0001145549-23-052347.txt : 20230825 0001145549-23-052347.hdr.sgml : 20230825 20230825153443 ACCESSION NUMBER: 0001145549-23-052347 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230825 DATE AS OF CHANGE: 20230825 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JNL SERIES TRUST CENTRAL INDEX KEY: 0000933691 IRS NUMBER: 381659835 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08894 FILM NUMBER: 231207867 BUSINESS ADDRESS: STREET 1: 1 CORPORATE WAY CITY: LANSING STATE: MI ZIP: 48951 BUSINESS PHONE: (517) 367-4336 MAIL ADDRESS: STREET 1: 1 CORPORATE WAY CITY: LANSING STATE: MI ZIP: 48951 0000933691 S000048717 JNL Multi-Manager Alternative Fund C000153487 JNL Multi-Manager Alternative Fund (A) C000192217 JNL Multi-Manager Alternative Fund (I) NPORT-P 1 primary_doc.xml NPORT-P false 0000933691 XXXXXXXX S000048717 C000153487 C000192217 JNL Series Trust 811-8894 0000933691 549300T5WIPN6IWM0D45 1 Corporate Way Lansing 48951 517-367-4336 JNL Multi-Manager Alternative Fund S000048717 549300WLIS7O5K800R06 2023-12-31 2023-06-30 N 1541215120.920000000000 469774500.540000000000 1071440620.380000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 4213781.250000000000 0.000000000000 0.000000000000 103867269.240000000000 USD EUR N Absolute VaR 0 Jupiter Acquisition Corporation N/A 482082104 9270 NS USD 95017.5 0.0088682003 Long EC CORP US N 1 N N N KLA Corporation 549300H0BF5JCG96TJ81 482480100 -7645 NS USD -3707977.9 -0.3460740455 Short EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 483548AF0 3049000 PA USD 2944090.01 0.2747786442 Long DBT CORP US N 2 2024-05-01 Fixed 3.25 N N N N N Kaman Corporation USD XXXX N N N Karyopharm Therapeutics Inc. 549300J1VANRCNTYST87 48576U106 -9754 NS USD -17459.66 -0.0016295499 Short EC CORP US N 1 N N N Karyopharm Therapeutics Inc. 549300J1VANRCNTYST87 48576UAA4 344000 PA USD 224817.42 0.0209827232 Long DBT CORP US N 2 2025-10-15 Fixed 3 N N N N N Karyopharm Therapeutics Inc. 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N/A 29279XAA8 100000 PA USD 75013.81 0.0070012102 Long DBT CORP US N 2 2029-02-15 Fixed 6 N N N N N N Endo Luxembourg Finance Company I S.a r.l. 222100B15VY0VVCTG251 29280BAA3 140000 PA USD 103045.75 0.0096174952 Long DBT CORP US Y 2 2029-04-01 Fixed 0 Y N N N N N Uni-Select Inc. 549300GQ1WI8PKN1NQ40 90457D100 36799 NS 1306958.26 0.1219813992 Long EC CORP CA N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAG8 60000 PA USD 63722.43 0.0059473599 Long DBT CORP US N 2 2039-10-15 Fixed 6.13 N N N N N N PT Kawasan Industri Jababeka Tbk 254900JFBW45600V8I61 74390MAA2 140000 PA USD 92435.36 0.0086272032 Long DBT CORP US N 2 2027-12-15 Fixed 7 N N N N N N Pyxus International, Inc. 8YFRT44YTZ40IQKXOL79 747328AB8 97018 PA USD 58825.73 0.0054903397 Long DBT CORP US N 2 2027-12-31 Fixed 8.5 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAT0 40000 PA USD 41622.65 0.0038847370 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N Envestnet, Inc. 549300HLWZ5OKIDM8737 29404K106 -1350 NS USD -80122.5 -0.0074780159 Short EC CORP US N 1 N N N Q2 Holdings, Inc. 549300M9RKR9DZXWS696 74736L109 -6261 NS USD -193464.9 -0.0180565209 Short EC CORP US N 1 N N N Q2 Holdings, Inc. 549300M9RKR9DZXWS696 74736LAD1 1813000 PA USD 1579434.84 0.1474122606 Long DBT CORP US N 2 2026-06-01 Fixed 0.75 N N N N N Q2 Holdings, Inc. 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CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note 2nd Week Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note 2nd Week United States 5 Year Note 2nd Week 2023-07-14 -6910.83 USD 1000 108.750000000000 USD 2023-07-14 XXXX 5129.58 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 16 NC USD 0.02 0.0000000019 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond 5th Week Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 16 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond 5th Week United States Long Bond 5th Week 2023-06-30 11152.68 USD 1000 128.500000000000 USD 2023-06-30 XXXX -11152.66 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -13 NC USD -0.01 -0.0000000009 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -13 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2023-06-30 -2821.26 USD 1000 113.500000000000 USD 2023-06-30 XXXX 2821.25 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 22 NC USD 21656.25 0.0020212273 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note 5th Week Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 22 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note 5th Week United States 10 Year Note 5th Week 2023-06-30 6741.19 USD 1000 113.250000000000 USD 2023-06-30 XXXX 14915.06 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 17 NC USD -15821.91 -0.0014766950 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-09-20 1151081.91 USD -15821.91 N N N NYSE AMERICAN N/A N/A -83 NC USD -28220 -0.0026338370 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Amedisys, Inc. Amedisys, Inc. 100 90.000000000000 USD 2023-09-15 XXXX 441.1 N N N NYSE AMERICAN N/A N/A -99 NC USD -143550 -0.0133978493 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100 70.000000000000 USD 2023-07-21 XXXX -51909.39 N N N NYSE AMERICAN N/A N/A -428 NC USD -540564 -0.0504520726 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100 72.500000000000 USD 2023-08-18 XXXX -100737.88 N N N NYSE AMERICAN N/A N/A -344 NC USD -519784 -0.0485126278 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Activision Blizzard, Inc. Activision Blizzard, Inc. 100 70.000000000000 USD 2023-08-18 XXXX -69151.4 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 14400 0.0013439849 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-07-07 7100 USD 1000 65.000000000000 USD 2023-07-07 XXXX 7300 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 5280 0.0004927945 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-07-07 2650 USD 1000 65.500000000000 USD 2023-07-07 XXXX 2630 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 3560 0.0003322629 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-07-07 2610 USD 1000 66.000000000000 USD 2023-07-07 XXXX 950 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 16 NC USD 400 0.0000373329 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 16 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-07-07 7320 USD 1000 68.500000000000 USD 2023-07-07 XXXX -6920 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 60 0.0000055999 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 0 0.000000000000 DFE CORP US US Long AUD/USD Spot Rate AUD/USD Spot Rate 2023-07-07 1850 USD 1000 69.000000000000 USD 2023-07-07 XXXX -1790 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -23 NC USD -20074.82 -0.0018736288 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short GBP/USD Spot Rate GBP/USD Spot Rate 2023-09-20 -1805406.43 USD -20074.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 22 NC USD 0 0.0000000000 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Burlington Stores, Inc. Burlington Stores, Inc. 100 160.000000000000 USD 2023-06-30 XXXX -6422.22 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -22 NC USD 0 0.0000000000 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written Burlington Stores, Inc. Burlington Stores, Inc. 100 140.000000000000 USD 2023-06-30 XXXX 3814.35 N N N NYSE AMERICAN N/A N/A 54 NC USD 0.01 0.0000000009 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Carnival Corporation Carnival Corporation 100 13.500000000000 USD 2023-06-30 XXXX -2358.66 N N N NYSE AMERICAN N/A N/A 54 NC USD 216 0.0000201598 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Carnival Corporation Carnival Corporation 100 14.000000000000 USD 2023-07-21 XXXX -2812.71 N N N NYSE AMERICAN N/A N/A 55 NC USD 550 0.0000513328 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Carnival Corporation Carnival Corporation 100 16.000000000000 USD 2023-07-21 XXXX -1571.85 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -44 NC USD -20802.45 -0.0019415402 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short CAD/USD Spot Rate CAD/USD Spot Rate 2023-09-20 -3306917.55 USD -20802.45 N N N NYSE AMERICAN N/A N/A 28 NC USD 490 0.0000457328 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Cerence Inc. Cerence Inc. 100 35.000000000000 USD 2023-07-21 XXXX -920.33 N N N NYSE AMERICAN N/A N/A -22 NC USD -220 -0.0000205331 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written DICE Therapeutics, Inc DICE Therapeutics, Inc 100 50.000000000000 USD 2024-01-19 XXXX 160.87 N N N NYSE AMERICAN N/A N/A 4 NC USD 90 0.0000083999 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased DICE Therapeutics, Inc DICE Therapeutics, Inc 100 35.000000000000 USD 2024-01-19 XXXX -63 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -25 NC USD -5737.5 -0.0005354940 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short EUR/USD Spot Rate EUR/USD Spot Rate 2023-09-20 -3417075 USD -5737.5 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 55 NC USD 4400 0.0004106620 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Eagle Bulk Shipping Inc. Eagle Bulk Shipping Inc. 100 50.000000000000 USD 2023-07-21 XXXX 1261.2 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 171 NC -144846.82 -0.0135188845 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long 3M EURIBOR 3M EURIBOR 2023-12-18 45054629.77 EUR -144846.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -234 NC USD -8299.4 -0.0007746020 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short 30 Day Fed Funds Rate 30 Day Fed Funds Rate 2023-07-03 -92550979.75 USD -8299.4 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -57 NC USD -2671.88 -0.0002493727 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -57 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-07-21 -15932.64 USD 1000 109.250000000000 USD 2023-07-21 XXXX 13260.