0001752724-23-067992.txt : 20230327
0001752724-23-067992.hdr.sgml : 20230327
20230327150545
ACCESSION NUMBER: 0001752724-23-067992
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230327
DATE AS OF CHANGE: 20230327
PERIOD START: 20230731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST
CENTRAL INDEX KEY: 0000930007
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08764
FILM NUMBER: 23764249
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 787 SEVENTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-821-3000
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 787 SEVENTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 20020716
FORMER COMPANY:
FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 19980212
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
DATE OF NAME CHANGE: 19941212
0000930007
S000006035
PACE Alternative Strategies Investments
C000016591
Class A
PASIX
C000016594
Class Y
PASYX
C000016595
Class P
PASPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000930007
XXXXXXXX
S000006035
C000016591
C000016594
C000016595
PACE SELECT ADVISORS TRUST
811-08764
0000930007
549300TPB2UX3QR3SC50
C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
787 SEVENTH AVENUE
NEW YORK
10019
212-821-3000
PACE Alternative Strategies Investments
S000006035
549300303QV2ZI4ZA416
2023-07-31
2023-01-31
N
487585029.70
133369535.61
354215494.09
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
126739032.43000000
EUR
GBP
JPY
USD
N
Cash - USD
RMUSD0LP
AQR Style Premia Alternative Fund
549300H47CIW5R9UN420
AQR Style Premia Alternative Fund
00203H420
1673054.71400000
NS
USD
12698485.28000000
3.584960424338
Long
EC
RF
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-942.34000000
-0.00026603579
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
766000.00000000
ZAR
43022.15000000
USD
2023-02-17
-942.34000000
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
682.00000000
NS
USD
79609.86000000
0.022474979589
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold SEK
000000000
1.00000000
NC
44.05000000
0.000012435932
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
46300.00000000
SEK
4490.06000000
USD
2023-04-20
44.05000000
N
N
N
Revolve Group Inc
N/A
Revolve Group, Inc.
76156B107
968.00000000
NS
USD
27626.72000000
0.007799410376
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
1435.06000000
0.000405137557
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
47514.54000000
USD
45000.00000000
EUR
2023-02-10
1435.06000000
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp.
125491100
-48590.00000000
NS
-579552.29000000
-0.16361573665
Short
EC
CORP
CA
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
1650.86000000
0.000466060922
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
39886.37000000
USD
791000.00000000
MXN
2023-04-05
1650.86000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold ZAR
000000000
1.00000000
NC
-82.11000000
-0.00002318080
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
804000.00000000
ZAR
46091.76000000
USD
2023-02-10
-82.11000000
N
N
N
Advantage Energy Ltd
549300WK5YRPOB2DTT64
Advantage Energy Ltd.
00791P107
81890.00000000
NS
510831.61000000
0.144214925242
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold SEK
000000000
1.00000000
NC
3334.63000000
0.000941412799
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3758000.00000000
SEK
363504.46000000
USD
2023-03-15
3334.63000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold BRL
000000000
1.00000000
NC
-1889.78000000
-0.00053351138
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
233000.00000000
BRL
43930.92000000
USD
2023-02-10
-1889.78000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-239.57000000
-0.00006763396
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
852000.00000000
CZK
38532.02000000
USD
2023-04-26
-239.57000000
N
N
N
Ligand Pharmaceuticals Inc
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
4220.00000000
NS
USD
294134.00000000
0.083038151889
Long
EC
CORP
US
N
1
N
N
N
US Physical Therapy Inc
529900KL1UXQYFIOMY96
U.S. Physical Therapy, Inc.
90337L108
271.00000000
NS
USD
26869.65000000
0.007585678901
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
297.00000000
NS
USD
9702.99000000
0.002739290110
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
96.00000000
NS
USD
23356.80000000
0.006593952096
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
1480.00000000
NS
USD
360010.00000000
0.101635870256
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold PHP
000000000
1.00000000
NC
-1169.80000000
-0.00033025094
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2636000.00000000
PHP
47078.99000000
USD
2023-02-09
-1169.80000000
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
68.00000000
NS
USD
22620.20000000
0.006385999589
Long
EC
CORP
US
N
1
N
N
N
Plug Power Inc
549300JPDKRSJ8JSM954
Plug Power, Inc.
72919P202
-17886.00000000
NS
USD
-304419.72000000
-0.08594195484
Short
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
506.00000000
NS
USD
21327.90000000
0.006021165182
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2552.36000000
0.000720567011
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42733.22000000
USD
231000.00000000
BRL
2023-03-01
2552.36000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
321764.97000000
OU
Notional Amount
USD
72155.14000000
0.020370407620
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Pernod Ricard SA
Pernod Ricard SA
Y
equity-performance leg
2025-01-17
0.00000000
USD
0.00000000
USD
321764.97000000
USD
72155.14000000
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
962.00000000
NS
USD
75642.06000000
0.021354814021
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold THB
000000000
1.00000000
NC
-2289.58000000
-0.00064638053
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1479000.00000000
THB
42672.90000000
USD
2023-03-08
-2289.58000000
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp.
000000000
81800.00000000
NS
651126.91000000
0.183822255340
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased PHP / Sold USD
000000000
1.00000000
NC
53.45000000
0.000015089684
N/A
DFE
PH
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
38698.25000000
USD
2119000.00000000
PHP
2023-04-25
53.45000000
N
N
N
BancFirst Corp
549300EJEHGBP4IO2J30
BancFirst Corp.
05945F103
256.00000000
NS
USD
22049.28000000
0.006224820869
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
851.00000000
NS
USD
239513.95000000
0.067618146014
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased GBP / Sold USD
000000000
1.00000000
NC
1195.15000000
0.000337407600
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
46887.01000000
USD
39000.00000000
GBP
2023-02-03
1195.15000000
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C105
8137.00000000
NS
USD
260790.85000000
0.073624913181
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
4405.00000000
NS
220647.48000000
0.062291877030
Long
EC
CORP
AT
N
2
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
1446.00000000
NS
USD
242884.62000000
0.068569733411
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-5286.00000000
NS
USD
-2148653.28000000
-0.60659494456
Short
EC
RF
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
1283.00000000
NS
USD
76146.05000000
0.021497097464
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased PHP / Sold USD
000000000
1.00000000
NC
3280.51000000
0.000926133964
N/A
DFE
PH
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
44968.28000000
USD
2636000.00000000
PHP
2023-02-09
3280.51000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold EUR
000000000
1.00000000
NC
699.52000000
0.000197484303
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
268000.00000000
EUR
293451.80000000
USD
2023-04-20
699.52000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-34.00000000
NC
-33821.25000000
-0.00954821304
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
650.00000000
EUR
2023-03-17
XXXX
46782.95000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
U.S. Steel Corp.
912909108
-240979.00000000
NS
USD
-6865491.71000000
-1.93822456232
Short
EC
CORP
US
N
1
N
N
N
SOFI TECHNOLOGIES INC
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406FAA0
300000.00000000
PA
USD
226647.00000000
0.063985625637
Long
DBT
CORP
US
N
2
2026-10-15
None
0.00000000
N
N
N
N
Y
SoFi Technologies Inc
SoFi Technologies Inc
USD
XXXX
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
1268.00000000
NS
USD
272391.76000000
0.076900012716
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
576.59000000
0.000162779440
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40883.34000000
USD
2266000.00000000
PHP
2023-03-21
576.59000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
52.56000000
0.000014838424
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38488.34000000
USD
168000.00000000
PLN
2023-04-26
52.56000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-6124.77000000
-0.00172910843
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1688000.00000000
THB
45016.84000000
USD
2023-02-03
-6124.77000000
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp.
640491106
1015.00000000
NS
USD
21731.15000000
0.006135008310
Long
EC
CORP
US
N
1
N
N
N
2seventy bio Inc
N/A
2seventy bio, Inc.
901384107
1500.00000000
NS
USD
20400.00000000
0.005759206003
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
1097.00000000
NS
USD
74299.81000000
0.020975878028
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp.
25470M109
51263.00000000
NS
USD
737674.57000000
0.208255873135
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold THB
000000000
1.00000000
NC
-485.43000000
-0.00013704369
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1360000.00000000
THB
41002.14000000
USD
2023-04-12
-485.43000000
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
-9890.00000000
NS
USD
-996714.20000000
-0.28138639235
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NOK / Sold USD
000000000
1.00000000
NC
-207.18000000
-0.00005848981
N/A
DFE
NO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44619.54000000
USD
443000.00000000
NOK
2023-02-17
-207.18000000
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
160.00000000
NS
USD
23187.20000000
0.006546071639
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
859.00000000
NS
USD
37821.77000000
0.010677615923
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold KRW
000000000
1.00000000
NC
-3050.52000000
-0.00086120456
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
55729000.00000000
KRW
42248.06000000
USD
2023-03-08
-3050.52000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1573.67000000
-0.00044426910
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
317710.18000000
USD
256000.00000000
GBP
2023-04-20
-1573.67000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
1002.71000000
0.000283079090
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41099.80000000
USD
56000.00000000
CAD
2023-03-21
1002.71000000
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG
000000000
-7816.00000000
NS
-691198.89000000
-0.19513513709
Short
EC
CORP
CH
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased USD / Sold KRW
000000000
1.00000000
NC
-3552.68000000
-0.00100297137
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
63189000.00000000
KRW
47747.32000000
USD
2023-02-03
-3552.68000000
N
N
N
Sleep Country Canada Holdings Inc
549300XWL65DNWBSDJ21
Sleep Country Canada Holdings, Inc.
83125J104
-7830.00000000
NS
-152357.07000000
-0.04301253687
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold MXN
000000000
1.00000000
NC
-103.23000000
-0.00002914327
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
812000.00000000
MXN
42646.99000000
USD
2023-03-22
-103.23000000
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
-10760.00000000
NS
USD
-215092.40000000
-0.06072360006
Short
EC
CORP
US
N
1
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
Descartes Systems Group, Inc.
249906108
-22920.00000000
NS
-1672640.64000000
-0.47220990270
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-78.46000000
-0.00002215035
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40598.74000000
USD
708000.00000000
ZAR
2023-03-22
-78.46000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased SEK / Sold USD
000000000
1.00000000
NC
-444.82000000
-0.00012557892
N/A
DFE
SE
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
45164.21000000
USD
467000.00000000
SEK
2023-02-27
-444.82000000
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260Q107
-4010.00000000
NS
USD
-234504.80000000
-0.06620399274
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold CNY
000000000
1.00000000
NC
-162.32000000
-0.00004582521
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
274000.00000000
CNY
40586.09000000
USD
2023-04-19
-162.32000000
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
000000000
5800.00000000
NS
186027.54000000
0.052518182604
Long
EC
CORP
JP
N
2
N
N
N
DoubleVerify Holdings Inc
N/A
DoubleVerify Holdings, Inc.
25862V105
998.00000000
NS
USD
27135.62000000
0.007660765961
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
-6770.00000000
NS
-508557.74000000
-0.14357297986
Short
EC
CORP
CA
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
-1996.00000000
NS
USD
-347343.92000000
-0.09806005829
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
37.47000000
0.000010578306
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20200.00000000
SEK
1977.20000000
USD
2023-04-20
37.47000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold MXN
000000000
1.00000000
NC
-2442.63000000
-0.00068958869
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
881000.00000000
MXN
44278.23000000
USD
2023-02-10
-2442.63000000
N
N
N
Rubellite Energy Inc
549300P00XD5VWEUBU38
Rubellite Energy, Inc.
78111B206
113830.00000000
NS
200189.55000000
0.056516316575
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
11.00000000
NC
15426.66000000
0.004355162396
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
660.00000000
EUR
2023-03-17
XXXX
-888.25000000
N
N
N
Smartsheet Inc
549300N9WF42OK9VL589
Smartsheet, Inc.
83200N103
17551.00000000
NS
USD
758378.71000000
0.214100942125
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
484.00000000
NS
USD
24732.40000000
0.006982303262
Long
EC
CORP
US
N
1
N
N
N
Tamarack Valley Energy Ltd
549300TLKPX8BE14MH06
Tamarack Valley Energy Ltd.
87505Y409
157100.00000000
NS
569104.51000000
0.160666181885
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-1307.72000000
-0.00036918768
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
57000.00000000
SGD
42115.00000000
USD
2023-03-15
-1307.72000000
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
36576.00000000
NS
USD
843442.56000000
0.238115659555
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased EUR / Sold USD
000000000
1.00000000
NC
-542.06000000
-0.00015303113
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
238348.67000000
USD
217700.00000000
EUR
2023-04-20
-542.06000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MXN / Sold USD
000000000
1.00000000
NC
2181.87000000
0.000615972490
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44538.99000000
USD
881000.00000000
MXN
2023-02-10
2181.87000000
N
N
N
Colliers International Group Inc
D3O8K13PHLEXXD1DT480
Colliers International Group, Inc.
194693107
12405.00000000
NS
USD
1330560.30000000
0.375635826834
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
1089.15000000
0.000307482314
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40401.16000000
USD
2268000.00000000
PHP
2023-04-04
1089.15000000
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
875.00000000
NS
USD
94631.25000000
0.026715728582
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
114.00000000
NS
USD
21877.74000000
0.006176392722
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-2577.03000000
-0.00072753169
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
325000.00000000
CNY
45524.49000000
USD
2023-02-03
-2577.03000000
N
N
N
AMN Healthcare Services Inc
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
220.00000000
NS
USD
21084.80000000
0.005952534643
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-3261.65000000
-0.00092080952
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45000.00000000
CHF
45934.19000000
USD
2023-02-10
-3261.65000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-3312.00000000
NS
-827616.36000000
-0.23364770141
Short
EC
CORP
NL
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
15.00000000
NS
USD
24695.70000000
0.006971942337
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
60830.00000000
NS
USD
739692.80000000
0.208825647760
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold HUF
000000000
1.00000000
NC
-1574.43000000
-0.00044448366
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16651000.00000000
HUF
44172.28000000
USD
2023-03-08
-1574.43000000
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
-7950.00000000
NS
USD
-217750.50000000
-0.06147401896
Short
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
8417.00000000
NS
167022.78000000
0.047152872414
Long
EC
CORP
SE
N
2
N
N
N
Simulations Plus Inc
N/A
Simulations Plus, Inc.
829214105
598.00000000
NS
USD
24601.72000000
0.006945410466
Long
EC
CORP
US
N
1
N
N
N
SPDR Dow Jones Industrial Average ETF Trust
54930039F2SG3UG2OZ18
SPDR Dow Jones Industrial Average ETF Trust
78467X109
-3460.00000000
NS
USD
-1179271.80000000
-0.33292496225
Short
EC
RF
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
127.00000000
NS
USD
22871.43000000
0.006456925341
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp
N/A
REX American Resources Corp.
761624105
726.00000000
NS
USD
23754.72000000
0.006706290491
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
856.99000000
0.000241940291
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
732000.00000000
ZAR
42800.75000000
USD
2023-03-08
856.99000000
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
2397.00000000
NS
USD
774470.70000000
0.218643936508
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore, Inc.
29977A105
6556.00000000
NS
USD
851034.36000000
0.240258931130
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold HUF
000000000
1.00000000
NC
-3010.14000000
-0.00084980472
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17417000.00000000
HUF
44979.76000000
USD
2023-02-27
-3010.14000000
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
-11270.00000000
NS
USD
-588744.80000000
-0.16621091110
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-240.96000000
-0.00006802638
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44205.45000000
USD
766000.00000000
ZAR
2023-02-17
-240.96000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1936.34000000
-0.00054665592
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
671859.45000000
EUR
731975.55000000
USD
2023-04-20
-1936.34000000
N
N
N
SUNNOVA ENERGY INTL INC
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745KAF1
200000.00000000
PA
USD
159229.60000000
0.044952748441
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.25000000
N
N
N
N
Y
Sunnova Energy International Inc
Sunnova Energy International Inc
USD
XXXX
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
26.36000000
0.000007441797
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
488000.00000000
SEK
46693.94000000
USD
2023-02-03
26.36000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
895.72000000
0.000252874313
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
45927.84000000
USD
43000.00000000
EUR
2023-02-27
895.72000000
N
N
N
Trex Co Inc
N/A
Trex Co., Inc.
89531P105
508.00000000
NS
USD
26781.76000000
0.007560866322
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
2008.01000000
0.000566889374
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
46917.29000000
USD
45000.00000000
EUR
2023-02-03
2008.01000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
-246.98000000
-0.00006972591
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
56000.00000000
CAD
41855.53000000
USD
2023-03-21
-246.98000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased AUD / Sold USD
000000000
1.00000000
NC
2091.10000000
0.000590346846
N/A
DFE
AU
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43132.27000000
USD
64000.00000000
AUD
2023-03-01
2091.10000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
219445.18000000
OU
Notional Amount
USD
-12689.12000000
-0.00358231647
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Transportation Select Industry Index
SPSITN Index
Y
equity-performance leg
2023-12-05
0.01000000
USD
0.00000000
USD
219445.18000000
USD
-12689.13000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
2218.32000000
0.000626262836
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
42478.16000000
USD
194000.00000000
PLN
2023-03-01
2218.32000000
N
N
N
TimkenSteel Corp
549300QZTZWHDE9HJL14
TimkenSteel Corp.
887399103
1228.00000000
NS
USD
24154.76000000
0.006819227392
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold TWD
000000000
1.00000000
NC
-269.42000000
-0.00007606104
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1225000.00000000
TWD
40848.31000000
USD
2023-04-19
-269.42000000
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
30878.00000000
NS
326875.70000000
0.092281592830
Long
EC
CORP
GB
N
2
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos., Inc.
419596101
728.00000000
NS
USD
25421.76000000
0.007176919255
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased USD / Sold IDR
000000000
1.00000000
NC
-2162.42000000
-0.00061048148
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
685523000.00000000
IDR
43546.84000000
USD
2023-02-27
-2162.42000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
599.00000000
NS
USD
89945.84000000
0.025392971651
Long
EC
CORP
US
N
1
N
N
N
Dye & Durham Ltd
N/A
Dye & Durham Ltd.
267488104
-34870.00000000
NS
-557689.38000000
-0.15744353064
Short
EC
CORP
CA
N
1
N
N
N
Heritage-Crystal Clean Inc
N/A
Heritage-Crystal Clean, Inc.
42726M106
698.00000000
NS
USD
25965.60000000
0.007330452911
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAJ9
200000.00000000
PA
USD
175060.80000000
0.049422118151
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies, Inc.
USD
XXXX
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd.
000000000
1911.00000000
NS
USD
76592.88000000
0.021623243838
Long
EC
CORP
BM
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
-18827.00000000
NS
USD
-916310.09000000
-0.25868718486
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
13.00000000
NC
USD
338000.00000000
0.095422138680
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3860.00000000
USD
2023-03-17
XXXX
130627.90000000
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks, Inc.
00164V103
15848.00000000
NS
USD
293346.48000000
0.082815823953
Long
EC
CORP
US
N
1
N
N
N
Lightspeed Commerce Inc
254900T8MDWRTGMFZ257
Lightspeed Commerce, Inc.
53229C107
13880.00000000
NS
USD
251228.00000000
0.070925186557
Long
EC
CORP
CA
N
1
N
N
N
Nikola Corp
6354007SKFUCHYZAKQ61
Nikola Corp.
654110105
-6947.00000000
NS
USD
-18826.37000000
-0.00531494819
Short
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
-4560.00000000
NS
USD
-389925.60000000
-0.11008146354
Short
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
10981.00000000
NS
USD
4842071.95000000
1.366984796201
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold USD
000000000
1.00000000
NC
323.13000000
0.000091224129
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41400.67000000
USD
38000.00000000
CHF
2023-03-22
323.13000000
N
N
N
Brookfield Corp
C6J3FGIWG6MBDGTE8F80
Brookfield Corp.
11271J107
8800.00000000
NS
327383.41000000
0.092424926481
Long
EC
CORP
CA
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries, Inc.
374689107
480.00000000
NS
USD
25713.60000000
0.007259309778
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CZK / Sold USD
000000000
1.00000000
NC
2931.80000000
0.000827688243
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
47291.96000000
USD
1099000.00000000
CZK
2023-02-10
2931.80000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased GBP / Sold USD
000000000
1.00000000
NC
53.99000000
0.000015242133
N/A
DFE
GB
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
38232.62000000
USD
31000.00000000
GBP
2023-04-26
53.99000000
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp.
635017106
490.00000000
NS
USD
21658.00000000
0.006114357040
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold CAD
000000000
1.00000000
NC
-6761.31000000
-0.00190881260
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
389000.00000000
CAD
285686.80000000
USD
2023-03-15
-6761.31000000
N
N
N
AMERISAFE Inc
2549002B4EXPBLGMNN22
AMERISAFE, Inc.
03071H100
437.00000000
NS
USD
24069.96000000
0.006795287163
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
556.30000000
0.000157051289
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1302700.00000000
SEK
125649.52000000
USD
2023-04-20
556.30000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
22.00000000
NC
20425.38000000
0.005766371133
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
EURO STOXX 50 Index
SX5E INDEX
10.00000000
3100.00000000
EUR
2024-06-21
XXXX
-10177.66000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NOK
000000000
1.00000000
NC
-1248.09000000
-0.00035235330
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
464000.00000000
NOK
45254.76000000
USD
2023-02-10
-1248.09000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased CAD / Sold USD
000000000
1.00000000
NC
1015.75000000
0.000286760465
N/A
DFE
CA
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
44831.97000000
USD
61000.00000000
CAD
2023-02-09
1015.75000000
N
N
N
Enovix Corp
549300EC7NZGWORHYJ53
Enovix Corp.
293594107
26230.00000000
NS
USD
208266.20000000
0.058796468103
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
251005.44000000
OU
Notional Amount
USD
36979.57000000
0.010439851055
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CALPINE CORP
CALPINE CORP
Y
equity-performance leg
2025-06-26
0.01000000
USD
0.00000000
USD
251005.44000000
USD
36979.56000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold HUF
000000000
1.00000000
NC
-5136.55000000
-0.00145012007
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
18172000.00000000
HUF
45226.00000000
USD
2023-02-10
-5136.55000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased NOK / Sold USD
000000000
1.00000000
NC
-41.28000000
-0.00001165392
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
4063.23000000
USD
40000.00000000
NOK
2023-04-20
-41.28000000
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
8370.00000000
NS
USD
306844.20000000
0.086626419543
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-16.00000000
NC
-10849.08000000
-0.00306284738
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
FTSE 100 Index
UKX INDEX
10.00000000
7500.00000000
GBP
2023-03-17
XXXX
13903.01000000
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
-130.00000000
NS
USD
-317050.50000000
-0.08950780112
Short
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
3876.00000000
NS
USD
542756.28000000
0.153227707160
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp.
032095101
292.00000000
NS
USD
23292.84000000
0.006575895292
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
43887.00000000
NS
USD
2056983.69000000
0.580715334117
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings Inc
N/A
FirstCash Holdings, Inc.
33768G107
84.00000000
NS
USD
7743.12000000
0.002185991332
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
-364.00000000
NS
USD
-186258.80000000
-0.05258347054
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
-785.09000000
-0.00022164191
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
60000.00000000
CAD
44309.28000000
USD
2023-02-02
-785.09000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
596.00000000
NS
USD
76597.92000000
0.021624666700
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
-1027.34000000
-0.00029003248
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
77000.00000000
NZD
48750.24000000
USD
2023-02-10
-1027.34000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold JPY
000000000
1.00000000
NC
-2314.20000000
-0.00065333110
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6216000.00000000
JPY
45537.76000000
USD
2023-02-17
-2314.20000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1940.49000000
-0.00054782753
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
673300.00000000
EUR
733545.00000000
USD
2023-04-20
-1940.49000000
N
N
N
HERBALIFE LTD
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
42703MAE3
1500000.00000000
PA
USD
1860525.00000000
0.525252291625
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
4.25000000
N
N
N
N
N
Herbalife Nutrition Ltd.
Herbalife Nutrition Ltd.
USD
XXXX
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
-327.00000000
NS
USD
-38913.00000000
-0.01098568545
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1692.13000000
-0.00047771202
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
43000.00000000
EUR
45102.30000000
USD
2023-02-17
-1692.13000000
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
-1490.00000000
NS
USD
-194832.40000000
-0.05500391802
Short
EC
CORP
US
N
1
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
U.S. Steel Corp.
912909AT5
3500000.00000000
PA
USD
7781655.00000000
2.196870303483
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.00000000
N
N
N
N
Y
United States Steel Corp
U.S. Steel Corp.
USD
XXXX
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-70.00000000
NC
-3728.93000000
-0.00105272921
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
3825.00000000
EUR
2023-02-17
XXXX
68532.97000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
1450.20000000
0.000409411791
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
46616.14000000
USD
44000.00000000
CHF
2023-02-03
1450.20000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
40.00000000
NC
78732.93000000
0.022227409956
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
Swiss Market Index
SMI INDEX
10.00000000
11150.00000000
CHF
2023-03-17
XXXX
-16034.14000000
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
U.S. Steel Corp.
912909108
2642.00000000
NS
USD
75270.58000000
0.021249940009
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
982835.65000000
OU
Notional Amount
USD
5652.09000000
0.001595664247
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Euronav NV
Euronav NV
Y
equity-performance leg
2024-07-15
0.00000000
USD
0.00000000
USD
982835.65000000
USD
5652.09000000
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
250.00000000
NS
USD
24672.50000000
0.006965392652
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex, Inc.
704326107
193.00000000
NS
USD
22360.98000000
0.006312818149
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
2620.00000000
NS
USD
71971.40000000
0.020318535242
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp.
816850101
787.00000000
NS
USD
25994.61000000
0.007338642841
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold USD
000000000
1.00000000
NC
1748.28000000
0.000493563954
N/A
DFE
GB
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
45115.30000000
USD
38000.00000000
GBP
2023-02-17
1748.28000000
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
66839.00000000
NS
203149.10000000
0.057351839032
Long
EC
CORP
GB
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
78.00000000
NS
USD
28380.30000000
0.008012156575
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
1069.52000000
0.000301940490
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
48126.32000000
USD
45000.00000000
CHF
2023-02-10
1069.52000000
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
-44456.00000000
NS
-355754.16000000
-0.10043438695
Short
EC
CORP
GB
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
-1863.00000000
NS
USD
-183859.47000000
-0.05190610604
Short
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
1020.00000000
NS
USD
154805.40000000
0.043703734755
Long
EC
CORP
US
N
1
N
N
N
Ennis Inc
N/A
Ennis, Inc.
293389102
341.00000000
NS
USD
7242.84000000
0.002044755274
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd.
000000000
5833.00000000
NS
USD
332364.34000000
0.093831112852
Long
EC
CORP
CW
N
1
N
N
N
Catalyst Pharmaceuticals Inc
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals, Inc.
14888U101
13174.00000000
NS
USD
204065.26000000
0.057610483845
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
-10680.00000000
NS
USD
-582914.40000000
-0.16456490744
Short
EC
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
363.17000000
0.000102527982
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40246.52000000
USD
54000.00000000
CAD
2023-04-18
363.17000000
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
-3568.00000000
NS
USD
-369787.52000000
-0.10439620123
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
88867.24000000
OU
Notional Amount
USD
1698.84000000
0.000479606349
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dow Jones U.S. Real Estate Index
DJUSRE Index
Y
equity-performance leg
2025-11-28
0.00000000
USD
0.00000000
USD
88867.24000000
USD
1698.84000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
2985.00000000
NS
USD
441033.75000000
0.124510010815
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased CLP / Sold USD
000000000
1.00000000
NC
5542.39000000
0.001564694400
N/A
DFE
CL
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44221.09000000
USD
39707000.00000000
CLP
2023-02-17
5542.39000000
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918AAF2
275000.00000000
PA
USD
220751.58000000
0.062321265919
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold THB
000000000
1.00000000
NC
-1508.89000000
-0.00042598080
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1399000.00000000
THB
41138.95000000
USD
2023-04-05
-1508.89000000
N
N
N
Morgan Stanley International Ltd.
