EC
CORP
GB
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2.50000000
-0.00000006086
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4075.00000000
USD
2023-12-29
XXXX
5337.75000000
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
2751.00000000
NS
21582.90000000
0.000525447855
Long
EC
CORP
GB
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
2005.00000000
NS
170287.42000000
0.004145743140
Long
EC
CORP
DE
N
2
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
35232.00000000
NS
USD
1833473.28000000
0.044636939552
Long
EC
CORP
CW
N
1
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
600.00000000
NS
24692.96000000
0.000601164017
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR SEP25
000000000
165.00000000
NC
159925.51000000
0.003893476605
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERU5 Comdty
2025-09-15
40325508.40000000
EUR
159925.51000000
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
27671.00000000
NS
246002.10000000
0.005989059664
Long
EC
CORP
DE
N
2
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
1397.00000000
NS
45630.67000000
0.001110904358
Long
EC
CORP
GB
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
11528.00000000
NS
USD
1786494.16000000
0.043493206419
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
5043.00000000
NS
USD
1084396.29000000
0.026400238376
Long
EC
CORP
US
N
1
N
N
N
Furukawa Electric Co Ltd
353800TJR1DQ3P1QR918
Furukawa Electric Co Ltd
000000000
700.00000000
NS
10979.31000000
0.000267297485
Long
EC
CORP
JP
N
2
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
2131.00000000
NS
USD
324849.64000000
0.007908647430
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
12878.00000000
NS
USD
2486355.46000000
0.060531723906
Long
EC
CORP
JE
N
1
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
1898.00000000
NS
70674.64000000
0.001720613912
Long
EC
CORP
JP
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
2369.00000000
NS
220108.07000000
0.005358654921
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
9.00000000
NC
USD
22.50000000
0.000000547775
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4020.00000000
USD
2023-12-29
XXXX
-5879.25000000
N
N
N
Toyoda Gosei Co Ltd
353800ZV4HXVM4DWPO50
Toyoda Gosei Co Ltd
000000000
500.00000000
NS
9350.57000000
0.000227644892
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR24
000000000
33.00000000
NC
-43036.15000000
-0.00104773930
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Futures
GXH4 Index
2024-03-15
13992208.78000000
EUR
-43036.15000000
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
1388.00000000
NS
24637.87000000
0.000599822820
Long
EC
CORP
JP
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
6726.00000000
NS
USD
335223.84000000
0.008161213171
Long
EC
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES114476 TRS USD R E NDUGWI INDEX / Short: ES114476 TRS USD P V 00MSOFR SOFRRATE +26 BPS
000000000
43608400.58000000
OU
Notional Amount
USD
602856.37000000
0.014676877836
N/A
DE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
MSCI Daily Total Return Net Growth World Free USD
NDUGWI INDEX
Y
equity-performance leg
2024-10-15
0.00000000
USD
0.00000000
USD
43608400.58000000
USD
602856.37000000
N
N
N
Nichirei Corp
529900MX3GPXXKO0MT06
Nichirei Corp
000000000
2800.00000000
NS
69026.90000000
0.001680498754
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-5.00000000
NC
USD
-12.50000000
-0.00000030431
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4320.00000000
USD
2023-12-29
XXXX
29458.75000000
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
900.00000000
NS
13606.24000000
0.000331251575
Long
EC
CORP
JP
N
2
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE FEB24
000000000
-149.00000000
NC
USD
315804.01000000
0.007688426473
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXG4 Index
2024-02-14
-2594818.61000000
USD
315804.01000000
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
10677.00000000
NS
61135.02000000
0.001488366491
Long
EC
CORP
IT
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
21960.00000000
NS
USD
11656148.40000000
0.283775497153
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
13770.00000000
NS
USD
9089301.60000000
0.221284166244
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
2781.00000000
NS
USD
422127.99000000
0.010276943645
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE FEB24
000000000
-35.00000000
NC
USD
-231107.80000000
-0.00562644954
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXG4 Comdty
2024-02-19
-2095954.70000000
USD
-231107.80000000
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
10415.00000000
NS
212477.36000000
0.005172880989
Long
EC
CORP
ES
N
2
N
N
N
Everest Group Ltd
549300N24XF2VV0B3570
Everest Group Ltd
000000000
853.00000000
NS
USD
301603.74000000
0.007342712903
Long
EC
CORP
BM
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
10662.00000000
NS
195270.67000000
0.004753974431
Long
EC
CORP
FR
N
2
N
N
N
Daiwa House Industry Co Ltd
353800K9WXR9XRZJZI46
Daiwa House Industry Co Ltd
000000000
6800.00000000
NS
205566.51000000
0.005004632454
Long
EC
CORP
JP
N
2
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
2376.00000000
NS
USD
155271.60000000
0.003780174545
Long
EC
CORP
US
N
1
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
4465.00000000
NS
122547.34000000
0.002983484006
Long
EC
CORP
FR
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
7201.00000000
NS
USD
543891.53000000
0.013241345599
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
4674.00000000
NS
USD
313064.52000000
0.007621732046
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
13.00000000
NC
USD
32.50000000
0.000000791230
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4135.00000000
USD
2023-12-29
XXXX
-6590.25000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
19035.00000000
NS
1321898.12000000
0.032182354180
Long
EC
CORP
FR
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
18257.00000000
NS
223886.83000000
0.005450650961
Long
EC
CORP
NL
N
2
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
1000.00000000
NS
58682.17000000
0.001428650476
Long
EC
CORP
JP
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
8929.00000000
NS
USD
389482.98000000
0.009482182491
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
4879.00000000
NS
USD
362363.33000000
0.008821939339
Long
EC
CORP
BM
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR FEB24
000000000
-30.00000000
NC
USD
-3696.60000000
-0.00008999580
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Live Cattle Futures
LCG4 Comdty
2024-02-29
-2018603.40000000
USD
-3696.60000000
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
3636.00000000
NS
USD
505513.08000000
0.012307000620
Long
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
32475.00000000
NS
1063038.79000000
0.025880278010
Long
EC
CORP
GB
N
2
N
N
N
Sohgo Security Services Co Ltd
N/A
Sohgo Security Services Co Ltd
000000000
6100.00000000
NS
35049.76000000
0.000853306146
Long
EC
CORP
JP
N
2
N
N
N
ABC-Mart Inc
353800AXWW4CMTSJWL33
ABC-Mart Inc
000000000
4600.00000000
NS
80282.37000000
0.001954519510
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
98416.20000000
0.002395997813
N/A
DFE
JP
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4251400.62000000
USD
605540000.00000000
JPY
2024-03-21
98416.20000000
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
4483.00000000
NS
261232.85000000
0.006359860850
Long
EC
CORP
DE
N
2
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
50834.00000000
NS
USD
4338173.56000000
0.105615278433
Long
EC
CORP
US
N
1
N
N
N
Covivio SA/France
969500P8M3W2XX376054
Covivio SA/France
000000000
692.00000000
NS
37236.00000000
0.000906531390
Long
EC
FR
N
2
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAR24
000000000
12.00000000
NC
USD
-34958.84000000
-0.00085109264
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIH4 Comdty
2024-03-26
1477358.84000000
USD
-34958.84000000
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
4173.00000000
NS
106205.05000000
0.002585621753
Long
EC
CORP
PT
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT JUN24
000000000
59.00000000
NC
USD
-3011.89000000
-0.00007332615
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRM4 Comdty
2024-09-17
14085574.39000000
USD
-3011.89000000
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
8050.00000000
NS
143941.76000000
0.003504343210
Long
EC
CORP
JP
N
2
N
N
N
NTN Corp
3538008XP7ZG9BKBQX64
NTN Corp
000000000
6900.00000000
NS
12685.08000000
0.000308825416
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR24
000000000
-187.00000000
NC
USD
155792.18000000
0.003792848359
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C H4 Comdty
2024-03-14
-4557304.68000000
USD
155792.18000000
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
1090.00000000
NS
USD
314835.60000000
0.007664849986
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
16897.00000000
NS
USD
869181.68000000
0.021160717493
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR25
000000000
161.00000000
NC
107089.28000000
0.002607148830
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
3 Month Euro Euribor Futures
ERH5 Comdty
2025-03-17
39319819.46000000
EUR
107089.28000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003128 CDS USD R F 1.00000 2 CCPCDX / Short: SX003128 CDS USD P V 03MEVENT 1 CCPCDX
000000000
216800000.00000000
OU
Notional Amount
USD
4225063.44000000
0.102861548862
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S41
2I65BYED3
Y
sell protection
2028-12-20
2735027.42000000
USD
0.00000000
USD
216800000.00000000
USD
1490036.02000000
N
N
N
Chemring Group PLC
213800U9A54VQJ5P2J41
Chemring Group PLC
000000000
5158.00000000
NS
23044.13000000
0.000561022322
Long
EC
CORP
GB
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
19644.00000000
NS
USD
4439544.00000000
0.108083198883
Long
EC
CORP
CH
N
1
N
N
N
Syensqo SA
549300060XNJ90PLNS10
Syensqo SA
000000000
2928.00000000
NS
304682.82000000
0.007417674840
Long
EC
CORP
BE
N
1
N
N
N
Park24 Co Ltd
549300LFG2WZWCWM4M68
Park24 Co Ltd
000000000
1500.00000000
NS
19172.79000000
0.000466772370
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES112493 TRS USD R V 01MSOFR US0001M -15 BPS / Short: ES112493 TRS USD P E MSCI WORLD DAILY INDEX
000000000
66979109.97000000
OU
Notional Amount
USD
-953771.15000000
-0.02322009577
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
MSCI World Net Return Index
M1WO INDEX
Y
equity-performance leg
2024-03-12
0.00000000
USD
0.00000000
USD
66979109.97000000
USD
-953771.15000000
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT JAN24
000000000
119.00000000
NC
-12852.49000000
-0.00031290110
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Futures
CFF4 Index
2024-01-19
9002092.27000000
EUR
-12852.49000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR24
000000000
45.00000000
NC
237519.00000000
0.005782533817
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH4 Index
2024-03-14
11118875.45000000
CAD
237519.00000000
N
N
N
Cosmos Pharmaceutical Corp
N/A
Cosmos Pharmaceutical Corp
000000000
900.00000000
NS
103868.64000000
0.002528740536
Long
EC
CORP
JP
N
2
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
6984.00000000
NS
USD
327409.92000000
0.007970978888
Long
EC
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
126312.00000000
NS
1656807.02000000
0.040335899960
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
14318.00000000
NS
USD
3717955.06000000
0.090515709764
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
9984.00000000
NS
USD
453373.44000000
0.011037631721
Long
EC
CORP
US
N
1
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
000000000
14283.00000000
NS
89380.36000000
0.002176015200
Long
EC
CORP
FR
N
2
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
5686.00000000
NS
USD
1872286.08000000
0.045581859026
Long
EC
CORP
US
N
1
N
N
N
Kawasaki Kisen Kaisha Ltd
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd
000000000
1700.00000000
NS
72753.90000000
0.001771234668
Long
EC
CORP
JP
N
2
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
2885.00000000
NS
USD
302232.60000000
0.007358022854
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR SEP24
000000000
144.00000000
NC
60964.37000000
0.001484211920
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERU4 Comdty
2024-09-16
34997976.16000000
EUR
60964.37000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR24
000000000
23.00000000
NC
USD
240995.15000000
0.005867162647
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Futures
FAH4 Index
2024-03-15
6220854.85000000
USD
240995.15000000
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
14182.00000000
NS
USD
2421009.22000000
0.058940832892
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
9249.00000000
NS
USD
330466.77000000
0.008045399623
Long
EC
CORP
US
N
1
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
1657.00000000
NS
70719.80000000
0.001721713358
Long
EC
CORP
DE
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
175118.00000000
NS
USD
7678924.30000000
0.186947736598
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
3064.00000000
NS
USD
345037.04000000
0.008400121052
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
2393.00000000
NS
USD
371800.41000000
0.009051690367
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
20666.00000000
NS
USD
368681.44000000
0.008975757285
Long
EC
CORP
BM
N
1
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
000000000
925.00000000
NS
66105.34000000
0.001609371730
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC25
000000000
56.00000000
NC
101515.84000000
0.002471460295
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Three Month SONIA Index Futures
SFIZ5 Index
2026-03-17
13498957.88000000
GBP
101515.84000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
5714.00000000
NS
253786.39000000
0.006178572588
Long
EC
CORP
ES
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
2659.00000000
NS
USD
308178.10000000
0.007502769400
Long
EC
CORP
US
N
1
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
6000.00000000
NS
31080.10000000
0.000756662537
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-577018.52000000
-0.01404784082
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
24260000.00000000
EUR
26291629.44000000
USD
2024-03-20
-577018.52000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES111853 TRS USD R V 01MSOFR US0001M +26 BPS / Short: ES111853 TRS USD P E RUSSEL 1000 TR INDEX
000000000
57031677.77000000
OU
Notional Amount
USD
-661648.03000000
-0.01610819390
N/A
DE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Russell 1000 Total Return Index
RUITR INDEX
Y
equity-performance leg
2024-02-02
0.00000000
USD
0.00000000
USD
57031677.77000000
USD
-661648.03000000
N
N
N
Nomura Real Estate Holdings Inc
353800UZ91CT24OL9P59
Nomura Real Estate Holdings Inc
000000000
800.00000000
NS
20992.35000000
0.000511070582
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
41666.00000000
NS
USD
1236230.22000000
0.030096720909
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
65690.00000000