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 48 NC USD 9750 0.0009099898 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 48 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2023-07-21 24465.87 USD 1000 108.000000000000 USD 2023-07-21 XXXX -14715.87 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -107 NC USD -9195.37 -0.0008582249 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -107 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-07-21 -34978.99 USD 1000 108.750000000000 USD 2023-07-21 XXXX 25783.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11 NC USD 1632.82 0.0001523948 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 11 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2023-07-21 6292.47 USD 1000 108.250000000000 USD 2023-07-21 XXXX -4659.65 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 37 NC USD 10117.21 0.0009442623 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 37 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2023-07-21 19110.91 USD 1000 107.750000000000 USD 2023-07-21 XXXX -8993.7 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 23 NC USD 10421.88 0.0009726979 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 23 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2023-07-21 10641.36 USD 1000 107.250000000000 USD 2023-07-21 XXXX -219.48 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -45 NC USD -21796.88 -0.0020343526 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -45 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-07-21 -17890.91 USD 1000 107.000000000000 USD 2023-07-21 XXXX -3905.97 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -35 NC USD -26523.46 -0.0024754951 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -35 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-07-21 -16072.28 USD 1000 107.500000000000 USD 2023-07-21 XXXX -10451.18 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -76 NC USD -70656.29 -0.0065945129 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -76 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-07-21 -37571.66 USD 1000 107.750000000000 USD 2023-07-21 XXXX -33084.63 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 633 NC USD -672961.01 -0.0628089879 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 5 Year Note United States 5 Year Note 2023-10-04 68463304.76 USD -672961.01 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -52 NC USD -10156.28 -0.0009479088 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -52 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2023-08-25 -48714.75 USD 1000 109.500000000000 USD 2023-08-25 XXXX 38558.47 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 23 NC -9295.05 -0.0008675282 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long Long Gilt Long Gilt 2023-09-29 2728659.35 GBP -9295.05 N N N NYSE AMERICAN N/A N/A 37 NC USD 2220 0.0002071977 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Groupon, Inc. Groupon, Inc. 100 4.000000000000 USD 2023-09-15 XXXX -651.57 N N N NYSE AMERICAN N/A N/A 16 NC USD 1120 0.0001045322 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Groupon, Inc. Groupon, Inc. 100 4.000000000000 USD 2023-10-20 XXXX -229.92 N N N NYSE AMERICAN N/A N/A 106 NC USD 3445 0.0003215297 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Realogy Holdings Corp. Realogy Holdings Corp. 100 7.500000000000 USD 2023-09-15 XXXX -243.91 N N N NYSE AMERICAN N/A N/A 53 NC USD 3710 0.0003462628 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Realogy Holdings Corp. Realogy Holdings Corp. 100 7.500000000000 USD 2023-12-15 XXXX 949.81 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -66 NC USD -1320 -0.0001231986 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Written Horizon Therapeutics Public Limited Company Horizon Therapeutics Public Limited Company 100 115.000000000000 USD 2023-08-18 XXXX 6918.03 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -17 NC USD -1615 -0.0001507316 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Written Horizon Therapeutics Public Limited Company Horizon Therapeutics Public Limited Company 100 105.000000000000 USD 2023-07-21 XXXX -423.73 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -66 NC USD -1815 -0.0001693981 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Put Written Horizon Therapeutics Public Limited Company Horizon Therapeutics Public Limited Company 100 80.000000000000 USD 2023-08-18 XXXX 1797.64 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 66 NC USD 9240 0.0008623903 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Put Purchased Horizon Therapeutics Public Limited Company Horizon Therapeutics Public Limited Company 100 100.000000000000 USD 2023-08-18 XXXX -4456.39 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -61 NC USD -450.79 -0.0000420733 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Iveric Bio, Inc. Iveric Bio, Inc. 100 40.000000000000 USD 2023-07-21 XXXX 1432.25 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -359 NC USD -3590 -0.0003350629 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Iveric Bio, Inc. Iveric Bio, Inc. 100 40.000000000000 USD 2023-09-15 XXXX 11994.1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 204 NC USD 4080 0.0003807957 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Iveric Bio, Inc. Iveric Bio, Inc. 100 30.000000000000 USD 2023-09-15 XXXX -25738.22 N N N NYSE AMERICAN N/A N/A 153 NC USD 0.02 0.0000000019 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased iShares Russell 2000 ETF iShares Russell 2000 ETF 100 168.000000000000 USD 2023-06-30 XXXX -32601.07 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 32 NC USD 200 0.0000186665 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 32 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2023-07-07 30680 USD 1250 73.000000000000 USD 2023-07-07 XXXX -30480 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -8 NC USD -150 -0.0000139998 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -8 NC USD 0 0.000000000000 DFE CORP US US Short JPY/USD Spot Rate JPY/USD Spot Rate 2023-07-07 -6330 USD 1250 72.000000000000 USD 2023-07-07 XXXX 6180 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 2000 0.0001866646 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2023-07-07 4120 USD 1250 70.500000000000 USD 2023-07-07 XXXX -2120 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 900 0.0000839991 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2023-07-07 3070 USD 1250 71.000000000000 USD 2023-07-07 XXXX -2170 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 6000 0.0005599937 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2023-08-04 7870 USD 1250 71.000000000000 USD 2023-08-04 XXXX -1870 N N N OSAKA SECURITIES EXCHANGE N/A N/A -24 NC -100980.95 -0.0094247827 N/A DIR CORP JP N 1 OSAKA SECURITIES EXCHANGE N/A Short Japan 10 Year Bond Japan 10 Year Bond 2023-09-20 -25463560.29 JPY -100980.95 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 90 NC USD -287922.64 -0.0268724775 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long JPY/USD Spot Rate JPY/USD Spot Rate 2023-09-20 8176985.14 USD -287922.64 N N N NYSE AMERICAN N/A N/A -1 NC USD -90 -0.0000083999 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Chinook Therapeutics, Inc. Chinook Therapeutics, Inc. 100 40.000000000000 USD 2024-01-19 XXXX -39.25 N N N NYSE AMERICAN N/A N/A 1 NC USD 25.45 0.0000023753 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Chinook Therapeutics, Inc. Chinook Therapeutics, Inc. 100 25.000000000000 USD 2023-10-20 XXXX 6.2 N N N NYSE AMERICAN N/A N/A 1 NC USD 50 0.0000046666 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Chinook Therapeutics, Inc. Chinook Therapeutics, Inc. 100 30.000000000000 USD 2023-12-15 XXXX -11.45 N N N NYSE AMERICAN N/A N/A 1 NC USD 30 0.0000028000 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Chinook Therapeutics, Inc. Chinook Therapeutics, Inc. 100 25.000000000000 USD 2024-01-19 XXXX -33.25 N N N NYSE AMERICAN N/A N/A 15 NC USD 1552.5 0.0001448984 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100 45.000000000000 USD 2023-09-15 XXXX -1148.68 N N N NYSE AMERICAN N/A N/A -15 NC USD -1125 -0.0001049988 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written SPDR S&P Regional Banking ETF SPDR S&P Regional Banking ETF 100 35.000000000000 USD 2023-09-15 XXXX 1393.79 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -9121 PA USD -138349.94 -0.0129125159 N/A DE CORP KR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 DB Hitek Co., Ltd. DB Hitek Co., Ltd. Y Total Return 2025-12-08 0.000000000000 USD 0.000000000000 USD -298439.12 USD -141146.67 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -45000 PA -37901.99 -0.0035374793 N/A DE CORP HK N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Flat Glass Group Co., Ltd. Flat Glass Group Co., Ltd. Y Total Return 2025-12-08 0.000000000000 HKD 0.000000000000 HKD -115715.93 HKD -37124.47 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -73900 PA USD -53300.45 -0.0049746527 N/A DE CORP BR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 B3 S.A. - Brasil, Bolsa, Balcao B3 S.A. - Brasil, Bolsa, Balcao Y Total Return 2025-12-08 0.000000000000 USD 0.000000000000 USD -172187 USD -53585.57 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1718 PA USD -51703.9 -0.0048256431 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hansol Chemical Co., Ltd. Hansol Chemical Co., Ltd. Y Total Return 2025-12-12 0.000000000000 USD 0.000000000000 USD -261216.83 USD -49606.14 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4479 PA USD 42183.97 0.0039371263 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 NAVER Corporation NAVER Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -663563.85 USD 54456.