N/A
Swap
000000000
306876.00000000
OU
Notional Amount
USD
-1548.72000000
-0.00043722536
N/A
DE
US
N
2
Morgan Stanley International Ltd.
N/A
GS FX Intraday
GSFXI003 Index
GS FX Intraday
Y
equity-performance leg
2023-10-26
0.00000000
USD
0.00000000
USD
306876.00000000
USD
-1548.72000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1761744.60000000
OU
Notional Amount
USD
35911.92000000
0.010138438492
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Altra Industrial Motion Corp.
Altra Industrial Motion Corp.
Y
equity-performance leg
2024-10-31
0.00000000
USD
0.00000000
USD
1761744.60000000
USD
35911.92000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
2593.99000000
0.000732319744
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
43988.83000000
USD
202000.00000000
PLN
2023-02-17
2593.99000000
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
-33840.00000000
NS
USD
-964440.00000000
-0.27227493322
Short
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
-6570.00000000
NS
USD
-410165.10000000
-0.11579535814
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
112.00000000
NC
87104.31000000
0.024590767895
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Swiss Market Index
SMI INDEX
10.00000000
11500.00000000
CHF
2023-03-17
XXXX
-25247.46000000
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
000000000
1500.00000000
NS
26759.94000000
0.007554706230
Long
EC
CORP
JP
N
2
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
-4470.00000000
NS
USD
-305390.40000000
-0.08621599142
Short
EC
CORP
US
N
1
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd.
00208D408
60900.00000000
NS
707612.64000000
0.199768968835
Long
EC
CORP
CA
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
000000000
5913.00000000
NS
530616.40000000
0.149800448837
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased IDR / Sold USD
000000000
1.00000000
NC
2309.18000000
0.000651913888
N/A
DFE
ID
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
45039.75000000
USD
709903000.00000000
IDR
2023-02-10
2309.18000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased IDR / Sold USD
000000000
1.00000000
NC
-268.95000000
-0.00007592835
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
42918.40000000
USD
639909000.00000000
IDR
2023-03-24
-268.95000000
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets, Inc.
892672106
344.00000000
NS
USD
25641.76000000
0.007239028339
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold HUF
000000000
1.00000000
NC
-1280.24000000
-0.00036142970
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
16310000.00000000
HUF
43418.25000000
USD
2023-03-16
-1280.24000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold PHP
000000000
1.00000000
NC
-587.14000000
-0.00016575785
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2504000.00000000
PHP
45239.39000000
USD
2023-02-23
-587.14000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
-19940.00000000
NS
USD
-993012.00000000
-0.28034120939
Short
EC
CORP
US
N
1
N
N
N
Tourmaline Oil Corp
549300LCHLN94A7Y1572
Tourmaline Oil Corp.
89156V106
14800.00000000
NS
689750.85000000
0.194726335100
Long
EC
CORP
CA
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold AUD
000000000
1.00000000
NC
-1917.54000000
-0.00054134842
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
66000.00000000
AUD
44697.18000000
USD
2023-02-17
-1917.54000000
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
-840.00000000
NS
USD
-323912.40000000
-0.09144501169
Short
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold BRL
000000000
1.00000000
NC
-1623.06000000
-0.00045821259
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
223000.00000000
BRL
42035.82000000
USD
2023-03-08
-1623.06000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
645358.98000000
OU
Notional Amount
USD
0.00000000
0.000000
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Evo Payments Inc
Evo Payments Inc
Y
equity-performance leg
2024-08-05
0.00000000
USD
0.00000000
USD
645358.98000000
USD
0.00000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased KRW / Sold USD
000000000
1.00000000
NC
1867.07000000
0.000527100036
N/A
DFE
KR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
46254.18000000
USD
59222000.00000000
KRW
2023-02-27
1867.07000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold BRL
000000000
1.00000000
NC
-1027.22000000
-0.00028999860
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
217000.00000000
BRL
41341.21000000
USD
2023-03-22
-1027.22000000
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
2261.00000000
NS
USD
258432.30000000
0.072959061450
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
133.00000000
NS
USD
22689.80000000
0.006405648645
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
-1723.05000000
-0.00048644117
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
76000.00000000
NZD
47403.94000000
USD
2023-02-03
-1723.05000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold TWD
000000000
1.00000000
NC
-376.17000000
-0.00010619806
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1283000.00000000
TWD
42533.16000000
USD
2023-03-15
-376.17000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold THB
000000000
1.00000000
NC
-2752.45000000
-0.00077705522
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1524000.00000000
THB
43545.97000000
USD
2023-03-01
-2752.45000000
N
N
N
Liberty Media Corp-Liberty Braves
N/A
Liberty Media Corp.-Liberty Braves
531229706
-13552.00000000
NS
USD
-476081.76000000
-0.13440455540
Short
EC
CORP
US
N
1
N
N
N
Diamond Hill Investment Group Inc
549300AQ6779A0B7VZ57
Diamond Hill Investment Group, Inc.
25264R207
41.00000000
NS
USD
7725.63000000
0.002181053660
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
-4251.00000000
NS
USD
-573629.94000000
-0.16194377421
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-788.26000000
-0.00022253684
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38000.00000000
CHF
40998.78000000
USD
2023-04-05
-788.26000000
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp.
225310101
-320.00000000
NS
USD
-148044.80000000
-0.04179512259
Short
EC
CORP
US
N
1
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037X100
560.00000000
NS
989388.75000000
0.279318315123
Long
EC
CORP
CA
N
1
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co., Inc.
257651109
380.00000000
NS
USD
23693.00000000
0.006688866070
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
12840.00000000
NS
USD
397141.20000000
0.112118528586
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
250.00000000
NS
USD
25425.00000000
0.007177833952
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-2647.10000000
-0.00074731344
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
211000.00000000
MYR
46816.65000000
USD
2023-02-03
-2647.10000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased AUD / Sold USD
000000000
1.00000000
NC
2202.62000000
0.000621830506
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
46503.12000000
USD
69000.00000000
AUD
2023-02-03
2202.62000000
N
N
N
Resources Connection Inc
N/A
Resources Connection, Inc.
76122Q105
1253.00000000
NS
USD
21639.31000000
0.006109080591
Long
EC
CORP
US
N
1
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
2506.00000000
NS
55438.74000000
0.015651133540
Long
EC
CORP
FR
N
2
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast, Inc.
888787108
-29202.00000000
NS
USD
-651496.62000000
-0.18392662965
Short
EC
CORP
US
N
1
N
N
N
Mercer International Inc
549300Z5IAG39VRTY874
Mercer International, Inc.
588056101
-31112.00000000
NS
USD
-396055.76000000
-0.11181209365
Short
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
-630.00000000
NS
USD
-201051.90000000
-0.05675977007
Short
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
6485.00000000
NS
USD
432873.75000000
0.122206328413
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
714.83000000
0.000201806530
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
731000.00000000
ZAR
42626.36000000
USD
2023-03-01
714.83000000
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System, Inc.
197236102
763.00000000
NS
USD
23584.33000000
0.006658187005
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co.
959802109
54076.00000000
NS
USD
766256.92000000
0.216325071258
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings Inc
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
1790.00000000
NS
USD
98020.40000000
0.027672533143
Long
EC
CORP
US
N
1
N
N
N
BrainChip Holdings Ltd
529900BD8X9LIZTM7O70
BrainChip Holdings Ltd.
000000000
-218136.00000000
NS
-98639.68000000
-0.02784736456
Short
EC
CORP
AU
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased USD / Sold IDR
000000000
1.00000000
NC
-2194.10000000
-0.00061942519
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
676868000.00000000
IDR
42936.49000000
USD
2023-03-01
-2194.10000000
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
410.00000000
NS
USD
54222.50000000
0.015307771936
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased NOK / Sold USD
000000000
1.00000000
NC
-197.76000000
-0.00005583042
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
34997.69000000
USD
346100.00000000
NOK
2023-04-20
-197.76000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
65124.66000000
OU
Notional Amount
USD
-4926.90000000
-0.00139093294
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Provident Financial Services, Inc.
Provident Financial Services, Inc.
Y
equity-performance leg
2024-09-30
0.00000000
USD
0.00000000
USD
65124.66000000
USD
-4926.90000000
N
N
N
GOLDMAN SACHS PRIME BROKER JPY
N/A
Collateral Position
000000000
4.33000000
NS
0.03000000
0.000000008469
Long
STIV
CORP
JP
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-1967.91000000
-0.00055556858
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1455000.00000000
THB
42295.42000000
USD
2023-03-15
-1967.91000000
N
N
N
Rimini Street Inc
54930042ITIRGVM4HY55
Rimini Street, Inc.
76674Q107
1985.00000000
NS
USD
8932.50000000
0.002521769981
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
000000000
14200.00000000
NS
556781.41000000
0.157187197988
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased CAD / Sold USD
000000000
1.00000000
NC
944.08000000
0.000266527019
N/A
DFE
CA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
41907.87000000
USD
57000.00000000
CAD
2023-03-14
944.08000000
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
803.00000000
NS
USD
77609.95000000
0.021910376958
Long
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2413.93000000
-0.00068148628
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
232000.00000000
BRL
43082.64000000
USD
2023-02-27
-2413.93000000
N
N
N
Quebecor Inc
N/A
Quebecor, Inc.
748193208
13030.00000000
NS
309065.27000000
0.087253458743
Long
EC
CORP
CA
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
1922.00000000
NS
USD
184069.94000000
0.051965524679
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold EUR
000000000
1.00000000
NC
-17658.98000000
-0.00498537762
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
817000.00000000
EUR
872879.12000000
USD
2023-03-15
-17658.98000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-1206.35000000
-0.00034056951
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
129600.00000000
GBP
158837.76000000
USD
2023-04-20
-1206.35000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased THB / Sold USD
000000000
1.00000000
NC
3057.43000000
0.000863155353
N/A
DFE
TH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
48084.18000000
USD
1688000.00000000
THB
2023-02-03
3057.43000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-913.20000000
-0.00025780916
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
906000.00000000
CZK
40347.06000000
USD
2023-04-12
-913.20000000
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
-8652.00000000
NS
USD
-585740.40000000
-0.16536272686
Short
EC
CORP
US
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals, Inc.
269796108
9930.00000000
NS
USD
337024.20000000
0.095146656660
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HUF / Sold USD
000000000
1.00000000
NC
1343.20000000
0.000379204191
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
39470.47000000
USD
15012000.00000000
HUF
2023-04-12
1343.20000000
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare, Inc.
65343C102
416.00000000
NS
USD
7912.32000000
0.002233758864
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased EUR / Sold USD
000000000
1.00000000
NC
0.28000000
0.000000079047
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
23979.94000000
USD
22000.00000000
EUR
2023-03-15
0.28000000
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations, Inc.
739276103
302.00000000
NS
USD
25999.18000000
0.007339933016
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
3116.23000000
0.000879755417
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
43437.38000000
USD
237000.00000000
BRL
2023-02-17
3116.23000000
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
922.00000000
NS
55136.99000000
0.015565945284
Long
EC
CORP
AT
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
97.00000000
NS
USD
24126.81000000
0.006811336715
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased BRL / Sold USD
000000000
1.00000000
NC
1502.00000000
0.000424035657
N/A
DFE
BR
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
43963.15000000
USD
231000.00000000
BRL
2023-02-06
1502.00000000
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp.
575385109
-6560.00000000
NS
USD
-598403.20000000
-0.16893761283
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold PHP
000000000
1.00000000
NC
-186.01000000
-0.00005251323
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2377000.00000000
PHP
43311.10000000
USD
2023-03-07
-186.01000000
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
-3832.00000000
NS
USD
-392396.80000000
-0.11077911795
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased NOK / Sold USD
000000000
1.00000000
NC
-22.50000000
-0.00000635206
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2214.46000000
USD
21800.00000000
NOK
2023-04-20
-22.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased BRL / Sold USD
000000000
1.00000000
NC
2181.83000000
0.000615961197
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
41417.48000000
USD
223000.00000000
BRL
2023-03-15
2181.83000000
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
6710.00000000
NS
USD
247330.60000000
0.069824895897
Long
EC
CORP
US
N
1
N
N
N
D/S Norden A/S
529900RGXD3CBR3BRU63
D/S Norden AS
000000000
458.00000000
NS
24688.66000000
0.006969954847
Long
EC
CORP
DK
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold INR
000000000
1.00000000
NC
-552.77000000
-0.00015605472
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3394000.00000000
INR
40755.06000000
USD
2023-03-23
-552.77000000
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group, Inc.
008252108
210.00000000
NS
USD
36275.40000000
0.010241053992
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold KRW
000000000
1.00000000
NC
-1449.00000000
-0.00040907301
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
51845000.00000000
KRW
40739.14000000
USD
2023-04-05
-1449.00000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
282.77000000
0.000079829935
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45717.49000000
USD
42000.00000000
CHF
2023-02-27
282.77000000
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
11612.00000000
NS
USD
1049608.68000000
0.296319245632
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased NOK / Sold USD
000000000
1.00000000
NC
-45.82000000
-0.00001293562
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
4510.19000000
USD
44400.00000000
NOK
2023-04-20
-45.82000000
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co. PLC
000000000
2567.00000000
NS
14048.86000000
0.003966190139
Long
EC
GB
N
2
N
N
N
Virgin Galactic Holdings Inc
549300C631IMXCSMN048
Virgin Galactic Holdings, Inc.
92766K106
-46613.00000000
NS
USD
-257303.76000000
-0.07264045878
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
2776.01000000
0.000783706542
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
45075.95000000
USD
6216000.00000000
JPY
2023-02-17
2776.01000000
N
N
N
Bread Financial Holdings Inc
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
10824.00000000
NS
USD
444108.72000000
0.125378117956
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2443.79000000
0.000689916178
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40006.97000000
USD
218000.00000000
BRL
2023-04-05
2443.79000000
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp.
596278101
-4420.00000000
NS
USD
-687089.00000000
-0.19397485752
Short
EC
CORP
US
N
1
N
N
N
Robinhood Markets Inc
213800FS5AO3YWIE6F63
Robinhood Markets, Inc.
770700102
89530.00000000
NS
USD
932007.30000000
0.263118727314
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER DKK
N/A
Collateral Position
000000000
2.50000000
NS
0.37000000
0.000000104456
Long
STIV
CORP
DK
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold EUR
000000000
1.00000000
NC
-3924.91000000
-0.00110805711
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
45000.00000000
EUR
45000.39000000
USD
2023-02-03
-3924.91000000
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd.
000000000
109863.00000000
NS
USD
740476.62000000
0.209046931135
Long
EC
CORP
CH
N
1
N
N
N
PetMed Express Inc
529900PGHW5ASJ1AZL48
PetMed Express, Inc.
716382106
1247.00000000
NS
USD
26785.56000000
0.007561939115
Long
EC
CORP
US
N
1
N
N
N
Broadmark Realty Capital Inc
N/A
Broadmark Realty Capital, Inc.
11135B100
5996.00000000
NS
USD
26262.48000000
0.007414266297
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
2277310.10000000
OU
Notional Amount
USD
814.78000000
0.000230023817
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Aerojet Rocketdyne Holdings, Inc.
Aerojet Rocketdyne Holdings, Inc.
Y
equity-performance leg
2024-12-23
0.00000000
USD
0.00000000
USD
2277310.10000000
USD
814.78000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-3665.39000000
-0.00103479098
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45000.00000000
EUR
45284.21000000
USD
2023-02-10
-3665.39000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased CHF / Sold USD
000000000
1.00000000
NC
100.53000000
0.000028381028
N/A
DFE
CH
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43752.13000000
USD
40000.00000000
CHF
2023-03-08
100.53000000
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co.
61945C103
13152.00000000
NS
USD
651550.08000000
0.183941722163
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold MXN
000000000
1.00000000
NC
-1729.54000000
-0.00048827338
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
825000.00000000
MXN
41873.32000000
USD
2023-03-01
-1729.54000000
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd.
000000000
-546447.00000000
NS
USD
-3683052.78000000
-1.03977743533
Short
EC
CORP
CH
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-2897.62000000
-0.00081803874
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
311296.00000000
GBP
381524.38000000
USD
2023-04-20
-2897.62000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold HUF
000000000
1.00000000
NC
-721.23000000
-0.00020361334
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15638000.00000000
HUF
42055.88000000
USD
2023-03-22
-721.23000000
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
240.00000000
NS
USD
26078.40000000
0.007362297933
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corp
N/A
Forward Air Corp.
349853101
219.00000000
NS
USD
23619.15000000
0.006668017179
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Swap
000000000
904107.57000000
OU
Notional Amount
USD
-53168.93000000
-0.01501033435
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Moody's Corp.
Moody's Corp.
Y
equity-performance leg
2024-12-02
0.01000000
USD
0.00000000
USD
904107.57000000
USD
-53168.94000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1150500.00000000
OU
Notional Amount
32891.31000000
0.009285677941
N/A
DE
FR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Electricite de France SA
Electricite de France SA
Y
equity-performance leg
2024-10-14
0.00000000
EUR
0.00000000
EUR
1150500.00000000
EUR
32891.31000000
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd.
000000000
254.00000000
NS
USD
23350.22000000
0.006592094470
Long
EC
CORP
GG
N
1
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES, Inc.
000000000
-3181.00000000
NS
USD
-188569.68000000
-0.05323586436
Short
EC
CORP
KY
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
-15000.00000000
NS
USD
-468000.00000000
-0.13212296125
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased EUR / Sold USD
000000000
1.00000000
NC
-881.75000000
-0.00024893038
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1595726.27000000
USD
1460000.00000000
EUR
2023-04-20
-881.75000000
N
N
N
Dexus
N/A
Dexus
000000000
111102.00000000
NS
644175.89000000
0.181859884942
Long
EC
AU
N
2
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix, Inc.
67059N108
-7119.00000000
NS
USD
-198406.53000000
-0.05601294503
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased EUR / Sold USD
000000000
1.00000000
NC
-22.66000000
-0.00000639723
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
9963.13000000
USD
9100.00000000
EUR
2023-04-20
-22.66000000
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd.
008474108
6520.00000000
NS
USD
368249.60000000
0.103962024853
Long
EC
CORP
CA
N
1
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp.
057665200
182.00000000
NS
USD
23774.66000000
0.006711919833
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
24528.00000000
NS
USD
188375.04000000
0.053180914766
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold SGD
000000000
1.00000000
NC
-1371.80000000
-0.00038727837
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
57000.00000000
SGD
42044.81000000
USD
2023-03-08
-1371.80000000
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle, Inc.
118440106
504.00000000
NS
USD
22176.00000000
0.006260595702
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies, Inc.
69608A108
-41218.00000000
NS
USD
-320676.04000000
-0.09053134189
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
335359.47000000
OU
Notional Amount
USD
7418.17000000
0.002094253392
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Diageo PLC
Diageo PLC
Y
equity-performance leg
2025-01-17
0.00000000
USD
0.00000000
USD
335359.47000000
USD
7418.17000000
N
N
N
Capstone Copper Corp
549300III6KGKKC42W63
Capstone Copper Corp.
000000000
133350.00000000
NS
654447.78000000
0.184759783498
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold CHF
000000000
1.00000000
NC
-87.14000000
-0.00002460084
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
37000.00000000
CHF
40628.96000000
USD
2023-04-12
-87.14000000
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
652.00000000
NS
USD
110201.04000000
0.031111298584
Long
EC
CORP
US
N
1
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
409.00000000
NS
USD
26045.12000000
0.007352902522
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1364.56000000
-0.00038523441
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
194000.00000000
MYR
44181.28000000
USD
2023-03-01
-1364.56000000
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
155.00000000
NS
USD
24105.60000000
0.006805348834
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NOK
000000000
1.00000000
NC
237.59000000
0.000067074987
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
443000.00000000
NOK
44649.95000000
USD
2023-02-17
237.59000000
N
N
N
McPhy Energy SA
969500W5X02DTT3BZS69
McPhy Energy SA
000000000
-2146.00000000
NS
-32662.97000000
-0.00922121435
Short
EC
CORP
FR
N
2
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc.
000000000
16184.00000000
NS
USD
1217198.64000000
0.343632240912
Long
EC
CORP
CH
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp.
172908105
51.00000000
NS
USD
22630.74000000
0.006388975179
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-40.00000000
NC
-100972.15000000
-0.02850585355
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Swiss Market Index
SMI INDEX
10.00000000
11150.00000000
CHF
2023-03-17
XXXX
15564.82000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold MXN
000000000
1.00000000
NC
-1110.57000000
-0.00031352948
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
882000.00000000
MXN
45687.86000000
USD
2023-02-07
-1110.57000000
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AB8
6500000.00000000
PA
USD
8467290.00000000
2.390434676425
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.37500000
N
N
N
N
Y
Liberty Media Corp-Liberty Braves
Liberty Media Corp.-Liberty Braves
USD
XXXX
N
N
N
CES Energy Solutions Corp
984500NF54914EB1B646
CES Energy Solutions Corp.
15713J104
140840.00000000
NS
306967.80000000
0.086661313556
Long
EC
CORP
CA
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold USD
000000000
1.00000000
NC
1716.20000000
0.000484507320
N/A
DFE
GB
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
43924.18000000
USD
37000.00000000
GBP
2023-02-27
1716.20000000
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent, Inc.
30214U102
228.00000000
NS
USD
23379.12000000
0.006600253345
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CAD
000000000
1.00000000
NC
-4562.03000000
-0.00128792502
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
272170.00000000
CAD
200080.02000000
USD
2023-03-31
-4562.03000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
14424.00000000
NS
USD
1207144.56000000
0.340793833172
Long
EC
CORP
IE
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased CNY / Sold USD
000000000
1.00000000
NC
3284.76000000
0.000927333799
N/A
DFE
CN
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
44816.76000000
USD
325000.00000000
CNY
2023-02-03
3284.76000000
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
206.00000000
NS
USD
23764.16000000
0.006708955535
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
-1042.00000000
NS
USD
-178129.90000000
-0.05028856810
Short
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879Q109
1455.00000000
NS
USD
381704.70000000
0.107760588220
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
925.00000000
NC
USD
37000.00000000
0.010445618731
N/A
DE
KY
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Herbalife Nutrition Ltd.
Herbalife Nutrition Ltd.
100.00000000
7.50000000
USD
2024-01-19
XXXX
-64515.53000000
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
238.00000000
NS
16960.09000000
0.004788071183
Long
EC
CORP
GB
N
2
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
27654.00000000
NS
USD
692179.62000000
0.195412010922
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MXN / Sold USD
000000000
1.00000000
NC
772.92000000
0.000218206152
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39870.64000000
USD
775000.00000000
MXN
2023-04-12
772.92000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CHF
000000000
1.00000000
NC
-305.34000000
-0.00008620176
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
36000.00000000
CHF
39366.32000000
USD
2023-04-26
-305.34000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold GBP
000000000
1.00000000
NC
-25208.30000000
-0.00711665650
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1945000.00000000
GBP
2374862.12000000
USD
2023-03-15
-25208.30000000
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
000000000
21800.00000000
NS
USD
1158791.47000000
0.327143077966
Long
EC
CORP
BM
N
2
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
902.09000000
0.000254672654
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
40730.24000000
USD
181000.00000000
PLN
2023-03-22
902.09000000
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
-6899.00000000
NS
USD
-542468.37000000
-0.15314642613
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
-465.76000000
-0.00013149057
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
72000.00000000
NZD
46083.10000000
USD
2023-02-17
-465.76000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751861
32570.00000000
NS
1573239.56000000
0.444147584238
Long
EC
CORP
CA
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold AUD
000000000
1.00000000
NC
-242.53000000
-0.00006846961
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
55000.00000000
AUD
38703.65000000
USD
2023-04-27
-242.53000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1718.99000000
-0.00048529497
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
596444.00000000
EUR
649812.14000000
USD
2023-04-20
-1718.99000000
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
1307.00000000
NS
USD
231613.47000000
0.065387729747
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
-1479.00000000
NS
USD
-286718.94000000
-0.08094477649
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
367100.31000000
OU
Notional Amount
USD
107716.28000000
0.030409816001
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Airbus SE
Airbus SE
Y
equity-performance leg
2025-01-17
0.00000000
USD
0.00000000
USD
367100.31000000
USD
107716.28000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
600.01000000
0.000169391234
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
513000.00000000
SEK
49861.41000000
USD
2023-04-20
600.01000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
2502.00000000
NS
330912.81000000
0.093421325583
Long
EC
CORP
FR
N
2
N
N
N
J.P. MORGAN PRIME BROKER GBP
N/A
Collateral Position
000000000
-185660.35000000
NS
-228891.27000000
-0.06461921452
Short
STIV
CORP
GB
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
187.00000000
NS
USD
24377.32000000
0.006882059200
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold CAD
000000000
1.00000000
NC
-409.13000000
-0.00011550313
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
58000.00000000
CAD
43189.78000000
USD
2023-02-28
-409.13000000
N
N
N
Uranium Energy Corp
549300VD69WD2USLIP04
Uranium Energy Corp.
916896103
-75445.00000000
NS
USD
-304043.35000000
-0.08583570032
Short
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold INR
000000000
1.00000000
NC
-863.11000000
-0.00024366805
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
3689000.00000000
INR
44161.66000000
USD
2023-02-03
-863.11000000
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
2994.00000000
NS
USD
42275.28000000
0.011934904233
Long
EC
CORP
US
N
1
N
N
N
PowerCell Sweden AB
54930075IJ7TGOK3VC02
PowerCell Sweden AB
000000000
-18368.00000000
NS
-246281.04000000
-0.06952859039
Short
EC
CORP
SE
N
2
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings, Inc.
533900106
153.00000000
NS
USD
25531.11000000
0.007207790293
Long
EC
CORP
US
N
1
N
N
N
ITM Power PLC
21380042MB2JKZ6RRP12
ITM Power PLC
000000000
-70560.00000000
NS
-88435.28000000
-0.02496651938
Short
EC
CORP
GB
N
2
N
N
N
Victory Capital Holdings Inc
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc.
92645B103
826.00000000
NS
USD
24482.64000000
0.006911792512
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-68.79000000
-0.00001942038
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
43363.94000000
USD
755000.00000000
ZAR
2023-02-27
-68.79000000
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
5487.00000000
NS
223098.37000000
0.062983797637
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
233.00000000
NS
USD
23029.72000000
0.006501612827
Long
EC
CORP
US
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc.
83304A106
-16248.00000000
NS
USD
-187826.88000000
-0.05302616151
Short
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials Inc
54930053QJ7OUGZG4F72
Rayonier Advanced Materials, Inc.
75508B104
-35380.00000000
NS
USD
-245183.40000000
-0.06921871123
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CHF / Sold USD
000000000
1.00000000
NC
271.26000000
0.000076580501
N/A
DFE
CH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42517.78000000
USD
39000.00000000
CHF
2023-03-15
271.26000000
N
N
N
Calian Group Ltd
N/A
Calian Group Ltd.