NS
USD
1936541.20000000
0.047146186109
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162W100
13185.00000000
NS
USD
1418837.85000000
0.034542406500
Long
EC
CORP
US
N
1
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
3429.00000000
NS
73255.28000000
0.001783441046
Long
EC
CORP
GB
N
2
N
N
N
Buzzi SpA
5299003DX5YLKSVJ6K59
Buzzi SpA
000000000
1267.00000000
NS
38535.36000000
0.000938165041
Long
EC
CORP
IT
N
2
N
N
N
Vidrala SA
95980020140005399488
Vidrala SA
000000000
230.00000000
NS
23851.48000000
0.000580677712
Long
EC
CORP
ES
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
2758.00000000
NS
114661.58000000
0.002791500738
Long
EC
CORP
DE
N
2
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
34295.00000000
NS
USD
1231190.50000000
0.029974026088
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
1100.00000000
NS
19219.79000000
0.000467916611
Long
EC
CORP
JP
N
2
N
N
N
Elementis PLC
549300LQIH685LI2ML36
Elementis PLC
000000000
7662.00000000
NS
12456.25000000
0.000303254421
Long
EC
CORP
GB
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
3369.00000000
NS
USD
586340.76000000
0.014274796009
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
17306.00000000
NS
460431.52000000
0.011209464654
Long
EC
CORP
FR
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
2900.00000000
NS
208596.04000000
0.005078388068
Long
EC
CORP
JP
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
8829.00000000
NS
94514.26000000
0.002301002886
Long
EC
CORP
FR
N
2
N
N
N
Alps Alpine Co Ltd
529900PWNU4ASLY9VI90
Alps Alpine Co Ltd
000000000
1700.00000000
NS
14777.22000000
0.000359759742
Long
EC
CORP
JP
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
3018.00000000
NS
USD
852916.98000000
0.020764744212
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
58792.00000000
NS
USD
4843284.96000000
0.117912499928
Long
EC
CORP
IE
N
1
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
7048.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
15019.00000000
NS
USD
554501.48000000
0.013499650807
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
2860.00000000
NS
USD
610524.20000000
0.014863555475
Long
EC
CORP
US
N
1
N
N
N
House Foods Group Inc
N/A
House Foods Group Inc
000000000
800.00000000
NS
17665.49000000
0.000430076302
Long
EC
CORP
JP
N
2
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
26117.00000000
NS
USD
332208.24000000
0.008087796691
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
3087.00000000
NS
USD
407916.18000000
0.009930949126
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
12720.00000000
NS
USD
324614.40000000
0.007902920380
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
42493.00000000
NS
USD
7217011.12000000
0.175702200097
Long
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
9423.00000000
NS
143670.78000000
0.003497746049
Long
EC
CORP
NL
N
2
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
48508.00000000
NS
USD
8268673.68000000
0.201305517382
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
15891.00000000
NS
USD
3346644.60000000
0.081475947506
Long
EC
CORP
US
N
1
N
N
N
Britvic PLC
635400L3NVMYD4BVCI53
Britvic PLC
000000000
4167.00000000
NS
44605.02000000
0.001085934331
Long
EC
CORP
GB
N
2
N
N
N
J D Wetherspoon PLC
213800CHWARFAAN7UB85
J D Wetherspoon PLC
000000000
1442.00000000
NS
14897.36000000
0.000362684618
Long
EC
CORP
GB
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
THREE-MONTH SARON JUN24
000000000
76.00000000
NC
18608.20000000
0.000453027108
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Three Month SARON Index Futures
SSYM4 Comdty
2024-09-17
18736399.57000000
CHF
18608.20000000
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
11005.00000000
NS
USD
675817.05000000
0.016453146679
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
41436.00000000
NS
USD
3074965.56000000
0.074861768276
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES115466 TRS USD R E AMZX INDEX / Short: ES115466 TRS USD P V 00MSOFR SOFRRATE +47 BPS
000000000
8004925.50000000
OU
Notional Amount
USD
210464.09000000
0.005123866797
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Alerian MLP Infrastructure Index
AMZX INDEX
Y
equity-performance leg
2024-12-11
0.00000000
USD
0.00000000
USD
8004925.50000000
USD
210464.09000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
264177.00000000
NS
USD
36902885.13000000
0.898421520969
Long
EC
CORP
US
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
357.00000000
NS
31854.63000000
0.000775518906
Long
EC
CORP
FR
N
2
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
5397.00000000
NS
USD
378707.49000000
0.009219847119
Long
EC
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
5130.00000000
NS
USD
683008.20000000
0.016628219276
Long
EC
CORP
US
N
1
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
000000000
8900.00000000
NS
88547.65000000
0.002155742406
Long
EC
CORP
JP
N
2
N
N
N
Forvia SE
969500F0VMZLK2IULV85
Forvia SE
000000000
5000.00000000
NS
113263.69000000
0.002757468319
Long
EC
CORP
FR
N
2
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
6344.00000000
NS
USD
572101.92000000
0.013928143431
Long
EC
CORP
US
N
1
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
200.00000000
NS
23149.28000000
0.000563582258
Long
EC
CORP
JP
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
2128.00000000
NS
171180.60000000
0.004167488110
Long
EP
CORP
DE
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
9255.00000000
NS
133680.57000000
0.003254528761
Long
EC
CORP
FI
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
48695.00000000
NS
USD
12677743.25000000
0.308646799105
Long
EC
CORP
US
N
1
N
N
N
Oji Holdings Corp
529900LVC9GIIYUGE243
Oji Holdings Corp
000000000
5100.00000000
NS
19603.93000000
0.000477268716
Long
EC
CORP
JP
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
24908.00000000
NS
USD
422937.84000000
0.010296659899
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
4603.00000000
NS
200094.85000000
0.004871421810
Long
EC
CORP
BE
N
2
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
22029.00000000
NS
USD
2028650.61000000
0.049388641569
Long
EC
CORP
US
N
1
N
N
N
Dunelm Group PLC
213800WCOWEI3T5DUV19
Dunelm Group PLC
000000000
1939.00000000
NS
27056.96000000
0.000658716928
Long
EC
CORP
GB
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
914.00000000
NS
100620.75000000
0.002449668825
Long
EC
CORP
FR
N
2
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
12914.00000000
NS
USD
1197773.50000000
0.029160470403
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
18496.00000000
NS
USD
3650555.52000000
0.088874830006
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
21286.00000000
NS
USD
1237780.90000000
0.030134473087
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
18599.00000000
NS
184993.16000000
0.004503762662
Long
EC
CORP
GB
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
2890.00000000
NS
USD
259579.80000000
0.006319616417
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE FEB24
000000000
-48.00000000
NC
USD
-24144.35000000
-0.00058780779
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Futures
CLG4 Comdty
2024-01-22
-3401135.65000000
USD
-24144.35000000
N
N
N
Resonac Holdings Corp
5493006AIPA1V92YPP18
Resonac Holdings Corp
000000000
1600.00000000
NS
31796.51000000
0.000774103942
Long
EC
CORP
JP
N
2
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES114601 TRS GBP R V 01MSONIA SONIO/N +40 BPS / Short: ES114601 TRS GBP P E TUKXG INDEX
000000000
4150498.32000000
OU
Notional Amount
-113941.29000000
-0.00277396487
N/A
DE
GB
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
FTSE 100 Total Return Index
TUKXG INDEX
Y
equity-performance leg
2024-02-09
0.00000000
GBP
0.00000000
GBP
4150498.32000000
GBP
-113941.29000000
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 IND FUTURE JAN24
000000000
373.00000000
NC
167484.61000000
0.004077507152
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Futures
QCF4 Index
2024-01-19
87877366.83000000
SEK
167484.61000000
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
1201.00000000
NS
44913.77000000
0.001093451024
Long
EC
CORP
JP
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
6348.00000000
NS
USD
458452.56000000
0.011161285758
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
12071.00000000
NS
USD
259888.63000000
0.006327135058
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
16675.00000000
NS
USD
7863263.00000000
0.191435566063
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
3719.00000000
NS
USD
554279.76000000
0.013494252909
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
1800.00000000
NS
41289.58000000
0.001005218078
Long
EC
CORP
JP
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
12631.00000000
NS
USD
431727.58000000
0.010510651069
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
2822.00000000
NS
USD
356644.36000000
0.008682707794
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
2713.00000000
NS
USD
623121.84000000
0.015170252116
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
21290.00000000
NS
USD
2304429.60000000
0.056102636390
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
3671.00000000
NS
USD
409316.50000000
0.009965040705
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
9897.00000000
NS
304624.80000000
0.007416262310
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
1803.00000000
NS
165709.19000000
0.004034283552
Long
EC
CORP
DE
N
2
N
N
N
Serco Group PLC
549300PT2CIHYN5GWJ21
Serco Group PLC
000000000
10738.00000000
NS
22186.94000000
0.000540153549
Long
EC
CORP
GB
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1971.00000000
NS
USD
510035.67000000
0.012417105621
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
17249.00000000
NS
164760.38000000
0.004011184238
Long
EC
CORP
JE
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT MAR24
000000000
604.00000000
NC
185234.39000000
0.004509635542
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Futures
DUH4 Comdty
2024-03-07
64182367.65000000
EUR
185234.39000000
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
100.00000000
NS
16526.89000000
0.000402356444
Long
EC
CORP
JP
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR24
000000000
259.00000000
NC
524994.83000000
0.012781294796
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH4 Index
2024-03-07
6053915729.00000000
JPY
524994.83000000
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2946.00000000
NS
USD
348659.10000000
0.008488302142
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
1972.00000000
NS
USD
254861.28000000
0.006204741391
Long
EC
CORP
US
N
1
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
1748.00000000
NS
USD
237955.24000000
0.005793154326
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
5959.00000000
NS
USD
461584.14000000
0.011237525837
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN24
000000000
110.00000000
NC
28125.66000000
0.000684735032
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERM4 Comdty
2024-06-17
26622022.71000000
EUR
28125.66000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
1.00000000
NC
USD
2.50000000
0.000000060863
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3590.00000000
USD
2023-12-29
XXXX
-799.25000000
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
123407.00000000
NS
343738.32000000
0.008368502982
Long
EC
CORP
GB
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-7.00000000
NC
USD
-14385.00000000
-0.00035021092
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4645.00000000
USD
2024-01-31
XXXX
28336.00000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR24
000000000
449.00000000
NC
888533.00000000
0.021631836277
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 10 Year Euro BUND Futures
RXH4 Comdty
2024-03-07
60784463.04000000
EUR
888533.00000000
N
N
N
Centamin PLC
213800PDI9G7OUKLPV84
Centamin PLC
000000000
25730.00000000
NS
32675.11000000
0.000795493954
Long
EC
CORP
JE
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU MAR25
000000000
58.00000000
NC
83953.76000000
0.002043901567
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIH5 Index
2025-06-17
13948385.84000000
GBP
83953.76000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-185108.68000000
-0.00450657506
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
6600000.00000000
EUR
7124581.20000000
USD
2024-03-20
-185108.68000000
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
1990.00000000
NS
USD
476744.30000000
0.011606608470
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
5949.00000000
NS
USD
1642280.94000000
0.039982254362
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
4038.00000000
NS
USD
522880.62000000
0.012729823162
Long
EC
CORP
LR
N
1
N
N
N
Currys PLC
2138001E12GWLLDQQF16
Currys PLC
000000000
16296.00000000
NS
10489.71000000
0.000255377897
Long
EC
CORP
GB
N
1
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
1318.00000000
NS
USD
551082.16000000
0.013416405536
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
12325.00000000
NS
USD
2913383.50000000
0.070927962028
Long
EC
CORP
US
N
1
N
N
N
Fujikura Ltd
353800PSDZ8VRCKVPL51
Fujikura Ltd
000000000
2400.00000000
NS
18393.78000000
0.000447806932
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
108380.00000000
NS
USD
40755215.20000000
0.992208666028
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
17200.00000000
NS
77461.38000000
0.001885840919
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
137084.00000000
NS
1019878.52000000
0.024829516931
Long
EC
CORP
IT
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
567.00000000
NS
45084.54000000
0.001097608516
Long
EC
CORP
FR
N
2
N
N
N
Dowlais Group PLC
213800XM8WOFLY6VPC92
Dowlais Group PLC
000000000
26475.00000000
NS
35981.89000000
0.000875999375
Long
EC
CORP
GB
N
2
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE MAR24
000000000
-134.00000000
NC
USD
167742.41000000
0.004083783438
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXH4 Index
2024-03-20
-2347507.01000000
USD
167742.41000000
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
1315.00000000
NS
USD
360310.00000000
0.008771949864
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES113716 TRS EUR R V 01MESTRO EUR001M +16 BPS / Short: ES113716 TRS EUR P E SXXGT INDEX
000000000
35525761.88000000
OU
Notional Amount
162823.15000000
0.003964021283
N/A
DE
ER
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
EURO STOXX Index
SXXGT INDEX
Y
equity-performance leg
2024-03-19
0.00000000
EUR
0.00000000
EUR
35525761.88000000
EUR
162823.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT JUN25
000000000
58.00000000
NC
USD
6565.42000000
0.000159838847
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRM5 Comdty
2025-09-16
14026534.58000000
USD
6565.42000000
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
6308.00000000
NS
USD
339055.00000000
0.008254484919
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
20622.00000000
NS
USD
5028262.26000000
0.122415876470
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
5143.00000000
NS
111280.05000000
0.002709175486
Long
EC
CORP
GB
N
1
N
N
N