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -705 PA USD 137843.88 0.0128652841 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 LG H&H Co., Ltd. LG H&H Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -383428.82 USD 144151.07 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -81622 PA USD -690730.42 -0.0644674476 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 HANA Micron Inc. HANA Micron Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -662770.64 USD -697422.4 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3011 PA USD 101918.55 0.0095122910 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Amorepacific Corporation Amorepacific Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -324947.12 USD 99968.39 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -93000 PA USD 16582.83 0.0015477134 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Formosa Plastics Corporation Formosa Plastics Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -272490 USD 9186.09 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -5418 PA USD -50944.18 -0.0047547367 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 TSE Co., Ltd. TSE Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -176030.82 USD -52593.13 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -255000 PA 40677.64 0.0037965370 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hua Hong Semiconductor Limited Hua Hong Semiconductor Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -873755.74 HKD 56542 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -590000 PA USD 55940.26 0.0052210322 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 TSRC Corporation TSRC Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -542800 USD 40352.35 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -834000 PA USD -182788.61 -0.0170600784 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Compal Electronics Inc. Compal Electronics Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -600480 USD -206650.51 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -119000 PA USD -96162.83 -0.0089750965 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 ASUSTeK Computer Inc. ASUSTeK Computer Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -1105510 USD -81423.32 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -19500 PA 63830.4 0.0059574370 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sunny Optical Technology (Group) Company Limited Sunny Optical Technology (Group) Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -258307.81 HKD 65221.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -41000 PA USD 89356.3 0.0083398275 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 MediaTek Inc. MediaTek Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -995070 USD 7506.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2696 PA USD 4616.37 0.0004308564 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Ecopro BM Co., Ltd. Ecopro BM Co., Ltd. Y Total Return 2026-05-04 0.000000000000 USD 0.000000000000 USD -514087.02 USD 6315 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -8483 PA USD 22536.7 0.0021034017 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Netmarble Corp. Netmarble Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -338641.36 USD 27033.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1010000 PA 190412.45 0.0177716288 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nine Dragons Paper (Holdings) Limited Nine Dragons Paper (Holdings) Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -812962.22 HKD 198238.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1173 PA USD 38708.35 0.0036127387 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Chunbo Co., Ltd. Chunbo Co., Ltd. Y Total Return 2025-12-12 0.000000000000 USD 0.000000000000 USD -210164.96 USD 39831.95 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -23600 PA USD 78765.07 0.0073513239 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Maxscend Microelectronics Company Limited Maxscend Microelectronics Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -392704 USD 56017.45 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4425 PA USD -5002.73 -0.0004669162 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Bioscience Co.,Ltd. SK Bioscience Co.,Ltd. Y Total Return 2026-02-13 0.000000000000 USD 0.000000000000 USD -261978.26 USD -8511.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -171000 PA USD -158153.11 -0.0147607909 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Faraday Technology Corporation Faraday Technology Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -1000350 USD -241318.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -211000 PA USD -42427.46 -0.0039598517 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Unimicron Technology Corp. Unimicron Technology Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -1149950 USD -40255.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -23424 PA USD 74382.61 0.0069422989 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 KakaoBank Corp. KakaoBank Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -496588.8 USD 73264.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2080 PA USD -10893.34 -0.0010167003 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Biopharmaceuticals Co., Ltd. SK Biopharmaceuticals Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -116812.8 USD -9024.56 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -918000 PA 196366.83 0.0183273647 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China National Building Material Co., Ltd. China National Building Material Co., Ltd. Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -761037.58 HKD 155408.29 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -11523 PA USD -295411.26 -0.0275714075 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK ie Technology Co., Ltd. SK ie Technology Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -551115.82 USD -289171.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2825000 PA 9013.97 0.0008412944 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 GCL-Poly Energy Holdings Limited GCL-Poly Energy Holdings Limited Y Total Return 2026-05-11 0.000000000000 HKD 0.000000000000 HKD -661547.15 HKD -9226.82 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -100 PA -2018.5 -0.0001883912 N/A DE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 IBIDEN Co., Ltd. IBIDEN Co., Ltd. Y Total Return 2026-04-14 0.000000000000 JPY 0.000000000000 JPY -3595 JPY -2021.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -144000 PA USD 6346.22 0.0005923072 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nuvoton Technology Corporation Nuvoton Technology Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -600480 USD -11418.31 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -34000 PA USD -242301.95 -0.0226145943 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Parade Technologies, Ltd. Parade Technologies, Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -931260 USD -255087.35 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -29000 PA USD -280600.48 -0.0261890836 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 ASMedia Technology Inc. ASMedia Technology Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -701755.96 USD -316280.25 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -57300 PA USD 61477.34 0.0057378205 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hangzhou Silan Microelectronics Co., Ltd. Hangzhou Silan Microelectronics Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -300252 USD 29036.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -15950 PA USD -27060.82 -0.0025256481 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Will Semiconductor Co., Ltd. Shanghai Will Semiconductor Co., Ltd. Shanghai Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -188210 USD -28452.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -63000 PA USD 398680.82 0.0372097914 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Silergy Corp. Silergy Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -1177470 USD 388196.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -77500 PA 146870.21 0.0137077321 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Techtronic Industries Company Limited Techtronic Industries Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -989025.01 HKD 151087.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -95000 PA USD 74687.57 0.0069707615 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 UPI Semiconductor Corp. UPI Semiconductor Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -969950 USD 23947.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -663000 PA USD 103590.43 0.0096683314 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Powerchip Semiconductor Manufacturing Corp. Powerchip Semiconductor Manufacturing Corp. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -762450 USD 100715.59 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6700 PA 250272.01 0.0233584583 N/A DE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Lasertec Co., Ltd. Lasertec Co., Ltd. Y Total Return 2025-09-16 0.000000000000 JPY 0.000000000000 JPY -1252056.55 JPY 241511.82 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -12100 PA 25827.64 0.0024105526 N/A DE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Taiyo Yuden Co, Ltd Taiyo Yuden Co, Ltd Y Total Return 2025-09-16 0.000000000000 JPY 0.000000000000 JPY -368547.07 JPY 21803.25 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -11700 PA -61137.25 -0.0057060792 N/A DE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Murata Manufacturing Co., Ltd. Murata Manufacturing Co., Ltd. Y Total Return 2025-09-16 0.000000000000 JPY 0.000000000000 JPY -606669.67 JPY -67663.19 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2200 PA -74786.23 -0.0069799696 N/A DE CORP JP N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tokyo Electron Limited Tokyo Electron Limited Y Total Return 2026-05-11 0.000000000000 JPY 0.000000000000 JPY -238682.71 JPY -74951.