12989J108
-3750.00000000
NS
-173753.34000000
-0.04905300386
Short
EC
CORP
CA
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
84001.00000000
NS
USD
441005.25000000
0.124501964865
Long
EC
CORP
US
N
1
N
N
N
MGP Ingredients Inc
2549006OMHFVZ4MS8538
MGP Ingredients, Inc.
55303J106
213.00000000
NS
USD
20776.02000000
0.005865361720
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
-5478.00000000
NS
USD
-816057.66000000
-0.23038451835
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1493.16000000
-0.00042154000
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
518086.00000000
EUR
564442.88000000
USD
2023-04-20
-1493.16000000
N
N
N
Lucid Group Inc
N/A
Lucid Group, Inc.
549498103
-28215.00000000
NS
USD
-329833.35000000
-0.09311657889
Short
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
21579.00000000
NS
USD
764543.97000000
0.215841481458
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-78.57000000
-0.00002218141
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40656.08000000
USD
709000.00000000
ZAR
2023-03-22
-78.57000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
98.69000000
0.000027861570
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
53200.00000000
SEK
5207.28000000
USD
2023-04-20
98.69000000
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162G103
-389.00000000
NS
USD
-60497.28000000
-0.01707923030
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold EUR
000000000
1.00000000
NC
584.68000000
0.000165063361
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
224000.00000000
EUR
245273.15000000
USD
2023-04-20
584.68000000
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C204
6566.00000000
NS
USD
221865.14000000
0.062635639519
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN PRIME BROKER CHF
N/A
Collateral Position
000000000
-91961.93000000
NS
-100449.95000000
-0.02835842916
Short
STIV
CORP
CH
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
4060.00000000
NS
USD
934652.60000000
0.263865532590
Long
EC
CORP
US
N
1
N
N
N
AlphaSimplex Managed Futures Strategy Fund
5493003UQM09GTIXUQ46
AlphaSimplex Managed Futures Strategy Fund
63872T729
1235504.87800000
NS
USD
12577439.66000000
3.550787548780
Long
EC
RF
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA
000000000
12715.00000000
NS
620771.27000000
0.175252432589
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased IDR / Sold USD
000000000
1.00000000
NC
1781.91000000
0.000503058174
N/A
DFE
ID
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
43348.68000000
USD
676868000.00000000
IDR
2023-03-01
1781.91000000
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Option
000000000
-23.00000000
NC
-41632.42000000
-0.01175341584
N/A
DE
DE
N
1
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Put
Written
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
680.00000000
EUR
2023-03-17
XXXX
-4512.19000000
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
17764.00000000
NS
55902.22000000
0.015781980442
Long
EC
CORP
GB
N
2
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
418.00000000
NS
USD
24427.92000000
0.006896344289
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings, Inc.
01973R101
1685.00000000
NS
USD
75959.80000000
0.021444516478
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
206.00000000
NS
USD
7049.32000000
0.001990121865
Long
EC
CORP
US
N
1
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888H103
124.00000000
NS
USD
8252.20000000
0.002329711753
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
-13170.00000000
NS
-539251.89000000
-0.15223836873
Short
EC
CORP
CA
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
14840.00000000
NS
USD
686350.00000000
0.193766227466
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold THB
000000000
1.00000000
NC
-1508.89000000
-0.00042598080
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1399000.00000000
THB
41138.95000000
USD
2023-04-05
-1508.89000000
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
-1415.00000000
NS
USD
-102799.75000000
-0.02902181065
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
9278716.10000000
OU
Notional Amount
68290.98000000
0.019279501077
N/A
DE
DK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Chr Hansen Holding AS
Chr Hansen Holding AS
Y
equity-performance leg
2024-12-16
0.00000000
DKK
0.00000000
DKK
9278716.10000000
DKK
68290.98000000
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
649.00000000
NS
USD
79664.75000000
0.022490475806
Long
EC
CORP
US
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-20369.00000000
NS
-365661.19000000
-0.10323128042
Short
EC
CORP
IT
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
9841.00000000
NS
USD
815326.85000000
0.230178200446
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold AUD
000000000
1.00000000
NC
-902.99000000
-0.00025492673
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
59000.00000000
AUD
40853.08000000
USD
2023-04-12
-902.99000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-2039.79000000
-0.00057586131
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
64000.00000000
AUD
43183.58000000
USD
2023-03-01
-2039.79000000
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed, Inc.
761152107
106.00000000
NS
USD
24207.22000000
0.006834037585
Long
EC
CORP
US
N
1
N
N
N
Holley Inc
254900EEM9JI9G1A4D88
Holley, Inc.
43538H103
30344.00000000
NS
USD
100438.64000000
0.028355236198
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
626.00000000
NS
USD
64102.40000000
0.018097006220
Long
EC
CORP
US
N
1
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp.
928881101
34772.00000000
NS
USD
800799.16000000
0.226076829884
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NOK
000000000
1.00000000
NC
368.92000000
0.000104151288
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
403000.00000000
NOK
40890.07000000
USD
2023-04-20
368.92000000
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343AD5
-100000.00000000
PA
USD
-85485.00000000
-0.02413361397
Short
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
286.00000000
NS
USD
24455.86000000
0.006904232143
Long
EC
CORP
US
N
1
N
N
N
Mullen Group Ltd
549300KLU7H5NA3I5P62
Mullen Group Ltd.
625284104
-14160.00000000
NS
-149842.40000000
-0.04230261027
Short
EC
CORP
CA
N
1
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA
000000000
806.00000000
NS
USD
74216.48000000
0.020952352801
Long
EC
CORP
PA
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
49548.00000000
NS
USD
799704.72000000
0.225767854129
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
1748.00000000
NS
USD
508493.20000000
0.143554759315
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-1780.79000000
-0.00050274198
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
191312.21000000
GBP
234472.24000000
USD
2023-04-20
-1780.79000000
N
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant, Inc.
48282T104
124.00000000
NS
USD
25267.48000000
0.007133363848
Long
EC
CORP
US
N
1
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co. Ltd.
291843407
18600.00000000
NS
535262.86000000
0.151112209638
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold PHP
000000000
1.00000000
NC
-1115.48000000
-0.00031491564
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2550000.00000000
PHP
45556.05000000
USD
2023-02-16
-1115.48000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
3443.00000000
NS
212848.87000000
0.060090220092
Long
EC
CORP
FR
N
2
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian, Inc.
32051X108
305.00000000
NS
USD
8369.20000000
0.002362742494
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
5234.00000000
NS
USD
87931.20000000
0.024824210534
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
242.16000000
0.000068365163
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
81100.00000000
GBP
100393.22000000
USD
2023-04-20
242.16000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-2647.10000000
-0.00074731344
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
211000.00000000
MYR
46816.65000000
USD
2023-02-03
-2647.10000000
N
N
N
Seadrill Ltd
213800EQ6L456U2JCO89
Seadrill Ltd.
000000000
9007.00000000
NS
USD
382797.50000000
0.108069100981
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-944.55000000
-0.00026665970
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40000.00000000
CHF
42908.11000000
USD
2023-03-08
-944.55000000
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
12763.00000000
NS
USD
1135268.85000000
0.320502312558
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
700.00000000
NC
USD
5600.00000000
0.001580958510
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Wayfair, Inc.
Wayfair, Inc.
100.00000000
17.50000000
USD
2023-03-17
XXXX
-51357.70000000
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
1428.00000000
NS
USD
84951.72000000
0.023983061559
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-815.80000000
-0.00023031177
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40295.53000000
USD
691000.00000000
ZAR
2023-04-12
-815.80000000
N
N
N
CONTRA ABIOMED INC
N/A
Contra Abiomed, Inc.
003CVR016
42.00000000
NS
USD
42.84000000
0.000012094332
N/A
DE
US
N
1
N/A
N/A
ABIOMED Inc.
ABIOMED Inc.
2499-12-31
XXXX
0.00000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
792.79000000
0.000223815731
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45157.94000000
USD
42000.00000000
CHF
2023-02-17
792.79000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold USD
000000000
1.00000000
NC
323.13000000
0.000091224129
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41400.67000000
USD
38000.00000000
CHF
2023-03-22
323.13000000
N
N
N
Boston Pizza Royalties Income Fund
5493005FU206TUQVFP65
Boston Pizza Royalties Income Fund
101084101
-8340.00000000
NS
-104300.93000000
-0.02944561481
Short
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-25.00000000
NC
USD
-226744.46000000
-0.06401313996
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
-4885755.54000000
USD
-226744.46000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
191.00000000
NC
340123.67000000
0.096021680495
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
EURO STOXX 50 Index
SX5E INDEX
10.00000000
4050.00000000
EUR
2023-03-17
XXXX
169086.09000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
1670.00000000
NS
USD
773644.20000000
0.218410603970
Long
EC
CORP
US
N
1
N
N
N
Banc of California Inc
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
1225.00000000
NS
USD
21339.50000000
0.006024440024
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories, Inc.
25659T107
317.00000000
NS
USD
25220.52000000
0.007120106381
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold CLP
000000000
1.00000000
NC
-801.94000000
-0.00022639890
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
36491000.00000000
CLP
44696.36000000
USD
2023-03-22
-801.94000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold GBP
000000000
1.00000000
NC
48.86000000
0.000013793863
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
11000.00000000
GBP
13622.52000000
USD
2023-03-15
48.86000000
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
23749.00000000
NS
808426.69000000
0.228230188540
Long
EC
CORP
NL
N
2
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings, Inc.
00827B106
-34433.00000000
NS
USD
-557470.27000000
-0.15738167282
Short
EC
CORP
US
N
1
N
N
N
Olaplex Holdings Inc
N/A
Olaplex Holdings, Inc.
679369108
4152.00000000
NS
USD
26199.12000000
0.007396378881
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CLP / Sold USD
000000000
1.00000000
NC
5162.94000000
0.001457570345
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40335.36000000
USD
36491000.00000000
CLP
2023-03-22
5162.94000000
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
77.00000000
NS
USD
25659.48000000
0.007244030943
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
135.00000000
NS
USD
35527.95000000
0.010030038378
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
3882.00000000
NS
USD
257337.78000000
0.072650063109
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
27.77000000
0.000007839860
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9300.00000000
GBP
11512.42000000
USD
2023-04-20
27.77000000
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
783549108
812.00000000
NS
USD
76660.92000000
0.021642452484
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
-308.12000000
-0.00008698659
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
59000.00000000
CAD
44040.89000000
USD
2023-02-23
-308.12000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold GBP
000000000
1.00000000
NC
-1377.50000000
-0.00038888756
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
36000.00000000
GBP
43031.32000000
USD
2023-03-01
-1377.50000000
N
N
N
Green Brick Partners Inc
549300R7SCIV7FQI6T56
Green Brick Partners, Inc.
392709101
892.00000000
NS
USD
27830.40000000
0.007856912095
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1489176.00000000
OU
Notional Amount
USD
6926.40000000
0.001955419826
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Cowen Inc
Cowen Inc
Y
equity-performance leg
2024-08-05
0.00000000
USD
0.00000000
USD
1489176.00000000
USD
6926.40000000
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB
000000000
-6089.00000000
NS
-111856.98000000
-0.03157879366
Short
EC
CORP
SE
N
2
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp.-Liberty SiriusXM
531229409
-128659.00000000
NS
USD
-5226128.58000000
-1.47540936723
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
731.01000000
0.000206374371
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
625000.00000000
SEK
60747.33000000
USD
2023-04-20
731.01000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased NZD / Sold USD
000000000
1.00000000
NC
2211.62000000
0.000624371332
N/A
DFE
NZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
44337.24000000
USD
72000.00000000
NZD
2023-02-17
2211.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CZK
000000000
1.00000000
NC
-3773.29000000
-0.00106525266
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1035000.00000000
CZK
43477.11000000
USD
2023-02-27
-3773.29000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold CNY
000000000
1.00000000
NC
-162.32000000
-0.00004582521
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
274000.00000000
CNY
40586.09000000
USD
2023-04-19
-162.32000000
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday, Inc.
98138H101
2207.00000000
NS
USD
400416.01000000
0.113043053361
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
98.00000000
NS
USD
23488.64000000
0.006631172377
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-4207.81000000
-0.00118792375
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1460000.00000000
EUR
1590636.71000000
USD
2023-04-20
-4207.81000000
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc.
74144T108
-6510.00000000
NS
USD
-758219.70000000
-0.21405605137
Short
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2413.93000000
-0.00068148628
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
232000.00000000
BRL
43082.64000000
USD
2023-02-27
-2413.93000000
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center, Inc.
76009N100
16960.00000000
NS
USD
456054.40000000
0.128750550896
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold BRL
000000000
1.00000000
NC
-665.16000000
-0.00018778399
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
223000.00000000
BRL
42934.15000000
USD
2023-03-15
-665.16000000
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
29720.00000000
NS
504361.05000000
0.142388195438
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased ZAR / Sold USD
000000000
1.00000000
NC
905.70000000
0.000255691807
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41356.69000000
USD
738000.00000000
ZAR
2023-03-15
905.70000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-506.09000000
-0.00014287630
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
54000.00000000
SGD
40656.25000000
USD
2023-04-12
-506.09000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold SEK
000000000
1.00000000
NC
407.66000000
0.000115088133
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
428000.00000000
SEK
41442.89000000
USD
2023-03-22
407.66000000
N
N
N
NV5 Global Inc
N/A
NV5 Global, Inc.
62945V109
168.00000000
NS
USD
22392.72000000
0.006321778796
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased EUR / Sold USD
000000000
1.00000000
NC
1243.35000000
0.000351015136
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
45551.08000000
USD
43000.00000000
EUR
2023-02-17
1243.35000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
3206.00000000
NS
USD
794478.86000000
0.224292520585
Long
EC
CORP
US
N
1
N
N
N
Heroux-Devtek Inc
549300ZEMF0P4EU7CI78
Heroux-Devtek, Inc.
42774L109
27620.00000000
NS
309506.75000000
0.087378094737
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold KRW
000000000
1.00000000
NC
-235.49000000
-0.00006648212
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
50042000.00000000
KRW
40508.69000000
USD
2023-04-19
-235.49000000
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp.
89346D107
121472.00000000
NS
USD
1181922.56000000
0.333673308965
Long
EC
CORP
CA
N
1
N
N
N
Addus HomeCare Corp
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
222.00000000
NS
USD
23869.44000000
0.006738677555
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
4923.58000000
0.001389995661
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45262.27000000
USD
214000.00000000
MYR
2023-02-10
4923.58000000
N
N
N
Secure Energy Services Inc
549300EZKELHYBQO9X11
Secure Energy Services, Inc.
81373C102
-40720.00000000
NS
-247891.47000000
-0.06998323736
Short
EC
CORP
CA
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp.
831865209
389.00000000
NS
USD
26335.30000000
0.007434824404
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1077.81000000
-0.00030428087
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
185000.00000000
MYR
42372.88000000
USD
2023-03-08
-1077.81000000
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
3738.00000000
NS
USD
86572.08000000
0.024440511904
Long
EC
CORP
US
N
1
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
067901108
-8480.00000000
NS
-165833.38000000
-0.04681708811
Short
EC
CORP
CA
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BT8
2000000.00000000
PA
USD
2617920.00000000
0.739075518626
Long
DBT
CORP
PA
N
2
2024-10-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp
Carnival Corp
USD
XXXX
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
8635.00000000
NS
USD
567751.25000000
0.160284137614
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-2587.70000000
-0.00073054398
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
278000.00000000
GBP
340716.80000000
USD
2023-04-20
-2587.70000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-184.98000000
-0.00005222244
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38480.83000000
USD
671000.00000000
ZAR
2023-04-26
-184.98000000
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
4423.00000000
NS
USD
1115569.06000000
0.314940785655
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
792.79000000
0.000223815731
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45157.94000000
USD
42000.00000000
CHF
2023-02-17
792.79000000
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
-806.00000000
NS
-306994.48000000
-0.08666884569
Short
EC
CORP
NL
N
2
N
N
N
Nabtesco Corp
529900DVHQXYRTGW7739
Nabtesco Corp.
000000000
-10400.00000000
NS
-304496.42000000
-0.08596360833
Short
EC
CORP
JP
N
2
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb, Inc.
009066AB7
200000.00000000
PA
USD
173704.40000000
0.049039187415
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health, Inc.
87166B102
3378.00000000
NS
USD
121337.76000000
0.034255350775
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
-498.00000000
NS
USD
-176222.28000000
-0.04975002023
Short
EC
CORP
US
N
1
N
N
N
Comfort Systems USA Inc
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
191.00000000
NS
USD
23118.64000000
0.006526716189
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
173.00000000
NS
USD
24687.10000000
0.006969514437
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold JPY
000000000
1.00000000
NC
-2533.76000000
-0.00071531597
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
6592000.00000000
JPY
48137.14000000
USD
2023-02-06
-2533.76000000
N
N
N
Houlihan Lokey Inc
549300S3CNGTQ1QZVY46
Houlihan Lokey, Inc.
441593100
249.00000000
NS
USD
24668.43000000
0.006964243634
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
138.00000000
NS
USD
23535.90000000
0.006644514537
Long
EC
CORP
US
N
1
N
N
N
CRA International Inc
N/A
CRA International, Inc.
12618T105
190.00000000
NS
USD
22579.60000000
0.006374537640
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
2652.00000000
NS
USD
171823.08000000
0.048508064403
Long
EC
CORP
US
N
1
N
N
N
BEYOND MEAT INC
549300XQ946NCE51DR09
Beyond Meat, Inc.
08862EAB5
340000.00000000
PA
USD
84994.56000000
0.023995155891
Long
DBT
CORP
US
N
2
2027-03-15
None
0.00000000
N
N
N
N
Y
Beyond Meat Inc
Beyond Meat, Inc.
USD
XXXX
N
N
N
Exchange Income Corp
549300G7SUZKHS2N8C38
Exchange Income Corp.
301283107
9110.00000000
NS
379586.19000000
0.107162503146
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1720.61000000
-0.00048575232
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
200000.00000000
MYR
45228.40000000
USD
2023-02-27
-1720.61000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1666.76000000
-0.00047054971
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
203000.00000000
MYR
45958.80000000
USD
2023-02-17
-1666.76000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-675.68000000
-0.00019075393
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40233.81000000
USD
692000.00000000
ZAR
2023-04-05
-675.68000000
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus, Inc.
127203107
442.00000000
NS
USD
23916.62000000
0.006751997131
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
-4700.00000000
NS
-305126.45000000
-0.08614147463
Short
EC
CORP
CA
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies, Inc.
942749102
152.00000000
NS
USD
24855.04000000
0.007016926253
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
379.00000000
NS
USD
66726.74000000
0.018837894195
Long
EC
CORP
US
N
1
N
N
N
DS Smith PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
51010.00000000
NS
223317.08000000
0.063045542537
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold TWD
000000000
1.00000000
NC
-587.20000000
-0.00016577479
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1380000.00000000
TWD
45444.07000000
USD
2023-02-17
-587.20000000
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro, Inc.
59162N109
-13110.00000000
NS
-711588.59000000
-0.20089143526
Short
EC
CORP
CA
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
-75108.00000000
NS
USD
-4877513.52000000
-1.37699044829
Short
EC
CORP
LR
N
1
N
N
N
Iovance Biotherapeutics Inc
549300220Z2GHH33XL82
Iovance Biotherapeutics, Inc.
462260100
8761.00000000
NS
USD
69737.56000000
0.019687890892
Long
EC
CORP
US
N
1
N
N
N
ATS Corp
5493005KP4RP3IU7HQ41
ATS Corp.
00217Y104
7290.00000000
NS
295205.14000000
0.083340549729
Long
EC
CORP
CA
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
-457.00000000
NS
USD
-175629.67000000
-0.04958271812
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MXN / Sold USD
000000000
1.00000000
NC
2356.17000000
0.000665179823
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40394.05000000
USD
812000.00000000
MXN
2023-03-22
2356.17000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold HUF
000000000
1.00000000
NC
-4356.26000000
-0.00122983327
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17498000.00000000
HUF
44022.02000000
USD
2023-02-17
-4356.26000000
N
N
N
Whitecap Resources Inc
5493004AMPGZA0JO5Q37
Whitecap Resources, Inc.
96467A200
-67780.00000000
NS
-564939.46000000
-0.15949032987
Short
EC
CORP
CA
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
-3730.00000000
NS
USD
-690907.90000000
-0.19505298653
Short
EC
CORP
US
N
1
N
N
N
Amphastar Pharmaceuticals Inc
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals, Inc.
03209R103
269.00000000
NS
USD
8139.94000000
0.002298019182
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
2931.78000000
0.000827682596
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44693.78000000
USD
203000.00000000
MYR
2023-02-17
2931.78000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
2095.00000000
NS
USD
485034.40000000
0.136932011188
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
6020.00000000
NS
USD
525365.40000000
0.148318017920
Long
EC
CORP
US
N
1
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
Itron, Inc.
465741AN6
215000.00000000
PA
USD
182627.02000000
0.051558168134
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Itron Inc
Itron, Inc.
USD
XXXX
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343AG8
450000.00000000
PA
USD
410318.10000000
0.115838552193
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.75000000
N
N
N
N
N
Patrick Industries, Inc.
Patrick Industries, Inc.
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
164.15000000
0.000046341846
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
24960.11000000
USD
23000.00000000
EUR
2023-04-20
164.15000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
849.20000000
0.000239741065
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44065.50000000
USD
41000.00000000
CHF
2023-03-01
849.20000000
N
N
N
DIGITALOCEAN HOLDINGS
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402DAB8
290000.00000000
PA
USD
224990.12000000
0.063517865184
Long
DBT
CORP
US
N
2
2026-12-01
None
0.00000000
N
N
N
N
Y
DigitalOcean Holdings Inc
DigitalOcean Holdings Inc
USD
XXXX
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
190.00000000
NS
USD
25638.60000000
0.007238136227
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International PLC
000000000
1657.00000000
NS
USD
115277.49000000
0.032544451590
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
46.00000000
NC
USD
257554.00000000
0.072711105046
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
S&P 500 Index
SPX Index
100.00000000
4100.00000000
USD
2023-02-17
XXXX
-285325.12000000
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2720.00000000
NS
USD
1007324.80000000
0.284381913498
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1586448.32000000
OU
Notional Amount
USD
19381.52000000
0.005471674820
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Meridian Bioscience Inc
Meridian Bioscience Inc
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1586448.32000000
USD
19381.52000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-100.20000000
-0.00002828786
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
275000.00000000
CNY
40776.82000000
USD
2023-04-12
-100.20000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold IDR
000000000
1.00000000
NC
-1903.91000000
-0.00053750048
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
660368000.00000000
IDR
42121.22000000
USD
2023-03-08
-1903.91000000
N
N
N
Ag Growth International Inc
549300ZCF9VG3Z4PHL09
Ag Growth International, Inc.
001181106
5390.00000000
NS
201778.14000000
0.056964797804
Long
EC
CORP
CA
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
414.00000000
NS
USD
29207.70000000
0.008245743195
Long
EC
CORP
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
641.00000000
NS
USD
23229.84000000
0.006558109508
Long
EC
CORP
US
N
1
N
N
N
Lakeland Financial Corp
N/A
Lakeland Financial Corp.
511656100
307.00000000
NS
USD
21707.97000000
0.006128464271
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold INR
000000000
1.00000000
NC
127.70000000
0.000036051500
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
3618000.00000000
INR
44254.23000000
USD
2023-02-17
127.70000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1326671.40000000
OU
Notional Amount
USD
-24289.35000000
-0.00685722403
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Black Knight Inc
Black Knight Inc
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1326671.40000000
USD
-24289.35000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased HUF / Sold USD
000000000
1.00000000
NC
5078.99000000
0.001433870083
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
42910.91000000
USD
17417000.00000000
HUF
2023-02-27
5078.99000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
539.69000000
0.000152362053
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1263800.05000000
SEK
121897.50000000
USD
2023-04-20
539.69000000
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
3503.00000000
NS
USD
396644.69000000
0.111978356852
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased INR / Sold USD
000000000
1.00000000
NC
-100.15000000
-0.00002827374
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
38526.11000000
USD
3167000.00000000
INR
2023-04-27
-100.15000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
54285.00000000
NS
953516.84000000
0.269191172015
Long
EC
CORP
GB
N
2
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold PHP
000000000
1.00000000
NC
-50.62000000
-0.00001429073
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
2266000.00000000
PHP
41409.31000000
USD
2023-03-21
-50.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-1771.87000000
-0.00050022374
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
61000.00000000
SGD
44672.51000000
USD
2023-02-17
-1771.87000000
N
N
N
Amneal Pharmaceuticals Inc
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals, Inc.
03168L105
83590.00000000
NS
USD
183898.00000000
0.051916983606
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
-728.56000000
-0.00020568270
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
71000.00000000
NZD
45178.86000000
USD
2023-02-27
-728.56000000
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
101.00000000
NS
USD
27550.78000000
0.007777971449
Long
EC
CORP
US
N
1
N
N
N
Avanza Bank Holding AB
549300MBWR5H8SIJLE03
Avanza Bank Holding AB
000000000
4981.00000000
NS
114929.64000000
0.032446248658
Long
EC
CORP
SE
N
2
N
N
N
SUNRUN INC
54930007SJ77CI66U531
Sunrun, Inc.
86771WAB1
250000.00000000
PA
USD
177451.50000000
0.050097046278
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Sunrun Inc
Sunrun Inc
USD
XXXX
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased THB / Sold USD
000000000
1.00000000
NC
521.91000000
0.000147342510
N/A
DFE
TH
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
44440.57000000
USD
1479000.00000000
THB
2023-03-08
521.91000000
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
-2990.00000000
NS
USD
-245867.70000000
-0.06941189871
Short
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
278.00000000
NS
USD
63636.98000000
0.017965611629
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CLP / Sold USD
000000000
1.00000000
NC
8784.40000000
0.002479959275
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
44093.91000000
USD
42105000.00000000
CLP
2023-02-03
8784.40000000
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
5213.00000000
NS
111281.95000000
0.031416454631
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1665249.45000000
OU
Notional Amount
USD
-51675.26000000
-0.01458865037
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Ritchie Bros Auctioneers, Inc.
Ritchie Bros Auctioneers, Inc.
Y
equity-performance leg
2024-11-12
0.00000000
USD
0.00000000
USD
1665249.45000000
USD
-51675.26000000
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience, Inc.
589584101
492.00000000
NS
USD
16713.24000000
0.004718381967
Long
EC
CORP
US
N
1
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
000000000
113000.00000000
NS
246859.72000000
0.069691959871
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-2039.79000000
-0.00057586131
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
64000.00000000
AUD
43183.58000000
USD
2023-03-01
-2039.79000000
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd.
453038408
-19170.00000000
NS
-1047718.91000000
-0.29578573706
Short
EC
CORP
CA
N
1
N
N
N
Helen of Troy Ltd
N/A
Helen of Troy Ltd.
000000000
-2740.00000000
NS
USD
-309921.40000000
-0.08749515624
Short
EC
CORP
BM
N
1
N
N
N
K-Bro Linen Inc
N/A
K-Bro Linen, Inc.
48243M107
17840.00000000
NS
388697.61000000
0.109734784752
Long
EC
CORP
CA
N
1
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341BAD8
2000000.00000000
PA
USD
2036160.00000000
0.574836514487
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PBE4
150000.00000000
PA
USD
135517.80000000
0.038258574867
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
256.00000000
NC
235129.06000000
0.066380230092
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
FTSE 100 Index
UKX INDEX
10.00000000
7850.00000000
GBP
2023-03-17
XXXX
685.19000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold THB
000000000
1.00000000
NC
236.63000000
0.000066803966
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1273000.00000000
THB
39123.90000000
USD
2023-04-26
236.63000000
N
N
N
Cavco Industries Inc
N/A
Cavco Industries, Inc.
