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 false 0000822977 XXXXXXXX S000020314 C000201773 C000161524 C000057078 C000066743 C000057076 C000057077 C000066744 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Absolute Return Tracker Fund S000020314 DKFEL85SJZHUKV0SC582 2023-12-31 2023-12-31 N 4123473082.40 15948466.32 4107524616.08 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 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