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -254000 PA USD -114144.55 -0.0106533715 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Advanced Wireless Semiconductor Company Advanced Wireless Semiconductor Company Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -622300 USD -135225.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -123000 PA 42695.25 0.0039848452 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xinyi Glass Holdings Limited Xinyi Glass Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -234196.02 HKD 42008.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -303000 PA 32870.36 0.0030678658 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Taiping Insurance Holdings Company Limited China Taiping Insurance Holdings Company Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -347625.34 HKD 37047.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -188000 PA -9596.73 -0.0008956847 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Xinyi Solar Holdings Limited Xinyi Solar Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -207529.35 HKD -9250.91 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -41435 PA USD -393.66 -0.0000367412 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Giant Manufacturing Co., Ltd. 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Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -305601 USD 1057.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -91364 PA -285355.19 -0.0266328516 N/A DE CORP AU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Allkem Limited Allkem Limited Y Total Return 2026-04-17 0.000000000000 AUD 0.000000000000 AUD -689656.37 AUD -280740.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4174 PA USD -107528.92 -0.0100359197 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Albemarle Corporation Albemarle Corporation Y Total Return 2026-04-14 0.000000000000 USD 0.000000000000 USD -823648.74 USD -102287.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -5938 PA -1131.19 -0.0001055765 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Antofagasta PLC Antofagasta PLC Y Total Return 2025-09-16 0.000000000000 GBP 0.000000000000 GBP -109046.56 GBP 21.78 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -22994 PA USD 9197.6 0.0008584330 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alpha and Omega Semiconductor Limited Alpha and Omega Semiconductor Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -763400.8 USD 24836.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -59537 PA USD -1414.11 -0.0001319821 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Saudi Arabian Oil Company Saudi Arabian Oil Company Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -510508.53 USD -2337.52 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -12579 PA USD -146042.19 -0.0136304511 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Camtek Ltd. Camtek Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -302147.58 USD -143310.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7412 PA 128244.28 0.0119693315 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Capitec Bank Holdings Capitec Bank Holdings Y Total Return 2025-09-16 0.000000000000 ZAR 0.000000000000 ZAR -745671.71 ZAR 135966.29 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -5553 PA USD 6853.63 0.0006396649 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Diodes Incorporated Diodes Incorporated Y Total Return 2026-05-22 0.000000000000 USD 0.000000000000 USD -520450.6 USD 9926.02 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -8881 PA USD -10124.34 -0.0009449278 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Freeport-McMoRan Inc. Freeport-McMoRan Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -345115.66 USD -6864.91 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -65900 PA USD -54570.87 -0.0050932239 N/A DE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grupo Mexico, S.A.B. de C.V. Grupo Mexico, S.A.B. de C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -262282 USD -52758.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -113029 PA USD 3645.2 0.0003402148 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hapvida Participacoes E Investimentos S/A Hapvida Participacoes E Investimentos S/A Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -107274.37 USD 5534.31 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4494 PA USD 17535.24 0.0016366040 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hess Corporation Hess Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -628494.54 USD 23622.81 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -81744 PA -136075.15 -0.0127002045 N/A DE CORP AU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 IGO Limited IGO Limited Y Total Return 2026-04-17 0.000000000000 AUD 0.000000000000 AUD -691622.31 AUD -131446.83 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -202000 PA 74553.9 0.0069582857 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 InnoCare Pharma Limited InnoCare Pharma Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD -256549.82 HKD 75263.94 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -20019 PA USD 200653.71 0.0187274690 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 MOS Holdings Inc. MOS Holdings Inc. Y Total Return 2026-02-23 0.000000000000 USD 0.000000000000 USD -901318.71 USD 205007.95 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1809 PA USD -91328.18 -0.0085238676 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y Total Return 2026-02-16 0.000000000000 USD 0.000000000000 USD -885947.89 USD -83207.92 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2891 PA USD -88406.78 -0.0082512067 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Nova Ltd. Nova Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -250707.52 USD -83270.9 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -48131 PA USD 0.95 0.0000000887 N/A DE CORP US N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Ozon Holdings PLC Ozon Holdings PLC Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -1 USD 0.97 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -12594 PA USD -2644.74 -0.0002468396 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PagSeguro Digital Ltd. PagSeguro Digital Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -116242.62 USD -263.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -52100 PA USD 6639.94 0.0006197208 N/A DE CORP TH N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PTT Exploration And Production Public Company Limited PTT Exploration And Production Public Company Limited Y Total Return 2026-05-11 0.000000000000 USD 0.000000000000 USD -227060.19 USD 8142.07 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -331400 PA USD -9603.97 -0.0008963605 N/A DE CORP TH N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PTT Public Company Limited PTT Public Company Limited Y Total Return 2026-04-06 0.000000000000 USD 0.000000000000 USD -303522.63 USD -6208.82 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -9145 PA USD -55641.21 -0.0051931212 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Dr. Reddy's Laboratories Limited Dr. Reddy's Laboratories Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -521499.74 USD -54393.81 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -91917 PA 50008.9 0.0046674448 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SAPPI SAPPI Y Total Return 2025-09-16 0.000000000000 ZAR 0.000000000000 ZAR -240521.34 ZAR 56587.21 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3013 PA USD -33444.3 -0.0031214329 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Southern Copper Corporation Southern Copper Corporation Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -182708.32 USD -29751.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -49300 PA USD 16558.53 0.0015454454 N/A DE CORP TH N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 The Siam Cement Public Company Limited The Siam Cement Public Company Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -464297.93 USD 21707.96 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -13144 PA USD -35520.96 -0.0033152523 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sigma Lithium Corporation Sigma Lithium Corporation Y Total Return 2026-04-14 0.000000000000 USD 0.000000000000 USD -494182.24 USD -31765.17 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -11934 PA USD 94854.01 0.0088529414 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sociedad Quimica Y Minera De Chile S.A. 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Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -107934.96 USD 6217.73 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7625 PA USD 174257.01 0.0162638047 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Synaptics Incorporated Synaptics Incorporated Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD -825279.51 USD 189126.01 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8532 PA USD 211323.78 0.0197233310 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Hynix Inc. SK Hynix Inc. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 534615.12 USD 201289.15 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 9560 PA USD 114104.65 0.0106496476 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hyundai Mobis Co., Ltd. Hyundai Mobis Co., Ltd. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1572762.12 USD 104219.11 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 23807 PA USD 12004.2 0.0011203794 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Doosan Bobcat Inc. Doosan Bobcat Inc. Y Total Return 2026-07-03 0.000000000000 USD 0.000000000000 USD 1048574.03 USD 12004.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 3663 PA USD -31269.87 -0.0029184884 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Orion Incorporation Orion Incorporation Y Total Return 2026-02-02 0.000000000000 USD 0.000000000000 USD 364863.77 USD -38372.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 246360 PA USD -25830.02 -0.0024107748 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 DaShenLin Pharmaceutical Group Co., Ltd. DaShenLin Pharmaceutical Group Co., Ltd. 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Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1571217.77 USD -53271.66 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 20300 PA 86447.81 0.0080683715 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tencent Holdings Limited Tencent Holdings Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 772597.62 HKD 80878.15 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 24700 PA -37084.18 -0.0034611512 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alibaba Group Holding Limited Alibaba Group Holding Limited Y Total Return 2025-09-16 0.000000000000 HKD 0.000000000000 HKD 293036.2 HKD -42497.18 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 68800 PA USD 123905.16 0.0115643516 N/A DE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Arca Continental S.A.B. de C.V. Arca Continental S.A.B. de C.V. Y Total Return 2026-01-12 0.000000000000 USD 0.000000000000 USD 582222.33 USD 124902.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 95758 PA USD 231219.56 0.0215802496 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Arcos Dorados S.A. Arcos Dorados S.A. Y Total Return 2026-03-17 0.000000000000 USD 0.000000000000 USD 750299.95 USD 227049.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 88200 PA USD -72487.25 -0.0067654006 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sendas Distribuidora S/A Sendas Distribuidora S/A Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 326318.74 USD -68064.07 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 10283 PA USD -101440.17 -0.0094676427 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alibaba Group Holding Limited Alibaba Group Holding Limited Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 958528.22 USD -108900.4 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1650 PA USD 28198.45 0.0026318257 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Credicorp Ltd. Credicorp Ltd. 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Grupo Financiero Banorte, S.A.B. de C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 3193518.45 USD 174016.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 37657 PA USD 2089.44 0.0001950122 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 InMode Ltd InMode Ltd Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1363819.87 USD -25453.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 25349 PA USD 24161.1 0.0022550106 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Itau Unibanco Holding S.A. Itau Unibanco Holding S.A. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 125398 USD 39060.24 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1383 PA -19273.05 -0.0017987978 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 JD.com, Inc. JD.com, Inc. 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Y Total Return 2026-02-09 0.000000000000 USD 0.000000000000 USD 253561.84 USD 30242.19 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 66084 PA USD -0.93 -0.0000000868 N/A DE CORP GB N 3 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Company Magnit Public Joint Stock Company Magnit Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 1 USD -0.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 10114 PA USD 447920.31 0.0418054255 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Monday.Com Ltd. Monday.Com Ltd. Y Total Return 2026-03-17 0.000000000000 USD 0.000000000000 USD 1283798.77 USD 446253.02 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 15287 PA USD -15860.22 -0.0014802706 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Micron Technology, Inc. Micron Technology, Inc. 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Y Total Return 2026-06-08 0.000000000000 USD 0.000000000000 USD 748841.94 USD -10492.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1708 PA USD 42204.68 0.0039390592 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grupo Aeroportuario Del Pacifico, S.A.B. de C.V. Grupo Aeroportuario Del Pacifico, S.A.B. de C.V. Y Total Return 2025-09-16 0.000000000000 USD 0.000000000000 USD 263049.08 USD 41874.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 65021 PA USD -45601.04 -0.0042560492 N/A DE CORP PL N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Pepco Group N.V. Pepco Group N.V. 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Vipshop (China) Co., Ltd. Y Total Return 2026-06-26 0.000000000000 USD 0.000000000000 USD 2361824.86 USD -57434.86 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 12973 PA USD -35111.9 -0.0032770738 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Wix.Com Ltd. Wix.Com Ltd. Y Total Return 2026-05-18 0.000000000000 USD 0.000000000000 USD 1050119.42 USD -42612.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 12677 PA USD -56834.63 -0.0053045058 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Yum China Holdings, Inc. Yum China Holdings, Inc. Y Total Return 2026-05-25 0.000000000000 USD 0.000000000000 USD 773085.13 USD -60348.47 N N N HSBC SECURITIES N/A N/A -98000 PA USD 3645.51 0.0003402438 N/A DE CORP TW N 2 HSBC SECURITIES N/A Dyaco International Inc. Dyaco International Inc. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -126521.14 USD 1425.03 N N N HSBC HOLDINGS PLC N/A N/A -121400 PA 4733.03 0.0004417445 N/A DE CORP HK N 2 HSBC HOLDINGS PLC N/A Ganfeng Lithium Group Co., Ltd Ganfeng Lithium Group Co., Ltd Y Total Return 2026-04-20 0.000000000000 HKD 0.000000000000 HKD -796404.8 HKD 10429.83 N N N HSBC BANK PLC N/A N/A -97000 PA USD -37971.91 -0.0035440051 N/A DE CORP TW N 2 HSBC BANK PLC N/A FocalTech Systems Co., Ltd. FocalTech Systems Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -206206 USD -50618.54 N N N HSBC BANK PLC N/A N/A -91600 PA USD 78892.97 0.0073632611 N/A DE CORP CN N 2 HSBC BANK PLC N/A Tongwei Co., Ltd. Tongwei Co., Ltd. Y Total Return 2026-05-19 0.000000000000 USD 0.000000000000 USD -511543.59 USD 42065.58 N N N HSBC BANK PLC N/A N/A -34536 PA USD 36025.54 0.0033623459 N/A DE CORP CN N 2 HSBC BANK PLC N/A Hangzhou Silan Microelectronics Co., Ltd. Hangzhou Silan Microelectronics Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -179940.4 USD 31370.6 N N N HSBC SECURITIES N/A N/A -7980 PA USD 25868.75 0.0024143895 N/A DE CORP CN N 2 HSBC SECURITIES N/A SKSHU Paint Co., Ltd. SKSHU Paint Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -97736.6 USD 25753.54 N N N HSBC HOLDINGS PLC N/A N/A -15599 PA USD -5398.95 -0.0005038963 N/A DE CORP TW N 2 HSBC HOLDINGS PLC N/A Dyaco International Inc. Dyaco International Inc. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -0.02 USD -5398.95 N N N HSBC BANK PLC N/A N/A -9778 PA 21352.24 0.0019928533 N/A DE CORP ZA N 2 HSBC BANK PLC N/A Kumba Iron Ore Ltd Kumba Iron Ore Ltd Y Total Return 2023-09-19 0.000000000000 ZAR 0.000000000000 ZAR -251260.25 ZAR 12449.89 N N N HSBC HOLDINGS PLC N/A N/A -1390500 PA USD 5328.79 0.0004973481 N/A DE CORP ID N 2 HSBC HOLDINGS PLC N/A PT Unilever Indonesia, Tbk. PT Unilever Indonesia, Tbk. 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Petro Rio S.A. Y Total Return 2026-05-25 0.000000000000 USD 0.000000000000 USD -510200.28 USD -20669.33 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1398900 PA USD -2850.95 -0.0002660857 N/A DE CORP ID N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 PT Unilever Indonesia, Tbk. PT Unilever Indonesia, Tbk. Y Total Return 2026-04-13 0.000000000000 USD 0.000000000000 USD -394635.29 USD 896.11 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 648200 PA USD -354881.07 -0.0331218607 N/A DE CORP CN N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Wens Foodstuff Group Co., Ltd. Wens Foodstuff Group Co., Ltd. Y Total Return 2026-02-09 0.000000000000 USD 0.000000000000 USD 1992324.38 USD -343537.52 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2793 PA USD -49729.45 -0.0046413631 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 KIA Corporation KIA Corporation Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -137862.48 USD -47109.7 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -25900 PA USD 43738.96 0.0040822570 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Tianqi Lithium Industry Co., Ltd Tianqi Lithium Industry Co., Ltd Y Total Return 2026-04-20 0.000000000000 USD 0.000000000000 USD -293003.36 USD 29924.97 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2245 PA USD -71813.96 -0.0067025609 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Hyundai Motor Company Hyundai Motor Company Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -280018.85 USD -66612.94 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -4681 PA USD 32581.65 0.0030409198 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kumho Petrochemical Co., Ltd. Kumho Petrochemical Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -504003.27 USD 19789.85 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2971 PA USD -80491.67 -0.0075124714 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Hansol Chemical Co., Ltd. Hansol Chemical Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -460653.55 USD -76784.13 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -5936 PA USD 102916.88 0.0096054674 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Leeno Industrial Inc. Leeno Industrial Inc. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -765150.4 USD 103232.46 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -188000 PA 106602.86 0.0099494884 N/A DE CORP HK N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Shandong Energy Group Co., Ltd Shandong Energy Group Co., Ltd Y Total Return 2026-04-06 0.000000000000 HKD 0.000000000000 HKD -645219.5 HKD 101672.03 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -13039 PA USD -146333.62 -0.0136576509 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 TSE Co., Ltd. TSE Co., Ltd. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -399906.13 USD -155822.43 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -35020 PA USD 8360.04 0.0007802616 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Yageo Corporation Yageo Corporation Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -561020.4 USD 6219.6 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -155000 PA USD -110684.26 -0.0103304148 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 SDI Corporation SDI Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -536300 USD -126854.81 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1300000 PA USD -307577.4 -0.0287069012 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Acer Inc. Acer Inc. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -1001000 USD -371962.58 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -172000 PA USD -291906.7 -0.0272443190 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Micro-Star International Co., Ltd. Micro-Star International Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -682840 USD -294997.97 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -54000 PA USD -133488.22 -0.0124587604 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Realtek Semiconductor Corporation Realtek Semiconductor Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -538380 USD -134251.14 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -511000 PA USD -79262.23 -0.0073977249 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 PANJIT International Inc. PANJIT International Inc. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -1057770 USD -114920.82 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -3329 PA USD 105298.54 0.0098277532 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Chunbo Co., Ltd. Chunbo Co., Ltd. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -591896.2 USD 100048.56 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -260000 PA USD 168836.72 0.0157579167 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kinsus Interconnect Technology Corp. Kinsus Interconnect Technology Corp. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -1141400 USD 136046.04 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -76000 PA USD -5770.6 -0.0005385833 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Nuvoton Technology Corporation Nuvoton Technology Corporation Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -307800 USD -24472.44 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -15600 PA -389283.73 -0.0363327395 N/A DE CORP JP N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 IBIDEN Co., Ltd. IBIDEN Co., Ltd. Y Total Return 2026-02-23 0.000000000000 JPY 0.000000000000 JPY -486422.29 JPY -391782.44 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -3489 PA USD -11570.98 -0.0010799460 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Vanchip(Tianjin)Technology Co.,Ltd Vanchip(Tianjin)Technology Co.,Ltd Y Total Return 2026-02-23 0.000000000000 USD 0.000000000000 USD -23568.54 USD -11867.45 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -6648 PA USD 3484.61 0.0003252266 N/A DE CORP CN N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 China Resources Microelectronics Limited China Resources Microelectronics Limited Y Total Return 2023-09-25 0.000000000000 USD 0.000000000000 USD -51449.83 USD 8736.23 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -27100 PA -383855.39 -0.0358261002 N/A DE CORP JP N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Shinko Electric Industries Co., Ltd. Shinko Electric Industries Co., Ltd. Y Total Return 2026-02-16 0.000000000000 JPY 0.000000000000 JPY -715206.96 JPY -388893.78 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -132000 PA USD 193166.56 0.0180286762 N/A DE CORP TW N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Nan Ya P.C.B. Service Company Nan Ya P.C.B. Service Company Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -1312080 USD 2533.99 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -69000 PA 20194.11 0.0018847624 N/A DE CORP HK N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Tianqi Lithium Industry Co., Ltd Tianqi Lithium Industry Co., Ltd Y Total Return 2026-04-24 0.000000000000 HKD 0.000000000000 HKD -500534.85 HKD 18862.53 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -19558 PA USD -164690.62 -0.0153709517 N/A DE CORP US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Camtek Ltd. Camtek Ltd. Y Total Return 2026-02-16 0.000000000000 USD 0.000000000000 USD -510723.92 USD -157720.94 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -304600 PA USD 55612.04 0.0051903987 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Com7 Public Company Limited Com7 Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -283278 USD 33951.79 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -674000 PA USD -176304.25 -0.0164548783 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Hapvida Participacoes E Investimentos S/A Hapvida Participacoes E Investimentos S/A Y Total Return 2026-05-18 0.000000000000 USD 0.000000000000 USD -441643.89 USD -174030.03 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -540000 PA USD 61762.5 0.0057644352 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Kerry Express (Thailand) Public Company Limited Kerry Express (Thailand) Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -215591.22 USD 44536.43 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -27700 PA USD -16318.76 -0.0015230671 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Klabin S.A. Klabin S.A. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD -109969 USD -21217.67 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -669500 PA USD 22697.61 0.0021184198 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Muangthai Capital Public Company Limited Muangthai Capital Public Company Limited Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -763858.88 USD -139.8 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -73630 PA USD -123368.83 -0.0115142946 N/A DE CORP US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Natura & Co Holding SA Natura & Co Holding SA Y Total Return 2026-04-06 0.000000000000 USD 0.000000000000 USD -389832.27 USD -119918.49 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -74900 PA USD -84813.76 -0.0079158619 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Natura & Co Holding SA Natura & Co Holding SA Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD -177513 USD -82025.65 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -6334 PA USD -142046.62 -0.0132575354 N/A DE CORP US N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Nova Ltd. Nova Ltd. 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Grupo Comercial Chedraui, S.A.B. de C.V. Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD 595818 USD 207039.59 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 181700 PA USD 20791.93 0.0019405583 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Cielo S.A. Cielo S.A. Y Total Return 2023-09-19 0.000000000000 USD 0.000000000000 USD 152628 USD 19612.39 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 13705 PA USD -205986.14 -0.0192251569 N/A DE CORP US N 3 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Headhunter Group PLC Headhunter Group PLC Y Total Return 2023-09-23 0.000000000000 USD 0.000000000000 USD 205986.15 USD -211650.07 N N N NYSE AMERICAN N/A N/A 27 NC USD 1404 0.0001310385 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Match Group, Inc. Match Group, Inc. 100 45.000000000000 USD 2023-07-21 XXXX -1443.66 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 109 NC USD 0.01 0.0000000009 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. 100 17.000000000000 USD 2023-06-30 XXXX -3115.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 54 NC USD 378 0.0000352796 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. 100 18.000000000000 USD 2023-07-21 XXXX -2488.27 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 55 NC USD 605 0.0000564660 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. 100 19.000000000000 USD 2023-07-21 XXXX -1027.35 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 55 NC USD 825 0.0000769991 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Pagerduty, Inc. Pagerduty, Inc. 100 25.000000000000 USD 2023-07-21 XXXX -1764.9 N N N NYSE AMERICAN N/A N/A 40 NC USD 800 0.0000746658 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased PENN Entertainment, Inc. PENN Entertainment, Inc. 100 30.000000000000 USD 2023-08-18 XXXX -1851.16 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 17 NC USD 9335.5 0.0008713035 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long MXN/USD Spot Rate MXN/USD Spot Rate 2023-09-20 479244.5 USD 9335.5 N N N NYSE ARCA EQUITIES EXCHANGE N/A N/A 54 NC USD 0.01 0.0000000009 N/A DE CORP US N 1 NYSE ARCA EQUITIES EXCHANGE N/A Call Purchased Plug Power Inc. Plug Power Inc. 100 12.000000000000 USD 2023-06-30 XXXX -1489.26 N N N NYSE AMERICAN N/A N/A 54 NC USD 1215 0.0001133987 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Porch Group Inc Porch Group Inc 100 2.500000000000 USD 2024-01-19 XXXX -155.27 N N N NYSE AMERICAN N/A N/A -81 NC USD -2106 -0.0001965578 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Invesco QQQ Trust Series I Invesco QQQ Trust Series I 100 331.000000000000 USD 2023-07-21 XXXX 20113 N N N NYSE AMERICAN N/A N/A 306 NC USD 14076 0.0013137452 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Invesco QQQ Trust Series I Invesco QQQ Trust Series I 100 341.000000000000 USD 2023-07-21 XXXX -132259.03 N N N NYSE AMERICAN N/A N/A 153 NC USD 16218 0.0015136630 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Invesco QQQ Trust Series I Invesco QQQ Trust Series I 100 352.000000000000 USD 2023-07-21 XXXX -29541.09 N N N NYSE AMERICAN N/A N/A -123 NC USD -5564.52 -0.0005193494 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Radius Global Infrastructure, Inc. Radius Global Infrastructure, Inc. 100 15.000000000000 USD 2023-08-18 XXXX -4451.41 N N N NYSE AMERICAN N/A N/A -16 NC USD -1745.12 -0.0001628760 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Radius Global Infrastructure, Inc. Radius Global Infrastructure, Inc. 100 15.000000000000 USD 2024-01-19 XXXX -1601.1 N N N NYSE AMERICAN N/A N/A 28 NC USD 6580 0.0006141264 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Redfin Corporation Redfin Corporation 100 13.000000000000 USD 2023-11-17 XXXX 2300.03 N N N NYSE AMERICAN N/A N/A -42 NC USD -3780 -0.0003527960 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Redfin Corporation Redfin Corporation 100 9.000000000000 USD 2023-11-17 XXXX 2180.17 N N N INTERNATIONAL SECURITIES EXCHANGE N/A N/A 38 NC USD 2090 0.0001950645 N/A DE CORP US N 1 INTERNATIONAL SECURITIES EXCHANGE N/A Call Purchased Rapid7, Inc. Rapid7, Inc. 100 55.000000000000 USD 2023-07-21 XXXX -2837.47 N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -13047000 PA USD -13047000 -1.2177063061 N/A RA CORP US N 2 Reverse repurchase N 5.2099992 2023-07-03 14500000 USD 12825218.89 USD UST N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -1323000 PA USD -1323000 -0.1234786114 N/A RA CORP US N 2 Reverse repurchase N 5.3499996 2023-07-03 1300000 USD 1335546.94 USD UST N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -1535000 PA USD -1535000 -0.1432650556 N/A RA CORP US N 2 Reverse repurchase N 5.78 2023-08-02 14177906 USD 1895860.45 USD ADAS N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -3740000 PA USD -3740000 -0.3490627412 N/A RA CORP US N 2 Reverse repurchase N 5.2099992 2023-08-08 4117281 USD 3843784.57 USD AMBS N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -1975000 PA USD -1975000 -0.1843312604 N/A RA CORP US N 2 Reverse repurchase N 5.8200012 2023-07-05 595542 USD 509349.29 USD ACMO 14278812 USD 1909487.72 USD ADAS N N N RBC CAPITAL MARKETS ES7IP3U3RHIGC71XBU11 N/A -14166000 PA USD -14166000 -1.3221451316 N/A RA CORP US N 2 Reverse repurchase N 5.36 2023-08-02 15800000 USD 14160765.83 USD UST N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -142 NC USD -710 -0.0000662659 N/A DE CORP US N 3 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Prometheus Biosciences, Inc. Prometheus Biosciences, Inc. 100 200.000000000000 USD 2023-07-21 XXXX 5209.86 N N N EUREX EXCHANGE N/A N/A -16 NC 5477.95 0.0005112696 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Aug. 2023 N/A N/A -16 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2023-07-21 -8524.96 EUR 1000 137.000000000000 EUR 2023-07-21 XXXX 5477.95 N N N EUREX EXCHANGE N/A N/A -32 NC 8677.78 0.0008099170 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Aug. 2023 N/A N/A -32 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2023-07-21 -28420.09 EUR 1000 135.000000000000 EUR 2023-07-21 XXXX 8677.78 N N N EUREX EXCHANGE N/A N/A -16 NC -1177.27 -0.0001098773 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, Aug. 2023 N/A N/A -16 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2023-07-21 -15376.19 EUR 1000 134.000000000000 EUR 2023-07-21 XXXX -1177.27 N N N EUREX EXCHANGE N/A N/A -14 NC 3857.22 0.0003600032 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Put Written EUREX EXCHANGE N/A Euro Bund Future, Aug. 2023 N/A N/A -14 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2023-07-21 -10294.93 EUR 1000 132.000000000000 EUR 2023-07-21 XXXX 3857.22 N N N EUREX EXCHANGE N/A N/A 13 NC 533.96 0.0000498357 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Long Euro Bund Euro Bund 2023-09-11 1893965.9 EUR 533.96 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A 99 NC -268428.25 -0.0250530216 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long 3 Month SONIA Index SFIBF 2024-03-20 28930306.31 GBP -268428.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 141 NC USD -336233.6 -0.0313814498 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 3 Month SOFR Index SFRBF 2024-06-20 33783196.1 USD -336233.6 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -101 NC USD 146012.9 0.0136277174 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3 Month SOFR Index SFRBF 2023-12-20 -24032512.9 USD 146012.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -356 NC USD 783208.91 0.0730986762 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3 Month SOFR Index SFRBF 2024-03-20 -85012808.91 USD 783208.91 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -49 NC USD -22662.5 -0.0021151429 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -49 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -30709.6 USD 2500 95.000000000000 USD 2023-12-15 XXXX 8047.1 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -3 NC USD -731.25 -0.0000682492 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -3 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -3412.5 USD 2500 95.750000000000 USD 2023-12-15 XXXX 2681.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -89 NC USD -7231.25 -0.0006749091 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -89 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -33375 USD 2500 97.250000000000 USD 2023-12-15 XXXX 26143.75 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 307 NC USD 23025 0.0021489758 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 307 NC USD 0 0.000000000000 DIR CORP US US Long 3 Month SOFR Index SFRBF 2023-12-15 103612.5 USD 2500 97.380000000000 USD 2023-12-15 XXXX -80587.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -151 NC USD -6606.25 -0.0006165764 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -151 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -27368.75 USD 2500 98.130000000000 USD 2023-12-15 XXXX 20762.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -462 NC USD -20212.5 -0.0018864788 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -462 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -75075 USD 2500 98.250000000000 USD 2023-12-15 XXXX 54862.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -120 NC USD -36750 -0.0034299614 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -120 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -104185.5 USD 2500 95.500000000000 USD 2023-12-15 XXXX 67435.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -367 NC USD -889975 -0.0830633992 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3 Month SOFR Index Future, Dec. 2023 SNZ2OJLFK8MNNCLQOF39 N/A -367 NC USD 0 0.000000000000 DIR CORP US US Short 3 Month SOFR Index SFRBF 2023-12-15 -350466.8 USD 2500 95.500000000000 USD 2023-12-15 XXXX -539508.2 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 303 NC USD -352492.24 -0.0328989058 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long 3 Month SOFR Index SFRBF 2025-03-19 73053554.74 USD -352492.24 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -22 NC USD 3528.8 0.0003293510 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short 3 Month SOFR Index SFRBF 2026-03-18 -5312953.8 USD 3528.8 N N N NYSE AMERICAN N/A N/A -24 NC USD -12720 -0.0011871866 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Seagen Inc. Seagen Inc. 100 190.000000000000 USD 2023-07-21 XXXX 12560.82 N N N NYSE AMERICAN N/A N/A -18 NC USD -14220 -0.0013271851 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Seagen Inc. Seagen Inc. 100 190.000000000000 USD 2023-08-18 XXXX 6022.86 N N N NYSE AMERICAN N/A N/A -83 NC USD -36105 -0.0033697621 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written Seagen Inc. Seagen Inc. 100 145.000000000000 USD 2024-06-21 XXXX -6868.23 N N N NYSE AMERICAN N/A N/A 83 NC USD 127820 0.0119297325 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Seagen Inc. Seagen Inc. 100 190.000000000000 USD 2024-06-21 XXXX 32209.36 N N N NYSE AMERICAN N/A N/A 54 NC USD 4104 0.0003830357 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased SoFi Technologies, Inc. SoFi Technologies, Inc. 100 10.000000000000 USD 2023-10-20 XXXX 202.55 N N N NYSE AMERICAN N/A N/A -118 NC USD -16992 -0.0015859022 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Teck Resources Limited Teck Resources Limited 100 42.000000000000 USD 2023-07-21 XXXX 28994.06 N N N NYSE AMERICAN N/A N/A -58 NC USD -5742 -0.0005359140 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Teck Resources Limited Teck Resources Limited 100 43.000000000000 USD 2023-07-21 XXXX 10634.9 N N N NYSE AMERICAN N/A N/A -217 NC USD -138337.5 -0.0129113548 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Teck Resources Limited Teck Resources Limited 100 37.000000000000 USD 2023-09-15 XXXX -38363.35 N N N NYSE AMERICAN N/A N/A 118 NC USD 2124 0.0001982378 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Teck Resources Limited Teck Resources Limited 100 38.000000000000 USD 2023-07-21 XXXX -9689.84 N N N NYSE AMERICAN N/A N/A 246 NC USD 2952 0.0002755169 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Teck Resources Limited Teck Resources Limited 100 37.000000000000 USD 2023-07-21 XXXX -18788.96 N N N NYSE AMERICAN N/A N/A 217 NC USD 6944 0.0006480994 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased Teck Resources Limited Teck Resources Limited 100 33.000000000000 USD 2023-09-15 XXXX -7223.