149568107
96.00000000
NS
USD
25545.60000000
0.007211881023
Long
EC
CORP
US
N
1
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec, Inc.
85472N109
30180.00000000
NS
USD
1574188.80000000
0.444415567998
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased SGD / Sold USD
000000000
1.00000000
NC
1536.75000000
0.000433846069
N/A
DFE
SG
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
47184.22000000
USD
64000.00000000
SGD
2023-02-10
1536.75000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased INR / Sold USD
000000000
1.00000000
NC
561.95000000
0.000158646363
N/A
DFE
IN
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
42280.73000000
USD
3515000.00000000
INR
2023-03-01
561.95000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-2723.74000000
-0.00076894998
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
66000.00000000
AUD
43909.21000000
USD
2023-02-27
-2723.74000000
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
312.00000000
NS
USD
21883.68000000
0.006178069668
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER GBP
N/A
Collateral Position
000000000
102.44000000
NS
126.29000000
0.000035653437
Long
STIV
CORP
GB
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-11360.00000000
NS
-445175.51000000
-0.12567928772
Short
EC
CORP
ES
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased THB / Sold USD
000000000
1.00000000
NC
112.87000000
0.000031864783
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
44150.46000000
USD
1455000.00000000
THB
2023-03-15
112.87000000
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579102
-1910.00000000
NS
USD
-208419.20000000
-0.05883966214
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased TWD / Sold USD
000000000
1.00000000
NC
873.40000000
0.000246573064
N/A
DFE
TW
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
46991.50000000
USD
1437000.00000000
TWD
2023-02-03
873.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
604786.59000000
OU
Notional Amount
USD
43525.47000000
0.012287850397
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Pharmaceuticals Select Industry Index
SPSIPH Index
Y
equity-performance leg
2023-12-07
0.00000000
USD
0.00000000
USD
604786.59000000
USD
43525.47000000
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
25962.00000000
NS
56925.42000000
0.016070844147
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
207495.64000000
OU
Notional Amount
USD
-153.12000000
-0.00004322792
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P 500 Equal Weight Consumer Discretionary Index
SPXEW25 Index
Y
equity-performance leg
2025-11-28
0.00000000
USD
0.00000000
USD
207495.64000000
USD
-153.12000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
-85.00000000
NC
USD
-10200.00000000
-0.00287960300
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Guess?, Inc.
Guess?, Inc.
100.00000000
30.00000000
USD
2024-01-19
XXXX
3708.71000000
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
152.00000000
NS
USD
22534.00000000
0.006361664121
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664100
-26320.00000000
NS
USD
-514292.80000000
-0.14519206770
Short
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-616.00000000
NC
518994.42000000
0.146519400946
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH2 Comdty
2023-03-08
-65616309.75000000
EUR
518994.42000000
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
1507.00000000
NS
USD
163494.43000000
0.046156769742
Long
EC
CORP
US
N
1
N
N
N
American Software Inc/GA
N/A
American Software, Inc.
029683109
515.00000000
NS
USD
7833.15000000
0.002211408063
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
442.39000000
0.000124892899
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43138.90000000
USD
40000.00000000
EUR
2023-03-08
442.39000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold USD
000000000
1.00000000
NC
5260.03000000
0.001484980213
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
45807.53000000
USD
6640000.00000000
JPY
2023-02-10
5260.03000000
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
000000000
242.00000000
NS
USD
23928.96000000
0.006755480886
Long
EC
CORP
CH
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
000000000
-5070.00000000
NS
USD
-389426.70000000
-0.10994061708
Short
EC
CORP
BM
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
568.00000000
NS
USD
74271.68000000
0.020967936535
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AK8
1500000.00000000
PA
USD
1556385.00000000
0.439389305653
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.50000000
N
N
N
N
Y
Liberty Media Corp
Liberty Media Corp.
USD
XXXX
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased BRL / Sold USD
000000000
1.00000000
NC
2277.53000000
0.000642978649
N/A
DFE
BR
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
40090.90000000
USD
217000.00000000
BRL
2023-03-22
2277.53000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
1248.21000000
0.000352387182
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44925.66000000
USD
804000.00000000
ZAR
2023-02-10
1248.21000000
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
401.00000000
NS
USD
37112.55000000
0.010477393174
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-4180.58000000
-0.00118023634
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
69000.00000000
AUD
44525.16000000
USD
2023-02-03
-4180.58000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MXN / Sold USD
000000000
1.00000000
NC
2293.45000000
0.000647473088
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41570.08000000
USD
831000.00000000
MXN
2023-03-08
2293.45000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold TWD
000000000
1.00000000
NC
-291.09000000
-0.00008217878
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
1178000.00000000
TWD
39286.31000000
USD
2023-04-28
-291.09000000
N
N
N
Macnica Holdings Inc
N/A
Macnica Holdings, Inc.
000000000
4900.00000000
NS
130225.63000000
0.036764521081
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold IDR
000000000
1.00000000
NC
-1943.87000000
-0.00054878175
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
655903000.00000000
IDR
41778.33000000
USD
2023-03-15
-1943.87000000
N
N
N
Universal Display Corp
N/A
Universal Display Corp.
91347P105
198.00000000
NS
USD
26240.94000000
0.007408185253
Long
EC
CORP
US
N
1
N
N
N
StorageVault Canada Inc
254900A6LDI0HRL1VD69
StorageVault Canada, Inc.
86212H105
80950.00000000
NS
391198.00000000
0.110440679904
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1268.57000000
-0.00035813509
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
40000.00000000
EUR
42312.72000000
USD
2023-03-08
-1268.57000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold GBP
000000000
1.00000000
NC
-502.71000000
-0.00014192208
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
35000.00000000
GBP
42679.36000000
USD
2023-03-08
-502.71000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SGD
000000000
1.00000000
NC
-1889.17000000
-0.00053333917
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
59000.00000000
SGD
43044.41000000
USD
2023-03-01
-1889.17000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
1069.52000000
0.000301940490
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
48126.32000000
USD
45000.00000000
CHF
2023-02-10
1069.52000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
381.42000000
0.000107680213
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
40369.76000000
USD
33000.00000000
GBP
2023-04-19
381.42000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased TWD / Sold USD
000000000
1.00000000
NC
484.24000000
0.000136707740
N/A
DFE
TW
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
47780.89000000
USD
1448000.00000000
TWD
2023-02-10
484.24000000
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
304.00000000
NS
USD
25523.84000000
0.007205737870
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased GBP / Sold USD
000000000
1.00000000
NC
1101.72000000
0.000311031001
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43307.10000000
USD
36000.00000000
GBP
2023-03-01
1101.72000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold CNY
000000000
1.00000000
NC
-776.70000000
-0.00021927329
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
281000.00000000
CNY
40974.58000000
USD
2023-04-06
-776.70000000
N
N
N
DocGo Inc
N/A
DocGo, Inc.
256086109
1973.00000000
NS
USD
19730.00000000
0.005570055609
Long
EC
CORP
US
N
1
N
N
N
BOK Financial Corp
GRI2NT5QHYW751NMR949
BOK Financial Corp.
05561Q201
222.00000000
NS
USD
22311.00000000
0.006298708095
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
514.82000000
0.000145340903
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40870.27000000
USD
64000.00000000
NZD
2023-04-12
514.82000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased THB / Sold USD
000000000
1.00000000
NC
1622.58000000
0.000458077082
N/A
DFE
TH
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
44675.84000000
USD
1524000.00000000
THB
2023-03-01
1622.58000000
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
-1990.00000000
NS
USD
-309624.10000000
-0.08741122428
Short
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1121.00000000
NS
USD
341165.14000000
0.096315702077
Long
EC
US
N
1
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets, Inc.
457030104
233.00000000
NS
USD
22135.00000000
0.006249020827
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
-9479.00000000
NS
USD
-1025153.85000000
-0.28941530427
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
48.00000000
NC
76929.81000000
0.021718363900
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
FTSE 100 Index
UKX Index
10.00000000
7700.00000000
GBP
2023-02-17
XXXX
16353.44000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-913.61000000
-0.00025792491
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
317000.00000000
EUR
345364.27000000
USD
2023-04-20
-913.61000000
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group, Inc.
55405W104
244.00000000
NS
USD
24170.64000000
0.006823710538
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp.
447011107
1126.00000000
NS
USD
35682.94000000
0.010073794228
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient, Inc.
71375U101
317.00000000
NS
USD
23502.38000000
0.006635051371
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
-4920.00000000
NS
USD
-574311.60000000
-0.16213621639
Short
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd.
000000000
-4714.00000000
NS
USD
-268603.72000000
-0.07583059591
Short
EC
CORP
CW
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
-2400.00000000
NS
USD
-346296.00000000
-0.09776421578
Short
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
14358.00000000
NS
USD
1569472.98000000
0.443084225898
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
-3260.00000000
NS
USD
-732196.00000000
-0.20670919601
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
992.79000000
0.000280278535
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
43940.79000000
USD
59000.00000000
SGD
2023-03-01
992.79000000
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co., Inc.
829073105
244.00000000
NS
USD
26134.84000000
0.007378231736
Long
EC
CORP
US
N
1
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co. Ltd.
000000000
8400.00000000
NS
117669.60000000
0.033219777780
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased CNY / Sold USD
000000000
1.00000000
NC
176.36000000
0.000049788900
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
43153.93000000
USD
292000.00000000
CNY
2023-03-15
176.36000000
N
N
N
TECSYS Inc
549300YOTEBVOTQEP762
TECSYS, Inc.
878950104
2960.00000000
NS
63135.40000000
0.017824008563
Long
EC
CORP
CA
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes, Inc.
46187W107
-16980.00000000
NS
USD
-551850.00000000
-0.15579499180
Short
EC
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
46820.00000000
NS
USD
747247.20000000
0.210958360790
Long
EC
CORP
US
N
1
N
N
N
Korian SA
969500WEPS61H6TJM037
Korian SA
000000000
15329.00000000
NS
160509.18000000
0.045313991815
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
665.00000000
NC
USD
665.00000000
0.000187738823
N/A
DE
LR
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Royal Caribbean Cruises Ltd.
Royal Caribbean Cruises Ltd.
100.00000000
22.50000000
USD
2023-03-17
XXXX
-15624.82000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1793587.31000000
OU
Notional Amount
USD
74144.71000000
0.020932091124
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Evoqua Water Technologies Corp.
Evoqua Water Technologies Corp.
Y
equity-performance leg
2025-01-27
0.00000000
USD
0.00000000
USD
1793587.31000000
USD
74144.71000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-191.00000000
NC
-213667.44000000
-0.06032131387
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
EURO STOXX 50 Index
SX5E INDEX
10.00000000
4150.00000000
EUR
2023-03-17
XXXX
-117146.48000000
N
N
N
Full House Resorts Inc
5493009DKIWW0H901Y82
Full House Resorts, Inc.
359678109
28761.00000000
NS
USD
253672.02000000
0.071615167668
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
1193.95000000
0.000337068823
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
42256.74000000
USD
185000.00000000
MYR
2023-03-08
1193.95000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold INR
000000000
1.00000000
NC
-105.56000000
-0.00002980106
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3515000.00000000
INR
42737.12000000
USD
2023-03-01
-105.56000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased INR / Sold USD
000000000
1.00000000
NC
-47.69000000
-0.00001346355
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
42181.23000000
USD
3460000.00000000
INR
2023-03-15
-47.69000000
N
N
N
Guess? Inc
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617105
-17944.00000000
NS
USD
-415762.48000000
-0.11737557699
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1264561.82000000
OU
Notional Amount
USD
-16623.96000000
-0.00469317697
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Activision Blizzard, Inc.
Activision Blizzard, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1264561.82000000
USD
-16623.96000000
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
7089.00000000
NS
USD
855216.96000000
0.241439737749
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
4180.64000000
0.001180253283
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45596.94000000
USD
77000.00000000
NZD
2023-02-10
4180.64000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased HUF / Sold USD
000000000
1.00000000
NC
1130.22000000
0.000319076951
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
39343.70000000
USD
14915000.00000000
HUF
2023-04-19
1130.22000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold GBP
000000000
1.00000000
NC
223.76000000
0.000063170585
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
36400.00000000
GBP
45174.42000000
USD
2023-04-20
223.76000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
1060.72000000
0.000299456127
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
43288.29000000
USD
59000.00000000
CAD
2023-02-23
1060.72000000
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
-16490.00000000
NS
USD
-840495.30000000
-0.23728360673
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
-1.85000000
-0.00000052228
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
372.32000000
USD
300.00000000
GBP
2023-04-20
-1.85000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1364.56000000
-0.00038523441
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
194000.00000000
MYR
44181.28000000
USD
2023-03-01
-1364.56000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-788.26000000
-0.00022253684
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38000.00000000
CHF
40998.78000000
USD
2023-04-05
-788.26000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold NOK
000000000
1.00000000
NC
34.91000000
0.000009855582
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
61100.00000000
NOK
6178.44000000
USD
2023-04-20
34.91000000
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
4397.00000000
NS
USD
336678.29000000
0.095049001417
Long
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold TWD
000000000
1.00000000
NC
-1186.94000000
-0.00033508980
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
1361000.00000000
TWD
44242.90000000
USD
2023-02-24
-1186.94000000
N
N
N
Radius Global Infrastructure Inc
213800NT341MQ5USBX63
Radius Global Infrastructure, Inc.
750481103
20110.00000000
NS
USD
270881.70000000
0.076473701608
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
11794.00000000
NS
USD
1124086.14000000
0.317345276746
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
386180.64000000
OU
Notional Amount
USD
-18183.98000000
-0.00513359248
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Columbia Banking System, Inc.
Columbia Banking System, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
386180.64000000
USD
-18183.98000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-3097.46000000
-0.00087445638
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1584000.00000000
THB
44964.28000000
USD
2023-02-17
-3097.46000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold TWD
000000000
1.00000000
NC
-445.46000000
-0.00012575960
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1259000.00000000
TWD
41691.36000000
USD
2023-03-22
-445.46000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1778659.92000000
OU
Notional Amount
USD
-67205.55000000
-0.01897306897
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Xylem, Inc.
Xylem, Inc.
Y
equity-performance leg
2025-01-27
0.00000000
USD
0.00000000
USD
1778659.92000000
USD
-67205.55000000
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp.
87807B107
20200.00000000
NS
USD
871428.00000000
0.246016341616
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-2249.46000000
-0.00063505409
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
62000.00000000
AUD
41595.63000000
USD
2023-03-22
-2249.46000000
N
N
N
Uni-Select Inc
549300GQ1WI8PKN1NQ40
Uni-Select, Inc.
90457D100
36343.00000000
NS
1083830.18000000
0.305980454859
Long
EC
CORP
CA
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased TWD / Sold USD
000000000
1.00000000
NC
337.35000000
0.000095238634
N/A
DFE
TW
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
41799.47000000
USD
1259000.00000000
TWD
2023-03-22
337.35000000
N
N
N
NFI Group Inc
549300VX6QRAVXOXZW59
NFI Group, Inc.
62910L102
-17910.00000000
NS
-145509.08000000
-0.04107925328
Short
EC
CORP
CA
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NOK
000000000
1.00000000
NC
327.72000000
0.000092519950
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
358000.00000000
NOK
36324.18000000
USD
2023-04-20
327.72000000
N
N
N
Makita Corp
529900CDR9E94BCM6294
Makita Corp.
000000000
-27600.00000000
NS
-735176.49000000
-0.20755063012
Short
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-252.96000000
-0.00007141415
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38000.00000000
CHF
41470.84000000
USD
2023-03-22
-252.96000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
1450.00000000
NC
USD
4350.00000000
0.001228065985
N/A
DE
PA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Carnival Corp.
Carnival Corp.
100.00000000
5.00000000
USD
2023-03-17
XXXX
-103197.57000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-2046.08000000
-0.00057763706
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
63000.00000000
AUD
42482.54000000
USD
2023-03-08
-2046.08000000
N
N
N
ATI Inc
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741R102
3260.00000000
NS
USD
118631.40000000
0.033491307404
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
9359646.00000000
OU
Notional Amount
-63519.61000000
-0.01793247643
N/A
DE
DK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Novozymes AS
Novozymes AS
Y
equity-performance leg
2024-12-16
0.00000000
DKK
0.00000000
DKK
9359646.00000000
DKK
-63519.61000000
N
N
N
CoStar Group Inc
N/A
CoStar Group, Inc.
22160N109
289.00000000
NS
USD
22513.10000000
0.006355763758
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-210.00000000
NC
-143373.38000000
-0.04047631523
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
4125.00000000
EUR
2023-02-17
XXXX
-19040.08000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased SEK / Sold USD
000000000
1.00000000
NC
1706.44000000
0.000481751935
N/A
DFE
SE
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
44961.14000000
USD
488000.00000000
SEK
2023-02-03
1706.44000000
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
8140.00000000
NS
USD
666340.40000000
0.188117236856
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
24.18000000
0.000006826352
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
8100.00000000
GBP
10026.94000000
USD
2023-04-20
24.18000000
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp.-Liberty Formula One
531229870
-31657.00000000
NS
USD
-2015917.76000000
-0.56912184634
Short
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
75964.00000000
NS
1078678.46000000
0.304526052077
Long
EC
CORP
FR
N
2
N
N
N
Converge Technology Solutions Corp
5493008KQ4K2WEYRAJ45
Converge Technology Solutions Corp.
21250C106
75300.00000000
NS
325976.48000000
0.092027730418
Long
EC
CORP
CA
N
1
N
N
N
Cargojet Inc
549300C4GBBANCBT3K72
Cargojet, Inc.
14179V503
-3580.00000000
NS
-331968.28000000
-0.09371929956
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1666.76000000
-0.00047054971
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
203000.00000000
MYR
45958.80000000
USD
2023-02-17
-1666.76000000
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
13504.00000000
NS
221827.98000000
0.062625148730
Long
EC
CORP
ES
N
2
N
N
N
NexGen Energy Ltd
529900N0IXNXB3IP7F06
NexGen Energy Ltd.
65340P106
-73800.00000000
NS
-356090.34000000
-0.10052929528
Short
EC
CORP
CA
N
1
N
N
N
Kinaxis Inc
5299009VAZ14K7PFUQ15
Kinaxis, Inc.
49448Q109
5120.00000000
NS
595098.27000000
0.168004584759
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
562566.19000000
OU
Notional Amount
USD
-15720.29000000
-0.00443805826
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Equal Weights Index Energy
SPXEW10 Index
Y
equity-performance leg
2025-09-25
0.00000000
USD
0.00000000
USD
562566.19000000
USD
-15720.29000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold CHF
000000000
1.00000000
NC
-87.14000000
-0.00002460084
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
37000.00000000
CHF
40628.96000000
USD
2023-04-12
-87.14000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1383.11000000
-0.00039047134
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
214000.00000000
MYR
48802.74000000
USD
2023-02-10
-1383.11000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
85.00000000
NC
USD
850.00000000
0.000239966916
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Amyris, Inc.
Amyris, Inc.
100.00000000
3.00000000
USD
2023-03-17
XXXX
-3091.29000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold PLN
000000000
1.00000000
NC
-1469.04000000
-0.00041473058
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
202000.00000000
PLN
45113.78000000
USD
2023-02-17
-1469.04000000
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SmartCentres Real Estate Investment Trust
83179X108
-15990.00000000
NS
-338895.95000000
-0.09567507792
Short
EC
CA
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical, Inc.
379577208
309.00000000
NS
USD
23329.50000000
0.006586244924
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
55120000.00000000
OU
Notional Amount
85470.66000000
0.024129565596
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-15
48759.19000000
GBP
0.00000000
GBP
55120000.00000000
GBP
25930.46000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-2311.12000000
-0.00065246157
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
43000.00000000
EUR
44512.44000000
USD
2023-02-27
-2311.12000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CHF
000000000
1.00000000
NC
-104.98000000
-0.00002963732
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
18000.00000000
CHF
19718.84000000
USD
2023-04-20
-104.98000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
-938.13000000
-0.00026484725
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
57000.00000000
CAD
41911.43000000
USD
2023-03-07
-938.13000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-184.70000000
-0.00005214339
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38423.48000000
USD
670000.00000000
ZAR
2023-04-26
-184.70000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased CNY / Sold USD
000000000
1.00000000
NC
885.02000000
0.000249853553
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
44931.19000000
USD
309000.00000000
CNY
2023-03-01
885.02000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased BRL / Sold USD
000000000
1.00000000
NC
1547.02000000
0.000436745434
N/A
DFE
BR
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
39883.16000000
USD
213000.00000000
BRL
2023-04-12
1547.02000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
12200.00000000
NS
1009889.14000000
0.285105862631
Long
EC
CORP
CA
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Option
000000000
256.00000000
NC
279980.34000000
0.079042375240
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Purchased
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Dow Jones EURO STOXX 50 Dividend Futures
N/A
256.00000000
NC
N/A
279980.34000000
0.08000000
DE
US
Long
Eurex Dow Jones EURO STOXX 50 Dividend
SXZ4 Comdty
2024-12-20
256.00000000
EUR
100.00000000
125.00000000
EUR
2024-12-20
XXXX
175488.38000000
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
921.00000000
NS
USD
23872.32000000
0.006739490620
Long
EC
CORP
JE
N
1
N
N
N
FASTLY INC
549300E2FZC83FJ3H565
Fastly, Inc.
31188VAB6
260000.00000000
PA
USD
203169.46000000
0.057357586946
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Fastly Inc
Fastly, Inc.
USD
XXXX
N
N
N
Morgan Stanley International Ltd.
N/A
Swap
000000000
317331.00000000
OU
Notional Amount
USD
-144.90000000
-0.00004090730
N/A
DE
US
N
2
Morgan Stanley International Ltd.
N/A
MSESLRLS Index
MSESLRLS Index
Y
equity-performance leg
equity-performance leg
2023-11-21
0.00000000
USD
0.00000000
USD
317331.00000000
USD
-144.90000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased SEK / Sold USD
000000000
1.00000000
NC
-72.78000000
-0.00002054681
N/A
DFE
SE
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
41380.18000000
USD
431000.00000000
SEK
2023-03-15
-72.78000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SGD
000000000
1.00000000
NC
-3280.62000000
-0.00092616501
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
63000.00000000
SGD
44672.76000000
USD
2023-02-03
-3280.62000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CLP / Sold USD
000000000
1.00000000
NC
6323.21000000
0.001785130832
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42821.88000000
USD
39288000.00000000
CLP
2023-03-01
6323.21000000
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs, Inc.
227046109
-2120.00000000
NS
USD
-258152.40000000
-0.07288004175
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased IDR / Sold USD
000000000
1.00000000
NC
1803.47000000
0.000509144865
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
43905.79000000
USD
685523000.00000000
IDR
2023-02-27
1803.47000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
1024.49000000
0.000289227890
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
40332.62000000
USD
180000.00000000
PLN
2023-04-05
1024.49000000
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
280.00000000
NS
USD
24973.20000000
0.007050284478
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
1222820000.00000000
OU
Notional Amount
357861.49000000
0.101029315761
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-09-21
0.00000000
JPY
0.00000000
JPY
1222820000.00000000
JPY
357861.49000000
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057302
757.00000000
NS
USD
65374.52000000
0.018456143531
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-277.00000000
NC
-219684.45000000
-0.06202000015
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGH3 Index
2023-03-17
-11405661.73000000
EUR
-219684.45000000
N
N
N
Clean Energy Fuels Corp
549300MTQB4VUAOPMF71
Clean Energy Fuels Corp.
184499101
-31142.00000000
NS
USD
-176263.72000000
-0.04976171933
Short
EC
CORP
US
N
1
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter, Inc.
056525108
203.00000000
NS
USD
23527.70000000
0.006642199562
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-2085.00000000
NS
USD
-650499.15000000
-0.18364502989
Short
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
862.00000000
NS
USD
305027.32000000
0.086113488847
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-15.00000000
NC
USD
-378554.02000000
-0.10687110708
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini NASDAQ 100 Index Futures
NQH3 Index
2023-03-17
-3267045.98000000
USD
-378554.02000000
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
64517.00000000
NS
USD
1449051.82000000
0.409087644153
Long
EC
US
N
1
N
N
N
InterRent Real Estate Investment Trust
N/A
InterRent Real Estate Investment Trust
46071W205
43490.00000000
NS
471001.39000000
0.132970295726
Long
EC
CA
N
1
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline, Inc.
09239BAD1
200000.00000000
PA
USD
174445.20000000
0.049248325640
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Blackline Inc
Blackline, Inc.
USD
XXXX
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp.
000000000
16900.00000000
NS
297152.37000000
0.083890280057
Long
EC
CORP
JP
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CLP
000000000
1.00000000
NC
-5821.39000000
-0.00164346001
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
41138000.00000000
CLP
45654.10000000
USD
2023-02-27
-5821.39000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
2014481.18000000
OU
Notional Amount
23618.34000000
0.006667788505
N/A
DE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
OZ Minerals Ltd.
OZ Minerals Ltd.
Y
equity-performance leg
2024-12-30
0.00000000
AUD
0.00000000
AUD
2014481.18000000
AUD
23618.34000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased EUR / Sold USD
000000000
1.00000000
NC
-19.42000000
-0.00000548253
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
8539.82000000
USD
7800.00000000
EUR
2023-04-20
-19.42000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SEK
000000000
1.00000000
NC
287.24000000
0.000081091879
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
421000.00000000
SEK
40696.82000000
USD
2023-04-12
287.24000000
N
N
N
IonQ Inc
N/A
IonQ, Inc.
46222L108
-29135.00000000
NS
USD
-129359.40000000
-0.03651997220
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased INR / Sold USD
000000000
1.00000000
NC
-9.26000000
-0.00000261422
N/A
DFE
IN
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
40363.26000000
USD
3321000.00000000
INR
2023-04-12
-9.26000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NOK / Sold USD
000000000
1.00000000
NC
-248.79000000
-0.00007023690
N/A
DFE
NO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
46751.64000000
USD
464000.00000000
NOK
2023-02-10
-248.79000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold PLN
000000000
1.00000000
NC
-198.45000000
-0.00005602521
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
186000.00000000
PLN
42607.58000000
USD
2023-03-15
-198.45000000
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
7890.00000000
NS
USD
752469.30000000
0.212432632833
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER EUR
N/A
Collateral Position
000000000
6.01000000
NS
6.53000000
0.000001843510
Long
STIV
CORP
EE
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-2382.91000000
-0.00067272890
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
256000.00000000
GBP
313753.60000000
USD
2023-04-20
-2382.91000000
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd.
000000000
584.00000000
NS
USD
25713.52000000
0.007259287193
Long
EC
CORP
BM
N
1
N
N
N
WORLD WRESTLING ENTERTAI
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc.
98156QAB4
978000.00000000
PA
USD
3369708.78000000
0.951316031123
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.37500000
N
N
N
N
Y
World Wrestling Entertainment Inc
World Wrestling Entertainment, Inc.