Balanced Commercial Property Trust Ltd
213800A2B1H4ULF3K397
Balanced Commercial Property Trust Ltd
000000000
10676.00000000
NS
9865.69000000
0.000240185779
Long
EC
GG
N
2
N
N
N
VanEck Fallen Angel High Yield Bond ETF
549300A6A1N73WLV0K30
VanEck Fallen Angel High Yield Bond ETF
92189F437
287357.00000000
NS
USD
8270134.46000000
0.201341080893
Long
EC
RF
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
2278.00000000
NS
USD
527083.64000000
0.012832148051
Long
EC
CORP
US
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
6308.00000000
NS
241445.55000000
0.005878127888
Long
EC
CORP
FR
N
2
N
N
N
Workspace Group PLC
2138003GUZRFIN3UT430
Workspace Group PLC
000000000
2004.00000000
NS
14482.33000000
0.000352580479
Long
EC
GB
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
37080.00000000
NS
USD
6009555.60000000
0.146306015464
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
8998.00000000
NS
USD
537270.58000000
0.013080154843
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
4400.00000000
NS
93336.84000000
0.002272337934
Long
EC
CORP
JP
N
2
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836108
5745.00000000
NS
USD
321202.95000000
0.007819866708
Long
EC
CORP
US
N
1
N
N
N
DS Smith PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
23240.00000000
NS
90939.84000000
0.002213981619
Long
EC
CORP
GB
N
2
N
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
422.00000000
NS
11914.54000000
0.000290066186
Long
EC
CORP
GB
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
1232.00000000
NS
USD
319876.48000000
0.007787573049
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
3338.00000000
NS
USD
423158.26000000
0.010302026148
Long
EC
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5592.00000000
NS
USD
245321.04000000
0.005972478875
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
5867.00000000
NS
USD
1418347.25000000
0.034530462567
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
6306.00000000
NS
USD
335479.20000000
0.008167430054
Long
EC
CORP
US
N
1
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
900.00000000
NS
14594.39000000
0.000355308643
Long
EC
CORP
JP
N
2
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
5290.00000000
NS
459168.25000000
0.011178709634
Long
EC
CORP
IE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
65206.00000000
NS
USD
32291315.32000000
0.786150256862
Long
EC
CORP
US
N
1
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
1200.00000000
NS
30724.06000000
0.000747994543
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
4527.00000000
NS
USD
354373.56000000
0.008627423889
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
67312.00000000
NS
USD
10040257.92000000
0.244435733402
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
17431.00000000
NS
USD
339555.88000000
0.008266679125
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
14039.00000000
NS
USD
8375667.40000000
0.203910339750
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
20321.00000000
NS
USD
292622.40000000
0.007124057123
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1310.00000000
NC
USD
28165.00000000
0.000685692786
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Chicago Board Options Exchange Volatility Index
VIX INDEX
100.00000000
22.00000000
USD
2024-01-17
XXXX
-312435.00000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
34339.00000000
NS
634213.51000000
0.015440285068
Long
EC
CORP
GB
N
2
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
400.00000000
NS
22695.99000000
0.000552546658
Long
EC
CORP
JP
N
2
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
2259.00000000
NS
104416.39000000
0.002542075818
Long
EC
CORP
FI
N
1
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
2654.00000000
NS
13603.97000000
0.000331196310
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003129 CDS EUR R F 1.00000 2 CCPCDX / Short: SX003129 CDS EUR P V 03MEVENT 1 CCPCDX
000000000
196300000.00000000
OU
Notional Amount
4218300.93000000
0.102696911747
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S40
2I666VDI3
Y
sell protection
2028-12-20
1963521.88000000
EUR
0.00000000
EUR
196300000.00000000
EUR
2126023.37000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
8.00000000
NC
USD
20.00000000
0.000000486911
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4430.00000000
USD
2023-12-29
XXXX
-2548.00000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT FEB24
000000000
-14.00000000
NC
USD
-65054.90000000
-0.00158379817
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBG4 Comdty
2024-01-31
-1175154.70000000
USD
-65054.90000000
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
7914.00000000
NS
161674.63000000
0.003936059917
Long
EC
CORP
DE
N
2
N
N
N
Safestore Holdings PLC
213800WGA3YSJC1YOH73
Safestore Holdings PLC
000000000
5309.00000000
NS
59789.96000000
0.001455620247
Long
EC
GB
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
7715.00000000
NS
USD
2537694.95000000
0.061781612703
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
THREE-MONTH SARON SEP24
000000000
81.00000000
NC
25288.50000000
0.000615662774
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Three Month SARON Index Futures
SSYU4 Comdty
2024-12-17
19996868.61000000
CHF
25288.50000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT MAR24
000000000
47.00000000
NC
USD
-784.04000000
-0.00001908789
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRH4 Comdty
2024-06-18
11164459.04000000
USD
-784.04000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT MAR24
000000000
-16.00000000
NC
USD
-95651.52000000
-0.00232869012
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Feeder Cattle Futures
FCH4 Comdty
2024-03-28
-1689348.48000000
USD
-95651.52000000
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
2850.00000000
NS
USD
853432.50000000
0.020777294837
Long
EC
CORP
US
N
1
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
342.00000000
NS
67760.52000000
0.001649668019
Long
EC
CORP
FR
N
2
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
000000000
3231.00000000
NS
90430.58000000
0.002201583397
Long
EC
CORP
DE
N
2
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
2559.00000000
NS
USD
350787.72000000
0.008540124595
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR FEB24
000000000
-175.00000000
NC
USD
-41743.00000000
-0.00101625684
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Henry Hub Natural Gas Futures
NGG24 Comdty
2024-01-29
-4345507.00000000
USD
-41743.00000000
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
800.00000000
NS
15632.78000000
0.000380588832
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Mining & Smelting Co Ltd
35380021EYAHSQM25559
Mitsui Mining & Smelting Co Ltd
000000000
600.00000000
NS
18398.00000000
0.000447909671
Long
EC
CORP
JP
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
204.00000000
NS
22779.42000000
0.000554577808
Long
EC
CORP
JP
N
2
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
29411.00000000
NS
USD
2079945.92000000
0.050637454778
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL JUN24
000000000
77.00000000
NC
5522.14000000
0.000134439608
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 90 Day Australian Bank Accepted Bills Futures
IRM4 Comdty
2024-06-13
76223110.00000000
AUD
5522.14000000
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
4100.00000000
NS
26126.89000000
0.000636073850
Long
EC
CORP
JP
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
12343.00000000
NS
USD
974603.28000000
0.023727265715
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
2979.00000000
NS
605352.72000000
0.014737652882
Long
EC
CORP
DE
N
2
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
9346.00000000
NS
162526.89000000
0.003956808666
Long
EC
CORP
FR
N
2
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
4550.00000000
NS
115113.76000000
0.002802509315
Long
EC
CORP
FR
N
2
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
70801.00000000
NS
USD
6392622.29000000
0.155631989762
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-5.00000000
NC
USD
-12.50000000
-0.00000030431
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4765.00000000
USD
2023-12-29
XXXX
10382.50000000
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
16624.00000000
NS
USD
6827643.04000000
0.166222814910
Long
EC
CORP
IE
N
1
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
3800.00000000
NS
69309.74000000
0.001687384653
Long
EC
CORP
JP
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR24
000000000
3305.00000000
NC
-1011265.72000000
-0.02461983346
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGH4 Index
2024-03-15
151062192.92000000
EUR
-1011265.72000000
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
4804.00000000
NS
USD
377930.68000000
0.009200935242
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
76119.00000000
NS
USD
12000160.35000000
0.292150661812
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
4981.00000000
NS
186607.81000000
0.004543072225
Long
EC
CORP
JP
N
2
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
4200.00000000
NS
83153.27000000
0.002024413187
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN24
000000000
-52.00000000
NC
USD
-137730.16000000
-0.00335311831
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LXF4 Comdty
2024-01-15
-3298169.84000000
USD
-137730.16000000
N
N
N
Macnica Holdings Inc
N/A
Macnica Holdings Inc
000000000
700.00000000
NS
36773.92000000
0.000895281792
Long
EC
CORP
JP
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
27400.00000000
NS
325875.63000000
0.007933625734
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
123300.00000000
NS
USD
7266069.00000000
0.176896541813
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
8729.00000000
NS
USD
510908.37000000
0.012438351994
Long
EC
CORP
US
N
1
N
N
N
Azimut Holding SpA
81560025690EF8540635
Azimut Holding SpA
000000000
6174.00000000
NS
161390.92000000
0.003929152837
Long
EC
CORP
IT
N
2
N
N
N
Robert Half Inc
529900VPCUY9H3HLIC08
Robert Half Inc
770323103
3410.00000000
NS
USD
299807.20000000
0.007298975125
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
23514.00000000
NS
USD
323082.36000000
0.007865622003
Long
EC
CORP
US
N
1
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR24
000000000
57.00000000
NC
-8911.14000000
-0.00021694672
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STH4 Index
2024-03-15
8706557.05000000
EUR
-8911.14000000
N
N
N
Beazley PLC
213800VTOMUWD41GIT12
Beazley PLC
000000000
10305.00000000
NS
68483.00000000
0.001667257202
Long
EC
CORP
GB
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR24
000000000
-319.00000000
NC
-1418306.91000000
-0.03452948046
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Futures
CNH4 Comdty
2024-03-19
-37711762.43000000
CAD
-1418306.91000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
5325.00000000
NS
USD
1624125.00000000
0.039540237778
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES112323 TRS USD R V 01MSOFR US0001M -16.75 BPS / Short: ES112323 TRS USD P E MSCI WORLD DAILY INDEX
000000000
138363714.36000000
OU
Notional Amount
USD
-1970275.80000000
-0.04796747394
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
MSCI World Net Return Index
M1WO INDEX
Y
equity-performance leg
2024-02-28
0.00000000
USD
0.00000000
USD
138363714.36000000
USD
-1970275.80000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
382.00000000
NC
USD
307856.36000000
0.007494936458
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
41207784.46000000
USD
307856.36000000
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
3300.00000000
NS
64828.74000000
0.001578292184
Long
EC
CORP
JP
N
2
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
1600.00000000
NS
19081.39000000
0.000464547185
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN24
000000000
84.00000000
NC
USD
-383340.47000000
-0.00933263962
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLF4 Comdty
2024-01-15
4676265.47000000
USD
-383340.47000000
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
3234.00000000
NS
USD
317255.40000000
0.007723761380
Long
EC
CORP
US
N
1
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
17600.00000000
NS
446692.60000000
0.010874982909
Long
EC
CORP
JP
N
2
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
5822.00000000
NS
USD
568518.30000000
0.013840898184
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
23380.00000000
NS
USD
2337532.40000000
0.056908542698
Long
EC
CORP
US
N
1
N
N
N
Mitie Group PLC
213800MTCLTKEHWZMJ03
Mitie Group PLC
000000000
10125.00000000
NS
12815.50000000
0.000312000564
Long
EC
CORP
GB
N
1
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
2200.00000000
NS
39911.63000000
0.000971671109
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
1400.00000000
NS
20136.15000000
0.000490225911
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-4945.23000000
-0.00012039440
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
345800000.00000000
INR
4134884.77000000
USD
2024-03-20
-4945.23000000
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
12729.00000000
NS
USD
379196.91000000
0.009231762325
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-41489.68000000
-0.00101008962
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
17924589.96000000
USD
23670000.00000000
CAD
2024-03-20
-41489.68000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES115465 TRS USD R E / Short: ES115465 TRS USD P F .10000
000000000
6301954.50000000
OU
Notional Amount
USD
-39127.37000000
-0.00095257785
N/A
DCO
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Bloomberg Roll Select Commodity Index
BCOMRS INDEX
Y
equity-performance leg
2024-12-09
0.00000000
USD
0.00000000
USD
6301954.50000000
USD
-39127.37000000
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
6100.00000000
NS
18955.53000000
0.000461483052
Long
EC
CORP
JP
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
19173.00000000
NS
USD
373298.31000000
0.009088157586
Long
EC
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
49019.00000000
NS
669163.05000000
0.016291151302
Long
EC
CORP
DE
N
2
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
6042.00000000
NS
USD
249051.24000000
0.006063292695
Long
EC
CORP
US
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
1066.00000000
NS
28667.11000000
0.000697916937
Long
EC
CORP
NL
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
3367.00000000
NS
USD
397642.70000000
0.009680835470
Long
EC
CORP
US
N
1
N
N
N
COMSYS Holdings Corp
529900BXEDA1UA6QX260
COMSYS Holdings Corp
000000000
500.00000000
NS
11012.55000000
0.000268106731
Long
EC
CORP
JP
N
2
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
43554.00000000
NS
89463.03000000
0.002178027847
Long
EC
CORP
IT
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
1500.00000000
NS
31311.71000000
0.000762301213
Long
EC
CORP
JP
N
2
N
N
N
Internet Initiative Japan Inc
529900EOCJNAPUHDFR78
Internet Initiative Japan Inc
000000000
2400.00000000
NS
48966.79000000
0.001192124079
Long
EC
CORP
JP
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
2141.00000000
NS
USD
254543.49000000
0.006197004614