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -120 NC USD -7500 -0.0006999921 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -120 NC USD 0 0.000000000000 DIR CORP US US Short United States 2 Year Note United States 2 Year Note 2023-07-21 -45964.35 USD 2000 102.500000000000 USD 2023-07-21 XXXX 38464.35 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -30 NC USD -937.5 -0.0000874990 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -30 NC USD 0 0.000000000000 DIR CORP US US Short United States 2 Year Note United States 2 Year Note 2023-07-21 -11901.24 USD 2000 102.750000000000 USD 2023-07-21 XXXX 10963.74 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -15 NC USD -2109.39 -0.0001968742 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -15 NC USD 0 0.000000000000 DIR CORP US US Short United States 2 Year Note United States 2 Year Note 2023-07-21 -6067.8 USD 2000 102.250000000000 USD 2023-07-21 XXXX 3958.41 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 181 NC USD -380411.62 -0.0355046853 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 2 Year Note United States 2 Year Note 2023-10-04 37185630.37 USD -380411.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 41 NC USD 3203.13 0.0002989554 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 41 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2023-07-21 19289.68 USD 1000 115.000000000000 USD 2023-07-21 XXXX -16086.55 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -113 NC USD -12359.38 -0.0011535292 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -113 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -48773.26 USD 1000 114.500000000000 USD 2023-07-21 XXXX 36413.88 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 71 NC USD 18859.38 0.0017601890 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 71 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2023-07-21 52169.71 USD 1000 113.500000000000 USD 2023-07-21 XXXX -33310.33 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -84 NC USD -14437.5 -0.0013474848 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -84 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -38995.31 USD 1000 114.000000000000 USD 2023-07-21 XXXX 24557.81 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 19 NC USD 6234.38 0.0005818689 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 19 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2023-07-21 13111 USD 1000 113.250000000000 USD 2023-07-21 XXXX -6876.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -44 NC USD -9625 -0.0008983232 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -44 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -25017.64 USD 1000 113.750000000000 USD 2023-07-21 XXXX 15392.64 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -12 NC USD -5812.5 -0.0005424939 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -12 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -6166.74 USD 1000 112.750000000000 USD 2023-07-21 XXXX 354.24 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -8 NC USD -3250 -0.0003033299 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -8 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -3611.16 USD 1000 113.000000000000 USD 2023-07-21 XXXX 361.16 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -16 NC USD -18250 -0.0017033142 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -16 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2023-07-21 -11534.82 USD 1000 113.000000000000 USD 2023-07-21 XXXX -6715.18 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -483 NC USD 496897.65 0.0463765925 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Note United States 10 Year Note 2023-09-29 -54721194.53 USD 496897.65 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11 NC USD 8593.75 0.0008020743 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Weekly Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 11 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note Weekly United States 10 Year Note Weekly 2023-07-05 4315.91 USD 1000 113.000000000000 USD 2023-07-05 XXXX 4277.84 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 7750 0.0007233252 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 4 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2023-07-07 3910 USD 125000 1.080000000000 USD 2023-07-07 XXXX 3840 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 11000 0.0010266551 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Sep. 2023 SNZ2OJLFK8MNNCLQOF39 N/A 8 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2023-07-07 6570 USD 125000 1.080000000000 USD 2023-07-07 XXXX 4430 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 98 NC USD 3136 0.0002926900 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Elance, Inc. Elance, Inc. 100 12.500000000000 USD 2023-10-20 XXXX -683.85 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A -43 NC USD -1505 -0.0001404651 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Put Written Elance, Inc. Elance, Inc. 100 7.500000000000 USD 2023-10-20 XXXX 430.45 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -610000 NC USD -6643.16 -0.0006200213 N/A DFE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.800000000000 USD 2023-07-20 XXXX 345 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 608000 NC USD 3267.86 0.0003049968 N/A DFE CORP IN N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased USD/INR Spot Rate USD/INR Spot Rate 0.01 82.000000000000 USD 2023-09-16 XXXX -1037.11 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 608000 NC USD 5254.66 0.0004904294 N/A DFE CORP IN N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased USD/INR Spot Rate USD/INR Spot Rate 0.01 82.000000000000 USD 2023-12-19 XXXX -929.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -590000 NC USD -23891.01 -0.0022298025 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 17.930000000000 USD 2023-08-23 XXXX -16479.43 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -590000 NC USD -19918.99 -0.0018590848 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 17.760000000000 USD 2023-08-24 XXXX -12479.09 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -63 NC USD -17718.75 -0.0016537314 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -63 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2023-07-21 -40469.14 USD 1000 130.000000000000 USD 2023-07-21 XXXX 22750.39 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -28 NC USD -13125 -0.0012249862 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -28 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2023-07-21 -24357.82 USD 1000 129.000000000000 USD 2023-07-21 XXXX 11232.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 28 NC USD 21437.5 0.0020008108 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 28 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2023-07-21 39360.94 USD 1000 128.000000000000 USD 2023-07-21 XXXX -17923.44 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 54 NC USD 32906.25 0.0030712155 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 54 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2023-07-21 41093.42 USD 1000 128.500000000000 USD 2023-07-21 XXXX -8187.17 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 4 NC USD 5812.5 0.0005424939 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A 4 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2023-07-21 4694.42 USD 1000 126.500000000000 USD 2023-07-21 XXXX 1118.08 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -4 NC USD -4750 -0.0004433283 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -4 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2023-07-21 -3993.08 USD 1000 127.000000000000 USD 2023-07-21 XXXX -756.92 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -24343.75 -0.0022720578 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2023-07-21 -20826.51 USD 1000 127.000000000000 USD 2023-07-21 XXXX -3517.24 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 364 NC USD -88797.18 -0.0082876436 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Long Bond United States Long Bond 2023-09-29 46282672.18 USD -88797.18 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -8 NC USD -8125 -0.0007583248 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Sep. 2023 549300EX04Q2QBFQTQ27 N/A -8 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 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N/A 8591 PA USD -31164.44 -0.0029086484 N/A DE CORP DK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Chr. 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Majorel Group Luxembourg S.A. Y Total Return 2024-06-23 0.000000000000 USD 0.000000000000 USD 34017.21 USD 257.74 N N N 2023-08-25 JNL Series Trust Andrew Tedeschi Andrew Tedeschi Principal Financial Officer