USD
XXXX
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
2931.78000000
0.000827682596
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44693.78000000
USD
203000.00000000
MYR
2023-02-17
2931.78000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
849.20000000
0.000239741065
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44065.50000000
USD
41000.00000000
CHF
2023-03-01
849.20000000
N
N
N
Axcelis Technologies Inc
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
192.00000000
NS
USD
21110.40000000
0.005959761882
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2443.79000000
0.000689916178
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40006.97000000
USD
218000.00000000
BRL
2023-04-05
2443.79000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
58970.00000000
NS
USD
1201218.90000000
0.339120936278
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-2438.47000000
-0.00068841426
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
309000.00000000
CNY
43377.74000000
USD
2023-03-01
-2438.47000000
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
12719.00000000
NS
USD
454958.63000000
0.128441199662
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-16.00000000
NC
USD
-60998.72000000
-0.01722079384
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index Futures in USD
FMWOH3
2023-03-17
-1307641.28000000
USD
-60998.72000000
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
3476.00000000
NS
USD
328968.64000000
0.092872459135
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
234.00000000
NS
USD
136892.34000000
0.038646626780
Long
EC
CORP
US
N
1
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BP6
4250000.00000000
PA
USD
6506495.00000000
1.836874758038
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.00000000
N
N
N
N
N
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
Hachijuni Bank Ltd/The
FE70I3MHDCWOZWK19W48
Hachijuni Bank Ltd.
000000000
53600.00000000
NS
232804.51000000
0.065723977037
Long
EC
CORP
JP
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1244.00000000
NS
USD
313985.60000000
0.088642536884
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768302
20451.00000000
NS
USD
248479.65000000
0.070149288821
Long
EC
CORP
US
N
1
N
N
N
Arizona Metals Corp
N/A
Arizona Metals Corp.
040518102
58920.00000000
NS
185543.42000000
0.052381508741
Long
EC
CORP
CA
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
28030.00000000
NS
602267.86000000
0.170028660532
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold MXN
000000000
1.00000000
NC
-2479.06000000
-0.00069987339
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
853000.00000000
MXN
42619.74000000
USD
2023-02-27
-2479.06000000
N
N
N
ioneer Ltd
N/A
ioneer Ltd.
000000000
-571316.00000000
NS
-175810.70000000
-0.04963382543
Short
EC
CORP
AU
N
2
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National, Inc.
80689H102
3850.00000000
NS
USD
102025.00000000
0.028803087866
Long
EC
CORP
US
N
1
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
-1230.00000000
NS
USD
-409885.20000000
-0.11571633845
Short
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp.
44980X109
234.00000000
NS
USD
26231.40000000
0.007405491978
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased JPY / Sold GBP
000000000
1.00000000
NC
N/A
-184561.98000000
-0.05210443446
N/A
DFE
JP
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
7477000.00000000
GBP
1165296731.00000000
JPY
2023-04-20
-184561.98000000
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
424.00000000
NS
USD
17820.72000000
0.005031039098
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
145.00000000
NS
USD
24787.75000000
0.006997929343
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
2229.00000000
NS
227056.28000000
0.064101171119
Long
EC
CORP
DE
N
2
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased TWD / Sold USD
000000000
1.00000000
NC
531.76000000
0.000150123303
N/A
DFE
TW
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
44898.08000000
USD
1361000.00000000
TWD
2023-02-24
531.76000000
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd.
000000000
28032.00000000
NS
USD
426366.72000000
0.120369302617
Long
EC
CORP
BM
N
1
N
N
N
PC Connection Inc
5299005WPRNIXDV2KM73
PC Connection, Inc.
69318J100
161.00000000
NS
USD
7893.83000000
0.002228538878
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased CAD / Sold USD
000000000
1.00000000
NC
226.77000000
0.000064020350
N/A
DFE
CA
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
38881.83000000
USD
52000.00000000
CAD
2023-04-25
226.77000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold TWD
000000000
1.00000000
NC
-291.09000000
-0.00008217878
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
1178000.00000000
TWD
39286.31000000
USD
2023-04-28
-291.09000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
496.00000000
NS
USD
22473.76000000
0.006344657524
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
-262.00000000
NS
USD
-198913.02000000
-0.05615593426
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased ZAR / Sold USD
000000000
1.00000000
NC
72.05000000
0.000020340725
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41871.71000000
USD
732000.00000000
ZAR
2023-03-08
72.05000000
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp.
13321L108
20650.00000000
NS
USD
578406.50000000
0.163292264073
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-758.80000000
-0.00021421987
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
42000.00000000
CHF
45191.93000000
USD
2023-02-17
-758.80000000
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
7120.00000000
NS
111933.44000000
0.031600379392
Long
EC
CORP
NL
N
2
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold TWD
000000000
1.00000000
NC
-803.21000000
-0.00022675744
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1247000.00000000
TWD
40996.14000000
USD
2023-04-06
-803.21000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
902973304
10919.00000000
NS
USD
543766.20000000
0.153512821734
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209305
1095.00000000
NS
USD
25436.85000000
0.007181179373
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1601.05000000
-0.00045199886
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
42000.00000000
CHF
44399.21000000
USD
2023-02-27
-1601.05000000
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
1270.00000000
NS
59783.58000000
0.016877742785
Long
EC
CORP
NL
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp.
13321L108
-9400.00000000
NS
-263020.56000000
-0.07425439157
Short
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold AUD
000000000
1.00000000
NC
-1957.11000000
-0.00055251959
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
60000.00000000
AUD
40495.99000000
USD
2023-04-05
-1957.11000000
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
-10063.00000000
NS
USD
-349890.51000000
-0.09877899635
Short
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased CAD / Sold USD
000000000
1.00000000
NC
436.20000000
0.000123145375
N/A
DFE
CA
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
44658.17000000
USD
60000.00000000
CAD
2023-02-02
436.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased GBP / Sold USD
000000000
1.00000000
NC
529.34000000
0.000149440103
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
15512.26000000
USD
13000.00000000
GBP
2023-03-15
529.34000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased CAD / Sold USD
000000000
1.00000000
NC
985.93000000
0.000278341861
N/A
DFE
CA
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43360.83000000
USD
59000.00000000
CAD
2023-02-16
985.93000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
-90.61000000
-0.00002558047
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38887.74000000
USD
60000.00000000
NZD
2023-04-26
-90.61000000
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
107.00000000
NS
USD
23654.49000000
0.006677994157
Long
EC
CORP
US
N
1
N
N
N
Parkit Enterprise Inc
25490018ZF93N9ARVZ64
Parkit Enterprise, Inc.
70137X106
547010.00000000
NS
439893.80000000
0.124188186948
Long
EC
CORP
CA
N
1
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
28590.00000000
NS
USD
1168759.20000000
0.329957107890
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Holdings Inc
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
1301.00000000
NS
USD
76889.10000000
0.021706870897
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased MYR / Sold USD
000000000
1.00000000
NC
3184.75000000
0.000899099574
N/A
DFE
MY
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
43764.26000000
USD
200000.00000000
MYR
2023-02-27
3184.75000000
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd.
000000000
64500.00000000
NS
200531.82000000
0.056612944195
Long
EC
CORP
SG
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
-1610.00000000
NS
USD
-185278.80000000
-0.05230680280
Short
EC
CORP
US
N
1
N
N
N
Golden Agri-Resources Ltd
529900GAK9LTNC3IFY40
Golden Agri-Resources Ltd.
000000000
870100.00000000
NS
165753.46000000
0.046794525582
Long
EC
CORP
MU
N
2
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased PHP / Sold USD
000000000
1.00000000
NC
255.64000000
0.000072170756
N/A
DFE
PH
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
40329.32000000
USD
2219000.00000000
PHP
2023-04-18
255.64000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased MXN / Sold USD
000000000
1.00000000
NC
2171.23000000
0.000612968669
N/A
DFE
MX
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
42927.57000000
USD
853000.00000000
MXN
2023-02-27
2171.23000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
-7099.00000000
NS
-339348.37000000
-0.09580280243
Short
EC
CORP
FI
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CHF / Sold USD
000000000
1.00000000
NC
271.26000000
0.000076580501
N/A
DFE
CH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42517.78000000
USD
39000.00000000
CHF
2023-03-15
271.26000000
N
N
N
Ballard Power Systems Inc
549300OHZ8BMF53YYS26
Ballard Power Systems, Inc.
058586108
-25200.00000000
NS
-164963.36000000
-0.04657146927
Short
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
388655.68000000
OU
Notional Amount
USD
18805.92000000
0.005309174870
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Umpqua Holdings Corp.
Umpqua Holdings Corp.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
388655.68000000
USD
18805.92000000
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
521.00000000
NS
USD
24888.17000000
0.007026279317
Long
EC
CORP
US
N
1
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's, Inc.
254067101
20.00000000
NS
USD
7866.20000000
0.002220738542
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold INR
000000000
1.00000000
NC
-308.33000000
-0.00008704588
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
3702000.00000000
INR
44859.68000000
USD
2023-02-10
-308.33000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased PEN / Sold USD
000000000
1.00000000
NC
30.61000000
0.000008641632
N/A
DFE
PE
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
44642.17000000
USD
172000.00000000
PEN
2023-02-17
30.61000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased PHP / Sold USD
000000000
1.00000000
NC
2316.16000000
0.000653884440
N/A
DFE
PH
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
43510.37000000
USD
2504000.00000000
PHP
2023-02-23
2316.16000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-100.20000000
-0.00002828786
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
275000.00000000
CNY
40776.82000000
USD
2023-04-12
-100.20000000
N
N
N
Linamar Corp
549300LW6VIYFRMFBU20
Linamar Corp.
53278L107
4700.00000000
NS
240024.80000000
0.067762366131
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-926.97000000
-0.00026169662
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
55000.00000000
SGD
40990.27000000
USD
2023-04-05
-926.97000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NOK
000000000
1.00000000
NC
419.26000000
0.000118362975
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
458000.00000000
NOK
46470.60000000
USD
2023-04-20
419.26000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
2878.00000000
NS
225350.92000000
0.063619724083
Long
EC
CORP
GB
N
2
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
-164149.00000000
NS
USD
-1776092.18000000
-0.50141572281
Short
EC
CORP
PA
N
1
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
16050.00000000
NS
219693.11000000
0.062022444999
Long
EC
CORP
PT
N
2
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266LAF3
270000.00000000
PA
USD
262205.91000000
0.074024404458
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software, Inc.
USD
XXXX
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
211.00000000
NS
USD
24594.16000000
0.006943276172
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
-855.00000000
NS
USD
-182115.00000000
-0.05141361770
Short
EC
CORP
US
N
1
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co. Ltd.
000000000
-39544.00000000
NS
-805389.50000000
-0.22737274722
Short
EC
CORP
AU
N
2
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased KRW / Sold USD
000000000
1.00000000
NC
6614.41000000
0.001867340675
N/A
DFE
KR
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
44685.59000000
USD
63189000.00000000
KRW
2023-02-03
6614.41000000
N
N
N
Valaris Ltd
N/A
Valaris Ltd.
000000000
10055.00000000
NS
USD
730395.20000000
0.206200804929
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CZK / Sold USD
000000000
1.00000000
NC
3549.50000000
0.001002073613
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
46696.59000000
USD
1099000.00000000
CZK
2023-02-03
3549.50000000
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
11320.00000000
NS
USD
420990.80000000
0.118851605032
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-732.32000000
-0.00020674420
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39000.00000000
CHF
42056.72000000
USD
2023-03-15
-732.32000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased THB / Sold USD
000000000
1.00000000
NC
2133.65000000
0.000602359308
N/A
DFE
TH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
45928.09000000
USD
1584000.00000000
THB
2023-02-17
2133.65000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased HUF / Sold USD
000000000
1.00000000
NC
4466.05000000
0.001260828527
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42009.73000000
USD
16879000.00000000
HUF
2023-03-01
4466.05000000
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
960.00000000
NS
USD
58982.40000000
0.016651558439
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased HUF / Sold USD
000000000
1.00000000
NC
7380.95000000
0.002083745664
N/A
DFE
HU
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43596.56000000
USD
18348000.00000000
HUF
2023-02-03
7380.95000000
N
N
N
Everbridge Inc
549300WCY0UMR64ATW81
Everbridge, Inc.
29978A104
62910.00000000
NS
USD
2010603.60000000
0.567621584472
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold MXN
000000000
1.00000000
NC
-823.30000000
-0.00023242913
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
831000.00000000
MXN
43040.23000000
USD
2023-03-08
-823.30000000
N
N
N
SPDR S&P Oil & Gas Exploration & Production ETF
5493001H1FSSB667C124
SPDR S&P Oil & Gas Exploration & Production ETF
78468R556
-3460.00000000
NS
USD
-487756.20000000
-0.13770041348
Short
EC
RF
US
N
1
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd.
13645T100
5350.00000000
NS
USD
422115.00000000
0.119168982453
Long
EC
CORP
CA
N
1
N
N
N
CorVel Corp
N/A
CorVel Corp.
221006109
155.00000000
NS
USD
27614.80000000
0.007796045193
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-64.00000000
NC
-17185.67000000
-0.00485175558
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
EURO STOXX 50 Index
SX5E INDEX
10.00000000
3875.00000000
EUR
2023-03-17
XXXX
46172.27000000
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group, Inc.
750236101
410.00000000
NS
USD
9061.00000000
0.002558047333
Long
EC
CORP
US
N
1
N
N
N
Surge Energy Inc
549300C45JTS75N6ZY04
Surge Energy, Inc.
86880Y877
32930.00000000
NS
241551.84000000
0.068193470932
Long
EC
CORP
CA
N
1
N
N
N
AutoNation Inc
N/A
AutoNation, Inc.
05329W102
641.00000000
NS
USD
81227.52000000
0.022931667686
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold TWD
000000000
1.00000000
NC
-746.67000000
-0.00021079540
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1330000.00000000
TWD
43670.99000000
USD
2023-03-01
-746.67000000
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
189.00000000
NS
USD
23817.78000000
0.006724093213
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-517.82000000
-0.00014618784
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39805.01000000
USD
688000.00000000
ZAR
2023-04-19
-517.82000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
6414.00000000
NS
USD
709067.70000000
0.200179752673
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold IDR
000000000
1.00000000
NC
249.81000000
0.000070524865
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
579140000.00000000
IDR
38828.59000000
USD
2023-04-27
249.81000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CNY
000000000
1.00000000
NC
-1277.79000000
-0.00036073803
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
295000.00000000
CNY
42480.49000000
USD
2023-03-08
-1277.79000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
1610.00000000
NS
USD
312114.60000000
0.088114327353
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Option
000000000
-256.00000000
NC
-189807.75000000
-0.05358538888
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Call
Written
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Dow Jones EURO STOXX 50 Dividend Futures
N/A
256.00000000
NC
N/A
-189807.75000000
-0.05000000
DE
US
Short
Eurex Dow Jones EURO STOXX 50 Dividend
SXZ4 Comdty
2024-12-20
256.00000000
EUR
100.00000000
130.00000000
EUR
2024-12-20
XXXX
-124686.22000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
551.00000000
NS
USD
20238.23000000
0.005713536064
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased IDR / Sold USD
000000000
1.00000000
NC
1471.75000000
0.000415495658
N/A
DFE
ID
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
42553.38000000
USD
660368000.00000000
IDR
2023-03-08
1471.75000000
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp.
000000000
39100.00000000
NS
579335.57000000
0.163554553560
Long
EC
CORP
JP
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
-887.00000000
NS
USD
-184717.75000000
-0.05214841052
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-252.96000000
-0.00007141415
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
38000.00000000
CHF
41470.84000000
USD
2023-03-22
-252.96000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-1637.01000000
-0.00046215087
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
568000.00000000
EUR
618823.05000000
USD
2023-04-20
-1637.01000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased INR / Sold USD
000000000
1.00000000
NC
-120.81000000
-0.00003410635
N/A
DFE
IN
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
41428.64000000
USD
3394000.00000000
INR
2023-03-23
-120.81000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
1013821.83000000
OU
Notional Amount
USD
-40151.07000000
-0.01133520996
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Equal Weights Index Financials
SPXEW40 Index
Y
equity-performance leg
2024-07-29
0.00000000
USD
0.00000000
USD
1013821.83000000
USD
-40151.07000000
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp.
192422103
464.00000000
NS
USD
25399.36000000
0.007170595421
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold THB
000000000
1.00000000
NC
-95.89000000
-0.00002707109
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1337000.00000000
THB
40718.22000000
USD
2023-04-19
-95.89000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold SGD
000000000
1.00000000
NC
-3105.02000000
-0.00087659067
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
64000.00000000
SGD
45615.95000000
USD
2023-02-10
-3105.02000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1414.29000000
-0.00039927389
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
621874.35000000
USD
568000.00000000
EUR
2023-04-20
-1414.29000000
N
N
N
Sitio Royalties Corp
N/A
Sitio Royalties Corp.
82983N108
787.00000000
NS
USD
20910.59000000
0.005903352718
Long
EC
CORP
US
N
1
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse, Inc.
537008104
99.00000000
NS
USD
25412.31000000
0.007174251387
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
2770648.40000000
OU
Notional Amount
71133.55000000
0.020081998440
N/A
DE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Shaw Communications, Inc.
Shaw Communications, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
CAD
0.00000000
CAD
2770648.40000000
CAD
71133.55000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased KRW / Sold USD
000000000
1.00000000
NC
84.00000000
0.000023714377
N/A
DFE
KR
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
42879.41000000
USD
52827000.00000000
KRW
2023-03-22
84.00000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-758.80000000
-0.00021421987
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
42000.00000000
CHF
45191.93000000
USD
2023-02-17
-758.80000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-5961.64000000
-0.00168305455
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1099000.00000000
CZK
44284.45000000
USD
2023-02-03
-5961.64000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Option
000000000
-77.00000000
NC
-21681.04000000
-0.00612086155
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Dow Jones EURO STOXX 50 Dividend Futures
N/A
77.00000000
NC
N/A
-21681.04000000
-0.01000000
DE
US
Short
Eurex Dow Jones EURO STOXX 50 Dividend
SXZ4 Comdty
2024-12-20
77.00000000
EUR
100.00000000
85.00000000
EUR
2024-12-20
XXXX
10023.13000000
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
11069.00000000
NS
108833.44000000
0.030725205931
Long
EC
CORP
GB
N
2
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold TWD
000000000
1.00000000
NC
-2560.94000000
-0.00072298926
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1448000.00000000
TWD
45704.19000000
USD
2023-02-10
-2560.94000000
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
9076.00000000
NS
USD
196858.44000000
0.055575897521
Long
EC
CORP
GB
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
-1037.00000000
NS
USD
-195495.24000000
-0.05519104704
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-814.63000000
-0.00022998146
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40237.22000000
USD
690000.00000000
ZAR
2023-04-12
-814.63000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
300.00000000
NC
USD
4500.00000000
0.001270413088
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Guess?, Inc.
Guess?, Inc.
100.00000000
12.00000000
USD
2023-06-16
XXXX
-13910.44000000
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp.
70202L102
-23950.00000000
NS
USD
-1042304.00000000
-0.29425703205
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
534.61000000
0.000150927898
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
42882.00000000
USD
57000.00000000
SGD
2023-03-08
534.61000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
1179923.27000000
OU
Notional Amount
USD
-56789.41000000
-0.01603244661
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Industrial Select Sector Index
IXI Index
Y
equity-performance leg
2024-11-29
0.01000000
USD
0.00000000
USD
1179923.27000000
USD
-56789.42000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold HUF
000000000
1.00000000
NC
-5044.51000000
-0.00142413589
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
18348000.00000000
HUF
45933.00000000
USD
2023-02-03
-5044.51000000
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168Q104
60410.00000000
NS
USD
1864252.60000000
0.526304645365
Long
EC
CORP
CA
N
1
N
N
N
Weis Markets Inc
N/A
Weis Markets, Inc.
948849104
270.00000000
NS
USD
23311.80000000
0.006581247965
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
-1950.00000000
NS
USD
-360496.50000000
-0.10177321602
Short
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods, Inc.
128030202
7514.00000000
NS
USD
429951.08000000
0.121381217697
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
1450.20000000
0.000409411791
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
46616.14000000
USD
44000.00000000
CHF
2023-02-03
1450.20000000
N
N
N
FormFactor Inc
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
975.00000000
NS
USD
27436.50000000
0.007745708603
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
13360.00000000
NS
USD
185570.40000000
0.052389125573
Long
EC
CORP
GB
N
1
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
443.00000000
NS
USD
23917.57000000
0.006752265329
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased CNY / Sold USD
000000000
1.00000000
NC
195.90000000
0.000055305316
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
42260.72000000
USD
286000.00000000
CNY
2023-03-22
195.90000000
N
N
N
Parkland Corp
549300UY5C6HUV0XLS53
Parkland Corp.
70137W108
-6710.00000000
NS
-157645.03000000
-0.04450540211
Short
EC
CORP
CA
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
1645.00000000
NS
USD
601757.45000000
0.169884564633
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold EUR
000000000
1.00000000
NC
-124.90000000
-0.00003526102
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
17500.00000000
EUR
18991.39000000
USD
2023-04-20
-124.90000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
431.40000000
0.000121790268
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
715738.56000000
NOK
72398.03000000
USD
2023-04-20
431.40000000
N
N
N
J.P. MORGAN PRIME BROKER EUR
N/A
Collateral Position
000000000
301207.83000000
NS
327458.19000000
0.092446037924
Long
STIV
CORP
DE
N
1
N
N
N
Genco Shipping & Trading Ltd
5493003MBZ5GU8QHXZ58
Genco Shipping & Trading Ltd.
000000000
1498.00000000
NS
USD
27173.72000000
0.007671522125
Long
EC
CORP
MH
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold PEN
000000000
1.00000000
NC
-439.22000000
-0.00012399796
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
157000.00000000
PEN
40228.56000000
USD
2023-03-22
-439.22000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold SEK
000000000
1.00000000
NC
41.86000000
0.000011817664
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
44000.00000000
SEK
4267.01000000
USD
2023-04-20
41.86000000
N
N
N
Downer EDI Ltd
254900DIW3F7OMWAO951
Downer EDI Ltd.
000000000
46481.00000000
NS
124385.66000000
0.035115815675
Long
EC
CORP
AU
N
2
N
N
N
Preferred Bank/Los Angeles CA
5493007K6HGI9G0ECX16
Preferred Bank
740367404
206.00000000
NS
USD
14652.78000000
0.004136685222
Long
EC
CORP
US
N
1
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
14224.00000000
NS
111741.66000000
0.031546237209
Long
EC
CORP
DE
N
2
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co.
146869102
-2239.00000000
NS
USD
-22770.63000000
-0.00642846808
Short
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
612.00000000
NS
USD
22276.80000000
0.006289052955
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
-17080.00000000
NS
-924634.47000000
-0.26103727404
Short
EC
CORP
CA
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands, Inc.
00508Y102
135.00000000
NS
USD
25450.20000000
0.007184948265
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased JPY / Sold USD
000000000
1.00000000
NC
5464.43000000
0.001542685199
N/A
DFE
JP
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
45206.47000000
USD
6592000.00000000
JPY
2023-02-06
5464.43000000
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235108
-129404.00000000
NS
USD
-3138047.00000000
-0.88591466278
Short
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
995.00000000
NS
104509.83000000
0.029504590212
Long
EC
CORP
FR
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog, Inc.
23804L103
-2306.00000000
NS
USD
-172511.86000000
-0.04870251665
Short
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
20416.00000000
NS
USD
910961.92000000
0.257177321489
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
3270.00000000
NS
USD
77270.10000000
0.021814432538
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
782.47000000
0.000220902251
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
669000.00000000
SEK
65023.94000000
USD
2023-04-20
782.47000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SGD
000000000
1.00000000
NC
-2182.72000000
-0.00061621245
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
60000.00000000
SGD
43510.42000000
USD
2023-02-27
-2182.72000000
N
N
N
American Airlines Group Inc
N/A
American Airlines Group, Inc.
02376R102
-63540.00000000
NS
USD
-1025535.60000000
-0.28952307764
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
1405.45000000
0.000396778239
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
45038.93000000
USD
61000.00000000
SGD
2023-02-17
1405.45000000
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
7420.00000000
NS
USD
574753.20000000
0.162260886265
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased MXN / Sold USD
000000000
1.00000000
NC
2988.34000000
0.000843650277
N/A
DFE
MX
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43810.09000000
USD
882000.00000000
MXN
2023-02-07
2988.34000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CNY
000000000
1.00000000
NC
-1108.53000000
-0.00031295356
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
286000.00000000
CNY
41348.09000000
USD
2023-03-22
-1108.53000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
241.41000000
0.000068153427
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
42608.15000000
USD
57000.00000000
CAD
2023-03-07
241.41000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CAD
000000000
1.00000000
NC
-386.46000000
-0.00010910307
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
57000.00000000
CAD
42465.49000000
USD
2023-03-14
-386.46000000
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
7510.00000000
NS
460968.55000000
0.130137884336
Long
EC
CORP
CA
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp. Ltd.
136681202
-5480.00000000
NS
-651562.14000000
-0.18394512687
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold PHP
000000000
1.00000000
NC
-1093.04000000
-0.00030858051
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2442000.00000000
PHP
43596.24000000
USD
2023-03-01
-1093.04000000
N
N
N
Marten Transport Ltd
N/A
Marten Transport Ltd.
573075108
1133.00000000
NS
USD
25027.97000000
0.007065746817
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust, Inc.
42226K105
-33355.00000000
NS
USD
-718133.15000000
-0.20273905630
Short
EC
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-2190.23000000
-0.00061833263
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
235300.00000000
GBP
288383.68000000
USD
2023-04-20
-2190.23000000
N
N
N
Photronics Inc
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
1302.00000000
NS
USD
23592.24000000
0.006660420109
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
62343000.00000000
OU
Notional Amount
138764.33000000
0.039175115802
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-15
0.00000000
EUR
-22775.93000000
EUR
62343000.00000000
EUR
163479.63000000
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
9805.00000000
NS
USD
735767.20000000
0.207717395844
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
547.00000000
NS
USD
24046.12000000
0.006788556796
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co.
29530P102
88.00000000
NS
USD
21502.80000000
0.006070541904
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
87.00000000
NS
USD
25001.19000000
0.007058186447
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
703659.87000000
OU
Notional Amount
USD
19409.27000000
0.005479509034
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Health Care Select Sector Index
IXV Index
Y
equity-performance leg
2024-02-20
0.01000000
USD
0.00000000
USD
703659.87000000
USD
19409.26000000
N
N
N
AssetMark Financial Holdings Inc
5493001K4EDHT2T6W812
AssetMark Financial Holdings, Inc.
04546L106
329.00000000
NS
USD
8731.66000000
0.002465070033
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
2443.77000000
0.000689910532
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
43102.07000000
USD
194000.00000000
MYR
2023-03-01
2443.77000000
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
5076.00000000
NS
227795.54000000
0.064309874582
Long
EC
CORP
SE
N
2
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
000000000
174.00000000
NS
USD
22908.84000000
0.006467486708
Long
EC
CORP
KY
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
2171782.08000000
OU
Notional Amount
USD
20379.84000000
0.005753514552
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PNM Resources, Inc.
PNM Resources, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
2171782.08000000
USD
20379.84000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold TWD
000000000
1.00000000
NC
-325.16000000
-0.00009179722
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1235000.00000000
TWD
41097.90000000
USD
2023-04-12
-325.16000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased HUF / Sold USD
000000000
1.00000000
NC
4674.27000000
0.001319611953
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
43704.01000000
USD
17498000.00000000
HUF
2023-02-17
4674.27000000
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
1154.00000000
NS
USD
78575.86000000
0.022183066893
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
26327.00000000
NS
USD
445452.84000000
0.125757581876
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Option
000000000
-138.00000000
NC
-53409.52000000
-0.01507825628
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Put
Written
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Deutschland
529900LN3S50JPU47S06
Eurex Dow Jones EURO STOXX 50 Dividend Futures
N/A
138.00000000
NC
N/A
-53409.52000000
-0.02000000
DCO
US
Short
Eurex Dow Jones EURO STOXX 50 Dividend
SXZ4 Comdty
2024-12-20
138.00000000
EUR
100.00000000
95.00000000
EUR
2024-12-20
XXXX
7573.08000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
-13550.00000000
NS
-618561.50000000
-0.17462858353
Short
EC
CORP
CA
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd.