Long
EC
CORP
US
N
1
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
1900.00000000
NS
26526.15000000
0.000645794060
Long
EC
CORP
JP
N
2
N
N
N
Nissui Corp
529900MPH5BMANQ3EC50
Nissui Corp
000000000
2200.00000000
NS
11831.55000000
0.000288045747
Long
EC
CORP
JP
N
2
N
N
N
J Front Retailing Co Ltd
N/A
J Front Retailing Co Ltd
000000000
9418.00000000
NS
85527.87000000
0.002082224161
Long
EC
CORP
JP
N
2
N
N
N
Persol Holdings Co Ltd
3538000H6OI725NB2008
Persol Holdings Co Ltd
000000000
44200.00000000
NS
75622.16000000
0.001841064073
Long
EC
CORP
JP
N
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
11600.00000000
NS
125954.69000000
0.003066437861
Long
EC
CORP
JP
N
2
N
N
N
Nisshin Seifun Group Inc
529900N4QFZS1P6PYX29
Nisshin Seifun Group Inc
000000000
1400.00000000
NS
18853.97000000
0.000459010517
Long
EC
CORP
JP
N
2
N
N
N
JFE Holdings Inc
3538002Y11Y03NA9B530
JFE Holdings Inc
000000000
4400.00000000
NS
68073.32000000
0.001657283312
Long
EC
CORP
JP
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
5700.00000000
NS
42067.90000000
0.001024166716
Long
EC
CORP
JP
N
2
N
N
N
Rubis SCA
969500MGFIKUGLTC9742
Rubis SCA
000000000
1141.00000000
NS
28385.09000000
0.000691051001
Long
EC
CORP
FR
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAR24
000000000
-67.00000000
NC
USD
-118114.17000000
-0.00287555598
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W H4 Comdty
2024-03-14
-1988198.33000000
USD
-118114.17000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR FEB24
000000000
77.00000000
NC
USD
157252.34000000
0.003828396776
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAG24 Comdty
2024-02-19
4403072.66000000
USD
157252.34000000
N
N
N
Nisshinbo Holdings Inc
353800YAM89GL5GPHB47
Nisshinbo Holdings Inc
000000000
2600.00000000
NS
21067.23000000
0.000512893578
Long
EC
CORP
JP
N
2
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
85587.00000000
NS
USD
2754189.66000000
0.067052298340
Long
EC
CORP
IE
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
48327.00000000
NS
USD
4533555.87000000
0.110371970803
Long
EC
CORP
US
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
8135.00000000
NS
185372.83000000
0.004513005942
Long
EC
CORP
GB
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
5620.00000000
NS
USD
352879.80000000
0.008591057461
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR MAR24
000000000
-30.00000000
NC
USD
-33274.75000000
-0.00081009252
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE Brent Crude Oil Futures
COH4 Comdty
2024-01-31
-2279125.25000000
USD
-33274.75000000
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
26389.00000000
NS
391452.30000000
0.009530126696
Long
EC
CORP
ES
N
2
N
N
N
iShares 5-10 Year Investment Grade Corporate Bond ETF
549300ZJOCMXQZ0RKQ84
iShares 5-10 Year Investment Grade Corporate Bond ETF
464288638
3798205.00000000
NS
USD
197506660.00000000
4.808410866895
Long
EC
RF
US
N
1
N
N
Kirby Corp
I7NO6FZO5GUCG585T325
Kirby Corp
497266106
27951.00000000
NS
USD
2193594.48000000
0.053404292975
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605H100
3141.00000000
NS
USD
241008.93000000
0.005867498129
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
53085.00000000
NS
USD
18933296.10000000
0.460941756158
Long
EC
CORP
US
N
1
N
N
N
SSP Group Plc
213800QGNIWTXFMENJ24
SSP Group Plc
000000000
7398.00000000
NS
22141.31000000
0.000539042661
Long
EC
CORP
GB
N
1
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
Markel Group Inc
570535104
1111.00000000
NS
USD
1577508.90000000
0.038405342571
Long
EC
CORP
US
N
1
N
N
N
GS CAYMAN COMMODITY ART LTD
N/A
GS CAYMAN COMMODITY ART LTD
000000000
794593.19000000
NS
USD
130186148.25000000
3.169455095663
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE FEB24
000000000
-52.00000000
NC
USD
93682.56000000
0.002280754682
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHG4 Comdty
2024-02-14
-1513802.56000000
USD
93682.56000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
142270.42000000
0.003463653496
N/A
DFE
MX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7183896.58000000
USD
126050000.00000000
MXN
2024-03-20
142270.42000000
N
N
N
Yamato Kogyo Co Ltd
N/A
Yamato Kogyo Co Ltd
000000000
200.00000000
NS
10523.89000000
0.000256210028
Long
EC
CORP
JP
N
2
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
2640.00000000
NS
USD
2670624.00000000
0.065017845286
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG
549300CP8NY40UP89Q40
Fresenius Medical Care AG
000000000
3237.00000000
NS
135333.35000000
0.003294766621
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU JUN24
000000000
73.00000000
NC
45829.36000000
0.001115741578
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIM4 Index
2024-09-17
17390058.04000000
GBP
45829.36000000
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
17056.00000000
NS
67146.29000000
0.001634714244
Long
EC
CORP
GB
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
3516.00000000
NS
474272.69000000
0.011546435732
Long
EC
CORP
GB
N
2
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp
49446R109
15593.00000000
NS
USD
332286.83000000
0.008089710009
Long
EC
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
85281.00000000
NS
293803.97000000
0.007152823110
Long
EC
CORP
NL
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
5400.00000000
NS
101418.37000000
0.002469087333
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
2248119503.49000000
NS
USD
2248119503.49000000
54.73173537875
Long
EC
RF
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
10577.00000000
NS
USD
311809.96000000
0.007591189077
Long
EC
CORP
US
N
1
N
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
700.00000000
NS
79056.83000000
0.001924683048
Long
EC
CORP
JP
N
2
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
13749.00000000
NS
USD
4638362.64000000
0.112923550642
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR24
000000000
355.00000000
NC
355895.46000000
0.008664475402
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EUX Euro-Bobl Futures
OEH4 Comdty
2024-03-07
42018466.37000000
EUR
355895.46000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-4780.00000000
-0.00011637179
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4565.00000000
USD
2024-01-31
XXXX
21817.00000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-313963.38000000
-0.00764361529
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
17580000.00000000
CAD
12968035.05000000
USD
2024-03-20
-313963.38000000
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
1675114.00000000
NS
USD
70237530.02000000
1.709972223782
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-59293.75000000
-0.00144353973
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2480000.00000000
EUR
2687377.60000000
USD
2024-03-20
-59293.75000000
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
7270.00000000
NS
225337.53000000
0.005485969070
Long
EC
CORP
DE
N
2
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
25820.00000000
NS
USD
11012488.20000000
0.268105227096
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
15318.00000000
NS
USD
2526091.38000000
0.061499117256
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
60963.00000000
NS
USD
1022959.14000000
0.024904516359
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
10083.00000000
NS
55131.41000000
0.001342205224
Long
EC
CORP
GB
N
2
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
604.00000000
NS
USD
101973.32000000
0.002482597903
Long
EC
CORP
US
N
1
N
N
N
Aedifica SA
529900DTKNXL0AXQFN28
Aedifica SA
000000000
731.00000000
NS
51376.98000000
0.001250801511
Long
EC
BE
N
2
N
N
N
Telecom Plus PLC
549300QGHDX5UKE58G86
Telecom Plus PLC
000000000
1618.00000000
NS
33245.63000000
0.000809383585
Long
EC
CORP
GB
N
1
N
N
N
Hachijuni Bank Ltd/The
FE70I3MHDCWOZWK19W48
Hachijuni Bank Ltd/The
000000000
2500.00000000
NS
13898.28000000
0.000338361453
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT MAR25
000000000
41.00000000
NC
USD
1154.88000000
0.000028116203
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRH COMDTY
2025-06-17
9897270.12000000
USD
1154.88000000
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
14192.00000000
NS
126698.53000000
0.003084547065
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
48323.00000000
NS
USD
1627035.41000000
0.039611093348
Long
EC
CORP
US
N
1
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
1800.00000000
NS
20716.24000000
0.000504348529
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU SEP24
000000000
67.00000000
NC
71591.80000000
0.001742942689
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIU4 Index
2024-12-17
16024671.66000000
GBP
71591.80000000
N
N
N
4imprint Group PLC
213800G95T751RN2CT94
4imprint Group PLC
000000000
390.00000000
NS
22684.85000000
0.000552275448
Long
EC
CORP
GB
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
5769.00000000
NS
23398.70000000
0.000569654528
Long
EC
CORP
GB
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
67968.00000000
NS
966277.58000000
0.023524571860
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
31057.94000000
0.000756123040
N/A
DFE
CZ
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
4263762.32000000
USD
96250000.00000000
CZK
2024-03-20
31057.94000000
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
2451.00000000
NS
USD
229413.60000000
0.005585203290
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
58625.00000000
NS
123718.46000000
0.003011995582
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
14916.00000000
NS
1659728.26000000
0.040407019193
Long
EC
CORP
DE
N
2
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
2000.00000000
NS
94848.71000000
0.002309145260
Long
EC
CORP
JP
N
2
N
N
N
Shizuoka Financial Group Inc
353800MNO5C8V2SHGA81
Shizuoka Financial Group Inc
000000000
7700.00000000
NS
65110.99000000
0.001585163719
Long
EC
CORP
JP
N
2
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES113659 TRS GBP R V 00MSONIA SONIO/N +20 BPS / Short: ES113659 TRS GBP P E TUKXG INDEX
000000000
339806.88000000
OU
Notional Amount
-9328.52000000
-0.00022710807
N/A
DE
GB
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
FTSE 100 Total Return Index
TUKXG INDEX
Y
equity-performance leg
2024-06-11
0.00000000
GBP
0.00000000
GBP
339806.88000000
GBP
-9328.52000000
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2448.00000000
NS
USD
606957.12000000
0.014776712904
Long
EC
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
20554.00000000
NS
USD
659988.94000000
0.016067802428
Long
EC
CORP
US
N
1
N
N
N
Cab Payments Holdings Plc
8945007OZHZDN4LW1G21
Cab Payments Holdings Plc
000000000
15106.00000000
NS
15943.03000000
0.000388142043
Long
EC
CORP
GB
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
57007.00000000
NS
1335710.43000000
0.032518622646
Long
EC
CORP
NL
N
2
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
000000000
2905.00000000
NS
USD
293259.75000000
0.007139573767
Long
EC
CORP
CH
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
1781.00000000
NS
52185.16000000
0.001270477109
Long
EC
CORP
FR
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
6900.00000000
NS
92334.05000000
0.002247924446
Long
EC
CORP
JP
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
6732.00000000
NS
USD
291024.36000000
0.007085151939
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
82411.00000000
NS
1981432.87000000
0.048239099097
Long
EC
CORP
DE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
20500.00000000
NS
1027153.16000000
0.025006622138
Long
EC
CORP
NL
N
2
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
47276.00000000
NS
261598.36000000
0.006368759397
Long
EC
CORP
GB
N
2
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
easyJet PLC
000000000
22338.00000000
NS
144912.08000000
0.003527966197
Long
EC
CORP
GB
N
2
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
4880.00000000
NS
44432.89000000
0.001081743730
Long
EC
CORP
GB
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
85389.00000000
NS
1280368.29000000
0.031171287080
Long
EC
CORP
NL
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC25
000000000
77.00000000
NC
USD
26592.79000000
0.000647416448
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRZ5 Comdty
2026-03-17
18630507.21000000
USD
26592.79000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
29370.00000000
NS
USD
10178173.50000000
0.247793365866
Long
EC
CORP
US
N
1
N
N
N
Mobico Group PLC
213800A8IQEMY8PA5X34
Mobico Group PLC
000000000
18388.00000000
NS
19828.78000000
0.000482742816
Long
EC
CORP
GB
N
1
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
000000000
1282.00000000
NS
141976.11000000
0.003456488354
Long
EC
CORP
DE
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
132605.00000000
NS
USD
6663401.25000000
0.162224256037
Long
EC
CORP
US
N
1
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
13776.00000000
NS
435413.35000000
0.010600383216
Long
EC
CORP
FR
N
2
N
N
N
Viscofan SA
95980020140005684765
Viscofan SA
000000000
330.00000000
NS
19526.67000000
0.000475387777
Long
EC
CORP
ES
N
1
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
1300.00000000
NS
22166.88000000
0.000539665177
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
12.00000000
NC
USD
30.00000000
0.000000730366
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4275.00000000
USD
2023-12-29
XXXX
-4359.00000000
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
3293.00000000
NS
USD
326961.97000000
0.007960073293
Long
EC
US
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
2500.00000000
NS
79925.67000000
0.001945835447
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-16.00000000
NC
USD
-40.00000000
-0.00000097382
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4545.00000000
USD
2023-12-29
XXXX
66630.11000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
6594.00000000
NS
490468.74000000
0.011940737691
Long
EC
CORP
GB
N
2
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
2200.00000000
NS
39136.93000000
0.000952810601
Long
EC
CORP
JP
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
30692.00000000
NS
451592.15000000
0.010994265213
Long
EC
CORP
PT
N
2
N
N
N
Seino Holdings Co Ltd
3538001D12EPCPYTTF24
Seino Holdings Co Ltd
000000000
900.00000000
NS
13630.94000000
0.000331852910
Long
EC
CORP
JP
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
4275.00000000
NS
161292.46000000
0.003926755773
Long
EC
CORP
FR
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
21023.00000000
NS
216856.72000000
0.005279498974
Long
EC
CORP
JP
N
2
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
14674.00000000
NS
USD
765982.80000000
0.018648282642
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
10289.00000000
NS
USD
294882.74000000
0.007179086373
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
6842.00000000
NS
441638.12000000
0.010751928747
Long
EC
CORP
BE
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
3309.00000000
NS
70903.46000000
0.001726184664
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES114946 TRS USD R E JPGSGLTN INDEX / Short: ES114946 TRS USD P V 00MSOFR SOFRRATE +18 BPS
000000000
41303373.72000000