000000000
662000.00000000
NS
407702.22000000
0.115100052595
Long
EC
CORP
KY
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd.
000000000
15500.00000000
NS
380904.13000000
0.107534576085
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
65141.79000000
OU
Notional Amount
USD
4634.88000000
0.001308491603
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Lakeland Bancorp, Inc.
Lakeland Bancorp, Inc.
Y
equity-performance leg
2024-09-30
0.00000000
USD
0.00000000
USD
65141.79000000
USD
4634.88000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2572.18000000
-0.00072616247
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
231000.00000000
BRL
42892.97000000
USD
2023-02-06
-2572.18000000
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
-9492.00000000
NS
USD
-1817528.16000000
-0.51311368088
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-3339.94000000
-0.00094291188
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44000.00000000
CHF
44726.40000000
USD
2023-02-03
-3339.94000000
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris, Inc.
731068102
-9491.00000000
NS
USD
-1089946.44000000
-0.30770716080
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
2443.77000000
0.000689910532
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
43102.07000000
USD
194000.00000000
MYR
2023-03-01
2443.77000000
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp.
403949100
14403.00000000
NS
USD
819530.70000000
0.231365006238
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold KRW
000000000
1.00000000
NC
-4216.68000000
-0.00119042788
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
59222000.00000000
KRW
43904.57000000
USD
2023-02-27
-4216.68000000
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
22717.00000000
NS
USD
930261.15000000
0.262625764688
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
-392.00000000
NS
USD
-178410.96000000
-0.05036791528
Short
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
-20001.00000000
NS
USD
-1014050.70000000
-0.28628072936
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
506.89000000
0.000143102153
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1187000.00000000
SEK
114489.89000000
USD
2023-04-20
506.89000000
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
1590.00000000
NS
USD
70484.70000000
0.019898818989
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
-1384.00000000
NS
USD
-242103.12000000
-0.06834910500
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
556.11000000
0.000156997649
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
738000.00000000
ZAR
42818.50000000
USD
2023-03-15
556.11000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1343.70000000
-0.00037934534
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41000.00000000
CHF
43571.00000000
USD
2023-03-01
-1343.70000000
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BU2
2000000.00000000
PA
USD
4300560.00000000
1.214108380845
Long
DBT
CORP
KY
N
2
2029-09-30
Fixed
4.62500000
N
N
N
N
N
Transocean Ltd
Transocean Ltd
USD
XXXX
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
538.00000000
NS
56334.46000000
0.015904007853
Long
EC
CORP
CH
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
-3920.00000000
NS
USD
-670398.40000000
-0.18926286714
Short
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
3073.00000000
NS
USD
526927.31000000
0.148758967010
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
811.00000000
NS
296859.09000000
0.083807483002
Long
EC
CORP
CH
N
2
N
N
N
MTY Food Group Inc
5493004BLYNZ8OWF5Z08
MTY Food Group, Inc.
55378N107
-6040.00000000
NS
-312452.14000000
-0.08820961962
Short
EC
CORP
CA
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
-1134.00000000
NS
USD
-142906.68000000
-0.04034455928
Short
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold CLP
000000000
1.00000000
NC
-4532.41000000
-0.00127956288
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
39707000.00000000
CLP
45231.07000000
USD
2023-02-17
-4532.41000000
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
-130.00000000
NS
USD
-685100.00000000
-0.19341333494
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
197.35000000
0.000055714671
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
59000.00000000
CAD
44544.11000000
USD
2023-02-16
197.35000000
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
-4182.00000000
NS
-69484.14000000
-0.01961634687
Short
EC
CORP
GB
N
2
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
724.00000000
NS
USD
25919.20000000
0.007317353541
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
651.00000000
NC
USD
5208.00000000
0.001470291414
N/A
DE
CH
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Transocean Ltd.
Transocean Ltd.
100.00000000
1.50000000
USD
2024-01-19
XXXX
-6098.67000000
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
158.00000000
NS
USD
23330.28000000
0.006586465129
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
425.18000000
0.000120034274
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
229200.00000000
SEK
22434.37000000
USD
2023-04-20
425.18000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold JPY
000000000
1.00000000
NC
63.02000000
0.000017791429
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5311000.00000000
JPY
41217.19000000
USD
2023-04-05
63.02000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
10.00000000
NC
USD
50.00000000
0.000014115700
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Amyris, Inc.
Amyris, Inc.
100.00000000
5.50000000
USD
2023-03-17
XXXX
-113.68000000
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
8777.00000000
NS
USD
387592.32000000
0.109422745889
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
4374.00000000
NS
USD
953750.70000000
0.269257193971
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold NOK
000000000
1.00000000
NC
32.28000000
0.000009113096
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
56500.00000000
NOK
5713.29000000
USD
2023-04-20
32.28000000
N
N
N
Vitesse Energy Inc
N/A
Vitesse Energy, Inc.
92852X103
177.00000000
NS
USD
2824.92000000
0.000797514520
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
1590.00000000
NS
USD
23802.30000000
0.006719722992
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold IDR
000000000
1.00000000
NC
-1691.08000000
-0.00047741559
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
639909000.00000000
IDR
40958.37000000
USD
2023-03-24
-1691.08000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold EUR
000000000
1.00000000
NC
-23.96000000
-0.00000676424
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14000.00000000
EUR
15236.18000000
USD
2023-03-15
-23.96000000
N
N
N
CHORUS AVIATION INC
529900TODFT0W0C9NM47
Chorus Aviation, Inc.
17040TAE2
2430000.00000000
PA
1736275.22000000
0.490174836778
Long
DBT
CORP
CA
N
2
2026-06-30
Fixed
6.00000000
N
N
N
N
N
Chorus Aviation Inc
Chorus Aviation, Inc.
CAD
XXXX
N
N
N
Aecon Group Inc
549300VROCXVWXFR8B83
Aecon Group, Inc.
00762V109
-43230.00000000
NS
-364216.53000000
-0.10282343264
Short
EC
CORP
CA
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
278.00000000
NS
USD
22145.48000000
0.006251979478
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold GBP
000000000
1.00000000
NC
745.10000000
0.000210352176
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
129000.00000000
GBP
160048.26000000
USD
2023-04-20
745.10000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-13.00000000
NC
USD
-57317.00000000
-0.01618139267
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
3860.00000000
USD
2023-03-17
XXXX
165610.64000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold THB
000000000
1.00000000
NC
236.63000000
0.000066803966
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1273000.00000000
THB
39123.90000000
USD
2023-04-26
236.63000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
779081.32000000
OU
Notional Amount
USD
4528.08000000
0.001278340466
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Broadcom Inc
Broadcom Inc
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
779081.32000000
USD
4528.08000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased TWD / Sold USD
000000000
1.00000000
NC
320.12000000
0.000090374364
N/A
DFE
TW
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
42589.21000000
USD
1283000.00000000
TWD
2023-03-15
320.12000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-112.00000000
NC
-42804.54000000
-0.01208432175
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
FTSE 100 Index
UKX INDEX
10.00000000
7950.00000000
GBP
2023-03-17
XXXX
7064.20000000
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
827.00000000
NS
USD
109908.30000000
0.031028653978
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold GBP
000000000
1.00000000
NC
629.58000000
0.000177739260
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
109000.00000000
GBP
135234.58000000
USD
2023-04-20
629.58000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased COP / Sold USD
000000000
1.00000000
NC
1665.66000000
0.000470239170
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
39944.02000000
USD
196954000.00000000
COP
2023-04-12
1665.66000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
50.00000000
NC
USD
2850.00000000
0.000804594956
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Amyris, Inc.
Amyris, Inc.
100.00000000
1.50000000
USD
2023-06-16
XXXX
-218.41000000
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global, Inc.
92938W202
2720.00000000
NS
346871.29000000
0.097926628221
Long
EC
CORP
CA
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp.
16359R103
45.00000000
NS
USD
22731.30000000
0.006417364677
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
95871170.14000000
NS
USD
95871170.14000000
27.06577542190
Long
STIV
RF
US
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
37592.00000000
NS
USD
1562699.44000000
0.441171960592
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
000000000
18511.00000000
NS
648294.67000000
0.183022674280
Long
EC
CORP
AU
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
5778.00000000
NS
112794.12000000
0.031843361423
Long
EC
CORP
IT
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
1219.00000000
NS
USD
380120.77000000
0.107313422575
Long
EC
CORP
US
N
1
N
N
N
Aritzia Inc
549300U83HKFRL1EX527
Aritzia, Inc.
04045U102
9110.00000000
NS
328577.58000000
0.092762057414
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HUF / Sold USD
000000000
1.00000000
NC
3981.31000000
0.001123979630
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40717.18000000
USD
16310000.00000000
HUF
2023-03-16
3981.31000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold MYR
000000000
1.00000000
NC
-1383.11000000
-0.00039047134
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
214000.00000000
MYR
48802.74000000
USD
2023-02-10
-1383.11000000
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
308.00000000
NS
USD
25702.60000000
0.007256204324
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1050220.60000000
OU
Notional Amount
USD
-5140.94000000
-0.00145135943
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Signify Health, Inc.
Signify Health, Inc.
Y
equity-performance leg
2024-09-09
0.00000000
USD
0.00000000
USD
1050220.60000000
USD
-5140.94000000
N
N
N
Automotive Properties Real Estate Investment Trust
N/A
Automotive Properties Real Estate Investment Trust
05329M104
-3350.00000000
NS
-31346.06000000
-0.00884943220
Short
EC
CA
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
13223.00000000
NS
USD
1320316.55000000
0.372743872594
Long
EC
CORP
US
N
1
N
N
N
Amyris Inc
549300BG17WCUK6EIM58
Amyris, Inc.
03236M200
-25405.00000000
NS
USD
-40393.95000000
-0.01140377839
Short
EC
CORP
US
N
1
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd.
961148509
1200.00000000
NS
154375.26000000
0.043582300203
Long
EC
CORP
CA
N
1
N
N
N
Napco Security Technologies Inc
529900KV21J4YY9YST76
Napco Security Technologies, Inc.
630402105
821.00000000
NS
USD
23784.37000000
0.006714661102
Long
EC
CORP
US
N
1
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
2440.00000000
NS
1615364.17000000
0.456039952218
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
871973.34000000
OU
Notional Amount
USD
-57383.34000000
-0.01620012138
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
iRobot Corp
iRobot Corp
Y
equity-performance leg
2024-08-09
0.00000000
USD
0.00000000
USD
871973.34000000
USD
-57383.34000000
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704AJ4
175000.00000000
PA
USD
157158.05000000
0.044367920834
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.37500000
N
N
N
N
Y
NuVasive Inc
NuVasive, Inc.
USD
XXXX
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
5100.00000000
NS
USD
616335.00000000
0.174000011372
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
47005.00000000
NS
723323.60000000
0.204204393107
Long
EC
CORP
IT
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
1077.09000000
0.000304077607
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
41666.67000000
USD
2336000.00000000
PHP
2023-03-14
1077.09000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
235080.90000000
OU
Notional Amount
USD
-5938.65000000
-0.00167656415
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Intercontinental Exchange Inc
Intercontinental Exchange Inc
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
235080.90000000
USD
-5938.65000000
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
278.00000000
NS
USD
26006.90000000
0.007342112480
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
4873.72000000
0.001375919484
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44590.03000000
USD
211000.00000000
MYR
2023-02-03
4873.72000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-11.00000000
NC
-13513.28000000
-0.00381498839
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
660.00000000
EUR
2023-03-17
XXXX
5828.48000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold BRL
000000000
1.00000000
NC
-1623.06000000
-0.00045821259
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
223000.00000000
BRL
42035.82000000
USD
2023-03-08
-1623.06000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold GBP
000000000
1.00000000
NC
-638.60000000
-0.00018028573
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
37000.00000000
GBP
45001.78000000
USD
2023-02-27
-638.60000000
N
N
N
C3.ai Inc
549300YDLK0YQO5B1V80
C3.ai, Inc.
12468P104
-206.00000000
NS
USD
-4089.10000000
-0.00115441025
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
1771.83000000
0.000500212449
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
41887.05000000
USD
223000.00000000
BRL
2023-03-08
1771.83000000
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp.
000000000
13600.00000000
NS
283080.21000000
0.079917512001
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CAD
000000000
1.00000000
NC
-2530.37000000
-0.00071435892
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
204948.00000000
CAD
151568.09000000
USD
2023-03-31
-2530.37000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HUF / Sold USD
000000000
1.00000000
NC
6177.57000000
0.001744014619
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
44184.98000000
USD
18172000.00000000
HUF
2023-02-10
6177.57000000
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
3328.00000000
NS
USD
716052.48000000
0.202151653992
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788C105
6859.00000000
NS
USD
726368.10000000
0.205063898140
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp.
729132100
-928.00000000
NS
USD
-89078.72000000
-0.02514817151
Short
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
11314.00000000
NS
235033.92000000
0.066353370736
Long
EC
CORP
SE
N
2
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CHF
000000000
1.00000000
NC
-305.34000000
-0.00008620176
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
36000.00000000
CHF
39366.32000000
USD
2023-04-26
-305.34000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
227.91000000
0.000064342188
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40378.68000000
USD
54000.00000000
CAD
2023-04-11
227.91000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2583.01000000
-0.00072921993
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
231000.00000000
BRL
42702.57000000
USD
2023-03-01
-2583.01000000
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
135.00000000
NS
USD
23332.05000000
0.006586964824
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems Inc
N/A
Allegro MicroSystems, Inc.
01749D105
730.00000000
NS
USD
27864.10000000
0.007866426078
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
1969.91000000
0.000556133210
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
43850.79000000
USD
233000.00000000
BRL
2023-02-10
1969.91000000
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-593015.00000000
NS
-775861.21000000
-0.21903649697
Short
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
1383.62000000
0.000390615324
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40648.86000000
USD
65000.00000000
NZD
2023-04-05
1383.62000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-305.70000000
-0.00008630339
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
53000.00000000
SGD
40101.48000000
USD
2023-04-19
-305.70000000
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs, Inc.
743713109
881.00000000
NS
USD
26958.60000000
0.007610790733
Long
EC
CORP
US
N
1
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637HAD1
200000.00000000
PA
USD
188874.40000000
0.053321891094
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
Y
Halozyme Therapeutics Inc
Halozyme Therapeutics, Inc.
USD
XXXX
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
364.00000000
NS
USD
23860.20000000
0.006736068974
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CLP
000000000
1.00000000
NC
-3607.51000000
-0.00101845064
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
39288000.00000000
CLP
45537.58000000
USD
2023-03-01
-3607.51000000
N
N
N
Warby Parker Inc
N/A
Warby Parker, Inc.
93403J106
-17036.00000000
NS
USD
-275131.40000000
-0.07767345149
Short
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
-3220.00000000
NS
USD
-554290.80000000
-0.15648406386
Short
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
842.00000000
NS
57775.85000000
0.016310932458
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased GBP / Sold USD
000000000
1.00000000
NC
131.95000000
0.000037251334
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
41823.01000000
USD
34000.00000000
GBP
2023-03-15
131.95000000
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
611.00000000
NS
USD
24012.30000000
0.006779008936
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold GBP
000000000
1.00000000
NC
802.85000000
0.000226655810
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
139000.00000000
GBP
172455.10000000
USD
2023-04-20
802.85000000
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
9695.00000000
NS
603464.64000000
0.170366528305
Long
EC
CORP
DE
N
2
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
462.13000000
0.000130465777
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
766721.00000000
NOK
77554.98000000
USD
2023-04-20
462.13000000
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp.
45868C109
-34240.00000000
NS
-684774.27000000
-0.19332137679
Short
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold CLP
000000000
1.00000000
NC
-2504.64000000
-0.00070709498
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
37856000.00000000
CLP
44790.46000000
USD
2023-03-09
-2504.64000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
2255.20000000
0.000636674577
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
43652.22000000
USD
71000.00000000
NZD
2023-02-27
2255.20000000
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
1075.00000000
NS
USD
163701.00000000
0.046215087349
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
478266.82000000
OU
Notional Amount
USD
-667.08000000
-0.00018832603
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Semiconductor Select Industry Index
TRSPSEMI Index
Y
equity-performance leg
2024-04-11
0.00000000
USD
0.00000000
USD
478266.82000000
USD
-667.08000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1104310.68000000
OU
Notional Amount
USD
-28919.22000000
-0.00816430124
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1Life Healthcare Inc
1Life Healthcare Inc
Y
equity-performance leg
2024-07-25
0.00000000
USD
0.00000000
USD
1104310.68000000
USD
-28919.22000000
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
1675.00000000
NS
USD
397176.00000000
0.112128353114
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
2683.00000000
NS
USD
57282.05000000
0.016171525795
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc.
525558201
493.00000000
NS
USD
23259.74000000
0.006566550698
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
2339.00000000
NS
USD
998168.25000000
0.281796891060
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
1130.00000000
NS
USD
71461.20000000
0.020174498629
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-732.32000000
-0.00020674420
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39000.00000000
CHF
42056.72000000
USD
2023-03-15
-732.32000000
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
794.00000000
NS
USD
76771.86000000
0.021673772401
Long
EC
CORP
NL
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SGD
000000000
1.00000000
NC
-3280.62000000
-0.00092616501
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
63000.00000000
SGD
44672.76000000
USD
2023-02-03
-3280.62000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CZK / Sold USD
000000000
1.00000000
NC
2005.09000000
0.000566065017
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45245.31000000
USD
1035000.00000000
CZK
2023-02-27
2005.09000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
425.00000000
NC
USD
21250.00000000
0.005999172920
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Cinemark Holdings, Inc.
Cinemark Holdings, Inc.
100.00000000
5.00000000
USD
2024-01-19
XXXX
-957.83000000
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic, Inc.
64829B100
18763.00000000
NS
USD
1145481.15000000
0.323385388022
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
240.00000000
NS
USD
26320.80000000
0.007430730851
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased TWD / Sold USD
000000000
1.00000000
NC
867.50000000
0.000244907412
N/A
DFE
TW
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
43550.16000000
USD
1330000.00000000
TWD
2023-03-01
867.50000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
-726.00000000
NS
USD
-179910.06000000
-0.05079113223
Short
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
414.00000000
NS
USD
24409.44000000
0.006891127126
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
-2026.00000000
NS
USD
-359027.46000000
-0.10135848543
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased IDR / Sold USD
000000000
1.00000000
NC
2039.12000000
0.000575672163
N/A
DFE
ID
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
44124.61000000
USD
692218000.00000000
IDR
2023-02-17
2039.12000000
N
N
N
Trican Well Service Ltd
5493003PMAE3KEW1DL91
Trican Well Service Ltd.
895945103
167170.00000000
NS
432200.82000000
0.122016350840
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1560545.30000000
OU
Notional Amount
USD
11441.88000000
0.003230203136
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
First Horizon Corp.
First Horizon Corp.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1560545.30000000
USD
11441.88000000
N
N
N
Leon's Furniture Ltd
549300L1VH4AT8EH7A33
Leon's Furniture Ltd.
526682109
-3480.00000000
NS
-49170.64000000
-0.01388156103
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-5510.95000000
-0.00155581844
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1690000.00000000
THB
45730.12000000
USD
2023-02-10
-5510.95000000
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent, Inc.
000000000
-75900.00000000
NS
-709813.02000000
-0.20039016695
Short
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased PHP / Sold USD
000000000
1.00000000
NC
211.35000000
0.000059667068
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40597.59000000
USD
2231000.00000000
PHP
2023-04-11
211.35000000
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAC9
250000.00000000
PA
USD
223271.50000000
0.063032674664
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp.
USD
XXXX
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased PEN / Sold USD
000000000
1.00000000
NC
-251.95000000
-0.00007112901
N/A
DFE
PE
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
40360.38000000
USD
155000.00000000
PEN
2023-04-05
-251.95000000
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
7738.00000000
NS
USD
322055.56000000
0.090920799731
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-48.00000000
NC
-11243.59000000
-0.00317422308
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
FTSE 100 Index
UKX Index
10.00000000
7900.00000000
GBP
2023-02-17
XXXX
13982.11000000
N
N
N
iShares Core S&P/TSX Capped Composite Index ETF
O5JWKF75JAEILPGUAH40
iShares Core S&P/TSX Capped Composite Index ETF
46430J101
-170990.00000000
NS
-4251136.15000000
-1.20015533507
Short
EC
RF
CA
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased INR / Sold USD
000000000
1.00000000
NC
578.61000000
0.000163349714
N/A
DFE
IN
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
40362.56000000
USD
3367000.00000000
INR
2023-04-05
578.61000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased AUD / Sold USD
000000000
1.00000000
NC
1872.90000000
0.000528745927
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44741.82000000
USD
66000.00000000
AUD
2023-02-17
1872.90000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased INR / Sold USD
000000000
1.00000000
NC
80.81000000
0.000022813795
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
44943.96000000
USD
3689000.00000000
INR
2023-02-03
80.81000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
-6.15000000
-0.00000173623
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1241.06000000
USD
1000.00000000
GBP
2023-04-20
-6.15000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased EUR / Sold USD
000000000
1.00000000
NC
-15.19000000
-0.00000428834
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
6678.58000000
USD
6100.00000000
EUR
2023-04-20
-15.19000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-16.00000000
NC
-1282.16000000
-0.00036197174
N/A
DE
GB
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
FTSE 100 Index
UKX Index
10.00000000
7250.00000000
GBP
2023-02-17
XXXX
20582.68000000
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
-7723.00000000
NS
-138808.95000000
-0.03918771265
Short
EC
CORP
NO
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CLP / Sold USD
000000000
1.00000000
NC
5194.99000000
0.001466618509
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42100.11000000
USD
37856000.00000000
CLP
2023-03-09
5194.99000000
N
N
N
BLOOMIN BRANDS INC
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235AB4
1500000.00000000
PA
USD
3220845.00000000
0.909289698993
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
Y
Bloomin' Brands Inc
Bloomin' Brands, Inc.
USD
XXXX
N
N
N
Kinetik Holdings Inc
N/A
Kinetik Holdings, Inc.
02215L209
4082.00000000
NS
USD
127725.78000000
0.036058778379
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
4447.65000000
0.001255633950
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44679.34000000
USD
76000.00000000
NZD
2023-02-03
4447.65000000
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
000000000
89700.00000000
NS
1610108.62000000
0.454556236772
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
1799.85000000
0.000508122888
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
43803.26000000
USD
861000.00000000
MXN
2023-02-17
1799.85000000
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
36259.00000000
NS
247092.88000000
0.069757784208
Long
EC
CORP
SE
N
2
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage, Inc.
74624M102
-6786.00000000
NS
USD
-196386.84000000
-0.05544275822
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold GBP
000000000
1.00000000
NC
-148.32000000
-0.00004187281
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
38000.00000000
GBP
46715.26000000
USD
2023-02-17
-148.32000000
N
N
N
J.P. MORGAN PRIME BROKER JPY
N/A
Collateral Position
000000000
-17190294.00000000
NS
-132065.41000000
-0.03728391676
Short
STIV
CORP
JP
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased EUR / Sold USD
000000000
1.00000000
NC
4.63000000
0.000001307113
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
14165.50000000
USD
13000.00000000
EUR
2023-03-15
4.63000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
2210724.36000000
OU
Notional Amount
USD
131330.16000000
0.037076345386
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
IAA, Inc.
IAA, Inc.
Y
equity-performance leg
2024-11-12
0.00000000
USD
0.00000000
USD
2210724.36000000
USD
131330.16000000
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp.
351858105
2550.00000000
NS
USD
374085.00000000
0.105609440084
Long
EC
CORP
CA
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
28150.00000000
NS
228235.91000000
0.064434197207
Long
EC
CORP
NO
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
000000000
159000.00000000
NS
1011868.22000000
0.285664584661
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
789535.44000000
OU
Notional Amount
USD
-170252.73000000
-0.04806473258
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Frontline PLC
Frontline PLC
Y
equity-performance leg
2024-07-15
0.00000000
USD
0.00000000
USD
789535.44000000
USD
-170252.73000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold AUD
000000000
1.00000000
NC
-622.85000000
-0.00017583928
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
58000.00000000
AUD
40435.83000000
USD
2023-04-19
-622.85000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-2021.25000000
-0.00057062721
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1428000.00000000
THB
41450.64000000
USD
2023-03-22
-2021.25000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold ZAR
000000000
1.00000000
NC
903.05000000
0.000254943675
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
810000.00000000
ZAR
47450.60000000
USD
2023-02-03
903.05000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2362.26000000
-0.00066689911
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
237000.00000000
BRL
44191.35000000
USD
2023-02-17
-2362.26000000
N
N
N
SNC-Lavalin Group Inc
UL01OYG5OMLM5G6CFM03
SNC-Lavalin Group, Inc.
78460T105
5330.00000000
NS
114367.37000000
0.032287511954
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
68395.08000000
OU
Notional Amount
-14500.64000000
-0.00409373396
N/A
DE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Perpetual Ltd.
Perpetual Ltd.
Y
equity-performance leg
2024-09-12
0.00000000
AUD
0.00000000
AUD
68395.08000000
AUD
-14500.64000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased SEK / Sold USD
000000000
1.00000000
NC
-449.75000000
-0.00012697073
N/A
DFE
SE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
45841.30000000
USD
472700.00000000
SEK
2023-04-20
-449.75000000
N
N
N
Osisko Gold Royalties Ltd
549300TJZTXZMPQ6K004
Osisko Gold Royalties Ltd.
68827L101
16370.00000000
NS
USD
219030.60000000
0.061835409137
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold GBP
000000000
1.00000000
NC
1395.49000000
0.000393966391
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
278000.00000000
GBP
344438.97000000
USD
2023-03-15
1395.49000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CAD
000000000
1.00000000
NC
-661.67000000
-0.00018679871
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
61000.00000000
CAD
45186.05000000
USD
2023-02-09
-661.67000000
N
N
N
Intrepid Potash Inc
549300OZ696E2PRRTO45
Intrepid Potash, Inc.
46121Y201
753.00000000
NS
USD
24645.69000000
0.006957823813
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2552.36000000
0.000720567011
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42733.22000000
USD
231000.00000000
BRL
2023-03-01
2552.36000000
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
000000000
8975.00000000
NS
23458.49000000
0.006622660609
Long
EC
CORP
AU
N
2
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased NOK / Sold USD
000000000
1.00000000
NC
-24.04000000
-0.00000678682
N/A
DFE
NO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
2366.83000000
USD
23300.00000000
NOK
2023-04-20
-24.04000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold JPY
000000000
1.00000000
NC
-2037.23000000
-0.00057513859
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6640000.00000000
JPY
49030.33000000
USD
2023-02-10
-2037.23000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold BRL
000000000
1.00000000
NC
-2362.26000000
-0.00066689911
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
237000.00000000
BRL
44191.35000000
USD
2023-02-17
-2362.26000000
N
N
N
Bure Equity AB
5493000EHCBQ7QQBGX32
Bure Equity AB
000000000
-5261.00000000
NS
-132515.17000000
-0.03741089032
Short
EC
CORP
SE
N
2
N
N
N
PARSONS CORP
549300ZXH0VRBSEPX752
Parsons Corp.
70202LAB8
1500000.00000000
PA
USD
1630875.00000000
0.460418876986
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.25000000
N
N
N
N
Y
PARSONS CORP
PARSONS CORP
USD
XXXX
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109200
23827.00000000
NS
USD
1159183.55000000
0.327253767647
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased INR / Sold USD
000000000
1.00000000
NC
-23.47000000
-0.00000662591
N/A
DFE
IN
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
40191.82000000
USD
3308000.00000000
INR
2023-04-19
-23.47000000
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
7333.00000000
NS
USD
370829.81000000
0.104690454310
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CAD / Sold USD
000000000
1.00000000
NC
951.58000000
0.000268644374
N/A
DFE
CA
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42647.33000000
USD
58000.00000000
CAD
2023-02-28
951.58000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
3750.00000000
NS
USD
364987.50000000
0.103041088289
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold GBP
000000000
1.00000000
NC
-393.55000000
-0.00011110468
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
34000.00000000
GBP
41561.41000000
USD
2023-03-15
-393.55000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-13.00000000
NC
USD
-28899.00000000
-0.00815859285
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
S&P 500 Index
SPX Index
100.00000000
3925.00000000
USD
2023-02-17
XXXX
132278.90000000
N
N
N
Sumo Logic Inc
549300L85NQSIULERR88
Sumo Logic, Inc.
86646P103
17800.00000000
NS
USD
210574.00000000
0.059447992398
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold SEK
000000000
1.00000000
NC
57.28000000
0.000016170947
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
60200.00000000
SEK
5838.05000000
USD
2023-04-20
57.28000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold CZK
000000000
1.00000000
NC
-5299.11000000
-0.00149601304
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
1099000.00000000
CZK
44924.65000000
USD
2023-02-10
-5299.11000000
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
304.00000000
NS
USD
70026.40000000
0.019769434473
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-1102.13000000
-0.00031114675
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
194000.00000000
PLN
43594.35000000
USD
2023-03-01
-1102.13000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold BRL
000000000
1.00000000
NC
-1889.78000000
-0.00053351138
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
233000.00000000
BRL
43930.92000000
USD
2023-02-10
-1889.78000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1659992.89000000
OU
Notional Amount
USD
31109.91000000
0.008782763746
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Albertsons Cos., Inc.
Albertsons Cos., Inc.
Y
equity-performance leg
2024-10-18
0.00000000
USD
0.00000000
USD
1659992.89000000
USD
31109.91000000
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup, Inc.
56418H100
-2088.00000000
NS
USD
-181990.08000000
-0.05137835104
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased GBP / Sold USD
000000000
1.00000000
NC
-370.61000000
-0.00010462839
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
70706.86000000
USD
57000.00000000
GBP
2023-03-15
-370.61000000
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
-815.00000000
NS
USD
-180424.70000000
-0.05093642232
Short
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
1079.00000000
NS
USD
59183.15000000
0.016708232978
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
7577.00000000
NS
USD
641771.90000000
0.181181204861
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
4101.45000000
OU
Notional Amount
USD
415.14000000
0.000117199842
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Noble Corp. PLC
Noble Corp. PLC
Y
equity-performance leg
2024-10-15
0.00000000
USD
0.00000000
USD
4101.45000000
USD
415.14000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
204.90000000
0.000057846142
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
708000.00000000
ZAR
40725.18000000
USD
2023-03-22
204.90000000
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
61.00000000
NS
USD
26020.16000000
0.007345855964
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp.
371901109
823.00000000
NS
USD
24286.73000000
0.006856484373
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
273.00000000
NS
USD
23071.23000000
0.006513331682
Long
EC
CORP
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
417.00000000
NS
USD
31387.59000000
0.008861156703
Long
EC
CORP
US
N
1
N
N
N
Stella-Jones Inc
5493007LOVNNLYJ6KZ35
Stella-Jones, Inc.
85853F105
10270.00000000
NS
373735.22000000
0.105510692286
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold KRW
000000000
1.00000000
NC
-1675.54000000
-0.00047302843
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
52827000.00000000
KRW
41287.87000000
USD
2023-03-22
-1675.54000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold HUF
000000000
1.00000000
NC
-3017.64000000
-0.00085192207
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
16879000.00000000
HUF
43458.14000000
USD
2023-03-01
-3017.64000000
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp.
962879102
6590.00000000
NS
USD
301426.60000000
0.085096955110
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold GBP
000000000
1.00000000
NC
456.30000000
0.000128819887
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
79000.00000000
GBP
98014.05000000
USD
2023-04-20
456.30000000
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
479.00000000
NS
USD
22795.61000000
0.006435520292
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-46.00000000
NC
USD
-246902.67000000
-0.06970408525
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 2000 Index Futures
RTYH3 Index
2023-03-17
-4213717.33000000
USD
-246902.67000000
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials, Inc.
86614U100
-6470.00000000
NS
USD
-212604.20000000
-0.06002114632
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
-8.61000000
-0.00000243072
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1737.48000000
USD
1400.00000000
GBP
2023-04-20
-8.61000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
3873.00000000
NS
168274.40000000
0.047506222287
Long
EC
CORP
NL
N
2
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold IDR
000000000
1.00000000
NC
-2041.85000000
-0.00057644288
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
709903000.00000000
IDR
45307.08000000
USD
2023-02-10
-2041.85000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased AUD / Sold USD
000000000
1.00000000
NC
2393.30000000
0.000675662143
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44239.65000000
USD
66000.00000000
AUD
2023-02-27
2393.30000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
1253.44000000
0.000353863684
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
44439.70000000
USD
60000.00000000
SGD
2023-02-27
1253.44000000
N
N
N
DREAM Unlimited Corp
549300OLZNGGLFVS4206
DREAM Unlimited Corp.
26153M507
14410.00000000
NS
302918.12000000
0.085518032117
Long
EC
CORP
CA
N
1
N
N
N
Adaptimmune Therapeutics Plc
549300UUNWK8TRT5EW12
Adaptimmune Therapeutics PLC
00653A107
16913.00000000
NS
USD
31627.31000000
0.008928833020
Long
EC
CORP
GB
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
22.00000000
NS
USD
53654.70000000
0.015147474036
Long
EC
CORP
US
N
1
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852102
-320.00000000
NS
USD
-24643.20000000
-0.00695712085
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CLP
000000000
1.00000000
NC
-6812.36000000
-0.00192322473
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42105000.00000000
CLP
46065.95000000
USD
2023-02-03
-6812.36000000
N
N
N
Payfare Inc
984500BA0D5FD364F462
Payfare, Inc.
70437C109
58150.00000000
NS
250859.42000000
0.070821131256
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
4873.72000000
0.001375919484
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
44590.03000000
USD
211000.00000000
MYR
2023-02-03
4873.72000000
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
-14503.00000000
NS
-682921.75000000
-0.19279838442
Short
EC
CORP
NL
N
2
N
N
N
PubMatic Inc
N/A
PubMatic, Inc.
74467Q103
1712.00000000
NS
USD
26244.96000000
0.007409320156
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
-3142.00000000
NS
USD
-123637.70000000
-0.03490465608
Short
EC
CORP
US
N
1
N
N
N
Portillo's Inc
N/A
Portillo's, Inc.
73642K106
2590.00000000
NS
USD
58430.40000000
0.016495721100
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
-60.10000000
-0.00001696707
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
34000.00000000
GBP
41901.52000000
USD
2023-03-22
-60.10000000
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
219.00000000
NS
USD
76676.28000000
0.021646788827
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
217.00000000
NS
USD
55350.19000000
0.015626134633
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below, Inc.
33829M101
3380.00000000
NS
USD
666299.40000000
0.188105661981
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
-2085.00000000
NS
USD
-675894.45000000
-0.19081447911
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
589984.89000000
OU
Notional Amount
USD
116834.98000000
0.032984152853
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
BAE Systems PLC
BAE Systems PLC
Y
equity-performance leg
2025-01-17
64.87000000
USD
0.00000000
USD
589984.89000000
USD
116770.11000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-465.11000000
-0.00013130707
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
189000.00000000
PLN
43055.40000000
USD
2023-03-08
-465.11000000
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades, Inc.
146900105
-19710.00000000
NS
-136431.63000000
-0.03851656188
Short
EC
CORP
CA
N
1
N
N
N
Hackett Group Inc/The
5K016KLIRB6156644289
Hackett Group, Inc.
404609109
1102.00000000
NS
USD
24354.20000000
0.006875532100
Long
EC
CORP
US
N
1
N
N
N
XPO Inc
54930096DB9LCLPN7H13
XPO, Inc.
983793100
1025.00000000
NS
USD
40856.50000000
0.011534362748
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
2178.23000000
0.000614944867
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
44493.30000000
USD
2550000.00000000
PHP
2023-02-16
2178.23000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold TWD
000000000
1.00000000
NC
-2129.70000000
-0.00060124416
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
1437000.00000000
TWD
45735.20000000
USD
2023-02-03
-2129.70000000
N
N
N
Gevo Inc
549300IV6EW4O1OJD686
Gevo, Inc.
374396406
-74725.00000000
NS
USD
-158417.00000000
-0.04472334006
Short
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
143527.00000000
NS
961183.34000000
0.271355532447
Long
EC
CORP
JE
N
2
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc.
297602104
826.00000000
NS
USD
23739.24000000
0.006701920270
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-116.61000000
-0.00003292063
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
33400.00000000
CHF
36667.59000000
USD
2023-04-20
-116.61000000
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
369.00000000
NS
USD
24579.09000000
0.006939021700
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased GBP / Sold USD
000000000
1.00000000
NC
459.85000000
0.000129822101
N/A
DFE
GB
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
42722.22000000
USD
35000.00000000
GBP
2023-03-08
459.85000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
-752.00000000
NS
USD
-348371.52000000
-0.09835016418
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold KRW
000000000
1.00000000
NC
-413.49000000
-0.00011673402
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
50476000.00000000
KRW
40672.34000000
USD
2023-04-12
-413.49000000
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
499.00000000
NS
USD
72913.88000000
0.020584610559
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co., Inc.
553530106
279.00000000
NS
USD
23073.30000000
0.006513916072
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold EUR
000000000
1.00000000
NC
600.33000000
0.000169481575
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
230000.00000000
EUR
251842.96000000
USD
2023-04-20
600.33000000
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group, Inc.
49714P108
84.00000000
NS
USD
23388.96000000
0.006603031315
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-675.68000000
-0.00019075393
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40233.81000000
USD
692000.00000000
ZAR
2023-04-05
-675.68000000
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
14.00000000
NS
USD
73780.00000000
0.020829128378
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold GBP
000000000
1.00000000
NC
-335.88000000
-0.00009482363
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
33000.00000000
GBP
40385.11000000
USD
2023-03-15
-335.88000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1262233.16000000
OU
Notional Amount
USD
-11513.56000000
-0.00325043940
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
LHC Group, Inc.
LHC Group, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1262233.16000000
USD
-11513.56000000
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International, Inc.
127190304
77.00000000
NS
USD
23722.93000000
0.006697315728
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674X106
584.00000000
NS
USD
16842.56000000
0.004754890816
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased CAD / Sold USD
000000000
1.00000000
NC
47.81000000
0.000013497433
N/A
DFE
CA
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
13484.49000000
USD
18000.00000000
CAD
2023-03-15
47.81000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
210.00000000
NC
366424.01000000
0.103446635201
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
EURO STOXX 50 Index
SX5E Index
10.00000000
4025.00000000
EUR
2023-02-17
XXXX
154152.42000000
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
660.00000000
NS
USD
337722.00000000
0.095343655383
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased USD / Sold BRL
000000000
1.00000000
NC
-665.16000000
-0.00018778399
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
223000.00000000
BRL
42934.15000000
USD
2023-03-15
-665.16000000
N
N
N
Quanex Building Products Corp
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
620.00000000
NS
USD
16051.80000000
0.004531648182
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-4067.56000000
-0.00114832921
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
70000.00000000
AUD
45358.77000000
USD
2023-02-10
-4067.56000000
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
1460.00000000
NS
USD
261851.00000000
0.073924208389
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044101
638.00000000
NS
USD
28473.94000000
0.008038592459
Long
EC
CORP
US
N
1
N
N
N
BMO S&P 500 Index ETF
549300C28WWK4F0L7Y16
BMO S&P 500 Index ETF
05575T100
-11960.00000000
NS
-533662.92000000
-0.15066052414
Short
EC
RF
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CHF
000000000
1.00000000
NC
-253.78000000
-0.00007164565
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
37000.00000000
CHF
40491.08000000
USD
2023-04-19
-253.78000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
-278.00000000
NS
USD
-41744.48000000
-0.01178505195
Short
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings Inc
529900TQUS2JVPSSPP86
Hawaiian Holdings, Inc.
419879101
-20660.00000000
NS
USD
-254531.20000000
-0.07185772622
Short
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
210.00000000
NS
USD
13893.60000000
0.003922358065
Long
EC
CORP
US
N
1
N
N
N
Petco Health & Wellness Co Inc
2549007TYGV6RVSE9M61
Petco Health & Wellness Co., Inc.
71601V105
34611.00000000
NS
USD
404602.59000000
0.114224983590
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-6858.40000000
-0.00193622247
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
646000.00000000
AUD
450466.85000000
USD
2023-04-20
-6858.40000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-1756.36000000
-0.00049584505
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
62000.00000000
AUD
42077.09000000
USD
2023-03-15
-1756.36000000
N
N
N
Pinterest Inc
N/A
Pinterest, Inc.
72352L106
3456.00000000
NS
USD
90858.24000000
0.025650554963
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER NOK
N/A
Collateral Position
000000000
40.48000000
NS
4.06000000
0.000001146194
Long
STIV
CORP
NO
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
134.00000000
NS
USD
7272.18000000
0.002053038368
Long
EC
CORP
US
N
1
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp.
550372106
-18820.00000000
NS
-142435.38000000
-0.04021150468
Short
EC
CORP
CA
N
1
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
10026.00000000
NS
1168344.75000000
0.329840102845
Long
EC
CORP
BE
N
2
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
-4980.00000000
NS
USD
-171461.40000000
-0.04840595706
Short
EC
US
N
1
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
Capital Power Corp.
14042M102
-10070.00000000
NS
-338378.64000000
-0.09552903406
Short
EC
CORP
CA
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
34.00000000
NC
58216.90000000
0.016435447057
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
650.00000000
EUR
2023-03-17
XXXX
-4475.26000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold IDR
000000000
1.00000000
NC
-1713.28000000
-0.00048368296
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
692218000.00000000
IDR
44450.45000000
USD
2023-02-17
-1713.28000000
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
30960.00000000
NS
1144813.80000000
0.323196985761
Long
EC
CA
N
1
N
N
N
Atrion Corp
N/A
Atrion Corp.
049904105
40.00000000
NS
USD
27492.00000000
0.007761377031
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold NOK
000000000
1.00000000
NC
41.77000000
0.000011792256
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
73100.00000000
NOK
7391.89000000
USD
2023-04-20
41.77000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
67.67000000
0.000019104189
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
39736.93000000
USD
760000.00000000
MXN
2023-04-19
67.67000000
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
70.00000000
NS
USD
24762.50000000
0.006990800914
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
1037.01000000
0.000292762461
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
42565.85000000
USD
825000.00000000
MXN
2023-03-01
1037.01000000
N
N
N
Fiera Capital Corp
549300KJAKQN5OEO4N05
Fiera Capital Corp.
31660A103
-48980.00000000
NS
-345663.22000000
-0.09758557312
Short
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1757828.00000000
OU
Notional Amount
USD
-51023.68000000
-0.01440470020
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Horizon Therapeutics PLC
Horizon Therapeutics PLC
Y
equity-performance leg
2024-12-16
0.00000000
USD
0.00000000
USD
1757828.00000000
USD
-51023.68000000
N
N
N
Ovintiv Inc
N/A
Ovintiv, Inc.
69047Q102
1416.00000000
NS
USD
69709.68000000
0.019680019977
Long
EC
CORP
US
N
1
N
N
N
Energy Fuels Inc/Canada
529900P0GCATXMGK8I62
Energy Fuels, Inc.
292671708
-37900.00000000
NS
-279432.57000000
-0.07888773209
Short
EC
CORP
CA
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
10993.00000000
NS
USD
1586179.97000000
0.447800843403
Long
EC
CORP
US
N
1
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
6443.00000000
NS
USD
370472.50000000
0.104589580687
Long
EC
CORP
US
N
1
N
N
N
PriceSmart Inc
549300JVYOSTGVSDZS46
PriceSmart, Inc.
741511109
107.00000000
NS
USD
7951.17000000
0.002244726764
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings Inc
N/A
Cogent Communications Holdings, Inc.
19239V302
6485.00000000
NS
USD
444676.45000000
0.125538396094
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased CHF / Sold USD
000000000
1.00000000
NC
100.53000000
0.000028381028
N/A
DFE
CH
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43752.13000000
USD
40000.00000000
CHF
2023-03-08
100.53000000
N
N
N
Monarch Casino & Resort Inc
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
289.00000000
NS
USD
22143.18000000
0.006251330156
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1297803.00000000
OU
Notional Amount
40592.58000000
0.011459854432
N/A
DE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EMIS Group PLC
EMIS Group PLC
Y
equity-performance leg
2024-07-11
0.00000000
GBP
0.00000000
GBP
1297803.00000000
GBP
40592.58000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
Purchased INR / Sold USD
000000000
1.00000000
NC
475.84000000
0.000134336303
N/A
DFE
IN
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
44692.17000000
USD
3702000.00000000
INR
2023-02-10
475.84000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased GBP / Sold USD
000000000
1.00000000
NC
586.08000000
0.000165458600
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
41375.54000000
USD
34000.00000000
GBP
2023-03-22
586.08000000
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
860.00000000
NS
USD
227366.80000000
0.064188835269
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PLN
000000000
1.00000000
NC
-991.50000000
-0.00027991435
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
200000.00000000
PLN
45094.47000000
USD
2023-02-27
-991.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased USD / Sold PEN
000000000
1.00000000
NC
-107.77000000
-0.00003042498
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
172000.00000000
PEN
44565.01000000
USD
2023-02-17
-107.77000000
N
N
N
Paladin Energy Ltd
549300M44UTJAP8J6B37
Paladin Energy Ltd.
000000000
-677634.00000000
NS
-413239.31000000
-0.11666325073
Short
EC
CORP
AU
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1343.70000000
-0.00037934534
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41000.00000000
CHF
43571.00000000
USD
2023-03-01
-1343.70000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
30.98000000
0.000008746088
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
16700.00000000
SEK
1634.62000000
USD
2023-04-20
30.98000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold PHP
000000000
1.00000000
NC
-249.40000000
-0.00007040911
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
2336000.00000000
PHP
42494.36000000
USD
2023-03-14
-249.40000000
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash, Inc.
25809K105
-11126.00000000
NS
USD
-644417.92000000
-0.18192821340
Short
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
5289.00000000
NS
175735.38000000
0.049612561542
Long
EC
CORP
AT
N
2
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co.
512816109
-3208.00000000
NS
USD
-341780.32000000
-0.09648937601
Short
EC
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd
N/A
Norwegian Cruise Line Holdings Ltd.
000000000
-12196.00000000
NS
USD
-185501.16000000
-0.05236957815
Short
EC
CORP
BM
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased GBP / Sold USD
000000000
1.00000000
NC
471.50000000
0.000133111060
N/A
DFE
GB
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
40274.15000000
USD
33000.00000000
GBP
2023-04-12
471.50000000
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
93.00000000
NS
USD
24771.48000000
0.006993336094
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold MYR
000000000
1.00000000
NC
-136.72000000
-0.00003859797
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
166000.00000000
MYR
38967.14000000
USD
2023-04-26
-136.72000000
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co.
023586100
1130.00000000
NS
USD
75743.90000000
0.021383564881
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
705.00000000
NS
USD
22031.25000000
0.006219730747
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp.
422806208
1516.00000000
NS
USD
202658.88000000
0.057213443054
Long
EC
CORP
US
N
1
N
N
N
Hyliion Holdings Corp
N/A
Hyliion Holdings Corp.
449109107
-5840.00000000
NS
USD
-20907.20000000
-0.00590239567
Short
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
1037.00000000
NS
USD
82648.90000000
0.023332943188
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
731174.00000000
NS
843637.90000000
0.238170806776
Long
EC
CORP
GB
N
2
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
403925407
98340.00000000
NS
961559.81000000
0.271461815206
Long
EC
CA
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
1889.00000000
NS
USD
74199.92000000
0.020947677681
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold GBP
000000000
1.00000000
NC
-2993.86000000
-0.00084520865
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
39000.00000000
GBP
45088.30000000
USD
2023-02-03
-2993.86000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased BRL / Sold USD
000000000
1.00000000
NC
2181.83000000
0.000615961197
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
41417.48000000
USD
223000.00000000
BRL
2023-03-15
2181.83000000
N
N
N
IWG PLC
2138003LWDII27UTAG52
IWG PLC
000000000
-52809.00000000
NS
-121152.90000000
-0.03420316220
Short
EC
CORP
JE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-1897.43000000
-0.00053567109
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
928000.00000000
CZK
40380.80000000
USD
2023-04-05
-1897.43000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
205.19000000
0.000057928013
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
709000.00000000
ZAR
40782.70000000
USD
2023-03-22
205.19000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased SEK / Sold USD
000000000
1.00000000
NC
-3948.80000000
-0.00111480160
N/A
DFE
SE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
364118.63000000
USD
3758000.00000000
SEK
2023-03-15
-3948.80000000
N
N
N
Pilbara Minerals Ltd
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd.
000000000
32977.00000000
NS
112185.05000000
0.031671412423
Long
EC
CORP
AU
N
2
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243VAB8
3000000.00000000
PA
USD
3333000.00000000
0.940952627880
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
Y
Cinemark Holdings Inc
Cinemark Holdings, Inc.
USD
XXXX
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc.
82509L107
-2800.00000000
NS
-137985.04000000
-0.03895511130
Short
EC
CORP
CA
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
3400.00000000
NS
USD
342176.00000000
0.096601082027
Long
EC
CORP
CA
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust, Inc.
58463J304
31939.00000000
NS
USD
413610.05000000
0.116767915831
Long
EC
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
-7050.00000000
NS
USD
-528891.00000000
-0.14931334422
Short
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased AUD / Sold USD
000000000
1.00000000
NC
2091.10000000
0.000590346846
N/A
DFE
AU
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
43132.27000000
USD
64000.00000000
AUD
2023-03-01
2091.10000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
-696.10000000
-0.00019651878
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
467000.00000000
SEK
44023.29000000
USD
2023-02-27
-696.10000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased SGD / Sold USD
000000000
1.00000000
NC
2013.83000000
0.000568532442
N/A
DFE
SG
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
45939.55000000
USD
63000.00000000
SGD
2023-02-03
2013.83000000
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
Allied Properties Real Estate Investment Trust
019456102
-3500.00000000
NS
-78072.98000000
-0.02204109681
Short
EC
CA
N
1
N
N
N
Winnebago Industries Inc
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
-2917.00000000
NS
USD
-185754.56000000
-0.05244111652
Short
EC
CORP
US
N
1
N
N
N
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
-2560.00000000
NS
USD
-181683.20000000
-0.05129171451
Short
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
3270.00000000
NS
USD
133056.30000000
0.037563658908
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419L101
-9900.00000000
NS
USD
-598950.00000000
-0.16909198213
Short
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
-6660.00000000
NS
USD
-274525.20000000
-0.07750231273
Short
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co.
650111107
690.00000000
NS
USD
24039.60000000
0.006786716109
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
Purchased PEN / Sold USD
000000000
1.00000000
NC
8.74000000
0.000002467424
N/A
DFE
PE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
40659.04000000
USD
157000.00000000
PEN
2023-03-22
8.74000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
724.78000000
0.000204615555
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1202500.00000000
NOK
121634.68000000
USD
2023-04-20
724.78000000
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd.
000000000
55976.00000000
NS
179622.99000000
0.050710088349
Long
EC
CORP
AU
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
7230.00000000
NS
224295.73000000
0.063321829152
Long
EC
CORP
LU
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-83.00000000
NC
-97195.72000000
-0.02743971441
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index Futures
Z H3 Index
2023-03-17
-6378120.89000000
GBP
-97195.72000000
N
N
N
Nabors Industries Ltd
5493008TXYN3II3PU369
Nabors Industries Ltd.
000000000
3046.00000000
NS
USD
540786.84000000
0.152671706637
Long
EC
CORP
BM
N
1
N
N
N
NextDecade Corp
549300XB4GCLNGHFTT48
NextDecade Corp.
65342K105
-18746.00000000
NS
USD
-112288.54000000
-0.03170062910
Short
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp.
591774104
137.00000000
NS
USD
8135.06000000
0.002296641489
Long
EC
CORP
US
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
53741.00000000
NS
711425.99000000
0.200845531003
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased THB / Sold USD
000000000
1.00000000
NC
2603.36000000
0.000734965026
N/A
DFE
TH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
48637.71000000
USD
1690000.00000000
THB
2023-02-10
2603.36000000
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp.
104674106
475.00000000
NS
USD
25398.25000000
0.007170282052
Long
EC
CORP
US
N
1
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc.
124765108
29895.00000000
NS
USD
675627.00000000
0.190738974232
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
190.63000000
0.000053817521
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39976.63000000
USD
175000.00000000
PLN
2023-04-19
190.63000000
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment, Inc.
98156Q108
-38243.00000000
NS
USD
-3236122.66000000
-0.91360279660
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased CAD / Sold USD
000000000
1.00000000
NC
226.77000000
0.000064020350
N/A
DFE
CA
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
38881.83000000
USD
52000.00000000
CAD
2023-04-25
226.77000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-610.29000000
-0.00017229342
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
896000.00000000
CZK
40179.07000000
USD
2023-04-19
-610.29000000
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1601.05000000
-0.00045199886
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
42000.00000000
CHF
44399.21000000
USD
2023-02-27
-1601.05000000
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
000000000
-73330.00000000
NS
USD
-1288408.10000000
-0.36373566981
Short
EC
CORP
KY
N
1
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419LAF8
2450000.00000000
PA
USD
1855059.15000000
0.523709205540
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.00000000
N
N
N
N
Y
Wayfair Inc
Wayfair, Inc.
USD
XXXX
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
2142.00000000
NS
747190.02000000
0.210942218075
Long
EC
CORP
FR
N
2
N
N
N
elf Beauty Inc
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
422.00000000
NS
USD
24286.10000000
0.006856306515
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
211.38000000
0.000059675537
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41693.64000000
USD
55000.00000000
SGD
2023-03-22
211.38000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SEK
000000000
1.00000000
NC
1003.52000000
0.000283307765
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
858000.00000000
SEK
83393.93000000
USD
2023-04-20
1003.52000000
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings, Inc.
68268W103
-4070.00000000
NS
USD
-175579.80000000
-0.04956863912
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1568929.32000000
OU
Notional Amount
USD
-45647.46000000
-0.01288691792
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
VMware Inc
VMware Inc
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1568929.32000000
USD
-45647.46000000
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
5021.00000000
NS
USD
652780.21000000
0.184289005108
Long
EC
CORP
US
N
1
N
N
N
Medifast Inc
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
191.00000000
NS
USD
21286.95000000
0.006009604423
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group, Inc.