OU
Notional Amount
USD
852574.80000000
0.020756413647
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPGSGLTN Index
JPGSGLTN
Constellation Software Inc/Canada
1.69000000
USD
5551.89000000
USD
Lam Research Corp
14.91000000
USD
11680.97000000
USD
ASML Holding NV
50.55000000
USD
34462.85000000
USD
Advanced Micro Devices Inc
182.83000000
USD
26950.30000000
USD
NXP Semiconductors NV
29.17000000
USD
6699.27000000
USD
Intel Corp
477.07000000
USD
23972.89000000
USD
Shopify Inc
103.33000000
USD
10659.39000000
USD
CDW Corp/DE
15.16000000
USD
3445.85000000
USD
Gartner Inc
8.82000000
USD
3979.03000000
USD
Palo Alto Networks Inc
35.17000000
USD
10371.28000000
USD
Keyence Corp
0.16000000
USD
9965.24000000
USD
Accenture PLC
71.02000000
USD
24921.30000000
USD
Microsoft Corp
154.65000000
USD
58154.41000000
USD
SAP SE
127.87000000
USD
17834.90000000
USD
Texas Instruments Inc
102.77000000
USD
17518.20000000
USD
Arista Networks Inc
28.51000000
USD
6715.49000000
USD
Adobe Inc
51.52000000
USD
30737.22000000
USD
Murata Manufacturing Co Ltd
1.52000000
USD
4539.45000000
USD
NVIDIA Corp
121.49000000
USD
60163.45000000
USD
Synopsys Inc
17.21000000
USD
8861.32000000
USD
Capgemini SE
19.59000000
USD
3697.75000000
USD
Broadcom Inc
49.67000000
USD
55443.89000000
USD
Oracle Corp
179.79000000
USD
18955.17000000
USD
Fortinet Inc
72.12000000
USD
4221.35000000
USD
Tokyo Electron Ltd
0.38000000
USD
9581.12000000
USD
Cisco Systems Inc
458.35000000
USD
23155.82000000
USD
Salesforce Inc
110.10000000
USD
28972.33000000
USD
Motorola Solutions Inc
18.78000000
USD
5880.00000000
USD
Analog Devices Inc
56.39000000
USD
11196.40000000
USD
Applied Materials Inc
94.66000000
USD
15341.57000000
USD
Intuit Inc
31.71000000
USD
19821.85000000
USD
ANSYS Inc
9.82000000
USD
3563.86000000
USD
Cognizant Technology Solutions Corp
56.74000000
USD
4285.48000000
USD
ON Semiconductor Corp
48.74000000
USD
4070.98000000
USD
Micron Technology Inc
124.25000000
USD
10603.58000000
USD
International Business Machines Corp
103.33000000
USD
16899.02000000
USD
QUALCOMM Inc
125.94000000
USD
18215.34000000
USD
TE Connectivity Ltd
35.17000000
USD
4940.96000000
USD
Cadence Design Systems Inc
30.79000000
USD
8385.15000000
USD
Infineon Technologies AG
163.77000000
USD
6190.32000000
USD
Autodesk Inc
24.19000000
USD
5889.54000000
USD
Apple Inc
297.35000000
USD
57249.46000000
USD
Amphenol Corp
67.70000000
USD
6711.43000000
USD
Roper Technologies Inc
12.09000000
USD
6589.87000000
USD
Microchip Technology Inc
61.22000000
USD
5521.12000000
USD
Xiaomi Corp
222.29000000
USD
3467.72000000
USD
Monolithic Power Systems Inc
5.42000000
USD
3419.84000000
USD
ServiceNow Inc
23.20000000
USD
16388.66000000
USD
STMicroelectronics NV
82.28000000
USD
3719.84000000
USD
KLA Corp
15.38000000
USD
8941.40000000
USD
Y
equity-performance leg
2024-11-25
0.00000000
USD
0.00000000
USD
41303373.72000000
USD
852574.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN24
000000000
95.00000000
NC
USD
561334.90000000
0.013666014265
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAF24 Comdty
2024-01-15
5023477.60000000
USD
561334.90000000
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global Inc
74935Q107
7848.00000000
NS
USD
524952.72000000
0.012780269604
Long
EC
CORP
CA
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
12152.00000000
NS
349630.61000000
0.008511954100
Long
EC
CORP
NL
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
616.00000000
NS
57085.64000000
0.001389782054
Long
EC
CORP
AT
N
2
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
12511.00000000
NS
USD
1546609.82000000
0.037653087067
Long
EC
CORP
US
N
1
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
12946.00000000
NS
27048.38000000
0.000658508043
Long
EC
CORP
GB
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
7248.00000000
NS
USD
259840.80000000
0.006325970609
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
54367.00000000
NS
USD
5984175.69000000
0.145688127262
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN24
000000000
-30.00000000
NC
-83839.71000000
-0.00204112495
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng Index Futures
HIF4 Index
2024-01-30
-25043337.60000000
HKD
-83839.71000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
2558.00000000
NS
USD
647097.26000000
0.015753947218
Long
EC
CORP
US
N
1
N
N
N
Nexans SA
96950015FU78G84UIV14
Nexans SA
000000000
614.00000000
NS
53867.33000000
0.001311430485
Long
EC
CORP
FR
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-8.00000000
NC
USD
-20.00000000
-0.00000048691
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4640.00000000
USD
2023-12-29
XXXX
24692.00000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
11633.00000000
NS
USD
444264.27000000
0.010815863848
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
2593.00000000
NS
102912.51000000
0.002505463012
Long
EC
CORP
IE
N
2
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
24237.00000000
NS
USD
521822.61000000
0.012704065313
Long
EC
CORP
US
N
1
N
N
N
Marshalls PLC
213800S21IFC367J5V62
Marshalls PLC
000000000
11975.00000000
NS
42583.46000000
0.001036718315
Long
EC
CORP
GB
N
2
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
10357.00000000
NS
USD
1707351.45000000
0.041566432573
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR JAN24
000000000
-95.00000000
NC
USD
-298739.10000000
-0.00727297162
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAF24 Comdty
2024-01-15
-5286073.40000000
USD
-298739.10000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
7635.00000000
NS
USD
278677.50000000
0.006784560679
Long
EC
CORP
US
N
1
N
N
N
Sopra Steria Group SACA
96950020QIOHAAK9V551
Sopra Steria Group SACA
000000000
158.00000000
NS
34604.76000000
0.000842472370
Long
EC
CORP
FR
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
30553.00000000
NS
117794.65000000
0.002867777092
Long
EC
CORP
GB
N
2
N
N
N
Toho Co Ltd/Tokyo
529900IYHHYWU4O3H185
Toho Co Ltd/Tokyo
000000000
1900.00000000
NS
64144.43000000
0.001561632272
Long
EC
CORP
JP
N
2
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
1986.00000000
NS
32743.98000000
0.000797170633
Long
EC
CORP
IE
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
752.00000000
NS
37665.84000000
0.000916996086
Long
EC
CORP
DE
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR24
000000000
459.00000000
NC
3128652.59000000
0.076168809256
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G H4 Comdty
2024-03-26
44666421.31000000
GBP
3128652.59000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
21758.00000000
NS
1171604.76000000
0.028523377691
Long
EC
CORP
DE
N
2
N
N
N
TUI AG
529900SL2WSPV293B552
TUI AG
000000000
7480.00000000
NS
58280.29000000
0.001418866481
Long
EC
CORP
DE
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
7964.00000000
NS
77621.18000000
0.001889731340
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-938329.08000000
-0.02284414988
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3402230000.00000000
JPY
23501141.92000000
USD
2024-03-21
-938329.08000000
N
N
N
Credit Saison Co Ltd
529900SV58ZWTGRH3A66
Credit Saison Co Ltd
000000000
900.00000000
NS
16537.57000000
0.000402616455
Long
EC
CORP
JP
N
2
N
N
N
Kobe Steel Ltd
549300ZDCYYUPHEE5K87
Kobe Steel Ltd
000000000
4000.00000000
NS
51557.83000000
0.001255204407
Long
EC
CORP
JP
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
73170.00000000
NS
USD
1290718.80000000
0.031423276075
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT SEP25
000000000
76.00000000
NC
USD
16998.70000000
0.000413842924
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRU5 Comdty
2025-12-16
18391151.30000000
USD
16998.70000000
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
2980.00000000
NS
USD
271507.80000000
0.006610010295
Long
EC
CORP
US
N
1
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
1931.00000000
NS
64758.47000000
0.001576581421
Long
EC
CORP
NL
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
4722.00000000
NS
138651.80000000
0.003375556155
Long
EC
CORP
CH
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
13521.00000000
NS
223408.94000000
0.005439016460
Long
EC
CORP
IT
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU DEC24
000000000
61.00000000
NC
80745.56000000
0.001965796131
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIZ4 INDEX
2025-03-18
14635365.27000000
GBP
80745.56000000
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
67441.00000000
NS
54274.72000000
0.001321348624
Long
EC
CORP
GB
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
11914.00000000
NS
82879.11000000
0.002017738607
Long
EC
CORP
DE
N
2
N
N
N
Renishaw PLC
21380048ADXM6Z67CT18
Renishaw PLC
000000000
462.00000000
NS
21070.43000000
0.000512971484
Long
EC
CORP
GB
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
5922.00000000
NS
USD
1213003.26000000
0.029531247487
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR24
000000000
-45.00000000
NC
USD
-25001.75000000
-0.00060868168
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTH4 Comdty
2024-03-06
-1796373.25000000
USD
-25001.75000000
N
N
N
Mitsubishi Chemical Group Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp
000000000
6500.00000000
NS
39735.27000000
0.000967377525
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1340.00000000
NC
USD
219090.00000000
0.005333869434
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Chicago Board Options Exchange Volatility Index
VIX INDEX
100.00000000
19.00000000
USD
2024-03-20
XXXX
-66330.00000000
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
477.00000000
NS
56900.99000000
0.001385286646
Long
EC
CORP
FR
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
7895.00000000
NS
USD
5577738.55000000
0.135793186196
Long
EC
CORP
US
N
1
N
N
N
Vanguard Real Estate ETF
B1HNOZOSPCLXHIVBEI82
Vanguard Real Estate ETF
922908553
226400.00000000
NS
USD
20004704.00000000
0.487025784865
Long
EC
RF
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
4721.00000000
NS
USD
883865.62000000
0.021518206282
Long
EC
US
N
1
N
N
N
JTEKT Corp
N/A
JTEKT Corp
000000000
1500.00000000
NS
12656.83000000
0.000308137654
Long
EC
CORP
JP
N
2
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
5300.00000000
NS
317627.78000000
0.007732827181
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
16.00000000
NC
USD
40.00000000
0.000000973822
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4200.00000000
USD
2023-12-29
XXXX
-7812.00000000
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
6879.00000000
NS
478139.62000000
0.011640578321
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
138218.71000000
0.003365012335
N/A
DFE
CH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3830189.09000000
USD
3310000.00000000
CHF
2024-03-20
138218.71000000
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
4993.00000000
NS
USD
2139350.71000000
0.052083697846
Long
EC
CORP
US
N
1
N
N
N
Kose Corp
353800NX4GGAVDHHY664
Kose Corp
000000000
500.00000000
NS
37372.61000000
0.000909857237
Long
EC
CORP
JP
N
2
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
12370.00000000
NS
USD
3858203.00000000
0.093930124846
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
18428.00000000
NS
360538.35000000
0.008777509173
Long
EC
CORP
GB
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
8878.00000000
NS
USD
320939.70000000
0.007813457739
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
-545.00000000
NC
USD
-1825149.42000000
-0.04443429049
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
-59615084.96000000
USD
-1825149.42000000
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
2200.00000000
NS
49563.54000000
0.001206652293
Long
EC
CORP
JP
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
8270.00000000
NS
USD
1055500.10000000
0.025696744357
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR24
000000000
55.00000000
NC
140911.52000000
0.003430570311
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 30 Year Euro BUXL Futures
UBH4 Comdty
2024-03-07
7632856.99000000
EUR
140911.52000000
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
7095.00000000
NS
USD
254568.60000000
0.006197615931
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
25573.00000000
NS
USD
5077774.88000000
0.123621289087
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
80075.00000000
NS
USD
5509160.00000000
0.134123602776
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
7969.00000000
NS
USD
526989.97000000
0.012829867602
Long
EC
CORP
US
N
1
N
N
N
Diversified Energy Co PLC
213800YR9TFRVHPGOS67
Diversified Energy Co PLC
000000000
36.00000000
NS
510.28000000
0.000012423053
Long
EC
CORP
GB
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
8619.00000000
NS
USD
385096.92000000
0.009375401391
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
6321.00000000
NS
USD
521482.50000000
0.012695785144
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
68945.00000000
NS
269566.15000000
0.006562739732
Long
EC
CORP
ES
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR MAR24
000000000
9.00000000
NC
-579.39000000
-0.00001410557
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
MSE 3 Month Canadian Bank Acceptance Futures
BAH4 Comdty
2024-03-18
2134217.72000000
CAD
-579.39000000
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
9055.00000000
NS
163324.44000000
0.003976225470
Long
EC
CORP
GB
N
2
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
11677.00000000
NS
USD
2089949.46000000
0.050880996593
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
18810.00000000
NS
USD
1825322.40000000
0.044438501788
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
59419.00000000
NS
USD
21031949.24000000
0.512034648743
Long
EC
CORP
US
N
1
N
N
N
Shinko Electric Industries Co Ltd
549300627MZ4832XWF51
Shinko Electric Industries Co Ltd
000000000
4000.00000000
NS
154834.87000000
0.003769542108
Long
EC
CORP
JP
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
3096.00000000
NS
USD
637652.16000000
0.015524000939
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
71550.00000000
NS
961278.40000000
0.023402864008
Long
EC
CORP
DE
N
2
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
13012.00000000
NS
42730.21000000
0.001040291026
Long
EC
CORP
IT
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU JUN25
000000000
60.00000000
NC
102878.53000000
0.002504635750
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIM5 Comdty
2025-09-16
14443788.81000000
GBP
102878.53000000
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
19211.00000000
NS
USD
2362953.00000000
0.057527421521
Long
EC
CORP
IE
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE FEB24
000000000
-46.00000000
NC
USD
-21150.43000000
-0.00051491912
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLG4 Comdty
2024-02-19
-2350724.57000000
USD
-21150.43000000
N
N
N
Liontrust Asset Management PLC
549300XVXU6S7PLCL855
Liontrust Asset Management PLC
000000000
1883.00000000
NS
15118.70000000
0.000368073265
Long
EC
CORP
GB
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
37723.00000000
NS
467454.61000000
0.011380445735
Long
EC
CORP
IT
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES114945 TRS USD R E JPGSGLHN INDEX / Short: ES114945 TRS USD P V 00MSOFR SOFRRATE -1 BPS
000000000
43250573.04000000
OU
Notional Amount
USD
1059139.68000000
0.025785351981
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPGSGLHN Index
JPGSGLHN
AstraZeneca PLC
3.06000000
USD
32419.66000000
USD
Daiichi Sankyo Co Ltd
2.14000000
USD
8283.01000000
USD
IDEXX Laboratories Inc
12.84000000
USD
7128.79000000
USD
Gilead Sciences Inc
192.59000000
USD
15601.61000000
USD
Bayer AG
168.27000000
USD
5659.07000000
USD
HCA Healthcare Inc
30.61000000
USD
8286.51000000
USD
CVS Health Corp
198.52000000
USD
15674.92000000
USD
Dexcom Inc
59.72000000
USD
7410.42000000
USD
Biogen Inc
22.40000000
USD
5795.28000000
USD
Agilent Technologies Inc
45.22000000
USD
6287.26000000
USD
Bristol-Myers Squibb Co
314.49000000
USD
16136.64000000
USD
Vertex Pharmaceuticals Inc
39.83000000
USD
16205.45000000
USD
GSK PLC
8.08000000
USD
11722.91000000
USD
Hoya Corp
0.39000000
USD
6796.18000000
USD
Regeneron Pharmaceuticals Inc
16.56000000
USD
14542.64000000
USD
Moderna Inc
51.27000000
USD
5098.84000000
USD
Boston Scientific Corp
226.31000000
USD
13083.03000000
USD
Elevance Health Inc
36.32000000
USD
17124.87000000
USD
Pfizer Inc
872.71000000
USD
25125.38000000
USD
Centene Corp
82.57000000
USD
6127.25000000
USD
Novartis AG
382.19000000
USD
32436.06000000
USD
Merck & Co Inc
391.66000000
USD
42698.74000000
USD
IQVIA Holdings Inc
28.30000000
USD
6548.84000000
USD
Intuitive Surgical Inc
54.42000000
USD
18357.92000000
USD
Humana Inc
19.03000000
USD
8711.25000000
USD
Danaher Corp
101.65000000
USD
23514.76000000
USD
Zoetis Inc
70.96000000
USD
14005.54000000
USD
Stryker Corp
52.26000000
USD
15649.15000000
USD
CSL Ltd
51.03000000
USD
14627.74000000
USD
Johnson & Johnson
372.07000000
USD
58318.26000000
USD
GE HealthCare Technologies Inc
60.51000000
USD
4678.77000000
USD
Takeda Pharmaceutical Co Ltd
1.74000000
USD
7048.10000000
USD
Eli Lilly & Co
122.95000000
USD
71667.77000000
USD
McKesson Corp
20.57000000
USD
9521.70000000
USD
Abbott Laboratories
268.22000000
USD
29522.72000000
USD
Medtronic PLC
205.65000000
USD
16941.28000000
USD
EssilorLuxottica SA
48.95000000
USD
8888.84000000
USD
Roche Holding AG
129.56000000
USD
31676.89000000
USD
Amgen Inc
82.72000000
USD
23824.25000000
USD
Alcon Inc
92.15000000
USD
6048.62000000
USD
UnitedHealth Group Inc
131.74000000
USD
69357.96000000
USD
Cencora Inc
25.77000000
USD
5291.94000000
USD
Lonza Group AG
13.72000000
USD
4853.91000000
USD
Thermo Fisher Scientific Inc
59.72000000
USD
31697.63000000
USD
Cigna Group/The
45.23000000
USD
13543.37000000
USD
Novo Nordisk A/S
74.19000000
USD
51790.27000000
USD
Sanofi SA
190.64000000
USD
17112.07000000
USD
AbbVie Inc
272.88000000
USD
42288.55000000
USD
Becton Dickinson & Co
44.84000000
USD
10933.18000000
USD
Edwards Lifesciences Corp
93.74000000
USD
7147.74000000
USD
Y
equity-performance leg
2024-11-22
0.00000000
USD
0.00000000
USD
43250573.04000000
USD
1059139.68000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
31331.00000000
NS
USD
1181178.70000000
0.028756460652
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES114352 TRS USD R V 00MSOFR SOFRRATE +15 BPS / Short: ES114352 TRS USD P E MSCI WORLD DAILY INDEX
000000000
8752508.84000000
OU
Notional Amount
USD
-124634.24000000
-0.00303429076
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
MSCI World Net Return Index
M1WO INDEX
Y
equity-performance leg
2024-03-13
0.00000000
USD
0.00000000
USD
8752508.84000000
USD
-124634.24000000
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
45593.00000000
NS
963266.90000000
0.023451275160
Long
EC
CORP
IT
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1093.00000000
NS
USD
394911.83000000
0.009614350902
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
56006.00000000
NS
USD
5904712.58000000
0.143753553098
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
-10572.56000000
-0.00025739492
N/A
DFE
PH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
6305362.57000000
USD
348510000.00000000
PHP
2024-03-20
-10572.56000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
7.00000000
NC
USD
1645.00000000
0.000040048451
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4195.00000000
USD
2024-01-31
XXXX
-3255.00000000
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1499.00000000
NS
130670.24000000
0.003181240581
Long
EC
CORP
BE
N
2
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
4065.00000000
NS
USD
311948.10000000
0.007594552173
Long
EC
CORP
US
N
1
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
7436.00000000
NS
USD
320937.76000000
0.007813410508
Long
EC
CORP
US
N
1
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp
000000000
1000.00000000
NS
27505.36000000
0.000669633479
Long
EC
CORP
JP
N
2
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
75513E101
11564.00000000
NS
USD
972994.96000000
0.023688110259
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
4.00000000
NC
USD
670.00000000
0.000016311527
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4050.00000000
USD
2024-01-31
XXXX
-2213.00000000
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
225.00000000
NS
33522.16000000
0.000816115863
Long
EC
CORP
FR
N
2
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
2126.00000000
NS
USD
258776.72000000
0.006300064982
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
74778.00000000
NS
1268338.52000000
0.030878415555
Long
EC
CORP
IT
N
2
N
N
N
Man Group PLC/Jersey
2549003YWC1DW6LALB09
Man Group PLC/Jersey
000000000
38435.00000000
NS
113953.48000000
0.002774261645
Long
EC
CORP
JE
N
1
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR24
000000000
-27.00000000
NC
-32431.96000000
-0.00078957433
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Short
SAFEX FTSE/JSE Top 40 Index Futures
AIH4 Index
2024-03-20
-18682038.30000000
ZAR
-32431.96000000
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
3126.00000000
NS
97775.24000000
0.002380393281
Long
EC
CORP
DE
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
1127.00000000
NS
120984.15000000
0.002945427266
Long
EC
CORP
FR
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
5000.00000000
NS
114218.87000000
0.002780722714
Long
EC
CORP
JP
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
19593.00000000
NS
USD
4770503.64000000
0.116140597705
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
5257.00000000
NS
239640.70000000
0.005834187799
Long
EC
CORP
IT
N
2
N
N
N
Harbour Energy PLC
213800YPC42DYBKVPF97
Harbour Energy PLC
000000000
16421.00000000
NS
64517.64000000
0.001570718279
Long
EC
CORP
GB
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
11647.00000000
NS
USD
3389509.94000000
0.082519528348
Long
EC
CORP
IE
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771108
92056.00000000
NS
USD
2100717.92000000
0.051143160817
Long
EC
CORP
US
N
1
N
N
N
Softcat PLC
213800N42YZLR9GLVC42
Softcat PLC
000000000
2432.00000000
NS
42159.31000000
0.001026392144
Long
EC
CORP
GB
N
1
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208T104
12113.00000000
NS
USD
2356584.15000000
0.057372368281
Long
EC
CORP
US
N
1
N
N
N
Finablr PLC
2138005C7F6N115PM802
Finablr PLC
000000000
16600.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
3400.00000000
NS
73662.83000000
0.001793363080
Long
EC
CORP
JP
N
2
N
N
N
Food & Life Cos Ltd
529900CWF7GCVZKS5M87
Food & Life Cos Ltd
000000000
1600.00000000
NS
32785.10000000
0.000798171722
Long
EC
CORP
JP
N
2
N
N
N
Chugoku Electric Power Co Inc/The
353800MV866ELME96Q46
Chugoku Electric Power Co Inc/The
000000000
2600.00000000
NS
18552.87000000
0.000451680068
Long
EC
CORP
JP
N
2
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
2340.00000000
NS
USD
359915.40000000
0.008762343105
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
3931.00000000
NS
USD
396244.80000000
0.009646802807
Long
EC
CORP
US
N
1
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073E105
13518.00000000
NS
USD
2776326.84000000
0.067591240454
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
3705.00000000
NS
USD
520552.50000000
0.012673143770
Long
EC
CORP
CH
N
1
N
N
N
Assura PLC
21380026T19N2Y52XF72
Assura PLC
000000000
51131.00000000
NS
31361.80000000
0.000763520682
Long
EC
GB
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-9.00000000
NC
USD
-22.50000000
-0.00000054777
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4465.00000000
USD
2023-12-29
XXXX
44062.57000000
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
000000000
2865.00000000
NS
256096.98000000
0.006234825203
Long
EC
CORP
DE
N
2
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
7225.00000000
NS
USD
1644554.50000000
0.040037605461
Long
EC
CORP
US
N
1
N
N
N
Hiscox Ltd
5493007JXOLJ0QCY2D70
Hiscox Ltd
000000000
4580.00000000
NS
61531.44000000
0.001498017559
Long
EC
CORP
BM
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
9298.00000000
NS
USD
534170.10000000
0.013004671911
Long
EC
CORP
US
N
1
N
N
N
AEON Financial Service Co Ltd
35380044PRFENBU7WT74
AEON Financial Service Co Ltd
000000000
1200.00000000
NS
10745.73000000
0.000261610848
Long
EC
CORP
JP
N
2
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
4590.00000000
NS
USD
436417.20000000
0.010624822509
Long
EC
CORP
NL
N
1
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
000000000
10342.00000000
NS
1027713.24000000
0.025020257601
Long
EC
CORP
FR
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
3900.00000000
NS
49996.72000000
0.001217198304
Long
EC
CORP
JP
N
2
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
3829.00000000
NS
USD
430456.18000000
0.010479698120
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
6551.00000000
NS
USD
313072.29000000
0.007621921211
Long
EC
CORP
US
N
1
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
1434.00000000
NS
30453.05000000
0.000741396652
Long
EC
CORP
IL
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
386995.36000000
0.009421619982
N/A
DFE
CH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
10726944.30000000
USD
9270000.00000000
CHF
2024-03-20
386995.36000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-13.00000000
NC
USD
-32.50000000
-0.00000079123
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4525.00000000
USD
2023-12-29
XXXX
52442.75000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR DEC25
000000000
144.00000000
NC
155885.10000000
0.003795110548
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERZ5 Comdty
2025-12-15
35176593.35000000
EUR
155885.10000000
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
20200.00000000
NS
80117.91000000
0.001950515638
Long
EC
CORP
JP
N
2
N
N
N
Savills PLC
213800WXICGMBWHTA933
Savills PLC
000000000
1268.00000000
NS
15661.52000000
0.000381288524
Long
EC
CORP
GB
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB24
000000000
83.00000000
NC
USD
65081.33000000
0.001584441630
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCG4 Comdty
2024-02-27
17140818.67000000
USD
65081.33000000
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
15862.00000000
NS
26311.77000000
0.000640574858
Long
EC
CORP
GB
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR FEB24
000000000
-94.00000000
NC
USD
-570167.02000000
-0.01388103720
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAG24 Comdty
2024-02-19
-4996982.98000000
USD
-570167.02000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
112785.08000000
0.002745816289
N/A
DFE
PL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5766726.07000000
USD
23160000.00000000
PLN
2024-03-20
112785.08000000
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co Inc
000000000
2500.00000000
NS
18096.63000000
0.000440572648
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003132 CDS USD R F 5.00000 2 CCPCDX / Short: SX003132 CDS USD P V 03MEVENT 1 CCPCDX
000000000
31420500.00000000
OU
Notional Amount
USD
1838149.52000000
0.044750785249
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S41
2I65BRZP8
Y
sell protection
2028-12-20
675390.00000000
USD
0.00000000
USD
31420500.00000000
USD
1162759.52000000
N
N
N
IWG PLC
2138003LWDII27UTAG52
IWG PLC
000000000
7245.00000000
NS
17481.56000000
0.000425598423
Long
EC
CORP
JE
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
70727.99000000
0.001721912748
N/A
DFE
BR
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5423175.05000000
USD
26890000.00000000
BRL
2024-03-20
70727.99000000
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
5930.00000000
NS
746262.21000000
0.018168173772
Long
EC
CORP
FR
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
10014.00000000
NS
USD
331863.96000000
0.008079415000
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
241747.00000000
NS
473356.71000000
0.011524135683
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES113492 TRS USD R E JPGSGLMN INDEX / Short: ES113492 TRS USD P V 00MSOFR SOFRRATE +2.5 BPS
000000000
16833898.05000000
OU
Notional Amount
USD
416770.35000000
0.010146508881
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPGSGLMN Index
JPGSGLMN
JPGSGLMN Index
Y
equity-performance leg
2024-05-22
0.00000000
USD
0.00000000
USD
16833898.05000000
USD
416770.35000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
240.00000000
NS
9513.72000000
0.000231616871
Long
EC
CORP
IE
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
5100.00000000
NS
237317.99000000
0.005777640116
Long
EC
CORP
JP
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
10016.00000000
NS
USD
1308690.56000000
0.031860808694
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
19778.00000000
NS
141679.86000000
0.003449275981
Long
EC
CORP
GB
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL SEP24
000000000
70.00000000
NC
6179.25000000
0.000150437321
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 90 Day Australian Bank Accepted Bills Futures
IRU4 Comdty
2024-09-12
69319113.50000000
AUD
6179.25000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR SEP24
000000000
50.00000000
NC
12602.91000000
0.000306824941
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAU4 Comdty
2024-09-18
11951425.52000000
CAD
12602.91000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES112597 TRS GBP R V 01MSONIA SONIO/N +23 BPS / Short: ES112597 TRS GBP P E TUKXG INDEX
000000000
6488693.28000000
OU
Notional Amount
-178130.45000000
-0.00433668612
N/A
DE
GB
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
FTSE 100 Total Return Index
TUKXG INDEX
Y
equity-performance leg
2024-03-18
0.00000000
GBP
0.00000000
GBP
6488693.28000000
GBP
-178130.45000000
N
N
N
SCREEN Holdings Co Ltd
353800ND89FTQ9XQ0R07
SCREEN Holdings Co Ltd
000000000
832.00000000
NS
70129.93000000
0.001707352640
Long
EC
CORP
JP
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
3716.00000000
NS
USD
347817.60000000
0.008467815351
Long
EC
CORP
US
N
1
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
14319.00000000
NS
249052.74000000
0.006063329213
Long
EC
CORP
LU
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
5000.00000000
NS
108808.26000000
0.002648998366
Long
EC
CORP
JP
N
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
2500.00000000
NS
75355.92000000
0.001834582310
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
6169850.00000000
NS
USD
6169850.00000000
0.150208472904
Long
STIV
RF
US
N
1
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
7873227.00000000
NS
USD
398227821.66000000
9.695080587004
Long
EC
RF
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Long: ES113068 TRS USD R V 00MSOFR US0001M -15 BPS / Short: ES113068 TRS USD P E MSCI WORLD DAILY INDEX
000000000
28411540.39000000
OU
Notional Amount
USD
-404575.51000000
-0.00984961863
N/A
DE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
MSCI World Index
MXWO INDEX
Y
equity-performance leg
2024-01-17
0.00000000
USD
0.00000000
USD
28411540.39000000
USD
-404575.51000000
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
4103.00000000
NS
USD
423511.66000000
0.010310629870
Long
EC
CORP
US
N
1
N
N
N
Quilter PLC
54930092XIVK28RZGM95
Quilter PLC
000000000
10344.00000000
NS
13527.70000000
0.000329339474
Long
EC
CORP
GB
N
2
N
N
N
WH Smith PLC
2138001KJNGUJ34G7X91
WH Smith PLC
000000000
3026.00000000
NS
51384.55000000
0.001250985807
Long
EC
CORP
GB
N
2
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
2700.00000000
NS
50653.99000000
0.001233199913
Long
EC
CORP
JP
N
2
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
531.00000000
NS
27427.47000000
0.000667737203
Long
EC
CORP
JP
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
4164.00000000
NS
113679.95000000
0.002767602403
Long
EC
FR
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR24
000000000
144.00000000
NC
331837.16000000
0.008078762539
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-BTP Italian Bond Futures
IKH4 Comdty
2024-03-07
16869969.29000000
EUR
331837.16000000
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1653.00000000
NS
USD
375710.37000000
0.009146880545
Long
EC
CORP
US
N
1
N
N
N
AIXTRON SE
5299004UJ4D51M25LD67
AIXTRON SE
000000000
3842.00000000
NS
163582.84000000
0.003982516364
Long
EC
CORP
DE
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
10998.00000000
NS
USD
572445.90000000
0.013936517818
Long
EC
CORP
US
N
1
N
N
N
Casio Computer Co Ltd
353800JRMIABSXKHV344
Casio Computer Co Ltd
000000000
1500.00000000
NS
12988.78000000
0.000316219163
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
12290.00000000
NS
USD
1146042.50000000
0.027901050075
Long
EC
CORP
US
N
1
N
N
N
Hammerson PLC
213800G1C9KKVVDN1A60
Hammerson PLC
000000000
42102.00000000
NS
15217.12000000
0.000370469356
Long
EC
GB
N
2
N
N
N
Kaneka Corp
529900FWWCF6RY313R16
Kaneka Corp
000000000
700.00000000
NS
17743.70000000
0.000431980369
Long
EC
CORP
JP
N
2
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
3984.00000000
NS
USD
1177949.28000000
0.028677838603
Long
EC
CORP
US
N
1
N
N
N
Koei Tecmo Holdings Co Ltd
353800RQ25FIYLPYXP11
Koei Tecmo Holdings Co Ltd
000000000
3600.00000000
NS
41011.29000000
0.000998442951
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
193570.00000000
NS
809641.48000000
0.019711177793
Long
EC
CORP
ES
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
4362.00000000
NS
USD
346779.00000000
0.008442530049
Long
EC
CORP
US
N
1
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
12192.00000000
NS
USD
1198717.44000000
0.029183451154
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
THREE-MONTH SARON MAR24
000000000
65.00000000
NC
9133.57000000
0.000222361905
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Three Month SARON Index Futures
SSYH4 Comdty
2024-06-18
15996130.71000000
CHF
9133.57000000
N
N
N
Yamazaki Baking Co Ltd
N/A
Yamazaki Baking Co Ltd
000000000
900.00000000
NS
20556.71000000
0.000500464681
Long
EC
CORP
JP
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
8517.00000000
NS
USD
1231813.71000000
0.029989198486
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR24
000000000
144.00000000
NC
258991.21000000
0.006305286862
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
French Government Bond Futures
OATH4 Comdty
2024-03-07
18689875.92000000
EUR
258991.21000000
N
N
N
K+S AG
529900YURAYD4IJX2J91
K+S AG
000000000
5910.00000000
NS
93301.76000000
0.002271483891
Long
EC
CORP
DE
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
5.00000000
NC
USD
12.50000000
0.000000304319
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4610.00000000
USD
2023-12-29
XXXX
-817.50000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN25
000000000
170.00000000
NC
148043.75000000
0.003604208467
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF 3 Month Euro Euribor Futures
ERM5 Comdty
2025-06-16
41545646.35000000
EUR
148043.75000000
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
4370.00000000
NS
USD
351435.40000000
0.008555892729
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1097.00000000
NS
USD
859236.22000000
0.020918589669
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR24
000000000
100.00000000
NC
USD
599460.00000000
0.014594191295
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH4 Index
2024-03-15
9639040.00000000
USD
599460.00000000
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
552.00000000
NS
USD
1427256.72000000
0.034747368632
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
44700.00000000
NS
440186.52000000
0.010716588727
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-12.00000000
NC
USD
-30.00000000
-0.00000073036
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4560.00000000
USD
2023-12-29
XXXX
45017.00000000
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
1290.00000000
NS
USD
489980.70000000
0.011928856082
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
2426.00000000
NS
USD
656669.68000000
0.015986993174
Long
EC
CORP
US
N
1
N
N
N
Hulic Co Ltd
3538002E12E7IHAKTB10
Hulic Co Ltd
000000000
1800.00000000
NS
18802.98000000
0.000457769137
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
12932.00000000
NS
640082.85000000
0.015583177456
Long
EC
CORP
DE
N
2
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
8400.00000000
NS
56278.31000000
0.001370127151
Long
EC
CORP
JP
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
6444.00000000
NS
USD
2080703.16000000
0.050655890213
Long
EC
CORP
US
N
1
N
N
N
Morinaga Milk Industry Co Ltd
529900FB91P7MVO08949
Morinaga Milk Industry Co Ltd
000000000
700.00000000
NS
13550.32000000
0.000329890171
Long
EC
CORP
JP
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
11219.00000000
NS
USD
1003763.93000000
0.024437198162
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
103580.00000000
NS
622624.02000000
0.015158132408
Long
EC
CORP
JE
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE FEB24
000000000
14.00000000
NC
USD
-7960.12000000
-0.00019379360
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNG4 Comdty
2024-02-19
1395682.12000000
USD
-7960.12000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
47822.00000000
NS
USD
2343278.00000000
0.057048422566
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
4907.00000000
NS
USD
394424.66000000
0.009602490474
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
2788.00000000
NS
USD
282312.88000000
0.006873066052
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
5343.00000000
NS
153226.69000000
0.003730390060
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-79719.83000000
-0.00194082415
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3840000.00000000
GBP
4816861.82000000
USD
2024-03-20
-79719.83000000
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
406.00000000
NS
USD
2842182.70000000
0.069194538454
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
3140.00000000
NS
USD
429583.40000000
0.010458449800
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
8753.00000000
NS
USD
4052463.94000000
0.098659516832
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
7500.00000000
NS
40728.45000000
0.000991557052
Long
EC
CORP
JP
N
2
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
CBOE VOLATILITY INDEX
000000000
1490.00000000
NC
USD
129630.00000000
0.003155915353
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
Chicago Board Options Exchange Volatility Index
VIX INDEX
100.00000000
20.00000000
USD
2024-02-14
XXXX
-153470.00000000
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
900.00000000
NS
14332.50000000
0.000348932784
Long
EC
CORP
JP
N
2
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
729.00000000
NS
USD
236093.94000000
0.005747839929
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
17199.00000000
NS
USD
333316.62000000
0.008114780826
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
7850.00000000
NS
USD
1875051.00000000
0.045649172561
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1321.00000000
NS
USD
604767.01000000
0.014723393443
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT SEP24
000000000
46.00000000
NC
USD
-1684.50000000
-0.00004101010
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Three-Month SOFR Futures
SFRU4 Comdty
2024-12-17
11029609.50000000
USD
-1684.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN24
000000000
52.00000000
NC
USD
239817.34000000
0.005838488199
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXF4 Comdty
2024-01-15
3196082.66000000
USD
239817.34000000
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
8009.00000000
NS
USD
294811.29000000
0.007177346882
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
2606.00000000
NS
USD
414588.54000000
0.010093391488
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
10306.00000000
NS
USD
471087.26000000
0.011468884645
Long
EC
CORP
US
N
1
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
800.00000000
NS
17583.43000000
0.000428078505
Long
EC
CORP
JP
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
2928.00000000
NS
89740.09000000
0.002184773029
Long
EC
CORP
BE
N
2
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
8821.00000000
NS
USD
363954.46000000
0.008860676295
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
12525.00000000
NS
USD
1398165.75000000
0.034039132584
Long
EC
CORP
US
N
1
N
N
N
Coats Group PLC
2138003SPYWGAITNFY17
Coats Group PLC
000000000
11610.00000000
NS
11454.18000000
0.000278858462
Long
EC
CORP
GB
N
1
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
11343.00000000
NS
193486.76000000
0.004710544137
Long
EC
CORP
JP
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
18037.00000000
NS
USD
1328064.31000000
0.032332473548
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX003130 CDS EUR R F 5.00000 2 CCPCDX / Short: SX003130 CDS EUR P V 03MEVENT 1 CCPCDX
000000000
23450000.00000000
OU
Notional Amount
2054372.52000000
0.050014855953
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
sell protection
2028-12-20
910938.41000000
EUR
0.00000000
EUR
23450000.00000000
EUR
1079201.94000000
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
000000000
6326.00000000
NS
466525.50000000
0.011357826029
Long
EC
CORP
FR
N
2
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
2935.00000000
NS
USD
332535.50000000
0.008095764020
Long
EC
CORP
US
N
1
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
15100.00000000
NS
67320.55000000
0.001638956702
Long
EC
CORP
JP
N
2
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
213669.00000000
NS
USD
41137692.57000000
1.001520292999
Long
EC
CORP
US
N
1
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
2092.00000000
NS
136466.20000000
0.003322346492
Long
EC
CORP
LU
N
2
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
29470.00000000
NS
USD
6817589.80000000
0.165978063121
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
1149.00000000
NS
36177.27000000
0.000880756011
Long
EC
CORP
AT
N
2
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
2855.00000000
NS
USD
1036022.40000000
0.025222548781
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
18902.00000000
NS
214853.87000000
0.005230738463
Long
EC
CORP
IT
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
3390.00000000
NS
USD
2977403.10000000
0.072486555244
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
896870.00000000
NS
783271.81000000
0.019069193327
Long
EC
CORP
GB
N
2
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN24
000000000
84.00000000
NC
-17585.31000000
-0.00042812427
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBF4 Index
2024-01-19
8488337.44000000
EUR
-17585.31000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
901.00000000
NS
90187.95000000
0.002195676433
Long
EC
CORP
NL
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
2572.00000000
NS
101721.44000000
0.002476465742
Long
EC
CORP
JP
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
1400.00000000
NS
67379.14000000
0.001640383108
Long
EC
CORP
JP
N
2
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
1117.00000000
NS
USD
278512.78000000
0.006780550478
Long
EC
CORP
US
N
1
N
N
N
Bodycote PLC
213800V93QFW53NB7Y29
Bodycote PLC
000000000
3226.00000000
NS
24445.97000000
0.000595150906
Long
EC
CORP
GB
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU SEP25
000000000
60.00000000
NC
108216.13000000
0.002634582628
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIU5 Comdty
2025-12-16
14455351.31000000
GBP
108216.13000000
N
N
N
SPDR Bloomberg Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Convertible Securities ETF
78464A359
1739922.00000000
NS
USD
125535372.30000000
3.056229335998
Long
EC
RF
US
N
1
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
43855.00000000
NS
136471.88000000
0.003322484775
Long
EC
CORP
GB
N
2
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
9124.00000000
NS
USD
2125618.28000000
0.051749374104
Long
EC
CORP
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
284155.00000000
NS
USD
1861215.25000000
0.045312333435
Long
EC
CORP
US
N
1
N
N
N
Drax Group PLC
549300YPSNTXR4ZHSR98
Drax Group PLC
000000000
12257.00000000
NS
76507.73000000
0.001862623773
Long
EC
CORP
GB
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
2311.00000000
NS
USD
310737.06000000
0.007565068722
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
21170.00000000
NS
USD
2195540.70000000
0.053451674797
Long
EC
CORP
US
N
1
N
N
N
Kyocera Corp
N/A
Kyocera Corp
000000000
16800.00000000
NS
244608.98000000
0.005955143373
Long
EC
CORP
JP
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
13411.00000000
NS
380604.20000000
0.009266023592
Long
EC
CORP
LU
N
2
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
4744.00000000
NS
90173.80000000
0.002195331943
Long
EC
CORP
JP
N
2
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
4000.00000000
NS
USD
1426240.00000000
0.034722616011
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR24
000000000
17.00000000
NC
USD
-20381.92000000
-0.00049620932
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGH4 Comdty
2024-03-26
1674694.42000000
USD
-20381.92000000
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
1695.00000000
NS
50557.14000000
0.001230842045
Long
EC
CORP
ES
N
2
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
1699.00000000
NS
USD
296492.49000000
0.007218276643
Long
EC
CORP
US
N
1
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE JAN24
000000000
-131.00000000
NC
USD
821407.47000000
0.019997627446
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Futures
UXF4 Index
2024-01-17
-2662114.67000000
USD
821407.47000000
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
1500.00000000
NS
44566.56000000
0.001084998001
Long
EC
CORP
JP
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
3600.00000000
NS
33702.40000000
0.000820503908
Long
EC
CORP
JP
N
2
N
N
N
TP ICAP Group PLC
2138006YAA7IRVKKGE63
TP ICAP Group PLC
000000000
6692.00000000
NS
16637.07000000
0.000405038838
Long
EC
CORP
JE
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
36356.00000000
NS
USD
5828957.48000000
0.141909252525
Long
EC
CORP
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-14.00000000
NC
USD
-77350.00000000
-0.00188312931
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4780.00000000
USD
2024-01-31
XXXX
-2794.00000000
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
3500.00000000
NS
110893.98000000
0.002699776394
Long
EC
CORP
JP
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
32402.00000000
NS
436497.54000000
0.010626778432
Long
EC
CORP
GB
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
8739.00000000
NS
USD
285240.96000000
0.006944351809
Long
EC
CORP
US
N
1
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
811773.00000000
NS
USD
17193352.14000000
0.418581840573
Long
EC
RF
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
964.00000000
NS
70932.10000000
0.001726881921
Long
EC
CORP
IE
N
2
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
2900.00000000
NS
36796.89000000
0.000895841009
Long
EC
CORP
JP
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
2712.00000000
NS
USD
516608.88000000
0.012577134120
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JAN24
000000000
62.00000000
NC
USD
12508.04000000
0.000304515277
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNF4 Comdty
2024-01-15
6101311.96000000
USD
12508.04000000
N
N
N
NET One Systems Co Ltd
N/A
NET One Systems Co Ltd
000000000
1300.00000000
NS
22135.15000000
0.000538892692
Long
EC
CORP
JP
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1449.00000000
NS
USD
563197.32000000
0.013711355929
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
7254.00000000
NS
428610.86000000
0.010434772766
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
13584.00000000
NS
USD
502336.32000000
0.012229660609
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE FEB24
000000000
30.00000000
NC
USD
36527.10000000
0.000889272820
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXG4 Comdty
2024-02-19
1958097.90000000
USD
36527.10000000
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
11273.00000000
NS
17717.14000000
0.000431333751
Long
EC
CORP
GB
N
1
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
832.00000000
NS
29567.72000000
0.000719842794
Long
EC
CORP
GB
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
11438.00000000
NS
USD
460150.74000000
0.011202628906
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
237.00000000
NS
29678.47000000
0.000722539066
Long
EC
CORP
FR
N
2
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
1693.00000000
NS
81434.53000000
0.001982569494
Long
EC
CORP
GB
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAR24
000000000
-25.00000000
NC
USD
28417.50000000
0.000691840041
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Futures
S H4 Comdty
2024-03-14
-1650292.50000000
USD
28417.50000000
N
N
N
Alfresa Holdings Corp
N/A
Alfresa Holdings Corp
000000000
700.00000000
NS
11883.36000000
0.000289307091
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
4100.00000000
NS
140006.25000000
0.003408531003
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR24
000000000
402.00000000
NC
USD
2159903.60000000
0.052584069528
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESH4 Index
2024-03-15
94722096.40000000
USD
2159903.60000000
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
4994.00000000
NS
USD
401567.54000000
0.009776387910
Long
EC
CORP
US
N
1
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
1502.00000000
NS
27717.13000000
0.000674789139
Long
EC
CORP
JP
N
2
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
4270.00000000
NS
173513.66000000
0.004224287769
Long
EC
CORP
GB
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
284.00000000
NS
USD
1007410.48000000
0.024525975475
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
3730.00000000
NS
USD
401683.70000000
0.009779215891
Long
EC
CORP
US
N
1
N
N
N
Air France-KLM
969500AQW31GYO8JZD66
Air France-KLM
000000000
9074.00000000
NS
136546.36000000
0.003324298032
Long
EC
CORP
FR
N
2
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
4374.00000000
NS
USD
392435.28000000
0.009554057898
Long
EC
CORP
JE
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
71350.00000000
NS
USD
2377382.00000000
0.057878703652
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
74882.00000000
NS
USD
8163635.64000000
0.198748307144
Long
EC
CORP
US
N
1
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
1200.00000000
NS
20134.71000000
0.000490190854
Long
EC
CORP
JP
N
2
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties Inc
42250P103
15849.00000000
NS
USD
313810.20000000
0.007639886046
Long
EC
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1807.00000000
NS
USD
683841.08000000
0.016648496209
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR24
000000000
138.00000000
NC
USD
1441117.18000000
0.035084809336
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini NASDAQ 100 Index Futures
NQH4 Index
2024-03-15
45543742.82000000
USD
1441117.18000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1167.19000000
-0.00002841589
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
77510000.00000000
INR
926762.89000000
USD
2024-03-20
-1167.19000000
N
N
N
Hankyu Hanshin Holdings Inc
N/A
Hankyu Hanshin Holdings Inc
000000000
2800.00000000
NS
88983.61000000
0.002166356098
Long
EC
CORP
JP
N
2
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
14328.00000000
NS
USD
2947986.00000000
0.071770379377
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
13536.00000000
NS
USD
2975889.60000000
0.072449708234
Long
EC
CORP
IE
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
12691.00000000
NS
USD
5590639.32000000
0.136107262707
Long
EC
CORP
US
N
1
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
4047.00000000
NS
27369.58000000
0.000666327838
Long
EC
CORP
GB
N
2
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
5300.00000000
NS
70342.03000000
0.001712516334
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G FEB24
000000000
-1.00000000
NC
USD
-1102.01000000
-0.00002682905
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE Gas Oil Futures
QSG4 Comdty
2024-02-12
-73047.99000000
USD
-1102.01000000
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
23687.00000000
NS
313053.48000000
0.007621463271
Long
EC
CORP
DE
N
2
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
10992.00000000
NS
USD
2471880.96000000
0.060179334052
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
4284.00000000
NS
USD
324341.64000000
0.007896279884
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
77672.00000000
NS
USD
13212007.20000000
0.321653755847
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
11008.00000000
NS
USD
397939.20000000
0.009688053930
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
218409.00000000
NS
USD
33185063.46000000
0.807909058660
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
128036.21000000
0.003117113638
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
5054814.15000000
USD
6860000.00000000
CAD
2024-03-20
128036.21000000
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
14478.00000000
NS
USD
435643.02000000
0.010605974661
Long
EC
CORP
US
N
1
N
N
N
Breedon Group PLC
213800DQGNQE3X76WS92
Breedon Group PLC
000000000
13012.00000000
NS
60040.41000000
0.001461717594
Long
EC
CORP
GB
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
20272.00000000
NS
846611.73000000
0.020611239350
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: ES113983 TRS USD R E JPGSMARB INDEX / Short: ES113983 TRS USD P V 00MSOFR US0001M +89 BPS
000000000
38624668.04000000
OU
Notional Amount
USD
382342.36000000
0.009308340076
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPGSMARB Index
JPGSMARB
PGT Innovations Inc
684.09000000
USD
27842.61000000
USD
Splunk Inc
177.81000000
USD
27089.81000000
USD
Chico's FAS Inc
3572.49000000
USD
27079.47000000
USD
American Equity Investment Life Holding Co
486.02000000
USD
27119.80000000
USD
EngageSmart Inc
1177.85000000
USD
26972.68000000
USD
Capri Holdings Ltd
548.05000000
USD
27534.15000000
USD
ImmunoGen Inc
916.46000000
USD
27172.98000000
USD
Hawaiian Holdings Inc
1964.22000000
USD
27891.92000000
USD
United States Steel Corp
544.63000000
USD
26496.07000000
USD
Cerevel Therapeutics Holdings Inc
652.21000000
USD
27653.71000000
USD
Sovos Brands Inc
1226.52000000
USD
27020.28000000
USD
Dechra Pharmaceuticals PLC
7.09000000
USD
27348.68000000
USD
iRobot Corp
726.41000000
USD
28112.17000000
USD
Textainer Group Holdings Ltd
548.94000000
USD
27008.02000000
USD
Y
equity-performance leg
2024-07-30
0.00000000
USD
0.00000000
USD
38624668.04000000
USD
382342.36000000
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
2981.00000000
NS
USD
378288.90000000
0.009209656310
Long
EC
CORP
US
N
1
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
1981.00000000
NS
106820.99000000
0.002600617159
Long
EC
CORP
IT
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
8558.00000000
NS
202606.35000000
0.004932565691
Long
EC
CORP
DE
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE FEB24
000000000
-45.00000000
NC
USD
-11343.60000000
-0.00027616633
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LNG4 Comdty
2024-02-19
-4449191.40000000
USD
-11343.60000000
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
4728.00000000
NS
USD
329021.52000000
0.008010214198
Long
EC
CORP
US
N
1
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
319884.00000000
NS
573456.39000000
0.013961118766
Long
EC
CORP
GB
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
3400.00000000
NS
105003.91000000
0.002556379323
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
1569.00000000
NS
93671.03000000
0.002280473977
Long
EC
CORP
GB
N
2
N
N
N
Elis SA
969500UX71LCE8MAY492
Elis SA
000000000
1843.00000000
NS
38521.46000000
0.000937826637
Long
EC
CORP
FR
N
2
N
N
N
Konecranes Oyj
549300EF0CDEQZBMA096
Konecranes Oyj
000000000
766.00000000
NS
34556.18000000
0.000841289662
Long
EC
CORP
FI
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
2037.00000000
NS
USD
569708.16000000
0.013869865995
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
16221.00000000
NS
USD
1158990.45000000
0.028216275210
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
3005.00000000
NS
USD
311017.50000000
0.007571896192
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Motors Corp
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp
000000000
11500.00000000
NS
36398.10000000
0.000886132242
Long
EC
CORP
JP
N
2
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
8818.00000000
NS
USD
340903.88000000
0.008299496944
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
105780.00000000
NS
USD
5427571.80000000
0.132137292099
Long
EC
CORP
US
N
1
N
N
N
Sharp Corp/Japan
353800YEPK9PD7QO3449
Sharp Corp/Japan
000000000
3800.00000000
NS
27046.53000000
0.000658463004
Long
EC
CORP
JP
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
5419.00000000
NS
USD
1015195.46000000
0.024715505198
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
3827.00000000
NS
USD
330614.53000000
0.008048996923
Long
EC
CORP
US
N
1
N
N
N
Teleperformance SE
9695004GI61FHFFNRG61
Teleperformance SE
000000000
1311.00000000
NS
191939.91000000
0.004672885203
Long
EC
CORP
FR
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU MAR24
000000000
63.00000000
NC
13774.84000000
0.000335356237
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF Three Month SONIA Index Futures
SFIH4 Index
2024-06-18
14943818.24000000
GBP
13774.84000000
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology Inc
29109X106
1187.00000000
NS
USD
261318.05000000
0.006361935092
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
16516.00000000
NS
1139567.77000000
0.027743419127
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
5173.00000000
NS
USD
678283.76000000
0.016513200124
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
49460.00000000
NS
USD
3350915.00000000
0.081579912799
Long
EC
CORP
US
N
1
N
N
N
Keihan Holdings Co Ltd
353800ADZSZ9AD39RL13
Keihan Holdings Co Ltd
000000000
1200.00000000
NS
31318.11000000
0.000762457025
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR24
000000000
-13.00000000
NC
USD
6219.85000000
0.000151425751
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC Number 11 World Sugar Futures
SBH4 Comdty
2024-02-29
-304554.25000000
USD
6219.85000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR24
000000000
697.00000000
NC
1459346.56000000
0.035528613858
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H4 Index
2024-03-15
52917905.30000000
GBP
1459346.56000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) MAR24
000000000
154.00000000
NC
1307870.82000000
0.031840851662
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Japanese 10 Year Bond Futures
JBH4 Comdty
2024-03-13
22378130214.00000000
JPY
1307870.82000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR24
000000000
20.00000000
NC
USD
111743.25000000
0.002720452351
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Futures
KCH4 Comdty
2024-03-18
1299756.75000000
USD
111743.25000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR24
000000000
111.00000000
NC
USD
343535.00000000
0.008363553042
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USH4 Comdty
2024-03-19
13475965.00000000
USD
343535.00000000
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
10883.00000000
NS
USD
881631.83000000
0.021463823407
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
17205.00000000
NS
274062.85000000
0.006672214426
Long
EC
CORP
JP
N
2
N
N
N
Kewpie Corp
529900LQQ53U4P4VZN24
Kewpie Corp
000000000
2100.00000000
NS
37007.22000000
0.000900961612
Long
EC
CORP
JP
N
2
N
N
N
Future PLC
213800K2581YRLEXV353
Future PLC
000000000
2074.00000000
NS
21037.81000000
0.000512177332
Long
EC
CORP
GB
N
2
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
2162.00000000
NS
12362.49000000
0.000300971781
Long
EC
CORP
IM
N
1
N
N
N
Urban Logistics REIT PLC
213800P6ODJW2UFNDC37
Urban Logistics REIT PLC
000000000
18700.00000000
NS
30367.01000000
0.000739301960
Long
EC
GB
N
1
N
N
N
Hays PLC
213800QC8AWD4BO8TH08
Hays PLC
000000000
24086.00000000
NS
33519.72000000
0.000816056460
Long
EC
CORP
GB
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JAN24
000000000
-84.00000000
NC
USD
4342.28000000
0.000105715252
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Futures
LLF4 Comdty
2024-01-15
-4297267.28000000
USD
4342.28000000
N
N
N
Valeo SE
5493006IH2N2WMIBB742
Valeo SE
000000000
8566.00000000
NS
132392.81000000
0.003223177518
Long
EC
CORP
FR
N
2
N
N
N
2024-01-30
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President