053774105
-658.00000000
NS
USD
-131626.32000000
-0.03715995550
Short
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
-1010.00000000
NS
-28212.10000000
-0.00796467135
Short
EC
CORP
GB
N
2
N
N
N
Installed Building Products Inc
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780R101
245.00000000
NS
USD
26972.05000000
0.007614587856
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold NOK
000000000
1.00000000
NC
367.08000000
0.000103631830
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
401000.00000000
NOK
40687.14000000
USD
2023-04-20
367.08000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-194.63000000
-0.00005494677
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
51000.00000000
SGD
38694.58000000
USD
2023-04-26
-194.63000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
3102.77000000
0.000875955471
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
42983.20000000
USD
200000.00000000
PLN
2023-02-27
3102.77000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased USD / Sold KRW
000000000
1.00000000
NC
-77.32000000
-0.00002182852
N/A
DFE
US
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
47868000.00000000
KRW
38907.90000000
USD
2023-04-26
-77.32000000
N
N
N
AMYRIS INC
549300BG17WCUK6EIM58
Amyris, Inc.
03236MAJ0
685000.00000000
PA
USD
216673.72000000
0.061170028870
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.50000000
N
N
N
N
N
Amyris Inc
Amyris Inc
USD
XXXX
N
N
N
Pantheon Resources PLC
213800SWHY5DNQS64J23
Pantheon Resources PLC
000000000
-30698.00000000
NS
-18983.90000000
-0.00535942111
Short
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-3208.95000000
-0.00090593157
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1041000.00000000
CZK
44332.60000000
USD
2023-02-21
-3208.95000000
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
Saputo, Inc.
802912105
50180.00000000
NS
1383339.52000000
0.390536140592
Long
EC
CORP
CA
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
600.00000000
NS
USD
230586.00000000
0.065097660561
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
58.00000000
NS
USD
24793.84000000
0.006999648635
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers, Inc.
767744105
8970.00000000
NS
USD
542415.90000000
0.153131613114
Long
EC
CORP
CA
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased USD / Sold AUD
000000000
1.00000000
NC
1278.91000000
0.000361054223
N/A
DFE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
249700.00000000
AUD
178049.98000000
USD
2023-04-20
1278.91000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HUF / Sold USD
000000000
1.00000000
NC
601.65000000
0.000169854229
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
37702.80000000
USD
14142000.00000000
HUF
2023-04-26
601.65000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-3490.60000000
-0.00098544531
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
375000.00000000
GBP
459600.00000000
USD
2023-04-20
-3490.60000000
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
726.00000000
NS
USD
24996.18000000
0.007056772054
Long
EC
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased AUD / Sold USD
000000000
1.00000000
NC
669.94000000
0.000189133454
N/A
DFE
AU
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
43163.51000000
USD
62000.00000000
AUD
2023-03-15
669.94000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased AUD / Sold USD
000000000
1.00000000
NC
2279.68000000
0.000643585624
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
47146.65000000
USD
70000.00000000
AUD
2023-02-10
2279.68000000
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
1322.00000000
NS
125244.74000000
0.035358346003
Long
EP
CORP
DE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CHF / Sold USD
000000000
1.00000000
NC
282.77000000
0.000079829935
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45717.49000000
USD
42000.00000000
CHF
2023-02-27
282.77000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased MYR / Sold USD
000000000
1.00000000
NC
4923.58000000
0.001389995661
N/A
DFE
MY
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45262.27000000
USD
214000.00000000
MYR
2023-02-10
4923.58000000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
17850.00000000
NS
USD
697935.00000000
0.197036835385
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold MXN
000000000
1.00000000
NC
-63.08000000
-0.00001780836
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
831000.00000000
MXN
43743.88000000
USD
2023-03-15
-63.08000000
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
1141.00000000
NS
120668.53000000
0.034066417763
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased TWD / Sold USD
000000000
1.00000000
NC
468.37000000
0.000132227417
N/A
DFE
TW
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
45562.90000000
USD
1380000.00000000
TWD
2023-02-17
468.37000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
1350.17000000
0.000381171920
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41455.86000000
USD
186000.00000000
PLN
2023-03-15
1350.17000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold SEK
000000000
1.00000000
NC
682.79000000
0.000192761189
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
431000.00000000
SEK
41990.19000000
USD
2023-03-15
682.79000000
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
-400.00000000
NS
USD
-316940.00000000
-0.08947660542
Short
EC
CORP
US
N
1
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd.
448811208
-33420.00000000
NS
-913772.20000000
-0.25797070293
Short
EC
CORP
CA
N
1
N
N
N
Cinemark Holdings Inc
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
-146320.00000000
NS
USD
-1747060.80000000
-0.49321975722
Short
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
9850.00000000
NS
USD
581150.00000000
0.164066792587
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
693.00000000
NS
USD
26167.68000000
0.007387502928
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased USD / Sold THB
000000000
1.00000000
NC
-485.43000000
-0.00013704369
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1360000.00000000
THB
41002.14000000
USD
2023-04-12
-485.43000000
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group, Inc.
74144T108
201.00000000
NS
USD
23410.47000000
0.006609103890
Long
EC
CORP
US
N
1
N
N
N
Sapiens International Corp NV
N/A
Sapiens International Corp. NV
000000000
1176.00000000
NS
USD
26648.16000000
0.007523149168
Long
EC
CORP
KY
N
1
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk, Inc.
848637AF1
220000.00000000
PA
USD
189223.32000000
0.053420396102
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk, Inc.
USD
XXXX
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries, Inc.
885160101
869.00000000
NS
USD
82841.77000000
0.023387393093
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased THB / Sold USD
000000000
1.00000000
NC
-249.97000000
-0.00007057003
N/A
DFE
TH
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43721.86000000
USD
1428000.00000000
THB
2023-03-22
-249.97000000
N
N
N
MicroVision Inc
5299001A8NIHHA9KOY43
MicroVision, Inc.
594960304
-8164.00000000
NS
USD
-20491.64000000
-0.00578507726
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
1664.14000000
0.000469810052
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
43025.14000000
USD
2442000.00000000
PHP
2023-03-01
1664.14000000
N
N
N
CERIDIAN HCM HOLDING INC
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677JAD0
215000.00000000
PA
USD
194194.24000000
0.054823756509
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Ceridian HCM Holding Inc
Ceridian HCM Holding, Inc.
USD
XXXX
N
N
N
GOLDMAN SACHS PRIME BROKER SEK
N/A
Collateral Position
000000000
512.90000000
NS
49.05000000
0.000013847502
Long
STIV
CORP
SE
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
12350.00000000
NS
USD
694317.00000000
0.196015423261
Long
EC
CORP
GB
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased SGD / Sold USD
000000000
1.00000000
NC
2013.83000000
0.000568532442
N/A
DFE
SG
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
45939.55000000
USD
63000.00000000
SGD
2023-02-03
2013.83000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold SGD
000000000
1.00000000
NC
-1147.92000000
-0.00032407390
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
55000.00000000
SGD
40757.10000000
USD
2023-03-22
-1147.92000000
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
700.00000000
NS
USD
25095.00000000
0.007084670326
Long
EC
CORP
US
N
1
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased COP / Sold USD
000000000
1.00000000
NC
-1011.36000000
-0.00028552110
N/A
DFE
CO
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
38199.96000000
USD
176522000.00000000
COP
2023-04-26
-1011.36000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
-7490.00000000
NS
USD
-602870.10000000
-0.17019868132
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
-2573.00000000
NS
USD
-445695.06000000
-0.12582596397
Short
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold GBP
000000000
1.00000000
NC
32.25000000
0.000009104627
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
10800.00000000
GBP
13369.26000000
USD
2023-04-20
32.25000000
N
N
N
Dave & Buster's Entertainment Inc
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc.
238337109
18654.00000000
NS
USD
808650.90000000
0.228293486166
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
2135.00000000
NS
USD
185147.20000000
0.052269650280
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-944.55000000
-0.00026665970
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40000.00000000
CHF
42908.11000000
USD
2023-03-08
-944.55000000
N
N
N
Birchcliff Energy Ltd
5493000BBN3EF2L0XW29
Birchcliff Energy Ltd.
090697103
-97640.00000000
NS
-625958.59000000
-0.17671688575
Short
EC
CORP
CA
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Purchased AUD / Sold USD
000000000
1.00000000
NC
281.32000000
0.000079420580
N/A
DFE
AU
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
43563.77000000
USD
62000.00000000
AUD
2023-03-22
281.32000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold THB
000000000
1.00000000
NC
-95.89000000
-0.00002707109
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1337000.00000000
THB
40718.22000000
USD
2023-04-19
-95.89000000
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
333.00000000
NS
USD
25238.07000000
0.007125060992
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-829.28000000
-0.00023411737
N/A
DFE
ZA
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
42740.81000000
USD
731000.00000000
ZAR
2023-03-01
-829.28000000
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
3710.00000000
NS
USD
1391027.40000000
0.392706536898
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive, Inc.
76954A103
-34275.00000000
NS
USD
-664935.00000000
-0.18772047273
Short
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
95.00000000
NS
USD
25232.00000000
0.007123347346
Long
EC
CORP
US
N
1
N
N
N
Carillon Reams Unconstrained Bond Fund
549300MVU3XYYWJ6RX19
Carillon Reams Unconstrained Bond Fund
14214M724
161044.56200000
NS
USD
1955080.98000000
0.551946770432
Long
EC
RF
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
59.00000000
NC
88562.42000000
0.025002412790
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Dow Jones EURO STOXX 50 Dividend Futures
DEDZ4 Index
2024-12-20
667247.10000000
EUR
88562.42000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
2255.19000000
0.000636671754
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44292.36000000
USD
810000.00000000
ZAR
2023-02-03
2255.19000000
N
N
N
Ceres Power Holdings PLC
213800N7AAHSXQUOA733
Ceres Power Holdings PLC
000000000
-9982.00000000
NS
-58759.68000000
-0.01658868146
Short
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
555.36000000
0.000156785914
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
737000.00000000
ZAR
42760.48000000
USD
2023-03-15
555.36000000
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
14364.00000000
NS
113847.30000000
0.032140688902
Long
EC
CORP
GB
N
2
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc.
000000000
8100.00000000
NS
77898.45000000
0.021991824553
Long
EC
CORP
JP
N
2
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1139.00000000
NS
USD
391986.85000000
0.110663383318
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold NOK
000000000
1.00000000
NC
669.03000000
0.000188876548
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1110000.00000000
NOK
112278.16000000
USD
2023-04-20
669.03000000
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd.
000000000
701.00000000
NS
USD
69469.10000000
0.019612100870
Long
EC
CORP
BM
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased HUF / Sold USD
000000000
1.00000000
NC
2679.59000000
0.000756485824
N/A
DFE
HU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
39605.50000000
USD
15524000.00000000
HUF
2023-04-05
2679.59000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
-22.00000000
NC
-286930.27000000
-0.08100443791
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Japanese 10 Year Bond Futures
JBH2 Comdty
2023-03-13
-3186971722.00000000
JPY
-286930.27000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
23.00000000
NC
20753.70000000
0.005859060472
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
STOXX Europe 600 Basic Resources Index
SXPP INDEX
50.00000000
680.00000000
EUR
2023-03-17
XXXX
-6958.23000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
1601861.40000000
OU
Notional Amount
USD
44818.92000000
0.012653009466
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Spirit Airlines, Inc.
Spirit Airlines, Inc.
Y
equity-performance leg
2024-07-11
0.00000000
USD
0.00000000
USD
1601861.40000000
USD
44818.92000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PHP / Sold USD
000000000
1.00000000
NC
1103.67000000
0.000311581514
N/A
DFE
PH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
42393.44000000
USD
2377000.00000000
PHP
2023-03-07
1103.67000000
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
000000000
-1395.00000000
NS
USD
-177444.00000000
-0.05009492892
Short
EC
CORP
IL
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
38.00000000
NS
USD
7437.36000000
0.002099670998
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
396501.98000000
OU
Notional Amount
USD
84761.18000000
0.023929269445
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Retail Select Industry Index
SPSIRETR Index
Y
equity-performance leg
2024-07-24
0.00000000
USD
0.00000000
USD
396501.98000000
USD
84761.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
594419.08000000
OU
Notional Amount
USD
125728.60000000
0.035494946465
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Technology Select Sector
IXT Index
Y
equity-performance leg
2025-01-08
0.00000000
USD
-0.01000000
USD
594419.08000000
USD
125728.61000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
6394.00000000
NS
USD
894904.24000000
0.252644013300
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
2391.00000000
NS
USD
98557.02000000
0.027824028492
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CHF
000000000
1.00000000
NC
-253.78000000
-0.00007164565
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
37000.00000000
CHF
40491.08000000
USD
2023-04-19
-253.78000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased IDR / Sold USD
000000000
1.00000000
NC
545.12000000
0.000153895018
N/A
DFE
ID
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
43177.08000000
USD
655903000.00000000
IDR
2023-03-15
545.12000000
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial, Inc.
449586106
-17000.00000000
NS
-530615.16000000
-0.14980009876
Short
EC
CORP
CA
N
1
N
N
N
A-Mark Precious Metals Inc
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals, Inc.
00181T107
6692.00000000
NS
USD
257642.00000000
0.072735948680
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
28290.00000000
NS
862184.21000000
0.243406690104
Long
EC
CORP
NO
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased NZD / Sold USD
000000000
1.00000000
NC
468.24000000
0.000132190716
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
40269.47000000
USD
63000.00000000
NZD
2023-04-19
468.24000000
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
000000000
-9530.00000000
NS
USD
-176400.30000000
-0.04980027778
Short
EC
CORP
BM
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
213.00000000
NC
7641.58000000
0.002157325167
N/A
DE
DE
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
EURO STOXX 50 Index
SX5E INDEX
10.00000000
3175.00000000
EUR
2023-03-17
XXXX
-11253.24000000
N
N
N
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
Purchased CLP / Sold USD
000000000
1.00000000
NC
8071.36000000
0.002278658086
N/A
DFE
CL
N
2
Bank of America Merrill Lynch International Ltd.
EYKN6V0ZCB8VD9IULB80
43404.13000000
USD
41138000.00000000
CLP
2023-02-27
8071.36000000
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
9970.00000000
NS
442979.88000000
0.125059430598
Long
EC
CORP
NO
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
241185.40000000
OU
Notional Amount
USD
-179.32000000
-0.00005062455
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Myovant Sciences Ltd.
Myovant Sciences Ltd.
Y
equity-performance leg
2024-10-28
0.00000000
USD
0.00000000
USD
241185.40000000
USD
-179.32000000
N
N
N
Golden Ocean Group Ltd
549300HQH91CZG0OJL61
Golden Ocean Group Ltd.
000000000
894.00000000
NS
USD
8564.52000000
0.002417884068
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CZK
000000000
1.00000000
NC
-239.57000000
-0.00006763396
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
852000.00000000
CZK
38532.02000000
USD
2023-04-26
-239.57000000
N
N
N
JELD-WEN Holding Inc
529900AXX7CT9GZSCS30
JELD-WEN Holding, Inc.
47580P103
-49710.00000000
NS
USD
-628831.50000000
-0.17752794852
Short
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
5076.00000000
NS
218929.79000000
0.061806949061
Long
EC
CORP
GB
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
-306.00000000
NS
USD
-49636.26000000
-0.01401301208
Short
EC
CORP
IE
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-517.82000000
-0.00014618784
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39805.01000000
USD
688000.00000000
ZAR
2023-04-19
-517.82000000
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp.
89055F103
136.00000000
NS
USD
27208.16000000
0.007681245020
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
323.00000000
NS
USD
24215.31000000
0.006836321505
Long
EC
CORP
US
N
1
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
188708.00000000
NS
235092.78000000
0.066369987739
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Option
000000000
-46.00000000
NC
USD
-117760.00000000
-0.03324529896
N/A
DE
US
N
1
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
S&P 500 Index
SPX Index
100.00000000
4175.00000000
USD
2023-02-17
XXXX
270170.88000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold PLN
000000000
1.00000000
NC
-57.37000000
-0.00001619635
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
181000.00000000
PLN
41574.96000000
USD
2023-03-22
-57.37000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Swap
000000000
0.01000000
OU
Notional Amount
USD
6612.31000000
0.001866747816
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Zogenix, Inc.
Zogenix, Inc.
Y
equity-performance leg
2122-03-10
0.00000000
USD
0.00000000
USD
0.01000000
USD
6612.31000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold SEK
000000000
1.00000000
NC
691.46000000
0.000195208852
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1619215.00000000
SEK
156178.39000000
USD
2023-04-20
691.46000000
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
1077.00000000
NS
55150.64000000
0.015569798871
Long
EC
CORP
GB
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HUF / Sold USD
000000000
1.00000000
NC
2648.60000000
0.000747736912
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
40128.51000000
USD
15638000.00000000
HUF
2023-03-22
2648.60000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
331.59000000
0.000093612505
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
43091.13000000
USD
57000.00000000
SGD
2023-03-15
331.59000000
N
N
N
De Grey Mining Ltd
529900MOX6JOKGFAYY28
De Grey Mining Ltd.
000000000
-395212.00000000
NS
-418803.95000000
-0.11823422661
Short
EC
CORP
AU
N
2
N
N
N
GOLDMAN SACHS PRIME BROKER AUD
N/A
Collateral Position
000000000
224.78000000
NS
158.66000000
0.000044791942
Long
STIV
CORP
AU
N
1
N
N
N
Peyto Exploration & Development Corp
549300WZKJ63UJDWP310
Peyto Exploration & Development Corp.
717046106
22870.00000000
NS
208495.06000000
0.058861078489
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
1614085.25000000
OU
Notional Amount
USD
-13412.00000000
-0.00378639563
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
London Stock Exchange Group PLC
London Stock Exchange Group PLC
Y
equity-performance leg
2025-01-17
0.28000000
USD
0.00000000
USD
1614085.25000000
USD
-13412.28000000
N
N
N
Medexus Pharmaceuticals Inc
549300CN25ACX5TNFA18
Medexus Pharmaceuticals, Inc.
58410Q120
12500.00000000
NS
46.97000000
0.000013260289
N/A
DE
CA
N
1
N/A
N/A
Call
Purchased
Medexus Pharmaceuticals, Inc.
Medexus Pharmaceuticals, Inc.
10.00000000
10.00000000
CAD
2023-02-23
XXXX
46.97000000
N
N
N
Morgan Stanley International Ltd.
N/A
Swap
000000000
327893.06000000
OU
Notional Amount
USD
77423.01000000
0.021857601175
N/A
DE
US
N
2
Morgan Stanley International Ltd.
N/A
Intraday Momentum Strategy SPX 3%
MSCBL3ES Index
Intraday Momentum Strategy SPX 3%
Y
equity-performance leg
2023-10-24
0.00000000
USD
-0.05000000
USD
327893.06000000
USD
77423.06000000
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix, Inc.
67059NAH1
190000.00000000
PA
USD
164919.24000000
0.046559013581
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix, Inc.
Nutanix, Inc.
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased INR / Sold USD
000000000
1.00000000
NC
588.10000000
0.000166028875
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
43538.43000000
USD
3618000.00000000
INR
2023-02-17
588.10000000
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
334.00000000
NS
USD
22818.88000000
0.006442089739
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-3339.94000000
-0.00094291188
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
44000.00000000
CHF
44726.40000000
USD
2023-02-03
-3339.94000000
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143AP6
250000.00000000
PA
USD
199442.00000000
0.056305272730
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
450.00000000
NS
USD
102352.50000000
0.028895545708
Long
EC
CORP
US
N
1
N
N
N
PrairieSky Royalty Ltd
529900AXG582AP7CV733
PrairieSky Royalty Ltd.
739721108
-12030.00000000
NS
-206685.81000000
-0.05835030184
Short
EC
CORP
CA
N
1
N
N
N
Old Republic International Corp
549300IV6O2YY2A1KH37
Old Republic International Corp.
680223104
744.00000000
NS
USD
19634.16000000
0.005542998634
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
-12146.00000000
NS
USD
-180003.72000000
-0.05081757376
Short
EC
CORP
US
N
1
N
N
N
Chase Corp
N/A
Chase Corp.
16150R104
88.00000000
NS
USD
8305.44000000
0.002344742152
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold EUR
000000000
1.00000000
NC
-108.48000000
-0.00003062542
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
15200.00000000
EUR
16495.38000000
USD
2023-04-20
-108.48000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased KRW / Sold USD
000000000
1.00000000
NC
450.24000000
0.000127109064
N/A
DFE
KR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
44848.34000000
USD
55729000.00000000
KRW
2023-03-08
450.24000000
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts, Inc.
700517105
60102.00000000
NS
USD
884100.42000000
0.249593943447
Long
EC
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
143.00000000
NS
USD
22811.36000000
0.006439966737
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
6588.00000000
NS
USD
478618.20000000
0.135120627975
Long
EC
CORP
US
N
1
N
N
N
Docebo Inc
N/A
Docebo, Inc.
25609L105
9680.00000000
NS
370161.51000000
0.104501783850
Long
EC
CORP
CA
N
1
N
N
N
GUESS INC
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617AD7
1000000.00000000
PA
USD
1115820.00000000
0.315011629535
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.00000000
N
N
N
N
Y
Guess, Inc.
Guess, Inc.
USD
XXXX
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
664.45000000
0.000187583550
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
101034.20000000
USD
93100.00000000
EUR
2023-04-20
664.45000000
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd.
000000000
492.00000000
NS
USD
23261.76000000
0.006567120972
Long
EC
CORP
BM
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2485.50000000
0.000701691496
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
43011.07000000
USD
232000.00000000
BRL
2023-02-27
2485.50000000
N
N
N
Onto Innovation Inc
254900RXZVN73CHOO062
Onto Innovation, Inc.
683344105
316.00000000
NS
USD
24853.40000000
0.007016463258
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased CNY / Sold USD
000000000
1.00000000
NC
122.94000000
0.000034707685
N/A
DFE
CN
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
43635.34000000
USD
295000.00000000
CNY
2023-03-08
122.94000000
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
4439.00000000
NS
USD
776514.27000000
0.219220864969
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased PLN / Sold USD
000000000
1.00000000
NC
1817.57000000
0.000513125492
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41702.94000000
USD
189000.00000000
PLN
2023-03-08
1817.57000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased SEK / Sold USD
000000000
1.00000000
NC
-908.26000000
-0.00025641453
N/A
DFE
SE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41943.49000000
USD
428000.00000000
SEK
2023-03-22
-908.26000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
2583.88000000
0.000729465549
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41223.08000000
USD
831000.00000000
MXN
2023-03-15
2583.88000000
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
244.00000000
NS
USD
24441.48000000
0.006900172467
Long
EC
CORP
US
N
1
N
N
N
NexGen Energy Ltd
529900N0IXNXB3IP7F06
NexGen Energy Ltd.
65340P106
34380.00000000
NS
USD
166399.20000000
0.046976827037
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CZK / Sold USD
000000000
1.00000000
NC
2504.46000000
0.000707044169
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45037.09000000
USD
1041000.00000000
CZK
2023-02-21
2504.46000000
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AJ2
185000.00000000
PA
USD
156495.20000000
0.044180788986
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Block Inc
Block, Inc.
USD
XXXX
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased ZAR / Sold USD
000000000
1.00000000
NC
904.47000000
0.000255344561
N/A
DFE
ZA
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
41300.65000000
USD
737000.00000000
ZAR
2023-03-15
904.47000000
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
2997.00000000
NS
223012.84000000
0.062959651319
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold ZAR
000000000
1.00000000
NC
89.73000000
0.000025332036
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
755000.00000000
ZAR
43384.88000000
USD
2023-02-27
89.73000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-3261.65000000
-0.00092080952
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
45000.00000000
CHF
45934.19000000
USD
2023-02-10
-3261.65000000
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181201
39290.00000000
NS
555147.87000000
0.156726026744
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
2485.50000000
0.000701691496
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
43011.07000000
USD
232000.00000000
BRL
2023-02-27
2485.50000000
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
2106.00000000
NS
USD
133141.32000000
0.037587661246
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased HUF / Sold USD
000000000
1.00000000
NC
4596.02000000
0.001297520881
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
41150.69000000
USD
16651000.00000000
HUF
2023-03-08
4596.02000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold MXN
000000000
1.00000000
NC
-2689.58000000
-0.00075930614
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
861000.00000000
MXN
42913.53000000
USD
2023-02-17
-2689.58000000
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics, Inc.
042735100
2129.00000000
NS
USD
250136.21000000
0.070616958934
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
-29470.00000000
NS
USD
-957480.30000000
-0.27031011233
Short
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
473.00000000
NS
USD
23910.15000000
0.006750170559
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold EUR
000000000
1.00000000
NC
830.03000000
0.000234329105
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
318000.00000000
EUR
348200.27000000
USD
2023-04-20
830.03000000
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings, Inc.
26142RAB0
300000.00000000
PA
USD
204449.10000000
0.057718847258
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings, Inc.
USD
XXXX
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold INR
000000000
1.00000000
NC
-576.47000000
-0.00016274556
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3460000.00000000
INR
41557.07000000
USD
2023-03-15
-576.47000000
N
N
N
FISKER INC
549300UUN5RWU44MBX79
Fisker, Inc.
33813JAA4
175000.00000000
PA
USD
81684.23000000
0.023060603322
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
Fisker Inc
Fisker, Inc.
USD
XXXX
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
432.22000000
NS
USD
432.22000000
0.000122021765
Long
STIV
RF
US
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
2416.00000000
NS
USD
391899.36000000
0.110638683665
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
15425.00000000
NS
USD
1294774.50000000
0.365532993785
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
382.00000000
NS
USD
23848.26000000
0.006732698145
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
000000000
31000.00000000
NS
1038064.52000000
0.293060167417
Long
EC
CORP
JP
N
2
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
-17856.00000000
NS
USD
-1308844.80000000
-0.36950523673
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-1230.69000000
-0.00034744104
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
292000.00000000
CNY
42099.60000000
USD
2023-03-15
-1230.69000000
N
N
N
SPDR Bloomberg High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg High Yield Bond ETF
78468R622
-18600.00000000
NS
USD
-1741518.00000000
-0.49165494707
Short
EC
RF
US
N
1
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce, Inc.
78463M107
175.00000000
NS
USD
23814.00000000
0.006723026066
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased PLN / Sold USD
000000000
1.00000000
NC
441.58000000
0.000124664224
N/A
DFE
PL
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
40205.48000000
USD
177000.00000000
PLN
2023-04-12
441.58000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased AUD / Sold USD
000000000
1.00000000
NC
965.94000000
0.000272698404
N/A
DFE
AU
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
43562.68000000
USD
63000.00000000
AUD
2023-03-08
965.94000000
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series 1
46090E103
-3400.00000000
NS
USD
-1001708.00000000
-0.28279621211
Short
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Swap
000000000
679468.55000000
OU
Notional Amount
USD
80208.35000000
0.022643941707
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P 500 Index
SPX Index
Y
equity-performance leg
2024-12-03
0.01000000
USD
0.00000000
USD
679468.55000000
USD
80208.34000000
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co.
891092108
-1072.00000000
NS
USD
-119549.44000000
-0.03375048296
Short
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased BRL / Sold USD
000000000
1.00000000
NC
1771.83000000
0.000500212449
N/A
DFE
BR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
41887.05000000
USD
223000.00000000
BRL
2023-03-08
1771.83000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
120462.00000000
NS
887605.68000000
0.250583527488
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Purchased GBP / Sold USD
000000000
1.00000000
NC
1407.52000000
0.000397362629
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
68928.73000000
USD
57000.00000000
GBP
2023-03-15
1407.52000000
N
N
N
2023-02-27
PACE SELECT ADVISORS TRUST
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer