NPORT-P false 0001317474 XXXXXXXX S000036681 C000112088 C000112087 C000135954 C000112089 Neuberger Berman Alternative Funds 811-21715 0001317474 549300O1DN1L4W2HMC23 1290 Avenue of the Americas New York 10104 212-476-8800 Neuberger Berman Absolute Return Multi-Manager Fund S000036681 549300F2T5LG8VHG4E66 2020-10-31 2020-04-30 N 105957000.39 6144747.18 99812253.21 0.00000000 11668068.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 37375.57000000 0.00000000 0.00000000 7686038.99000000 USD SGD HKD ZAR CHF PHP THB ILS AUD HUF MXN SEK GBP BRL PLN INR KRW NOK EUR TRY CAD NZD CLP JPY N N/A N/A N/A 1.00000000 NC N/A 500.54000000 0.000501481515 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25136.44000000 USD 250000.00000000 SEK 2020-06-17 500.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 107.16000000 0.000107361567 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7077.63000000 USD 10000.00000000 CAD 2020-06-17 107.16000000 N N N N/A N/A N/A -2.00000000 NC USD -1478.60000000 -0.00148138124 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short MSCI Emerging Markets E-Mini Index MXEF Index 2020-06-19 -90590.00000000 USD -1478.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 172.27000000 0.000172594039 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7345.67000000 USD 140000.00000000 ZAR 2020-06-17 172.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -384.53000000 -0.00038525330 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30735.16000000 USD 2020-06-17 -384.53000000 N N N N/A N/A N/A 303095.28000000 NS USD 197011.93000000 0.197382509325 N/A DE US N 3 Southcross Energy Partners LP N/A Call Purchased Southcross Energy Partners LP Southcross Energy Partners LP 0.00000000 100.00000000 USD 2029-12-31 XXXX -103082.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -571.69000000 -0.00057276534 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11693.59000000 USD 2020-06-17 -571.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -694.07000000 -0.00069537554 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 SGD 27677.10000000 USD 2020-06-17 -694.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -520.90000000 -0.00052187981 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 NOK 7289.71000000 USD 2020-06-17 -520.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -165.04000000 -0.00016535044 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5670000.00000000 CLP 6634.14000000 USD 2020-06-17 -165.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.20000000 -0.00003025680 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21584.56000000 USD 30000.00000000 CAD 2020-06-17 -30.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 242.72000000 0.000243176556 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11034.19000000 USD 210000.00000000 ZAR 2020-06-17 242.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1645.20000000 0.001648294620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23549.57000000 USD 20000.00000000 GBP 2020-06-17 1645.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 517.68000000 0.000518653755 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19991.91000000 USD 200000.00000000 SEK 2020-06-17 517.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.56000000 0.000295114067 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 48521.73000000 USD 500000.00000000 NOK 2020-06-17 294.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 818.96000000 0.000820500463 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12215.81000000 USD 20000.00000000 AUD 2020-06-17 818.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 336.55000000 0.000337183050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 662856.00000000 JPY 10000.00000000 AUD 2020-06-17 336.55000000 N N N Nomad Foods Ltd. 5493000ZZ1837DS2SI43 N/A 21538.00000000 NS USD 443898.18000000 0.444733152217 Long EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2.43000000 0.000002434570 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 13037.20000000 USD 2020-06-17 2.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -84.00000000 -0.00008415800 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9554.51000000 USD 2020-06-17 -84.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1294.69000000 -0.00129712531 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 1957998.00000000 JPY 2020-06-17 -1294.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -209.79000000 -0.00021018461 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14159.78000000 USD 2020-06-17 -209.79000000 N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 38526M106 -470.00000000 NS USD -40429.40000000 -0.04050544767 Short EC CORP US N 1 N N N FGL Holdings N/A N/A 6200.00000000 NS USD 64356.00000000 0.064477053598 Long EC CORP KY N 1 N N N Tobira Therapeutics, Inc. 54930086LNMGJM5NB025 888CVR990 6900.00000000 NS USD 414.00000000 0.000414778733 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -261.88000000 -0.00026237259 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 62195.89000000 USD 4700000.00000000 INR 2020-06-17 -261.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 140.76000000 0.000141024769 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7890.71000000 USD 9750000.00000000 KRW 2020-06-17 140.76000000 N N N Citicorp Mortgage Securities Trust N/A 17310BAK0 1039125.87000000 PA USD 1020735.73000000 1.022655733312 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 599.06000000 0.000600186831 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 69999.99000000 TRY 10504.14000000 USD 2020-06-17 599.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.67000000 -0.00002171076 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7163.12000000 USD 2020-06-17 -21.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -105.47000000 -0.00010566838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11942.66000000 USD 2020-06-17 -105.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1480.18000000 0.001482964217 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1938105.00000000 JPY 30000.00000000 AUD 2020-06-17 1480.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1276.87000000 -0.00127927179 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1260960.00000000 JPY 2020-06-17 -1276.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 391.77000000 0.000392506919 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10603.89000000 USD 60000.00000000 BRL 2020-06-17 391.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.52000000 -0.00027704013 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1860000.00000000 JPY 17067.17000000 USD 2020-06-17 -276.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 567.23000000 0.000568296959 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 21313.69000000 USD 2020-06-17 567.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -989.75000000 -0.00099161171 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1291752.00000000 JPY 2020-06-17 -989.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 89.75000000 0.000089918819 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18685.71000000 USD 950000.00000000 PHP 2020-06-17 89.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 289.46000000 0.000290004474 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16945.23000000 USD 60000.00000000 ILS 2020-06-17 289.46000000 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 1158.00000000 NS USD 119343.48000000 0.119567965016 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3727.67000000 -0.00373468174 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 47100.95000000 USD 180000.00000000 PLN 2020-06-17 -3727.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 177.60000000 0.000177934065 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15371.79000000 USD 1180000.00000000 INR 2020-06-17 177.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -462.43000000 -0.00046329983 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1610000.00000000 JPY 14550.11000000 USD 2020-06-17 -462.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -241.25000000 -0.00024170379 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 280000.00000000 MXN 11292.32000000 USD 2020-06-17 -241.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.69000000 -0.00018203175 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28724.96000000 EUR 130000.00000000 PLN 2020-06-17 -181.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 728.83000000 0.000730200928 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 620786.00000000 JPY 10000.00000000 AUD 2020-06-17 728.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.55000000 -0.00006968082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20676.91000000 USD 2020-06-17 -69.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.41000000 0.000031469082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14338.16000000 USD 20000.00000000 CAD 2020-06-17 31.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -3064.87000000 -0.00307063501 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 249002.39000000 GBP 310564.25000000 USD 2020-05-15 -3064.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 885.59000000 0.000887255794 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12149.18000000 USD 20000.00000000 AUD 2020-06-17 885.59000000 N N N Tenable Holdings, Inc. 5493004S5OMPESF0EF83 88025T102 15852.00000000 NS USD 413103.12000000 0.413880166727 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1187.75000000 -0.00118998415 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 330000.00000000 SEK 32653.07000000 USD 2020-06-17 -1187.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -719.51000000 -0.00072086339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CHF 51146.65000000 USD 2020-06-17 -719.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.02000000 0.000105217542 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 ZAR 8696.95000000 USD 2020-06-17 105.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -188.19000000 -0.00018854398 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10185.04000000 USD 2020-06-17 -188.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -1527.08000000 -0.00152995243 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 2632024.00000000 JPY 2020-06-17 -1527.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.56000000 0.000133811226 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5928.07000000 USD 460000.00000000 INR 2020-06-17 133.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -128.38000000 -0.00012862148 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10244.85000000 USD 2020-06-17 -128.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -617.63000000 -0.00061879176 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 24577.14000000 USD 2020-06-17 -617.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -528.94000000 -0.00052993493 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2050000.00000000 JPY 18586.41000000 USD 2020-06-17 -528.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -205.98000000 -0.00020636744 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 910000.00000000 JPY 8279.37000000 USD 2020-06-17 -205.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 279.10000000 0.000279624986 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 360000.00000000 THB 11405.91000000 USD 2020-06-17 279.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 448.08000000 0.000448922838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9611.13000000 USD 2020-06-17 448.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 717.87000000 0.000719220313 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2019858.00000000 JPY 30000.00000000 AUD 2020-06-17 717.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -392.82000000 -0.00039355889 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 200000.01000000 NOK 19133.70000000 USD 2020-06-17 -392.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.54000000 0.000012563587 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1532.85000000 USD 50000.00000000 THB 2020-06-17 12.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 435.98000000 0.000436800078 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6081.41000000 USD 10000.00000000 AUD 2020-06-17 435.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -665.77000000 -0.00066702231 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25000.00000000 GBP 30826.75000000 USD 2020-06-11 -665.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1178.03000000 -0.00118024587 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 589999.99000000 SEK 59325.25000000 USD 2020-06-17 -1178.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -227.55000000 -0.00022797802 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14142.02000000 USD 2020-06-17 -227.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -27.99000000 -0.00002804264 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 564.99000000 USD 10000.00000000 ZAR 2020-06-17 -27.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.41000000 0.000138670349 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11062.42000000 USD 850000.00000000 INR 2020-06-17 138.41000000 N N N American Airlines Group, Inc. N/A 001ESC102 14383.00000000 NS USD 1294.47000000 0.001296904897 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -145.23000000 -0.00014550317 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6372.16000000 USD 2020-06-17 -145.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -1174.94000000 -0.00117715006 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 18377.22000000 USD 2020-06-17 -1174.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1038.04000000 0.001039992552 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1985522.00000000 JPY 30000.00000000 AUD 2020-06-17 1038.04000000 N N N Intertrust NV 724500NRH17KKW68GO66 N/A 37966.00000000 NS 598280.49000000 0.599405855252 Long EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -610.66000000 -0.00061180865 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 17787.26000000 USD 2020-06-17 -610.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 3101.96000000 0.003107794784 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3486600.00000000 THB 110865.07000000 USD 2020-06-17 3101.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.17000000 0.000005179724 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41487.75000000 USD 40000.00000000 CHF 2020-06-17 5.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 317.33000000 0.000317926897 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 32588.03000000 USD 30000.00000000 EUR 2020-06-17 317.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 305.93000000 0.000306505454 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16877.93000000 USD 320000.00000000 ZAR 2020-06-17 305.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -163.46000000 -0.00016376746 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5969.18000000 USD 2020-06-17 -163.46000000 N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291108 1700.00000000 NS USD 58803.00000000 0.058913608408 Long EC CORP US N 1 N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 171871502 1100.00000000 NS USD 16115.00000000 0.016145312305 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -430.75000000 -0.00043156024 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2660000.00000000 JPY 24372.58000000 USD 2020-06-17 -430.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -795.44000000 -0.00079693622 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 360000.01000000 SEK 36121.82000000 USD 2020-06-17 -795.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -405.71000000 -0.00040647314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12629.06000000 USD 2020-06-17 -405.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -370.91000000 -0.00037160768 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11894.37000000 USD 2020-06-17 -370.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1380.84000000 0.001383437359 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 SGD 93587.14000000 USD 2020-06-17 1380.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.53000000 -0.00012776988 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10245.70000000 USD 2020-06-17 -127.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.29000000 0.000003296188 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12044.84000000 USD 50000.00000000 PLN 2020-06-17 3.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -313.90000000 -0.00031449044 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30805.79000000 USD 2020-06-17 -313.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -507.59000000 -0.00050854477 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32397.77000000 USD 2020-06-17 -507.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 184.12000000 0.000184466329 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7514.56000000 USD 2020-06-17 184.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -280.28000000 -0.00028080720 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 86137.24000000 USD 140000.00000000 NZD 2020-06-17 -280.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 3521.61000000 0.003528234146 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 BRL 25512.92000000 USD 2020-06-17 3521.61000000 N N N ServiceMaster Global Holdings, Inc. 549300GS10644JGL8R77 81761R109 19903.00000000 NS USD 677697.15000000 0.678971897943 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1228.44000000 0.001230750694 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18323.72000000 USD 30000.00000000 AUD 2020-06-17 1228.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -192.57000000 -0.00019293222 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 680000.00000000 INR 8768.10000000 USD 2020-06-17 -192.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.29000000 0.000003296188 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13184.22000000 EUR 2020-06-17 3.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -1048.82000000 -0.00105079282 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13096.95000000 USD 50000.00000000 PLN 2020-06-17 -1048.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1528.85000000 -0.00153172576 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 18023.31000000 USD 2020-06-17 -1528.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -3922.81000000 -0.00393018880 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 452563.00000000 CAD 321249.18000000 USD 2020-06-30 -3922.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 671.97000000 0.000673233975 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 38855.32000000 USD 2000000.00000000 PHP 2020-06-17 671.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 142.51000000 0.000142778061 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7042.28000000 USD 10000.00000000 CAD 2020-06-17 142.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -213.51000000 -0.00021391161 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 PLN 21473.13000000 USD 2020-06-17 -213.51000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 752.00000000 NS USD 220937.60000000 0.221353183496 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 424.87000000 0.000425669180 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 SGD 28796.04000000 USD 2020-06-17 424.87000000 N N N Alternative Loan Trust N/A 12667GKS1 729743.70000000 PA USD 676303.91000000 0.677576037259 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 280.23000000 0.000280757112 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14089.34000000 USD 20000.00000000 CAD 2020-06-17 280.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.47000000 0.000012493456 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 620000.00000000 JPY 5793.70000000 USD 2020-06-17 12.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 837.10000000 0.000838674584 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29826.10000000 USD 50000.00000000 NZD 2020-06-17 837.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -526.86000000 -0.00052785102 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 21027.50000000 USD 2020-06-17 -526.86000000 N N N Omthera Pharmaceuticals, Inc. 5493007G7UTDFV38SP78 N/A 100.00000000 NS USD 0.00000000 0.000000 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -1074.99000000 -0.00107701205 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 2680508.00000000 JPY 2020-06-17 -1074.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.76000000 0.000049853598 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 TRY 17029.89000000 USD 2020-06-17 49.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -805.03000000 -0.00080654426 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11792.36000000 USD 2020-06-17 -805.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 221.77000000 0.000222187149 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5910.87000000 USD 10000.00000000 NZD 2020-06-17 221.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 912.08000000 0.000913795621 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33439.30000000 USD 335000.00000000 SEK 2020-06-11 912.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.96000000 -0.00000597121 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17629.38000000 USD 1890000.00000000 JPY 2020-06-17 -5.96000000 N N N KEMET Corp. 529900G5ZS8VVA2TY376 488360207 10300.00000000 NS USD 278203.00000000 0.278726299680 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -193.77000000 -0.00019413448 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 860000.00000000 JPY 7825.35000000 USD 2020-06-17 -193.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.53000000 -0.00017285452 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 530000.00000000 INR 6811.52000000 USD 2020-06-17 -172.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 621.47000000 0.000622638984 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 54355.15000000 EUR 249999.99000000 PLN 2020-06-17 621.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 244.31000000 0.000244769546 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12020.97000000 USD 20000.00000000 NZD 2020-06-17 244.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.15000000 -0.00020653776 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20540.31000000 USD 2020-06-17 -206.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -6359.95000000 -0.00637191306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 194420.93000000 USD 1834000.00000000 SEK 2020-06-11 -6359.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -180.71000000 -0.00018104991 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72028.57000000 USD 100000.00000000 CAD 2020-06-17 -180.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 453.92000000 0.000454773823 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6380.36000000 USD 70000.00000000 NOK 2020-06-17 453.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 218.18000000 0.000218590396 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1374498.00000000 JPY 20000.00000000 AUD 2020-06-17 218.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 192.01000000 0.000192371170 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31404.92000000 USD 110000.00000000 ILS 2020-06-17 192.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.18000000 0.000012202910 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 646.69000000 USD 50000.00000000 INR 2020-06-17 12.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -264.31000000 -0.00026480716 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 200000.00000000 MXN 7973.96000000 USD 2020-06-17 -264.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -268.69000000 -0.00026919540 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12328.70000000 USD 2020-06-17 -268.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1208.53000000 0.001210803244 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.01000000 PLN 18075.92000000 USD 2020-06-17 1208.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1442.55000000 0.001445263435 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 287501.94000000 USD 14620000.00000000 PHP 2020-06-17 1442.55000000 N N N N/A N/A N/A 1.00000000 NC USD 727.50000000 0.000728868427 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Fcoj-a 2020-07-13 16687.50000000 USD 727.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 2680.00000000 0.002685041078 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 200000.00000000 PLN 50872.53000000 USD 2020-06-17 2680.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.47000000 0.000037540481 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4781.78000000 USD 20000.00000000 PLN 2020-06-17 37.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.26000000 -0.00013250878 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10505.49000000 USD 10000.00000000 CHF 2020-06-17 -132.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 3249.24000000 0.003255351818 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 55407.24000000 USD 90000.00000000 AUD 2020-06-17 3249.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -449.69000000 -0.00045053586 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 650722.00000000 JPY 2020-06-17 -449.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -566.02000000 -0.00056708468 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1910000.00000000 JPY 17243.89000000 USD 2020-06-17 -566.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -175.10000000 -0.00017542936 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10793.35000000 USD 2020-06-17 -175.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.27000000 -0.00006739653 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11035.72000000 USD 10000.00000000 EUR 2020-06-17 -67.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.92000000 -0.00027744088 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22213.83000000 USD 20000.00000000 EUR 2020-06-17 -276.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.46000000 -0.00013571480 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12461.93000000 USD 2020-06-17 -135.46000000 N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620R303 -142.00000000 NS USD -3841.10000000 -0.00384832510 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -127.74000000 -0.00012798027 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 15261.63000000 EUR 2020-06-17 -127.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.62000000 0.000002624928 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20749.08000000 USD 2020-06-17 2.62000000 N N N N/A N/A N/A -2.00000000 NC USD -5441.46000000 -0.00545169538 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Copper 2020-07-29 -117200.00000000 USD -5441.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.05000000 0.000006061380 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 PLN 21974.22000000 EUR 2020-06-17 6.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.37000000 -0.00013762839 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 MXN 6453.24000000 USD 2020-06-17 -137.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.09000000 0.000029144718 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2395.30000000 USD 260000.00000000 JPY 2020-06-17 29.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 1256.21000000 0.001258572930 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 48580.12000000 USD 60500000.00000000 KRW 2020-06-17 1256.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.52000000 0.000026569884 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 18424.44000000 USD 2020-06-17 26.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 389.55000000 0.000390282743 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ZAR 6833.50000000 USD 2020-06-17 389.55000000 N N N N/A N/A 31811A119 1767.00000000 NS USD 10160.25000000 0.010179361424 N/A DE US N 3 FinTech Acquisition Corp. III N/A Call Purchased FinTech Acquisition Corp. III FinTech Acquisition Corp. III 1.00000000 27.03000000 USD 2023-12-01 XXXX 10146.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 1763.08000000 0.001766396352 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 EUR 122416.07000000 USD 2020-06-17 1763.08000000 N N N N/A N/A N/A -2.00000000 NC -12680.77000000 -0.01270462252 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2020-06-19 -117700.00000000 GBP -12680.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 2421.78000000 0.002426335366 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 BRL 31743.53000000 USD 2020-06-17 2421.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 3770.51000000 0.003777602327 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 269999.99000000 PLN 68830.42000000 USD 2020-06-17 3770.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.53000000 0.000004538520 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2192.74000000 EUR 10000.00000000 PLN 2020-06-17 4.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.58000000 0.000016611186 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31103.11000000 USD 30000.00000000 CHF 2020-06-17 16.58000000 N N N Dr Reddy's Laboratories Ltd. 335800OVDPY3DVZR2798 256135203 850.00000000 NS USD 43511.50000000 0.043593345106 Long EC CORP IN N 1 N N N N/A N/A N/A 1.00000000 NC N/A 26.90000000 0.000026950598 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11069.33000000 USD 1190000.00000000 JPY 2020-06-17 26.90000000 N N N N/A N/A N/A -9.00000000 NC USD -9717.82000000 -0.00973609921 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Natural Gas 2020-05-27 -175410.00000000 USD -9717.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -278.71000000 -0.00027923425 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1368006.00000000 JPY 2020-06-17 -278.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.50000000 -0.00017282447 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21764.41000000 USD 2020-06-17 -172.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.70000000 0.000014727650 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7170.09000000 USD 10000.00000000 CAD 2020-06-17 14.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -234.53000000 -0.00023497115 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 950000.00000000 JPY 8623.80000000 USD 2020-06-17 -234.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -273.08000000 -0.00027359366 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6911.71000000 USD 2020-06-17 -273.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 351.69000000 0.000352351528 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12683.08000000 USD 20000.00000000 AUD 2020-06-17 351.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -2058.98000000 -0.00206285294 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23460000.00000000 HUF 70826.62000000 USD 2020-06-17 -2058.98000000 N N N WhiteHorse X Ltd. 549300UT33WDDDZEYN84 96525WAR4 1000000.00000000 PA USD 835932.10000000 0.837504487791 Long ABS-CBDO CORP KY N 2 2027-04-17 Floating 4.13488100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -897.36000000 -0.00089904793 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1301660.00000000 JPY 2020-06-17 -897.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -1761.26000000 -0.00176457292 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 17790.90000000 USD 2020-06-17 -1761.26000000 N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 796050888 111.00000000 NS USD 115773.00000000 0.115990768945 Long EC CORP KR N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 3224.00000000 NS USD 526995.04000000 0.527986317362 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -329.03000000 -0.00032964890 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000.00000000 CAD 19069.47000000 USD 2020-06-11 -329.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 829.47000000 0.000831030232 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51939.46000000 USD 2670000.00000000 PHP 2020-06-17 829.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 10.83000000 0.000010850371 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12037.30000000 USD 50000.00000000 PLN 2020-06-17 10.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.73000000 0.000164037976 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6160.64000000 USD 320000.00000000 PHP 2020-06-17 163.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -827.33000000 -0.00082888620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12207.44000000 USD 2020-06-17 -827.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 6080.21000000 0.006091646871 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 420000.00000000 TRY 65510.68000000 USD 2020-06-17 6080.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -479.68000000 -0.00048058227 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33000.00000000 CAD 23229.60000000 USD 2020-06-11 -479.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.46000000 0.000045545510 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7294.07000000 USD 8910000.00000000 KRW 2020-06-17 45.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.80000000 -0.00012703851 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5731.16000000 USD 2020-06-17 -126.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -343.97000000 -0.00034461700 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11921.31000000 USD 2020-06-17 -343.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 972.39000000 0.000974219065 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1293614.00000000 JPY 20000.00000000 AUD 2020-06-17 972.39000000 N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 171871403 1900.00000000 NS USD 87210.00000000 0.087374041959 Long EP CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 11245.15000000 0.011266302120 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1083253.95000000 TRY 150000.00000000 EUR 2020-06-17 11245.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -410.50000000 -0.00041127215 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6106.89000000 USD 2020-06-17 -410.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.26000000 -0.00021566490 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12382.13000000 USD 2020-06-17 -215.26000000 N N N Trupanion, Inc. 549300J86GFKIDGMQP18 898202106 -4050.00000000 NS USD -121135.50000000 -0.12136335580 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18.03000000 0.000018063914 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8804.24000000 USD 10710000.00000000 KRW 2020-06-17 18.03000000 N N N United Bankshares, Inc. 5299005O3BAMJ9Z92V62 909907107 -339.00000000 NS USD -10156.44000000 -0.01017554425 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1458.58000000 0.001461323588 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1940421.00000000 JPY 30000.00000000 AUD 2020-06-17 1458.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.27000000 0.000163577110 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9323.28000000 USD 480000.00000000 PHP 2020-06-17 163.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -40.21000000 -0.00004028563 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14329.36000000 USD 2020-06-17 -40.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -129.06000000 -0.00012930276 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13063.56000000 EUR 2020-06-17 -129.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 5.32000000 0.000005330006 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 8792.33000000 EUR 2020-06-17 5.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.09000000 -0.00011831212 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10850.36000000 USD 2020-06-17 -118.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 395.95000000 0.000396694781 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70531.97000000 USD 100000.00000000 SGD 2020-06-17 395.95000000 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 1340.00000000 NS USD 117652.00000000 0.117873303343 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -237.74000000 -0.00023818718 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 JPY 7315.16000000 USD 2020-06-17 -237.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 5027.34000000 0.005036796423 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 360000.01000000 PLN 91773.90000000 USD 2020-06-17 5027.34000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 801.00000000 NS USD 162338.67000000 0.162644028943 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A -407.68000000 -0.00040844684 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43516.39000000 USD 60000.00000000 CAD 2020-06-17 -407.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 855.39000000 0.000856998988 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35754.66000000 USD 30530000.00000000 CLP 2020-06-17 855.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -623.80000000 -0.00062497336 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2060000.00000000 JPY 18584.80000000 USD 2020-06-17 -623.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1342.20000000 0.001344724677 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 180000.00000000 ZAR 11008.12000000 USD 2020-06-17 1342.20000000 N N N N/A N/A N/A -2.00000000 NC USD -7736.16000000 -0.00775071171 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A NY Harbor ULSD 2020-05-29 -69980.40000000 USD -7736.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.54000000 -0.00002959556 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51895.70000000 USD 50000.00000000 CHF 2020-06-17 -29.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 81.07000000 0.000081222492 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15211.21000000 USD 1640000.00000000 JPY 2020-06-17 81.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.20000000 -0.00020258033 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12395.19000000 USD 2020-06-17 -202.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 2831.05000000 0.002836375203 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 PLN 53433.21000000 USD 2020-06-17 2831.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -1528.04000000 -0.00153091424 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 53745.59000000 USD 5600000.00000000 JPY 2020-06-17 -1528.04000000 N N N N/A N/A N/A 22.00000000 NC USD 4461.06000000 0.004469451251 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2023-09-18 5474425.00000000 USD 4461.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.61000000 0.000011631838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12585.78000000 USD 10000.00000000 GBP 2020-06-17 11.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 114.92000000 0.000115136164 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10421.84000000 USD 1130000.00000000 JPY 2020-06-17 114.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.51000000 -0.00009168213 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13052.65000000 USD 1390000.00000000 JPY 2020-06-17 -91.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -1510.71000000 -0.00151355164 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 24558.84000000 USD 2020-06-17 -1510.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -356.66000000 -0.00035733087 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 52222.82000000 USD 50000.00000000 CHF 2020-06-17 -356.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -371.27000000 -0.00037196835 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32534.09000000 USD 2020-06-17 -371.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -65.53000000 -0.00006565326 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6760000.00000000 KRW 5502.96000000 USD 2020-06-17 -65.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -240.34000000 -0.00024079207 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 809999.00000000 JPY 7312.55000000 USD 2020-06-17 -240.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 43.85000000 0.000043932481 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14141.73000000 USD 20000.00000000 SGD 2020-06-17 43.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.32000000 -0.00003839207 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16846.12000000 USD 5410000.00000000 HUF 2020-06-17 -38.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 811.88000000 0.000813407145 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 112672.80000000 USD 160000.00000000 SGD 2020-06-17 811.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 857.88000000 0.000859493671 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 54335.88000000 USD 90000.00000000 NZD 2020-06-17 857.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -439.92000000 -0.00044074748 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1350718.00000000 JPY 2020-06-17 -439.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.45000000 0.000018484704 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6498.94000000 USD 10000.00000000 AUD 2020-06-17 18.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -698.28000000 -0.00069959346 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11899.11000000 USD 2020-06-17 -698.28000000 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 1444.00000000 NS USD 111375.72000000 0.111585217664 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 297.12000000 0.000297678882 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1366032.00000000 JPY 20000.00000000 AUD 2020-06-17 297.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.69000000 0.000008706345 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4000.87000000 USD 430000.00000000 JPY 2020-06-17 8.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 239.20000000 0.000239649935 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35224.76000000 USD 50000.00000000 SGD 2020-06-17 239.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.01000000 0.000053109711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77140.29000000 TRY 10000.00000000 EUR 2020-06-17 53.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 32.81000000 0.000032871715 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1010000.00000000 INR 13342.03000000 USD 2020-06-17 32.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -26.67000000 -0.00002672016 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10346.56000000 USD 2020-06-17 -26.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 522.36000000 0.000523342558 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14138.52000000 USD 80000.00000000 BRL 2020-06-17 522.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.26000000 -0.00034891507 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13309.40000000 USD 1390000.00000000 JPY 2020-06-17 -348.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -246.12000000 -0.00024658295 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20500.34000000 USD 2020-06-17 -246.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -154.25000000 -0.00015454014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31273.94000000 USD 30000.00000000 CHF 2020-06-17 -154.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 291.02000000 0.000291567408 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 169999.93000000 ZAR 9419.94000000 USD 2020-06-17 291.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 451.16000000 0.000452008631 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18719.58000000 USD 970000.00000000 PHP 2020-06-17 451.16000000 N N N Smiths Group plc 213800MJL6IPZS3ASA11 N/A 1394.00000000 NS 21779.99000000 0.021820958148 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -376.31000000 -0.00037701783 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21560.60000000 USD 2020-06-17 -376.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.05000000 0.000115266408 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6402.34000000 USD 10000.00000000 AUD 2020-06-17 115.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.45000000 0.000028503514 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6488.94000000 USD 10000.00000000 AUD 2020-06-17 28.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.57000000 -0.00003764066 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 16829.82000000 USD 2020-06-17 -37.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -618.68000000 -0.00061984373 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11646.60000000 USD 2020-06-17 -618.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 385.28000000 0.000386004711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 657630.00000000 JPY 10000.00000000 AUD 2020-06-17 385.28000000 N N N RTI Surgical Holdings, Inc. N/A 74975N105 6800.00000000 NS USD 18394.00000000 0.018428599103 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -734.35000000 -0.00073573131 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 CHF 71878.27000000 USD 2020-06-17 -734.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 59.30000000 0.000059411543 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17937.10000000 USD 1929999.00000000 JPY 2020-06-17 59.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -410.91000000 -0.00041168292 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21157.37000000 USD 20000.00000000 CHF 2020-06-17 -410.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.31000000 0.000030367013 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7895.57000000 USD 850000.00000000 JPY 2020-06-17 30.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 97.63000000 0.000097813641 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13736.92000000 USD 700000.00000000 PHP 2020-06-17 97.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -140.33000000 -0.00014059396 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19220000.00000000 KRW 15691.97000000 USD 2020-06-17 -140.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -151.34000000 -0.00015162467 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12446.05000000 USD 2020-06-17 -151.34000000 N N N N/A N/A N/A 59.00000000 NC 8978.41000000 0.008995298383 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-09-21 7352875.00000000 GBP 8978.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 297.27000000 0.000297829164 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 667068.00000000 JPY 10000.00000000 AUD 2020-06-17 297.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -768.07000000 -0.00076951473 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33673.43000000 USD 30000.00000000 EUR 2020-06-17 -768.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -283.56000000 -0.00028409337 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5943.60000000 USD 40000.00000000 TRY 2020-06-17 -283.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -898.76000000 -0.00090045056 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5550000.00000000 JPY 50852.56000000 USD 2020-06-17 -898.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -2332.49000000 -0.00233687741 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 68143.21000000 USD 60000.00000000 EUR 2020-06-17 -2332.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -833.27000000 -0.00083483738 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 ILS 19273.87000000 USD 2020-06-17 -833.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1171.70000000 -0.00117390396 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2870000.00000000 INR 36647.58000000 USD 2020-06-17 -1171.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -245.68000000 -0.00024614212 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4120000.00000000 HUF 12554.35000000 USD 2020-06-17 -245.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 172.76000000 0.000173084961 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 33078.12000000 USD 2020-06-17 172.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 2487.98000000 0.002492659888 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18014.86000000 USD 210000.00000000 NOK 2020-06-17 2487.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -320.65000000 -0.00032125314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30799.04000000 USD 2020-06-17 -320.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1090.64000000 -0.00109269149 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 27648.50000000 USD 2020-06-17 -1090.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 3102.78000000 0.003108616327 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3754800.00000000 THB 119155.36000000 USD 2020-06-17 3102.78000000 N N N RFMSI Series Trust N/A 74958EAM8 804903.89000000 PA USD 757097.51000000 0.758521609974 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -193.03000000 -0.00019339308 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8247.97000000 USD 150000.00000000 ZAR 2020-06-17 -193.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.45000000 0.000050544896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110000.00000000 CAD 79081.39000000 USD 2020-06-11 50.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 849.14000000 0.000850737231 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 36068.11000000 USD 360000.00000000 SEK 2020-06-17 849.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4367.71000000 -0.00437592565 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 128846.48000000 USD 120000.00000000 CHF 2020-06-17 -4367.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -93.37000000 -0.00009354562 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16038.37000000 USD 1710000.00000000 JPY 2020-06-17 -93.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -237.48000000 -0.00023792669 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14132.09000000 USD 2020-06-17 -237.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 582.97000000 0.000584066566 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9746.02000000 USD 2020-06-17 582.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.96000000 0.000007974972 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3690000.00000000 INR 48632.75000000 USD 2020-06-17 7.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1111.25000000 -0.00111334026 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11923.52000000 USD 2020-06-17 -1111.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 176.39000000 0.000176721789 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12640000.00000000 KRW 10588.48000000 USD 2020-06-17 176.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -481.19000000 -0.00048209511 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6036.20000000 USD 2020-06-17 -481.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -1705.39000000 -0.00170859783 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 23489.38000000 USD 2020-06-17 -1705.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.06000000 -0.00009423692 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13428.18000000 USD 1430000.00000000 JPY 2020-06-17 -94.06000000 N N N Wal-Mart de Mexico SAB de CV N/A N/A 14253.00000000 NS 34282.66000000 0.034347145663 Long EC CORP MX N 1 N N N N/A N/A N/A 1.00000000 NC N/A 23.51000000 0.000023554222 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ZAR 6467.46000000 USD 2020-06-17 23.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 110.38000000 0.000110587624 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12924.39000000 USD 20000.00000000 AUD 2020-06-17 110.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 116.78000000 0.000116999663 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7112.09000000 USD 29999.98000000 PLN 2020-06-17 116.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -100.13000000 -0.00010031834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 THB 6390.51000000 USD 2020-06-17 -100.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.17000000 0.000041247440 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15903.83000000 USD 1710000.00000000 JPY 2020-06-17 41.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -904.01000000 -0.00090571044 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 EUR 75875.16000000 USD 2020-06-17 -904.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -387.15000000 -0.00038787822 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21549.76000000 USD 2020-06-17 -387.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.78000000 0.000769224193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72088.97000000 TRY 10000.00000000 EUR 2020-06-17 767.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 205.42000000 0.000205806394 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 12470.70000000 USD 2020-06-17 205.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.55000000 -0.00020393287 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5929.09000000 USD 2020-06-17 -203.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -3801.50000000 -0.00380865061 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77382.08000000 USD 520000.00000000 TRY 2020-06-17 -3801.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -210.54000000 -0.00021093602 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1180000.00000000 INR 15338.85000000 USD 2020-06-17 -210.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -298.20000000 -0.00029876091 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 666969.00000000 JPY 2020-06-17 -298.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -440.56000000 -0.00044138869 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6100.60000000 USD 40000.00000000 TRY 2020-06-17 -440.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -2850.68000000 -0.00285604212 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 56621.11000000 USD 380000.00000000 TRY 2020-06-17 -2850.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.60000000 0.000008616176 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7176.19000000 USD 10000.00000000 CAD 2020-06-17 8.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 127.47000000 0.000127709770 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24167.73000000 USD 7820000.73000000 HUF 2020-06-17 127.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -40.04000000 -0.00004011531 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12305.32000000 USD 20000.00000000 NZD 2020-06-17 -40.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 351.83000000 0.000352491792 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24158.23000000 USD 1860000.00000000 INR 2020-06-17 351.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.71000000 0.000148989723 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 683000.00000000 JPY 10000.00000000 AUD 2020-06-17 148.71000000 N N N Artemis Gold, Inc. N/A 04302L100 605.00000000 NS 482.45000000 0.000483357488 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -510.38000000 -0.00051134002 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1610000.00000000 JPY 14502.16000000 USD 2020-06-17 -510.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -5626.16000000 -0.00563674280 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 EUR 580359.12000000 TRY 2020-06-17 -5626.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.38000000 -0.00020376255 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20543.08000000 USD 2020-06-17 -203.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.28000000 0.000014306860 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6139.93000000 USD 660000.00000000 JPY 2020-06-17 14.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.36000000 -0.00000036067 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5315.36000000 USD 570000.00000000 JPY 2020-06-17 -0.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -354.79000000 -0.00035545735 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11910.49000000 USD 2020-06-17 -354.79000000 N N N Brenntag AG NNROIXVWJ7CPSR27SV97 N/A 7651.00000000 NS 345351.31000000 0.346000915612 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 55.29000000 0.000055394000 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25680.50000000 USD 2760000.00000000 JPY 2020-06-17 55.29000000 N N N Nebula Acquisition Corp. N/A 629076100 13198.00000000 NS USD 135279.50000000 0.135533960660 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 950.13000000 0.000951917193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 SGD 64785.26000000 USD 2020-06-17 950.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -9773.18000000 -0.00979156334 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13860000.00000000 PHP 264150.94000000 USD 2020-06-17 -9773.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1981.08000000 -0.00198480641 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 64220.47000000 USD 60000.00000000 CHF 2020-06-17 -1981.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -184.58000000 -0.00018492719 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6170000.00000000 CLP 7214.18000000 USD 2020-06-17 -184.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -1625.31000000 -0.00162836720 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 SGD 62209.82000000 USD 2020-06-17 -1625.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 118.85000000 0.000119073556 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 686203.00000000 JPY 10000.00000000 AUD 2020-06-17 118.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 530.51000000 0.000531507889 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 380000.00000000 MXN 16183.21000000 USD 2020-06-17 530.51000000 N N N N/A N/A N/A 58.00000000 NC 5427.42000000 0.005437628973 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2020-12-16 7230062.50000000 GBP 5427.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -412.86000000 -0.00041363658 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5910.69000000 USD 30000.00000000 BRL 2020-06-17 -412.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 458.25000000 0.000459111967 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 649804.00000000 JPY 10000.00000000 AUD 2020-06-17 458.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.59000000 -0.00009576980 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 8700.33000000 EUR 2020-06-17 -95.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -1472.21000000 -0.00147497922 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15971.10000000 USD 270000.00000000 ZAR 2020-06-17 -1472.21000000 N N N N/A N/A N/A -6.00000000 NC USD -1404.88000000 -0.00140752257 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Sugar No. 11 2020-06-30 -69686.40000000 USD -1404.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 922.20000000 0.000923934657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1298996.00000000 JPY 20000.00000000 AUD 2020-06-17 922.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3019.28000000 0.003024959263 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 601748.26000000 USD 30600000.00000000 PHP 2020-06-17 3019.28000000 N N N N/A N/A N/A 9.00000000 NC 6287.05000000 0.006298875937 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bobl 2020-06-08 1223550.00000000 EUR 6287.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -238.23000000 -0.00023867811 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21698.68000000 USD 2020-06-17 -238.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -70.30000000 -0.00007043223 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 NOK 4811.33000000 USD 2020-06-17 -70.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 2935.96000000 0.002941482539 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 108596.98000000 USD 93010000.00000000 CLP 2020-06-17 2935.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1148.50000000 -0.00115066032 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 27590.64000000 USD 2020-06-17 -1148.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 3417.33000000 0.003423757995 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29169.60000000 USD 50000.00000000 AUD 2020-06-17 3417.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -18384.90000000 -0.01841948198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 232841.66000000 USD 889999.99000000 PLN 2020-06-17 -18384.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.63000000 -0.00010482680 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10268.60000000 USD 2020-06-17 -104.63000000 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 284CVR016 15100.00000000 NS USD 151.00000000 0.000151284030 Long CORP US N 3 N N N Syncora Holdings Ltd. N/A N/A 58200.00000000 NS USD 18915.00000000 0.018950579103 Long EC CORP BM N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 2411.00000000 NS USD 110640.79000000 0.110848905261 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -435.44000000 -0.00043625906 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 54406.83000000 USD 2020-06-17 -435.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.89000000 -0.00004597631 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 THB 5208.43000000 USD 2020-06-17 -45.89000000 N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142L109 4000.00000000 NS USD 341840.00000000 0.342483000840 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1356.89000000 -0.00135944230 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 45230.70000000 USD 40000.00000000 EUR 2020-06-17 -1356.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -2552.95000000 -0.00255775209 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50200.80000000 USD 260000.00000000 BRL 2020-06-17 -2552.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -527.72000000 -0.00052871264 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 79560.36000000 USD 110000.00000000 CAD 2020-06-17 -527.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -422.94000000 -0.00042373554 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 28316.20000000 USD 2020-06-17 -422.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.30000000 -0.00004538520 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2170000.00000000 JPY 20189.00000000 USD 2020-06-17 -45.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.15000000 0.000034214236 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77273.59000000 TRY 10000.00000000 EUR 2020-06-17 34.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -806.24000000 -0.00080775653 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 2010381.00000000 JPY 2020-06-17 -806.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -146.22000000 -0.00014649503 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10822.23000000 USD 2020-06-17 -146.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -233.97000000 -0.00023441009 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 SEK 6944.39000000 USD 2020-06-17 -233.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.98000000 0.000212378734 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 32693.38000000 USD 30000.00000000 EUR 2020-06-17 211.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.55000000 -0.00034920562 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5718.51000000 USD 100000.00000000 ZAR 2020-06-17 -348.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.62000000 0.000073758479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 JPY 7626.52000000 USD 2020-06-17 73.62000000 N N N WABCO Holdings, Inc. 549300SNE3FOSCV7FY94 92927K102 6350.00000000 NS USD 853313.00000000 0.854918081254 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 480.38000000 0.000481283594 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3660000.00000000 JPY 34608.28000000 USD 2020-06-17 480.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 127.75000000 0.000127990297 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14241.82000000 USD 20000.00000000 CAD 2020-06-17 127.75000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 -1900.00000000 NS -116884.23000000 -0.11710408916 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1665.77000000 -0.00166890331 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 17886.39000000 USD 2020-06-17 -1665.77000000 N N N Forum Merger II Corp. N/A 34986F103 13300.00000000 NS USD 137788.00000000 0.138047179147 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 34.73000000 0.000034795327 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28704.41000000 USD 40000.00000000 CAD 2020-06-17 34.73000000 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 670.00000000 NS USD 131172.60000000 0.131419335583 Long EC CORP US N 1 N N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 -840.00000000 NS USD -94012.80000000 -0.09418963802 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3671.40000000 -0.00367830590 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 142242.65000000 USD 110000.00000000 GBP 2020-06-17 -3671.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -333.13000000 -0.00033375661 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15870000.00000000 KRW 12739.64000000 USD 2020-06-17 -333.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 179.49000000 0.000179827620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14447.48000000 USD 1110000.00000000 INR 2020-06-17 179.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -1140.17000000 -0.00114231465 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1930000.00000000 PHP 37003.66000000 USD 2020-06-17 -1140.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -1059.09000000 -0.00106108214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 352416.30000000 SEK 35068.58000000 USD 2020-05-15 -1059.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -490.47000000 -0.00049139257 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30629.22000000 USD 2020-06-17 -490.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.05000000 -0.00004212909 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13842.40000000 USD 1480000.00000000 JPY 2020-06-17 -42.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 1420.83000000 0.001423502580 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 59689.99000000 USD 19670000.54000000 HUF 2020-06-17 1420.83000000 N N N N/A N/A N/A -26.00000000 NC USD 46695.60000000 0.046783434396 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange EUR/USD 2020-06-15 -3562650.00000000 USD 46695.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 107.24000000 0.000107441718 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14537.65000000 USD 150000.00000000 NOK 2020-06-17 107.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -610.71000000 -0.00061185874 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17480000.00000000 CLP 20350.43000000 USD 2020-06-17 -610.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 300.97000000 0.000301536124 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8596.72000000 USD 7420000.00000000 CLP 2020-06-17 300.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 574.68000000 0.000575760972 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 637318.00000000 JPY 10000.00000000 AUD 2020-06-17 574.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.04000000 -0.00018138053 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CHF 51685.12000000 USD 2020-06-17 -181.04000000 N N N Catamaran CLO Ltd. 549300KB6N80OR7B9109 14889KAU6 1000000.00000000 PA USD 820647.20000000 0.822190836903 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 3.89763000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -642.09000000 -0.00064329777 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11623.19000000 USD 2020-06-17 -642.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -944.54000000 -0.00094631667 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 36098.14000000 USD 3770000.00000000 JPY 2020-06-17 -944.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 615.07000000 0.000616226946 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17711.03000000 USD 100000.00000000 BRL 2020-06-17 615.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.50000000 0.000047589347 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10325.73000000 USD 10000.00000000 CHF 2020-06-17 47.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.54000000 0.000768983742 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4160000.00000000 JPY 39557.72000000 USD 2020-06-17 767.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.91000000 0.000050003880 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5123.18000000 USD 6280000.00000000 KRW 2020-06-17 49.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.14000000 -0.00051410521 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 643918.00000000 JPY 2020-06-17 -513.14000000 N N N Morgan Stanley Institutional Liquidity Funds Treasury Portfolio 549300OJY9IZ31SGS926 61747C525 36606649.77000000 NS USD 36606649.77000000 36.67550685683 Long STIV RF US N 2 N N N Brookfield Renewable Partners LP VA8DFMRI2GY8Y7V79H93 N/A -286.00000000 NS USD -13410.54000000 -0.01343576521 Short BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27.44000000 -0.00002749161 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 840000.00000000 JPY 7805.19000000 USD 2020-06-17 -27.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -154.19000000 -0.00015448003 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11122.64000000 USD 10000.00000000 EUR 2020-06-17 -154.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -473.84000000 -0.00047473129 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CHF 41019.08000000 USD 2020-06-17 -473.84000000 N N N Wirecard AG 529900A8LX4KL0YUTH71 N/A 3349.00000000 NS 331768.15000000 0.332392205696 Long EC CORP DE N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 -3575.00000000 NS USD -166130.25000000 -0.16644274090 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 201.06000000 0.000201438193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1760000.00000000 INR 23393.37000000 USD 2020-06-17 201.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -240.54000000 -0.00024099245 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 PLN 23946.27000000 EUR 2020-06-17 -240.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 206.25000000 0.000206637956 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10762.20000000 USD 10000.00000000 EUR 2020-06-17 206.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -66.10000000 -0.00006622433 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20680.36000000 USD 2020-06-17 -66.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.77000000 -0.00003082787 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10999.22000000 USD 10000.00000000 EUR 2020-06-17 -30.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 992.80000000 0.000994667456 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18559.36000000 USD 30000.00000000 AUD 2020-06-17 992.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 77.24000000 0.000077385288 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7107.55000000 USD 10000.00000000 CAD 2020-06-17 77.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 10013.68000000 0.010032515726 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 680000.00000000 NZD 427033.20000000 USD 2020-06-17 10013.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 608.28000000 0.000609424174 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1332662.00000000 JPY 20000.00000000 AUD 2020-06-17 608.28000000 N N N 4L Holdings Corp. N/A N/A 3790.33000000 NS USD 15161.32000000 0.015189838434 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -129.63000000 -0.00012987383 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10838.82000000 USD 2020-06-17 -129.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 70.90000000 0.000071033362 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10897.55000000 USD 10000.00000000 EUR 2020-06-17 70.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.62000000 0.000025668191 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 750000.00000000 INR 9908.71000000 USD 2020-06-17 25.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 1316.76000000 0.001319236824 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 57339.72000000 USD 90000.00000000 AUD 2020-06-17 1316.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 139.89000000 0.000140153133 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21797.02000000 USD 20000.00000000 EUR 2020-06-17 139.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.83000000 0.000034895515 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12999.94000000 USD 20000.00000000 AUD 2020-06-17 34.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -139.97000000 -0.00014023328 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6790000.00000000 CLP 8002.26000000 USD 2020-06-17 -139.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.69000000 -0.00020307125 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30917.00000000 USD 2020-06-17 -202.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.74000000 -0.00001176208 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5886.21000000 USD 630000.00000000 JPY 2020-06-17 -11.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 70.20000000 0.000070332046 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5180.30000000 USD 1690000.00000000 HUF 2020-06-17 70.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.15000000 0.000024195426 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12284.27000000 USD 1320000.00000000 JPY 2020-06-17 24.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 134.55000000 0.000134803088 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12462.84000000 USD 10000.00000000 GBP 2020-06-17 134.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 873.56000000 0.000875203165 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13488.68000000 USD 50000.00000000 ILS 2020-06-17 873.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1599.77000000 0.001602779166 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34324.16000000 USD 50000.00000000 CAD 2020-06-17 1599.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 748.27000000 0.000749677495 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12286.50000000 USD 20000.00000000 AUD 2020-06-17 748.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -534.97000000 -0.00053597627 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 641576.00000000 JPY 2020-06-17 -534.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 328.84000000 0.000329458547 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2061579.00000000 JPY 30000.00000000 AUD 2020-06-17 328.84000000 N N N Tiffany & Co. 549300EJG9IEYQL5XT21 886547108 5100.00000000 NS USD 645150.00000000 0.646363526773 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1654.67000000 -0.00165778243 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 24414.88000000 USD 2020-06-17 -1654.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.45000000 -0.00018579883 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5947.19000000 USD 2020-06-17 -185.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -108.79000000 -0.00010899463 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49999.99000000 PLN 10885.16000000 EUR 2020-06-17 -108.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 72.35000000 0.000072486090 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7112.44000000 USD 10000.01000000 CAD 2020-06-17 72.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 65.53000000 0.000065653261 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 MXN 7068.06000000 USD 2020-06-17 65.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -208.45000000 -0.00020884209 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22145.36000000 USD 20000.00000000 EUR 2020-06-17 -208.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -231.24000000 -0.00023167496 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16940000.00000000 KRW 13722.93000000 USD 2020-06-17 -231.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -502.70000000 -0.00050364557 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18570000.00000000 KRW 14794.17000000 USD 2020-06-17 -502.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.75000000 -0.00002980595 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10343.48000000 USD 2020-06-17 -29.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.78000000 0.000091952638 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 140000.00000000 ZAR 7609.72000000 USD 2020-06-17 91.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -163.96000000 -0.00016426840 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6342.66000000 USD 150000.00000000 MXN 2020-06-17 -163.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1370.08000000 -0.00137265711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 76547.17000000 USD 770000.00000000 NOK 2020-06-17 -1370.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.55000000 0.000055654489 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7037.24000000 USD 10000.00000000 SGD 2020-06-17 55.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -785.22000000 -0.00078669699 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73212.60000000 EUR 330000.01000000 PLN 2020-06-17 -785.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -14666.60000000 -0.01469418786 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 185750.09000000 USD 710000.00000000 PLN 2020-06-17 -14666.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 544.91000000 0.000545934975 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 640510.00000000 JPY 10000.00000000 AUD 2020-06-17 544.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.43000000 0.000066554954 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7118.36000000 USD 10000.00000000 CAD 2020-06-17 66.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 1134.46000000 0.001136593918 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CHF 42627.38000000 USD 2020-06-17 1134.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -131.06000000 -0.00013130652 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22067.97000000 USD 20000.00000000 EUR 2020-06-17 -131.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.31000000 0.000016340679 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 610001.00000000 JPY 5704.30000000 USD 2020-06-17 16.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -249.94000000 -0.00025041013 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1370000.00000000 JPY 12524.71000000 USD 2020-06-17 -249.94000000 N N N Envista Holdings Corp. 549300BX623VURJZ5269 29415F104 30871.00000000 NS USD 601058.37000000 0.602188960442 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 241.93000000 0.000242385070 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7568.68000000 USD 80000.00000000 NOK 2020-06-17 241.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -611.25000000 -0.00061239976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45000.00000000 EUR 48740.13000000 USD 2020-06-11 -611.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.28000000 -0.00022570375 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20521.18000000 USD 2020-06-17 -225.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -121.87000000 -0.00012209923 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 25072.90000000 USD 2020-06-17 -121.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -878.10000000 -0.00087975170 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CAD 35045.83000000 USD 2020-06-17 -878.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1382.85000000 -0.00138545114 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 400000.00000000 SEK 39636.32000000 USD 2020-06-17 -1382.85000000 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444U700 1188.00000000 NS USD 802137.60000000 0.803646420357 Long EC CORP US N 1 N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 3588.00000000 NS USD 336016.20000000 0.336648246275 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -887.51000000 -0.00088917940 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16540.22000000 USD 380000.06000000 MXN 2020-06-17 -887.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1138.57000000 0.001140711649 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1974741.00000000 JPY 30000.00000000 AUD 2020-06-17 1138.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -390.76000000 -0.00039149501 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5888.59000000 USD 30000.00000000 BRL 2020-06-17 -390.76000000 N N N Expedia Group, Inc. N/A 30212P303 664.00000000 NS USD 47130.72000000 0.047219372856 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -410.32000000 -0.00041109181 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 54431.95000000 USD 2020-06-17 -410.32000000 N N N N/A N/A 000000000 -1891.00000000 NS USD 141.70219999 0.000141968741 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR053 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/19/2021 Canadian Imperial Bank of Commerce -20654.10893914 USD 34.62752992 USD Clorox Co/The -20154.92591975 USD 33.79062744 USD General Mills Inc -21383.52042035 USD 35.85042063 USD Amgen Inc -22162.85927111 USD 37.15701679 USD Ford Motor Co -20217.78111005 USD 33.89600696 USD Altria Group Inc -19580.45028048 USD 32.82749355 USD General Motors Co -20381.27751579 USD 34.17011594 USD PepsiCo Inc -20084.55941764 USD 33.67265488 USD Agilent Technologies Inc -20433.77712565 USD 34.25813386 USD Y 2021-04-19 0.00000000 USD 0.00000000 USD -185053.00000000 USD 310.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -423.12000000 -0.00042391588 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11418.78000000 USD 60000.00000000 BRL 2020-06-17 -423.12000000 N N N N/A N/A N/A -1.00000000 NC -2901.01000000 -0.00290646679 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2020-06-18 -138500.00000000 AUD -2901.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 1148.44000000 0.001150600214 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 74490.12000000 USD 5740000.00000000 INR 2020-06-17 1148.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -198.78000000 -0.00019915390 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 79231.43000000 USD 110000.01000000 CAD 2020-06-17 -198.78000000 N N N N/A N/A 000000000 -1852.00000000 NS USD -5639.14019999 -0.00564974741 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR055 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/22/2021 Motorola Solutions Inc -12985.85058272 USD -391.56225832 USD Sysco Corp -15934.12960765 USD -480.46169435 USD Cognizant Technology Solutions Corp -15361.03536674 USD -463.18118787 USD ANSYS Inc -14134.67339008 USD -426.20270409 USD NXP Semiconductors NV -15731.57341038 USD -474.35401881 USD Micron Technology Inc -14929.12597528 USD -450.15782713 USD VF Corp -14395.07787633 USD -434.05467868 USD Lam Research Corp -13034.28467343 USD -393.02269111 USD Fidelity National Information Services I -14683.96682782 USD -442.76554513 USD Applied Materials Inc -13303.79961364 USD -401.14937314 USD QUALCOMM Inc -14714.00563888 USD -443.67130518 USD Ford Motor Co -14162.94410933 USD -427.05515088 USD General Motors Co -14126.00917774 USD -425.94145216 USD Y 2021-04-22 0.00000000 USD 0.00000000 USD -187496.00000000 USD -5653.58000000 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 16.00000000 NS USD 9336.16000000 0.009353721311 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -373.00000000 -0.00037370161 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 360000.00000000 MXN 14455.88000000 USD 2020-06-17 -373.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -826.74000000 -0.00082829509 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 115494.65000000 USD 3710000.00000000 THB 2020-06-17 -826.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -109.61000000 -0.00010981617 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15730001.48000000 HUF 48760.41000000 USD 2020-06-17 -109.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 53.19000000 0.000053290050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1392192.00000000 JPY 20000.00000000 AUD 2020-06-17 53.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.45000000 -0.00001046965 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13171.69000000 EUR 2020-06-17 -10.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -1277.21000000 -0.00127961243 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 146003.78000000 TRY 2020-06-17 -1277.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.91000000 0.000001913592 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 59999.99000000 PLN 13182.96000000 EUR 2020-06-17 1.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -166.20000000 -0.00016651262 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5966.44000000 USD 2020-06-17 -166.20000000 N N N N/A N/A N/A -2.00000000 NC USD -6552.56000000 -0.00656488536 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Low Sulphur Gasoil 2020-06-11 -50950.00000000 USD -6552.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1170.88000000 -0.00117308242 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 350000.00000000 NOK 33000.53000000 USD 2020-06-17 -1170.88000000 N N N N/A N/A N/A -1.00000000 NC USD -1602.67000000 -0.00160568462 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Cocoa 2020-07-16 -24140.00000000 USD -1602.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 9227.75000000 0.009245107392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1210000.00000000 ZAR 74204.24000000 USD 2020-06-17 9227.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.26000000 0.000018294347 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 PLN 28575.96000000 EUR 2020-06-17 18.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 2081.69000000 0.002085605657 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 250000.03000000 TRY 37456.97000000 USD 2020-06-17 2081.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1102.08000000 0.001104153011 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35693.76000000 USD 60000.00000000 NZD 2020-06-17 1102.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.80000000 -0.00001282407 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6602.28000000 EUR 30000.00000000 PLN 2020-06-17 -12.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -496.43000000 -0.00049736378 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22433.34000000 USD 20000.00000000 EUR 2020-06-17 -496.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -1038.19000000 -0.00104014283 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11996.58000000 USD 2020-06-17 -1038.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 223.68000000 0.000224100741 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42333.07000000 USD 60000.00000000 SGD 2020-06-17 223.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 593.59000000 0.000594706542 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14700000.00000000 HUF 46263.59000000 USD 2020-06-17 593.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 916.05000000 0.000917773089 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 99999.98000000 TRY 15066.16000000 USD 2020-06-17 916.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -751.87000000 -0.00075328426 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 190000.00000000 SEK 18732.24000000 USD 2020-06-17 -751.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.96000000 -0.00021235869 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10756.49000000 USD 2020-06-17 -211.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -397.87000000 -0.00039861839 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31517.56000000 USD 30000.00000000 CHF 2020-06-17 -397.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 2157.87000000 0.002161928952 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2682000.00000000 THB 85052.57000000 USD 2020-06-17 2157.87000000 N N N Magnit PJSC 2534009KKPTVL99W2Y12 55953Q202 1164.00000000 NS USD 12862.20000000 0.012886393790 Long EC CORP RU N 1 N N N N/A N/A N/A 1.00000000 NC N/A 205.42000000 0.000205806394 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 12470.70000000 USD 2020-06-17 205.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -398.37000000 -0.00039911933 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1355174.00000000 JPY 2020-06-17 -398.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 615.82000000 0.000616978357 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12418.95000000 USD 20000.00000000 AUD 2020-06-17 615.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -617.58000000 -0.00061874166 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7948.02000000 USD 40000.00000000 BRL 2020-06-17 -617.58000000 N N N N/A N/A N/A 1.00000000 NC 3102.44000000 0.003108275687 N/A DFE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Foreign Exchange USD/CEK 2020-06-15 974850.00000000 SEK 3102.44000000 N N N Intertek Group plc 2138003GAT25WW1RN369 N/A 1262.00000000 NS 75500.73000000 0.075642746829 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -339.80000000 -0.00034043916 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11925.48000000 USD 2020-06-17 -339.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 887.84000000 0.000889510026 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11709.55000000 USD 10000.00000000 GBP 2020-06-17 887.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.15000000 0.000066274428 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7224.68000000 USD 6080000.00000000 CLP 2020-06-17 66.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 642.53000000 0.000643738598 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5874.86000000 USD 10000.00000000 AUD 2020-06-17 642.53000000 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 35.00000000 NS USD 86590.00000000 0.086752875739 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -163.49000000 -0.00016379752 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10209.74000000 USD 2020-06-17 -163.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -75.44000000 -0.00007558190 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1670000.00000000 JPY 15496.58000000 USD 2020-06-17 -75.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 372.17000000 0.000372870051 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6145.22000000 USD 10000.00000000 AUD 2020-06-17 372.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -536.47000000 -0.00053747909 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12060.92000000 USD 2020-06-17 -536.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -253.43000000 -0.00025390670 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 JPY 7299.47000000 USD 2020-06-17 -253.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 3260.94000000 0.003267073826 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 27005.16000000 USD 310000.00000000 NOK 2020-06-17 3260.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -615.25000000 -0.00061640728 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26000.00000000 CAD 18064.79000000 USD 2020-06-11 -615.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.05000000 -0.00010224195 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20644.41000000 USD 2020-06-17 -102.05000000 N N N Connecticut Avenue Securities Trust N/A 20753KAB8 824702.54000000 PA USD 752230.98000000 0.753645926034 Long ABS-MBS CORP US N 2 2031-08-25 Floating 2.78725000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 102.60000000 0.000102792990 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14266.97000000 USD 20000.00000000 CAD 2020-06-17 102.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -293.37000000 -0.00029392182 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21643.54000000 USD 2020-06-17 -293.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 214.46000000 0.000214863399 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21722.45000000 USD 20000.00000000 EUR 2020-06-17 214.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -147.30000000 -0.00014757707 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5710.66000000 USD 2020-06-17 -147.30000000 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 1257.00000000 NS USD 120370.32000000 0.120596736501 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -780.16000000 -0.00078162748 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22717.07000000 USD 20000.00000000 EUR 2020-06-17 -780.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 235.10000000 0.000235542222 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4260000.00000000 JPY 39957.73000000 USD 2020-06-17 235.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -531.24000000 -0.00053223926 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 820000.00000000 PHP 15674.95000000 USD 2020-06-17 -531.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -369.19000000 -0.00036988444 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30750.50000000 USD 2020-06-17 -369.19000000 N N N N/A N/A N/A -8.00000000 NC USD 5955.08000000 0.005966281502 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Corn 2020-07-14 -128000.00000000 USD 5955.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -512.41000000 -0.00051337384 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6004.98000000 USD 2020-06-17 -512.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 12200.13000000 0.012223078437 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1060000.00000000 PLN 243991.14000000 EUR 2020-06-17 12200.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 421.12000000 0.000421912126 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 27950.05000000 USD 40000.00000000 SGD 2020-06-17 421.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -511.79000000 -0.00051275267 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 644062.00000000 JPY 2020-06-17 -511.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 570.12000000 0.000571192395 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3090000.00000000 JPY 29383.02000000 USD 2020-06-17 570.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 59.00000000 0.000059110978 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 ZAR 4891.96000000 USD 2020-06-17 59.00000000 N N N API Group Corp. 213800NZT1VX6PZ7BT53 00187Y100 4000.00000000 NS USD 40400.00000000 0.040475992376 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3247.09000000 -0.00325319777 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 364627.35000000 TRY 2020-06-17 -3247.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 74.67000000 0.000074810454 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20821.13000000 USD 2020-06-17 74.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.08000000 0.000028132818 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10345.15000000 USD 10000.00000000 CHF 2020-06-17 28.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 159.62000000 0.000159920245 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6357.77000000 USD 10000.00000000 AUD 2020-06-17 159.62000000 N N N N/A N/A N/A 91.00000000 NC 9822.26000000 0.009840735665 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-03-16 11345425.00000000 GBP 9822.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.01000000 0.000442841420 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13552.07000000 USD 11670000.00000000 CLP 2020-06-17 442.01000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 2250.00000000 NS USD 136822.50000000 0.137079863042 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3013.85000000 0.003019519050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 300000.00000000 CAD 218557.42000000 USD 2020-06-17 3013.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 310.43000000 0.000311013918 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 PLN 22251.72000000 EUR 2020-06-17 310.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -219.67000000 -0.00022008319 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12377.72000000 USD 2020-06-17 -219.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -227.24000000 -0.00022766743 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 69999.96000000 NOK 6607.04000000 USD 2020-06-17 -227.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.55000000 -0.00021595544 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 675832.00000000 JPY 2020-06-17 -215.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -228.60000000 -0.00022902999 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21708.31000000 USD 2020-06-17 -228.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 300.13000000 0.000300694544 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16346.74000000 USD 310000.00000000 ZAR 2020-06-17 300.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 327.85000000 0.000328466685 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7658.29000000 USD 2020-06-17 327.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 3836.69000000 0.003843906811 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 85876.94000000 USD 108910000.00000000 KRW 2020-06-17 3836.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -105.74000000 -0.00010593889 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10267.49000000 USD 2020-06-17 -105.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -323.04000000 -0.00032364763 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 75232.01000000 TRY 2020-06-17 -323.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 540.87000000 0.000541887376 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 21287.33000000 USD 2020-06-17 540.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 192.93000000 0.000193292901 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8152.17000000 USD 270000.00000000 THB 2020-06-17 192.93000000 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 2271.00000000 NS USD 33792.48000000 0.033856043635 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6555.83000000 -0.00656816151 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10050000.00000000 PHP 192068.80000000 USD 2020-06-17 -6555.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.43000000 -0.00011865276 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11929.70000000 USD 2020-06-17 -118.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 57.45000000 0.000057558063 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7127.34000000 USD 10000.00000000 CAD 2020-06-17 57.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 340.86000000 0.000341501157 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 662394.00000000 JPY 10000.00000000 AUD 2020-06-17 340.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.27000000 0.000085430392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 ZAR 8140.21000000 USD 2020-06-17 85.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 187.68000000 0.000188033025 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12409.71000000 USD 10000.00000000 GBP 2020-06-17 187.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2063.89000000 0.002067772175 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1875506.00000000 JPY 30000.00000000 AUD 2020-06-17 2063.89000000 N N N Tech Data Corp. 549300EK847TAWPJWF34 878237106 5650.00000000 NS USD 794616.00000000 0.796110672231 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5374.48000000 0.005384589393 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 504622.79000000 TRY 70000.00000000 EUR 2020-06-17 5374.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.78000000 0.000029836016 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7063.01000000 USD 10000.00000000 SGD 2020-06-17 29.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 793.66000000 0.000795152873 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 PLN 32118.81000000 USD 2020-06-17 793.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -283.15000000 -0.00028368260 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41776.07000000 USD 40000.00000000 CHF 2020-06-17 -283.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -323.87000000 -0.00032447919 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.02000000 NOK 14321.02000000 USD 2020-06-17 -323.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 147.22000000 0.000147496920 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 76474.52000000 TRY 10000.00000000 EUR 2020-06-17 147.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.62000000 -0.00020300112 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3980000.00000000 HUF 12162.46000000 USD 2020-06-17 -202.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -201.27000000 -0.00020164858 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 670000.00000000 INR 8627.62000000 USD 2020-06-17 -201.27000000 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 159.00000000 NS USD 92778.09000000 0.092952605533 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -0.56000000 -0.00000056105 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7329.88000000 USD 2020-06-17 -0.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 99.07000000 0.000099256350 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1090000.00000000 JPY 10262.84000000 USD 2020-06-17 99.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 372.31000000 0.000373010314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16890.15000000 USD 1310000.00000000 INR 2020-06-17 372.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -549.92000000 -0.00055095439 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 EUR 65260.80000000 USD 2020-06-17 -549.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.58000000 0.000343224392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11922.70000000 USD 20000.00000000 NZD 2020-06-17 342.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 74.27000000 0.000074409701 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 990000.00000000 JPY 9305.59000000 USD 2020-06-17 74.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -293.81000000 -0.00029436265 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5838.83000000 USD 2020-06-17 -293.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -2280.08000000 -0.00228436882 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 30306.85000000 USD 2020-06-17 -2280.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -70.18000000 -0.00007031200 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 PLN 26298.46000000 EUR 2020-06-17 -70.18000000 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 172.00000000 NS USD 231632.40000000 0.232068100409 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5183.03000000 -0.00519277927 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 177034.71000000 USD 18430000.00000000 JPY 2020-06-17 -5183.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 9921.78000000 0.009940442862 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 615000.00000000 TRY 96944.97000000 USD 2020-06-17 9921.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -431.57000000 -0.00043238178 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 652666.00000000 JPY 2020-06-17 -431.57000000 N N N Toys R Us, Inc. GKCHS8C0E2CPEYJKH146 N/A 1038.00000000 NS USD 25950.00000000 0.025998811934 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -163.91000000 -0.00016421831 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20582.55000000 USD 2020-06-17 -163.91000000 N N N N/A N/A 000000000 -1873.00000000 NS USD 4119.52000000 0.004127268814 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR062 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 5/3/2021 VF Corp -26128.42710167 USD 575.59568889 USD Ford Motor Co -25315.68070087 USD 557.69130748 USD Sherwin-Williams Co/The -28211.82758684 USD 621.49192033 USD Canadian Imperial Bank of Commerce -26921.15885821 USD 593.05915807 USD Moody's Corp -25894.86557199 USD 570.45044960 USD General Motors Co -26890.73203614 USD 592.38887097 USD Fiserv Inc -27637.62627425 USD 608.84256342 USD Y 2021-05-03 0.00000000 USD 0.00000000 USD -187000.00000000 USD 4119.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.65000000 0.000075792297 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9714.16000000 USD 2020-06-17 75.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1380.58000000 0.001383176870 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 PLN 20657.59000000 USD 2020-06-17 1380.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -702.22000000 -0.00070354087 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21448.68000000 USD 20000.00000000 CHF 2020-06-17 -702.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -215.64000000 -0.00021604561 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6301.75000000 USD 2020-06-17 -215.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.31000000 0.000006321869 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6584.86000000 EUR 30000.00000000 PLN 2020-06-17 6.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 254.13000000 0.000254608018 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6984.72000000 USD 2330000.00000000 HUF 2020-06-17 254.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 75.05000000 0.000075191169 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 ZAR 7056.00000000 USD 2020-06-17 75.05000000 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 93.00000000 NS USD 125243.10000000 0.125478682197 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2235.81000000 -0.00224001555 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31557.56000000 USD 160000.00000000 BRL 2020-06-17 -2235.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.84000000 0.000052939392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12080.86000000 USD 14730000.00000000 KRW 2020-06-17 52.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.79000000 -0.00000379712 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14373.36000000 USD 20000.00000000 CAD 2020-06-17 -3.79000000 N N N Toys R Us Mezzanine Loan N/A N/A 1464.02000000 PA USD 1317.62000000 0.001320098442 Long LON CORP US N 3 2023-03-08 Variable 12.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5.16000000 -0.00000516970 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12053.29000000 USD 50000.00000000 PLN 2020-06-17 -5.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 153.82000000 0.000154109335 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10814.63000000 USD 10000.00000000 EUR 2020-06-17 153.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1063.97000000 -0.00106597132 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1283792.00000000 JPY 2020-06-17 -1063.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -552.86000000 -0.00055389992 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11712.42000000 USD 2020-06-17 -552.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 191.36000000 0.000191719948 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5941.28000000 USD 10000.00000000 NZD 2020-06-17 191.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.64000000 0.000028693871 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15263.64000000 USD 1640000.00000000 JPY 2020-06-17 28.64000000 N N N GenOn Energy, Inc. 54930052FQLRHOTY0J14 3724ESC94 354000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2018-10-15 Fixed 9.50000000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A -193.93000000 -0.00019429478 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 26539.25000000 EUR 120000.00000000 PLN 2020-06-17 -193.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 3824.20000000 0.003831393317 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 89578.01000000 USD 130000.00000000 CAD 2020-06-17 3824.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 16109.59000000 0.016139892129 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2510000.03000000 NOK 261167.38000000 USD 2020-06-17 16109.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -169.96000000 -0.00017027969 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11730000.00000000 KRW 9492.52000000 USD 2020-06-17 -169.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.62000000 -0.00005973214 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7519.27000000 USD 800000.00000000 JPY 2020-06-17 -59.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -252.00000000 -0.00025247401 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14117.57000000 USD 2020-06-17 -252.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.20000000 0.000133450549 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 71714.66000000 USD 100000.00000000 CAD 2020-06-17 133.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.06000000 0.000048150400 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1909.23000000 USD 630000.65000000 HUF 2020-06-17 48.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 272.91000000 0.000273423343 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11190.00000000 USD 580000.00000000 PHP 2020-06-17 272.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.53000000 -0.00005062504 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32854.83000000 USD 2020-06-17 -50.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -471.70000000 -0.00047258726 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12563.07000000 USD 2020-06-17 -471.70000000 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 2331.00000000 NS USD 477179.01000000 0.478076583439 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1.98000000 -0.00000198372 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8021.10000000 USD 860000.00000000 JPY 2020-06-17 -1.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 672.96000000 0.000674225837 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 180000.00000000 MXN 8087.40000000 USD 2020-06-17 672.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 40.01000000 0.000040085258 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9098.06000000 USD 980000.00000000 JPY 2020-06-17 40.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 531.48000000 0.000532479713 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73758.92000000 TRY 10000.00000000 EUR 2020-06-17 531.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.25000000 0.000036318186 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6096.39000000 USD 10000.00000000 NZD 2020-06-17 36.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -637.97000000 -0.00063917002 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 CAD 49655.53000000 USD 2020-06-17 -637.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.31000000 -0.00003738018 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 820000.00000000 JPY 7608.83000000 USD 2020-06-17 -37.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -763.06000000 -0.00076449531 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 17634.86000000 USD 2020-06-17 -763.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.97000000 -0.00002100944 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5522.46000000 USD 590000.00000000 JPY 2020-06-17 -20.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -1117.37000000 -0.00111947177 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 CHF 71495.25000000 USD 2020-06-17 -1117.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.71000000 -0.00000672262 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6596.73000000 EUR 30000.00000000 PLN 2020-06-17 -6.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 463.33000000 0.000464201523 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3530000.00000000 JPY 33379.03000000 USD 2020-06-17 463.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 458.76000000 0.000459622927 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30204.44000000 USD 50000.00000000 NZD 2020-06-17 458.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.99000000 -0.00000299562 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10539.75000000 USD 1130000.00000000 JPY 2020-06-17 -2.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.75000000 0.000058860508 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9060000.00000000 HUF 28206.39000000 USD 2020-06-17 58.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 352.20000000 0.000352862487 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 661177.00000000 JPY 10000.00000000 AUD 2020-06-17 352.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.15000000 -0.00002319354 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1950000.00000000 HUF 6035.12000000 USD 2020-06-17 -23.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 1494.36000000 0.001497170890 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34445.46000000 USD 43630000.00000000 KRW 2020-06-17 1494.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 1057.08000000 0.001059068366 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10432.71000000 USD 40000.00000000 ILS 2020-06-17 1057.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 1340.11000000 0.001342630746 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23190.45000000 USD 40000.00000000 NZD 2020-06-17 1340.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -5246.81000000 -0.00525667924 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 240000.00000000 AUD 16212072.00000000 JPY 2020-06-17 -5246.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 499.74000000 0.000500680010 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5632.90000000 USD 10000.00000000 NZD 2020-06-17 499.74000000 N N N N/A N/A N/A -1.00000000 NC USD 4427.45000000 0.004435778030 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Live Cattle 2020-06-30 -34380.00000000 USD 4427.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -329.68000000 -0.00033030012 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31449.37000000 USD 30000.00000000 CHF 2020-06-17 -329.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -111.86000000 -0.00011207040 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11936.27000000 USD 2020-06-17 -111.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1156.19000000 -0.00115836479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 480000.00000000 SEK 48066.82000000 USD 2020-06-17 -1156.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 1691.64000000 0.001694821973 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41417.07000000 USD 60000.00000000 CAD 2020-06-17 1691.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 315.96000000 0.000316554320 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16918.73000000 USD 60000.00000000 ILS 2020-06-17 315.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1104.96000000 -0.00110703842 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 32224.65000000 USD 30000.00000000 CHF 2020-06-17 -1104.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1041.85000000 -0.00104380971 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5630000.00000000 JPY 51455.43000000 USD 2020-06-17 -1041.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 1233.88000000 0.001236200927 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 59251.25000000 USD 50440000.00000000 CLP 2020-06-17 1233.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 8574.68000000 0.008590808968 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1570000.00000000 MXN 73245.06000000 USD 2020-06-17 8574.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.12000000 0.000115336540 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1385550.00000000 JPY 20000.00000000 AUD 2020-06-17 115.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 4049.97000000 0.004057587991 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6555150.00000000 JPY 100000.00000000 AUD 2020-06-17 4049.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.07000000 0.000035135966 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10408.30000000 USD 2020-06-17 35.07000000 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 N/A -8245.00000000 NS -67899.11000000 -0.06802682818 Short EC CORP SE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 914.40000000 0.000916119985 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29748.80000000 USD 50000.00000000 NZD 2020-06-17 914.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -200.79000000 -0.00020116768 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10767.66000000 USD 2020-06-17 -200.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.63000000 0.000047719592 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8569.71000000 USD 30000.00000000 ILS 2020-06-17 47.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 651.82000000 0.000653046073 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 TRY 13386.92000000 USD 2020-06-17 651.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.55000000 0.000002554796 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19019.56000000 USD 2040000.00000000 JPY 2020-06-17 2.55000000 N N N N/A N/A 92243N111 1059.00000000 NS USD 4363.08000000 0.004371286950 N/A DE US N 1 VectoIQ Acquisition Corp. N/A Call Purchased VectoIQ Acquisition Corp. VectoIQ Acquisition Corp. 1.00000000 11.50000000 USD 2023-06-11 XXXX 4363.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 261.69000000 0.000262182238 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6854.13000000 USD 540000.00000000 INR 2020-06-17 261.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 500.39000000 0.000501331233 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25389.98000000 USD 1310000.00000000 PHP 2020-06-17 500.39000000 N N N Midocean Credit CLO VII 5493004MLF21SFT7F415 59801WAJ5 1000000.00000000 PA USD 827656.10000000 0.829212920640 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 5.09888200 N N N N N N N/A N/A N/A 1.00000000 NC N/A 916.65000000 0.000918374218 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 PLN 25001.28000000 EUR 2020-06-17 916.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 169.57000000 0.000169888961 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6347.82000000 USD 10000.00000000 AUD 2020-06-17 169.57000000 N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 354613101 -6355.00000000 NS USD -119728.20000000 -0.11995340867 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 302.09000000 0.000302658231 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12732.68000000 USD 20000.00000000 AUD 2020-06-17 302.09000000 N N N N/A N/A N/A 2.00000000 NC 2834.08000000 0.002839410902 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2020-06-08 348860.00000000 EUR 2834.08000000 N N N Swedbank AB M312WZV08Y7LYUC71685 N/A -7070.00000000 NS -83601.91000000 -0.08375916514 Short EC CORP SE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 600.94000000 0.000602070367 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 15925.97000000 EUR 2020-06-17 600.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 2452.76000000 0.002457373640 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 240000.00000000 PLN 54961.08000000 EUR 2020-06-17 2452.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.72000000 0.000064841738 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50000.03000000 TRY 7139.78000000 USD 2020-06-17 64.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -989.75000000 -0.00099161171 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1291752.00000000 JPY 2020-06-17 -989.75000000 N N N RSA Insurance Group plc 549300HOGQ7E0TY86138 N/A 14798.00000000 NS 67320.75000000 0.067447380291 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -503.06000000 -0.00050400625 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 58000.00000000 EUR 63105.39000000 USD 2020-06-11 -503.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -280.01000000 -0.00028053669 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 ILS 14082.23000000 USD 2020-06-17 -280.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -543.88000000 -0.00054490303 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11721.40000000 USD 2020-06-17 -543.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -298.11000000 -0.00029867074 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 14159.65000000 USD 2020-06-17 -298.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -564.56000000 -0.00056562193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30555.13000000 USD 2020-06-17 -564.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 276.36000000 0.000276879832 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1690000.00000000 JPY 16034.87000000 USD 2020-06-17 276.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 233.53000000 0.000233969269 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 673904.00000000 JPY 10000.00000000 AUD 2020-06-17 233.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 106.43000000 0.000106630194 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 65704.29000000 USD 60000.00000000 EUR 2020-06-17 106.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -129.56000000 -0.00012980370 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 960000.00000000 JPY 8822.02000000 USD 2020-06-17 -129.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 439.38000000 0.000440206473 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6078.01000000 USD 10000.00000000 AUD 2020-06-17 439.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -428.69000000 -0.00042949636 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 55270.96000000 USD 50000.00000000 EUR 2020-06-17 -428.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -44.35000000 -0.00004443342 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14229.93000000 USD 20000.00000000 SGD 2020-06-17 -44.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.17000000 0.000052268131 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9632.02000000 USD 490000.00000000 PHP 2020-06-17 52.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -438.54000000 -0.00043936489 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11907.75000000 USD 1230000.00000000 JPY 2020-06-17 -438.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 41.31000000 0.000041387704 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8257.55000000 USD 890000.00000000 JPY 2020-06-17 41.31000000 N N N Benefytt Technologies, Inc. 529900S0AD0TZ77CHM29 08182C106 7755.00000000 NS USD 202638.15000000 0.203019312241 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 258.40000000 0.000258886050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11018.51000000 USD 210000.00000000 ZAR 2020-06-17 258.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -52.50000000 -0.00005259875 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10320.73000000 USD 2020-06-17 -52.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -388.91000000 -0.00038964153 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32516.45000000 USD 2020-06-17 -388.91000000 N N N N/A N/A N/A 1.00000000 NC -2847.86000000 -0.00285321682 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Buxl 2020-06-08 219200.00000000 EUR -2847.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.92000000 -0.00003298192 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32872.44000000 USD 2020-06-17 -32.92000000 N N N CORE Mortgage Trust N/A 21871FAQ1 1100000.00000000 PA USD 946165.66000000 0.947945397053 Long ABS-MBS CORP US N 2 2031-12-15 Floating 3.16400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -380.94000000 -0.00038165654 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2020000.00000000 INR 26237.51000000 USD 2020-06-17 -380.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 139.70000000 0.000139962775 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6377.69000000 USD 10000.00000000 AUD 2020-06-17 139.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -154.43000000 -0.00015472048 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6598.38000000 USD 120000.00000000 ZAR 2020-06-17 -154.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 187.46000000 0.000187812612 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12409.93000000 USD 10000.00000000 GBP 2020-06-17 187.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -756.01000000 -0.00075743205 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 59999.99000000 CAD 42352.70000000 USD 2020-06-17 -756.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.65000000 -0.00001467755 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 MXN 4928.31000000 USD 2020-06-17 -14.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -24.07000000 -0.00002411527 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13058.84000000 USD 20000.00000000 AUD 2020-06-17 -24.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -258.99000000 -0.00025947716 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14110.58000000 USD 2020-06-17 -258.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 476.23000000 0.000477125788 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 55318.50000000 USD 2020-06-17 476.23000000 N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 3137G0DW6 463978.02000000 PA USD 396149.03000000 0.396894186094 Long ABS-MBS CORP US N 2 2025-01-25 Floating 4.63725000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 2265.00000000 NS USD 175084.50000000 0.175413833842 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 18.38000000 0.000018414572 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9026.45000000 USD 970000.00000000 JPY 2020-06-17 18.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 292.30000000 0.000292849816 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16902.07000000 USD 870000.00000000 PHP 2020-06-17 292.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1151.71000000 -0.00115387636 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 2672280.00000000 JPY 2020-06-17 -1151.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.93000000 -0.00009911608 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10869.52000000 USD 2020-06-17 -98.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -293.37000000 -0.00029392182 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21643.54000000 USD 2020-06-17 -293.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.83000000 0.000016861657 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2520000.00000000 HUF 7845.97000000 USD 2020-06-17 16.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -1721.82000000 -0.00172505874 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11730000.00000000 HUF 34720.98000000 USD 2020-06-17 -1721.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 718.77000000 0.000720122005 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72435.30000000 TRY 10000.00000000 EUR 2020-06-17 718.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 93.97000000 0.000094146757 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8701.81000000 EUR 40000.00000000 PLN 2020-06-17 93.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1605.37000000 0.001608389700 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51119.53000000 USD 1280000.00000000 MXN 2020-06-17 1605.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.84000000 0.000073978892 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5180.48000000 USD 170000.00000000 THB 2020-06-17 73.84000000 N N N Deluxe Entertainment Services Group N/A N/A 140529.97000000 PA USD 99776.28000000 0.099963959124 Long LON CORP US N 2 2025-11-14 Variable 9.95013000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 81.50000000 0.000081653301 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7011.29000000 USD 10000.00000000 SGD 2020-06-17 81.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -124.52000000 -0.00012475422 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10248.71000000 USD 2020-06-17 -124.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -106.67000000 -0.00010687064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10861.78000000 USD 2020-06-17 -106.67000000 N N N N/A N/A N/A -74.00000000 NC USD -73007.01000000 -0.07314433614 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange AUD/USD 2020-06-15 -4827020.00000000 USD -73007.01000000 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448C104 500.00000000 NS USD 8855.00000000 0.008871656249 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -72.08000000 -0.00007221558 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10896.37000000 USD 2020-06-17 -72.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.29000000 0.000049382714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7135.34000000 USD 10000.00000000 CAD 2020-06-11 49.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 160.72000000 0.000161022314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12436.67000000 USD 10000.00000000 GBP 2020-06-17 160.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -263.47000000 -0.00026396558 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12333.92000000 USD 2020-06-17 -263.47000000 N N N General Motors Co. 54930070NSV60J38I987 37045V100 4268.00000000 NS USD 95133.72000000 0.095312666471 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -418.50000000 -0.00041928719 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11695.41000000 USD 210000.00000000 ZAR 2020-06-17 -418.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -220.10000000 -0.00022051400 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 890000.00000000 JPY 8078.76000000 USD 2020-06-17 -220.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -436.20000000 -0.00043702049 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1720000.00000000 JPY 15602.05000000 USD 2020-06-17 -436.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.89000000 -0.00000790484 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12129.82000000 USD 1300000.00000000 JPY 2020-06-17 -7.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 249.88000000 0.000250350024 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14119.69000000 USD 20000.00000000 CAD 2020-06-17 249.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.23000000 -0.00004331131 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14228.81000000 USD 20000.00000000 SGD 2020-06-17 -43.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 381.28000000 0.000381997187 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24149.28000000 USD 40000.00000000 NZD 2020-06-17 381.28000000 N N N adidas AG 549300JSX0Z4CW0V5023 N/A 1346.00000000 NS 308572.95000000 0.309153375538 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 15.60000000 0.000015629343 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10952.85000000 USD 10000.00000000 EUR 2020-06-17 15.60000000 N N N Palisades Center Trust N/A 69640GAL9 1000000.00000000 PA USD 590000.00000000 0.591109789655 Long ABS-MBS CORP US N 2 2033-04-13 Fixed 4.73698700 N N N N N N N/A N/A 34986F111 9700.00000000 NS USD 2425.00000000 0.002429561423 N/A DE US N 1 Forum Merger II Corp. N/A Call Purchased Forum Merger II Corp. Forum Merger II Corp. 1.00000000 11.50000000 USD 2025-09-30 XXXX 2425.00000000 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 8144.00000000 NS USD 207101.92000000 0.207491478590 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 472.12000000 0.000473008057 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21062.95000000 USD 210000.00000000 SEK 2020-06-17 472.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -323.03000000 -0.00032363761 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27624.63000000 USD 38000.00000000 CAD 2020-06-11 -323.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -213.25000000 -0.00021365112 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6304.14000000 USD 2020-06-17 -213.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 2792.01000000 0.002797261769 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 69804.28000000 USD 88130000.00000000 KRW 2020-06-17 2792.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1662.02000000 -0.00166514625 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 420000.00000000 SEK 41408.11000000 USD 2020-06-17 -1662.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 62.00000000 0.000062116621 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7185.60000000 USD 550000.00000000 INR 2020-06-17 62.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -443.80000000 -0.00044463478 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1720000.00000000 JPY 15594.45000000 USD 2020-06-17 -443.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -566.45000000 -0.00056751549 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18469.61000000 USD 1920000.00000000 JPY 2020-06-17 -566.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -382.39000000 -0.00038310927 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20364.07000000 USD 2020-06-17 -382.39000000 N N N El Paso Electric Co. OZ8GM8L4AHPKSWZMW205 283677854 16900.00000000 NS USD 1149200.00000000 1.151361644528 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 86.00000000 NS USD 212764.00000000 0.213164208959 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 77.62000000 0.000077766003 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6118.83000000 USD 8624.00000000 CAD 2020-06-30 77.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -342.59000000 -0.00034323441 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11922.69000000 USD 2020-06-17 -342.59000000 N N N N/A N/A N/A 8.00000000 NC USD 14347.93000000 0.014374918447 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2020-06-19 1112500.00000000 USD 14347.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1317.33000000 -0.00131980789 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 53628.12000000 USD 5610000.00000000 JPY 2020-06-17 -1317.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.92000000 0.000002925492 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 PLN 2412.55000000 USD 2020-06-17 2.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -87.53000000 -0.00008769464 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7097.26000000 USD 2020-06-17 -87.53000000 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F302 1100.00000000 NS USD 22451.00000000 0.022493230317 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 111.95000000 0.000112160577 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43761.86000000 USD 40000.00000000 EUR 2020-06-17 111.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.33000000 -0.00006244724 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7166.55000000 USD 2020-06-17 -62.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.69000000 -0.00003776089 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7147.10000000 USD 2020-06-17 -37.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.26000000 0.000033322562 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1290000.00000000 JPY 12061.94000000 USD 2020-06-17 33.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -604.57000000 -0.00060570719 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 54237.70000000 USD 2020-06-17 -604.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 294.10000000 0.000294653201 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11195.69000000 USD 40000.00000000 ILS 2020-06-17 294.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -454.65000000 -0.00045550519 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 13914.92000000 USD 2020-06-17 -454.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1290.66000000 -0.00129308773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 375000.00000000 SEK 37162.38000000 USD 2020-06-11 -1290.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.66000000 0.000047749648 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20794.12000000 USD 2020-06-17 47.66000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 3430.00000000 NS USD 135244.90000000 0.135499295577 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2110.42000000 0.002114389698 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 36993.90000000 USD 60000.00000000 AUD 2020-06-17 2110.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 187.46000000 0.000187812612 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12409.93000000 USD 10000.00000000 GBP 2020-06-17 187.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 115.89000000 0.000116107989 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6016.75000000 USD 10000.00000000 NZD 2020-06-17 115.89000000 N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FMB1 60066.55000000 PA USD 58877.03000000 0.058987777659 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1224.33000000 -0.00122663296 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11810.44000000 USD 2020-06-17 -1224.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.06000000 -0.00007119366 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10302.17000000 USD 2020-06-17 -71.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.84000000 0.000058950678 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7359.03000000 USD 239999.90000000 THB 2020-06-17 58.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 293.17000000 0.000293721452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56618.74000000 USD 79208.00000000 CAD 2020-06-30 293.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.60000000 -0.00003266132 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 19519.56000000 USD 2020-06-17 -32.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -237.91000000 -0.00023835750 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.02000000 PLN 19554.93000000 EUR 2020-06-17 -237.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 12.14000000 0.000012162835 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21924.77000000 USD 20000.00000000 EUR 2020-06-17 12.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -171.57000000 -0.00017189272 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 959999.00000000 JPY 8780.00000000 USD 2020-06-17 -171.57000000 N N N N/A N/A N/A -1.00000000 NC USD -4432.98000000 -0.00444131843 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A RBOB Gasoline 2020-05-29 -32915.40000000 USD -4432.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -169.56000000 -0.00016987894 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5539.52000000 USD 100000.00000000 ZAR 2020-06-17 -169.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 293.11000000 0.000293661339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 25487.88000000 USD 2020-06-17 293.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 161.35000000 0.000161653499 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19207.02000000 USD 980000.00000000 PHP 2020-06-17 161.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -101.45000000 -0.00010164082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10271.78000000 USD 2020-06-17 -101.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -4425.54000000 -0.00443386443 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 75697.33000000 USD 729999.99000000 NOK 2020-06-17 -4425.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 495.06000000 0.000495991207 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19000.00000000 CAD 14145.86000000 USD 2020-06-11 495.06000000 N N N Tribune Co. Litigation N/A N/A 302442.62000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 554.95000000 0.000555993860 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 21301.41000000 USD 2020-06-17 554.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 1843.53000000 0.001846997678 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22687.03000000 USD 40000.00000000 NZD 2020-06-17 1843.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -201.32000000 -0.00020169868 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8256.26000000 USD 150000.00000000 ZAR 2020-06-17 -201.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -79.91000000 -0.00008006031 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9558.60000000 USD 2020-06-17 -79.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -221.25000000 -0.00022166617 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 590000.00000000 INR 7553.45000000 USD 2020-06-17 -221.25000000 N N N Baidu, Inc. 254900AL64IANZYI1E02 056752108 283.00000000 NS USD 28563.19000000 0.028616917343 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A 368.78000000 0.000369473674 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 EUR 66179.50000000 USD 2020-06-17 368.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 142.81000000 0.000143078625 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1382581.00000000 JPY 20000.00000000 AUD 2020-06-17 142.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.77000000 -0.00001179213 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16050.02000000 USD 1720000.00000000 JPY 2020-06-17 -11.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1235.59000000 -0.00123791414 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20567.44000000 USD 360000.00000000 ZAR 2020-06-17 -1235.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.29000000 -0.00004537519 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5870000.00000000 KRW 4790.07000000 USD 2020-06-17 -45.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -1280.58000000 -0.00128298877 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 SGD 83832.93000000 USD 2020-06-17 -1280.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 233.78000000 0.000234219740 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5898.86000000 USD 10000.00000000 NZD 2020-06-17 233.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -24.70000000 -0.00002474646 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8810.00000000 EUR 40000.01000000 PLN 2020-06-17 -24.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 321.46000000 0.000322064666 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21232.90000000 USD 30000.00000000 CAD 2020-06-17 321.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 302.12000000 0.000302688287 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43571.69000000 USD 40000.00000000 EUR 2020-06-17 302.12000000 N N N Perdoceo Education Corp. 529900X5PCA184O9LY90 71363P106 -5385.00000000 NS USD -70005.00000000 -0.07013667936 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 321.36000000 0.000321964477 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 EUR 77100.53000000 USD 2020-06-17 321.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.31000000 0.000018344441 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5881.51000000 USD 4920000.00000000 CLP 2020-06-17 18.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -156.18000000 -0.00015647377 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14213.39000000 USD 2020-06-17 -156.18000000 N N N N/A N/A 629076118 1675.00000000 NS USD 688.09000000 0.000689384296 N/A DE US N 1 Nebula Acquisition Corp. N/A Call Purchased Nebula Acquisition Corp. Nebula Acquisition Corp. 1.00000000 11.50000000 USD 2023-01-12 XXXX 688.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.10000000 -0.00003015661 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6510000.00000000 CLP 7776.37000000 USD 2020-06-17 -30.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -2272.89000000 -0.00227716530 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 74885.51000000 USD 70000.00000000 CHF 2020-06-17 -2272.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -2315.93000000 -0.00232028626 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29805.07000000 USD 150000.00000000 BRL 2020-06-17 -2315.93000000 N N N Janus Henderson Group plc 2138009WPYMWJN3RVF44 N/A -5620.00000000 NS USD -100598.00000000 -0.10078722477 Short EC CORP JE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2.65000000 0.000002654984 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 530000.00000000 JPY 4944.67000000 USD 2020-06-17 2.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -263.75000000 -0.00026424611 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12333.64000000 USD 2020-06-17 -263.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.54000000 -0.00004362189 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35191.27000000 USD 360000.00000000 NOK 2020-06-17 -43.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 463.38000000 0.000464251617 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29379.72000000 USD 1510000.00000000 PHP 2020-06-17 463.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 229.96000000 0.000230392554 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28192.05000000 USD 690000.00000000 MXN 2020-06-17 229.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.37000000 -0.00003142900 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21997.30000000 EUR 100000.00000000 PLN 2020-06-17 -31.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.37000000 -0.00031596321 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32589.99000000 USD 2020-06-17 -315.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -856.39000000 -0.00085800086 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12178.38000000 USD 2020-06-17 -856.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.21000000 -0.00000121227 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7940000.00000000 CLP 9520.04000000 USD 2020-06-17 -1.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.84000000 -0.00005995255 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 NOK 7750.77000000 USD 2020-06-17 -59.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -99.56000000 -0.00009974727 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 580000.00000000 JPY 5308.69000000 USD 2020-06-17 -99.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.05000000 -0.00012628709 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3745133.26000000 HKD 482892.45000000 USD 2020-05-15 -126.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 39.79000000 0.000039864844 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7886.09000000 USD 850000.00000000 JPY 2020-06-17 39.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -1048.25000000 -0.00105022175 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 SGD 69879.67000000 USD 2020-06-17 -1048.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.75000000 -0.00003080784 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 MXN 4912.21000000 USD 2020-06-17 -30.75000000 N N N CHC Commercial Mortgage Trust N/A 162665AN3 995703.38000000 PA USD 713596.72000000 0.714938995013 Long ABS-MBS CORP US N 2 2034-06-15 Floating 3.16400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -7432.98000000 -0.00744696143 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 340000.00000000 AUD 22967102.00000000 JPY 2020-06-17 -7432.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -572.18000000 -0.00057325627 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16137.30000000 USD 110000.00000000 TRY 2020-06-17 -572.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -149.44000000 -0.00014972109 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5708.52000000 USD 2020-06-17 -149.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -902.03000000 -0.00090372671 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1760000.00000000 PHP 33881.99000000 USD 2020-06-17 -902.03000000 N N N Carolina Financial Corp. 549300J88S3H0BJR4L76 143873107 300.00000000 NS USD 10149.00000000 0.010168090263 Long EC CORP US N 1 N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934E108 1000.00000000 NS USD 23770.00000000 0.023814711356 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 821.08000000 0.000822624451 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 780000.00000000 MXN 32950.31000000 USD 2020-06-17 821.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 1043.01000000 0.001044971901 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1984989.00000000 JPY 30000.00000000 AUD 2020-06-17 1043.01000000 N N N ASOS plc 213800H8DBB8JSKDW630 N/A 333.00000000 NS 10040.76000000 0.010059646663 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1241.17000000 -0.00124350464 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 44169.65000000 USD 70000.00000000 NZD 2020-06-17 -1241.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -455.42000000 -0.00045627664 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 NOK 6378.86000000 USD 2020-06-17 -455.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -596.38000000 -0.00059750179 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1333938.00000000 JPY 2020-06-17 -596.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -311.04000000 -0.00031162506 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 NZD 24219.52000000 USD 2020-06-17 -311.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 143.52000000 0.000143789961 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21134.86000000 USD 30000.00000000 SGD 2020-06-17 143.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -1071.38000000 -0.00107339526 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 SGD 105320.50000000 USD 2020-06-17 -1071.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -1228.07000000 -0.00123037999 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 53094.23000000 USD 50000.00000000 CHF 2020-06-17 -1228.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.22000000 0.000063338916 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5471.31000000 USD 420000.00000000 INR 2020-06-17 63.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.33000000 0.000034394574 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13212.52000000 EUR 2020-06-17 34.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 57.86000000 0.000057968834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18588.92000000 USD 15550000.00000000 CLP 2020-06-17 57.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.91000000 -0.00001694180 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 JPY 7535.99000000 USD 2020-06-17 -16.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -113.40000000 -0.00011361330 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5744.56000000 USD 2020-06-17 -113.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.86000000 0.000014887951 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10358.37000000 USD 10000.00000000 CHF 2020-06-17 14.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 267.74000000 0.000268243618 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34201.64000000 USD 120000.01000000 ILS 2020-06-17 267.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -698.69000000 -0.00070000423 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9861.74000000 USD 50000.00000000 BRL 2020-06-17 -698.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -220.10000000 -0.00022051400 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6300000.00000000 CLP 7334.54000000 USD 2020-06-17 -220.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 1819.71000000 0.001823132873 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 390000.00000000 SGD 278438.61000000 USD 2020-06-17 1819.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -139.63000000 -0.00013989264 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5799.67000000 USD 40000.00000000 TRY 2020-06-17 -139.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 571.64000000 0.000572715254 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24154.59000000 USD 800000.00000000 THB 2020-06-17 571.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 423.68000000 0.000424476941 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 653512.00000000 JPY 10000.00000000 AUD 2020-06-17 423.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.90000000 -0.00014417067 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10229.33000000 USD 2020-06-17 -143.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1626.75000000 0.001629809915 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29036.45000000 USD 50000.00000000 NZD 2020-06-17 1626.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -90.53000000 -0.00009070028 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4800000.00000000 CLP 5665.39000000 USD 2020-06-17 -90.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.74000000 -0.00012096711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10252.49000000 USD 2020-06-17 -120.74000000 N N N New Residential Mortgage LLC N/A 64829TAL5 773529.93000000 PA USD 718798.82000000 0.720150880160 Long ABS-O CORP US N 2 2054-07-25 Fixed 4.92000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 182.70000000 0.000183043658 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 BRL 5680.53000000 USD 2020-06-17 182.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 9148.95000000 0.009166159169 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1210000.00000000 ZAR 74125.44000000 USD 2020-06-17 9148.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 607.05000000 0.000608191860 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23903.01000000 USD 1860000.00000000 INR 2020-06-17 607.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -494.71000000 -0.00049564054 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6022.68000000 USD 2020-06-17 -494.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 4632.54000000 0.004641253805 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 320000.00000000 TRY 49912.90000000 USD 2020-06-17 4632.54000000 N N N N/A N/A N/A -4.00000000 NC USD 16054.79000000 0.016084989050 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Brent Crude Oil 2020-05-29 -105920.00000000 USD 16054.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -108.07000000 -0.00010827327 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 ZAR 6872.88000000 USD 2020-06-17 -108.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.19000000 0.000163496960 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19388.97000000 USD 30000.00000000 AUD 2020-06-17 163.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 313.14000000 0.000313729016 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5544.82000000 USD 60000.00000000 NOK 2020-06-17 313.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 505.20000000 0.000506150280 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30158.00000000 USD 50000.00000000 NZD 2020-06-17 505.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 93.57000000 0.000093746005 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3630000.00000000 JPY 33941.73000000 USD 2020-06-17 93.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 405.41000000 0.000406172575 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43468.40000000 USD 40000.00000000 EUR 2020-06-17 405.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 8541.08000000 0.008557145766 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 580000.00000000 NZD 364234.20000000 USD 2020-06-17 8541.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 129.35000000 0.000129593307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21149.03000000 USD 30000.00000000 SGD 2020-06-17 129.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 31.69000000 0.000031749608 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 PLN 28588.21000000 EUR 2020-06-17 31.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -959.28000000 -0.00096108440 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10930000.00000000 HUF 32998.08000000 USD 2020-06-17 -959.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -377.01000000 -0.00037771915 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 540000.00000000 MXN 21866.31000000 USD 2020-06-17 -377.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -520.87000000 -0.00052184975 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7595.93000000 USD 50000.00000000 TRY 2020-06-17 -520.87000000 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 9836.00000000 NS USD 500750.76000000 0.501692671887 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -541.25000000 -0.00054226809 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7871.69000000 USD 40000.00000000 BRL 2020-06-17 -541.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.00000000 0.000023043262 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7529.90000000 USD 810000.00000000 JPY 2020-06-17 23.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 677.58000000 0.000678854527 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72726.45000000 TRY 10000.00000000 EUR 2020-06-17 677.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 885.59000000 0.000887255794 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12149.18000000 USD 20000.00000000 AUD 2020-06-17 885.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -109.12000000 -0.00010932525 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7075.67000000 USD 2020-06-17 -109.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 97.79000000 0.000097973942 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6736.49000000 USD 70000.00000000 NOK 2020-06-17 97.79000000 N N N N/A N/A N/A -1.00000000 NC USD -2322.60000000 -0.00232696880 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Lean Hogs 2020-06-12 -23580.00000000 USD -2322.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.38000000 -0.00020376255 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20543.08000000 USD 2020-06-17 -203.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 106.03000000 0.000106229442 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 154280.58000000 TRY 20000.00000000 EUR 2020-06-17 106.03000000 N N N Aon plc 635400FALWQYX5E6QC64 N/A 680.00000000 NS USD 117415.60000000 0.117636458675 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -536.46000000 -0.00053746908 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11728.82000000 USD 2020-06-17 -536.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.95000000 -0.00013620572 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25110000.00000000 KRW 20548.19000000 USD 2020-06-17 -135.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 986.39000000 0.000988245399 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 PLN 29458.61000000 EUR 2020-06-17 986.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -3846.30000000 -0.00385353488 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 45996.32000000 USD 230000.00000000 BRL 2020-06-17 -3846.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 904.97000000 0.000906672248 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 58572.83000000 USD 580000.00000000 SEK 2020-06-17 904.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 253.39000000 0.000253866626 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12011.89000000 USD 20000.00000000 NZD 2020-06-17 253.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 196.52000000 0.000196889654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22567.68000000 USD 222000.00000000 SEK 2020-06-11 196.52000000 N N N N/A N/A N/A -5.00000000 NC USD -124769.80000000 -0.12500449192 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2020-06-19 -725600.00000000 USD -124769.80000000 N N N PTC, Inc. 54930050SSMU8SKDJ030 69370C100 6378.00000000 NS USD 441676.50000000 0.442507293238 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -444.59000000 -0.00044542627 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11721.50000000 USD 210000.00000000 ZAR 2020-06-17 -444.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -310.22000000 -0.00031080352 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 PLN 37063.96000000 EUR 2020-06-17 -310.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -316.70000000 -0.00031729571 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21334.00000000 USD 680000.00000000 THB 2020-06-17 -316.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 818.71000000 0.000820249993 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31400.04000000 USD 330000.00000000 NOK 2020-06-17 818.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -212.36000000 -0.00021275944 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31332.05000000 USD 30000.00000000 CHF 2020-06-17 -212.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 197.57000000 0.000197941629 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21080.81000000 USD 30000.00000000 SGD 2020-06-17 197.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1044.08000000 0.001046043913 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18508.08000000 USD 30000.00000000 AUD 2020-06-17 1044.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -507.81000000 -0.00050876519 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6009.58000000 USD 2020-06-17 -507.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.91000000 0.000086071596 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33202.78000000 USD 3570000.00000000 JPY 2020-06-17 85.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.71000000 -0.00000672262 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9144.78000000 USD 980000.00000000 JPY 2020-06-17 -6.71000000 N N N Kirby Corp. I7NO6FZO5GUCG585T325 497266106 5974.00000000 NS USD 319131.08000000 0.319731365375 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -105.86000000 -0.00010605912 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10862.59000000 USD 2020-06-17 -105.86000000 N N N PSC Industrial Holdings Corp. N/A 69361CAL5 218000.00000000 PA USD 167860.00000000 0.168175744561 Long LON CORP US N 2 2025-10-11 Variable 9.72588000 N N N N N N SAP SE 529900D6BF99LW9R2E68 N/A 2097.00000000 NS 250343.84000000 0.250814736616 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -57.02000000 -0.00005712725 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7127.77000000 USD 2020-06-17 -57.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.61000000 0.000030667577 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 695666.00000000 JPY 10000.00000000 AUD 2020-06-17 30.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.92000000 -0.00009209290 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28463.09000000 USD 40000.00000000 SGD 2020-06-17 -91.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 140.40000000 0.000140664092 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35064.29000000 USD 49000.00000000 CAD 2020-06-11 140.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -229.09000000 -0.00022952091 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5420000.00000000 HUF 16609.78000000 USD 2020-06-17 -229.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 2053.01000000 0.002056871710 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 440000.00000000 SGD 314135.87000000 USD 2020-06-17 2053.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 1346.95000000 0.001349483612 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1780000.00000000 THB 56362.82000000 USD 2020-06-17 1346.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.19000000 -0.00012642736 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10865.77000000 USD 110000.00000000 NOK 2020-06-17 -126.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -245.68000000 -0.00024614212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9371.87000000 USD 89000.00000000 SEK 2020-06-11 -245.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -57.30000000 -0.00005740778 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39853.20000000 USD 3020000.00000000 INR 2020-06-17 -57.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 444.97000000 0.000445806988 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 57352.60000000 USD 1870000.00000000 THB 2020-06-17 444.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -3014.02000000 -0.00301968936 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ILS 31455.36000000 USD 2020-06-17 -3014.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 930.38000000 0.000932130044 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CHF 42423.30000000 USD 2020-06-17 930.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -63.76000000 -0.00006387993 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 NOK 6770.52000000 USD 2020-06-17 -63.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1464.75000000 0.001467505193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 104960000.00000000 KRW 87924.61000000 USD 2020-06-17 1464.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -419.57000000 -0.00042035921 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 28319.57000000 USD 2020-06-17 -419.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1619.37000000 0.001622416034 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2140000.00000000 THB 67762.05000000 USD 2020-06-17 1619.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 283.57000000 0.000284103395 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9446.62000000 USD 2020-06-17 283.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.75000000 0.000091922581 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6040.89000000 USD 10000.00000000 NZD 2020-06-17 91.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.44000000 0.000022482209 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 ZAR 5929.39000000 USD 2020-06-17 22.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 6832.19000000 0.006845041345 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37470000.00000000 INR 500591.24000000 USD 2020-06-17 6832.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -1962.31000000 -0.00196600110 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 510000.00000000 SEK 50337.13000000 USD 2020-06-17 -1962.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.34000000 -0.00008149300 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 640000.00000000 JPY 5886.38000000 USD 2020-06-17 -81.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.53000000 -0.00012776988 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10245.70000000 USD 2020-06-17 -127.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 2105.40000000 0.002109360256 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11680000.00000000 HUF 38392.86000000 USD 2020-06-17 2105.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 1206.00000000 0.001208268485 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 PLN 22892.64000000 USD 2020-06-17 1206.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.94000000 -0.00046481267 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6053.45000000 USD 2020-06-17 -463.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -449.71000000 -0.00045055590 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 650720.00000000 JPY 2020-06-17 -449.71000000 N N N N/A N/A N/A -4.00000000 NC USD -110.08000000 -0.00011028706 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Meal 2020-07-14 -118040.00000000 USD -110.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.16000000 -0.00004825058 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10325.07000000 USD 2020-06-17 -48.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -87.58000000 -0.00008774473 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7272.37000000 USD 10000.00000000 CAD 2020-06-17 -87.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -114.90000000 -0.00011511612 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 212590000.00000000 CLP 254812.40000000 USD 2020-06-17 -114.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 280.90000000 0.000281428372 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.01000000 PLN 14738.66000000 USD 2020-06-17 280.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -159.71000000 -0.00016001041 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1380000.00000000 PHP 27114.12000000 USD 2020-06-17 -159.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -2290.69000000 -0.00229499878 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 293871.28000000 TRY 2020-06-17 -2290.69000000 N N N elf Beauty, Inc. 549300U2K9TCON25C029 26856L103 31960.00000000 NS USD 417717.20000000 0.418502925809 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 884.23000000 0.000885893236 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 840000.00000000 MXN 35484.94000000 USD 2020-06-17 884.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -846.73000000 -0.00084832269 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 71531.00000000 TRY 2020-06-17 -846.73000000 N N N Deluxe Television GmbH N/A N/A 16063.18000000 NS USD 10714.14000000 0.010734293291 Long EC CORP DE N 2 N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 1390.00000000 NS USD 199895.90000000 0.200271904071 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 33263.82000000 0.033326389225 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1120000.00000000 BRL 238516.09000000 USD 2020-06-17 33263.82000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 -3338.00000000 NS USD -131617.34000000 -0.13186491213 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 165.04000000 0.000165350440 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2200000.00000000 JPY 20679.08000000 USD 2020-06-17 165.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -330.16000000 -0.00033078103 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10703.39000000 USD 10000.00000000 CHF 2020-06-17 -330.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -262.88000000 -0.00026337447 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 PLN 23925.90000000 EUR 2020-06-17 -262.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.58000000 -0.00004366197 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4288.61000000 USD 30000.00000000 TRY 2020-06-17 -43.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -693.92000000 -0.00069522526 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 2022426.00000000 JPY 2020-06-17 -693.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 97.04000000 0.000097222532 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6737.24000000 USD 70000.00000000 NOK 2020-06-17 97.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.09000000 0.000016120265 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7076.70000000 USD 10000.00000000 SGD 2020-06-17 16.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.05000000 -0.00001507830 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10953.40000000 USD 2020-06-17 -15.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -217.67000000 -0.00021807943 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 PLN 21770.25000000 EUR 2020-06-17 -217.67000000 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609W102 1109.00000000 NS USD 224761.03000000 0.225183805366 Long EC CORP KY N 1 N N N N/A N/A N/A 1.00000000 NC N/A 794.30000000 0.000795794077 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 44668.11000000 USD 2020-06-17 794.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -243.14000000 -0.00024359734 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12354.25000000 USD 2020-06-17 -243.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.71000000 0.000024756479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 670000.00000000 JPY 6272.17000000 USD 2020-06-17 24.71000000 N N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686103 76500.00000000 NS USD 738990.00000000 0.740380039758 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 27.42000000 0.000027471577 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12664.82000000 USD 130000.02000000 NOK 2020-06-17 27.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -253.07000000 -0.00025354602 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13210000.00000000 KRW 10628.55000000 USD 2020-06-17 -253.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 2768.90000000 0.002774108299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 102500.00000000 EUR 115180.38000000 USD 2020-06-11 2768.90000000 N N N N/A N/A N/A -3.00000000 NC USD 13903.92000000 0.013930073265 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A WTI Crude Oil 2020-11-20 -88860.00000000 USD 13903.92000000 N N N N/A N/A N/A 23.00000000 NC 3109.78000000 0.003115629494 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Schatz 2020-06-08 2582785.00000000 EUR 3109.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 65.34000000 0.000065462904 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6452.05000000 USD 10000.00000000 AUD 2020-06-17 65.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.36000000 -0.00004544532 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14230.94000000 USD 20000.00000000 SGD 2020-06-17 -45.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.17000000 0.000033232392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 TRY 11353.26000000 USD 2020-06-17 33.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 661.58000000 0.000662824431 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1326946.00000000 JPY 20000.00000000 AUD 2020-06-17 661.58000000 N N N Lone Star Portfolio Trust N/A 54230NAQ1 762480.87000000 PA USD 674813.95000000 0.676083274645 Long ABS-MBS CORP US N 2 2028-09-15 Floating 6.66400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1427.50000000 0.001430185126 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37676.82000000 USD 60000.00000000 AUD 2020-06-17 1427.50000000 N N N N/A N/A N/A 13.00000000 NC 180.19000000 0.000180528937 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2020-12-14 3231312.50000000 CAD 180.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 33.19000000 0.000033252430 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10037.34000000 USD 1080000.00000000 JPY 2020-06-17 33.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 231.64000000 0.000232075714 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 674107.00000000 JPY 10000.00000000 AUD 2020-06-17 231.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.12000000 -0.00006223684 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77953.94000000 TRY 10000.00000000 EUR 2020-06-17 -62.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 870.70000000 0.000872337786 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 NZD 31533.90000000 USD 2020-06-17 870.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -158.18000000 -0.00015847753 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10215.05000000 USD 2020-06-17 -158.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -420.73000000 -0.00042152139 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 653828.00000000 JPY 2020-06-17 -420.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 4044.07000000 0.004051676893 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106751.50000000 USD 170000.00000000 AUD 2020-06-17 4044.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 2706.82000000 0.002711911526 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 103685.06000000 USD 150000.00000000 SGD 2020-06-17 2706.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 2563.11000000 0.002567931208 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23506.44000000 USD 40000.00000000 AUD 2020-06-17 2563.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -28.80000000 -0.00002885417 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8327.66000000 USD 890000.00000000 JPY 2020-06-17 -28.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -4678.76000000 -0.00468756074 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 95239.48000000 USD 640000.00000000 TRY 2020-06-17 -4678.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 271.64000000 0.000272150954 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 669817.00000000 JPY 10000.00000000 AUD 2020-06-17 271.64000000 N N N N/A N/A N/A -1.00000000 NC USD -5176.71000000 -0.00518644738 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short Russell 2000 E-Mini Index US1248351090 2020-06-19 -65335.00000000 USD -5176.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -17958.51000000 -0.01799228994 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 526246.83000000 USD 490000.00000000 CHF 2020-06-17 -17958.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -3220.15000000 -0.00322620710 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35765.41000000 USD 230000.02000000 TRY 2020-06-17 -3220.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 12816.66000000 0.012840768129 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1210000.00000000 SGD 871044.52000000 USD 2020-06-17 12816.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1333.71000000 -0.00133621870 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1600000.00000000 PHP 30288.12000000 USD 2020-06-17 -1333.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -375.66000000 -0.00037636661 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 658661.00000000 JPY 2020-06-17 -375.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -937.31000000 -0.00093907307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42430.23000000 USD 40000.00000000 CHF 2020-06-17 -937.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -124.50000000 -0.00012473418 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5163.30000000 USD 4000.00000000 GBP 2020-06-11 -124.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -480.11000000 -0.00048101308 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12554.66000000 USD 2020-06-17 -480.11000000 N N N N/A N/A N/A 4.00000000 NC -1318.75000000 -0.00132123056 N/A DCO GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long N/A Mill Wheat 2020-09-10 36900.00000000 EUR -1318.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -417.85000000 -0.00041863597 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1410000.00000000 JPY 12729.78000000 USD 2020-06-17 -417.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 502.53000000 0.000503475258 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23456.49000000 USD 19980000.00000000 CLP 2020-06-17 502.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -568.00000000 -0.00056906840 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6700001.16000000 HUF 20247.58000000 USD 2020-06-17 -568.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 121.36000000 0.000121588278 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14248.21000000 USD 20000.00000000 CAD 2020-06-17 121.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -97.47000000 -0.00009765334 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 510000.00000000 PHP 9981.99000000 USD 2020-06-17 -97.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 22.27000000 0.000022311889 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22508.29000000 USD 1140000.00000000 PHP 2020-06-17 22.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -216.16000000 -0.00021656659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1827.15000000 USD 30000.00000000 ZAR 2020-06-17 -216.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.79000000 -0.00009697206 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 NOK 12595.45000000 USD 2020-06-17 -96.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -755.35000000 -0.00075677081 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12279.42000000 USD 2020-06-17 -755.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 1001.90000000 0.001003784573 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 65701.16000000 USD 21470000.00000000 HUF 2020-06-17 1001.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -630.93000000 -0.00063211677 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 20923.43000000 USD 2020-06-17 -630.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.15000000 0.000034214236 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77273.59000000 TRY 10000.00000000 EUR 2020-06-17 34.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.59000000 -0.00001161180 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13170.65000000 EUR 2020-06-17 -11.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.99000000 -0.00004407274 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9928.03000000 USD 1060000.00000000 JPY 2020-06-17 -43.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -146.88000000 -0.00014715628 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 PLN 26228.53000000 EUR 2020-06-17 -146.88000000 N N N N/A N/A N/A 29.00000000 NC USD 5286.17000000 0.005296113282 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-09-19 7226075.00000000 USD 5286.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.35000000 -0.00010454628 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11943.78000000 USD 2020-06-17 -104.35000000 N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 151.00000000 NS USD 6014.33000000 0.006025642951 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 166.82000000 0.000167133788 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 116353.34000000 USD 190000.00000000 NZD 2020-06-17 166.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 551.04000000 0.000552076505 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17846.88000000 USD 30000.00000000 NZD 2020-06-17 551.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.34000000 -0.00009451745 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7090.45000000 USD 2020-06-17 -94.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -443.58000000 -0.00044441437 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1270000.00000000 INR 16291.78000000 USD 2020-06-17 -443.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.07000000 -0.00007120368 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31494.84000000 USD 3370000.00000000 JPY 2020-06-17 -71.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 449.99000000 0.000450836430 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12584.78000000 USD 20000.00000000 AUD 2020-06-17 449.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 330.96000000 0.000331582535 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 22267.87000000 USD 2020-06-17 330.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1111.25000000 -0.00111334026 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11923.52000000 USD 2020-06-17 -1111.25000000 N N N N/A N/A 000000000 -1854.00000000 NS USD 1895.40599999 0.001898971257 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR061 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/30/2021 Kellogg Co -6017.67784051 USD 60.72571533 USD Emerson Electric Co -6087.67402645 USD 61.43206229 USD General Electric Co -6325.08684845 USD 63.82784748 USD Boeing Co/The -6554.47800277 USD 66.14268425 USD PepsiCo Inc -5884.40399086 USD 59.38081950 USD 3M Co -5913.58956690 USD 59.67533759 USD PACCAR Inc -6017.43561318 USD 60.72327096 USD Rockwell Automation Inc -6237.70850479 USD 62.94609333 USD Ross Stores Inc -6015.82639754 USD 60.70703201 USD Hormel Foods Corp -6006.56918273 USD 60.61361541 USD Cummins Inc -6457.22467073 USD 65.16127941 USD Altria Group Inc -5905.69558493 USD 59.59567767 USD Automatic Data Processing Inc -6168.91218909 USD 62.25185452 USD Moody's Corp -5730.47134254 USD 57.82745117 USD VF Corp -6021.34880500 USD 60.76275984 USD Cintas Corp -6244.40637198 USD 63.01368299 USD Sysco Corp -6127.94760523 USD 61.83847187 USD General Mills Inc -5971.95508579 USD 60.26431692 USD Ford Motor Co -5888.38102554 USD 59.42095263 USD Eaton Corp PLC -6050.49119323 USD 61.05684212 USD Caterpillar Inc -6042.19162132 USD 60.97308930 USD Canadian Imperial Bank of Commerce -6097.93958292 USD 61.53565429 USD McCormick & Co Inc/MD -5979.78710262 USD 60.34335153 USD Estee Lauder Cos Inc/The -6382.55481183 USD 64.40776939 USD Fastenal Co -5879.47306872 USD 59.33106047 USD Philip Morris International Inc -5955.38410795 USD 60.09709553 USD Hershey Co/The -5862.29558371 USD 59.15771868 USD Sherwin-Williams Co/The -6272.23059290 USD 63.29446334 USD Fiserv Inc -6214.90721483 USD 62.71600048 USD General Motors Co -5938.30238722 USD 59.92472011 USD United Parcel Service Inc -5520.77007759 USD 55.71130942 USD Y 2021-04-30 0.00000000 USD 0.00000000 USD -187773.00000000 USD 1894.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -998.76000000 -0.00100063866 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 ILS 24853.27000000 USD 2020-06-17 -998.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 870.27000000 0.000871906977 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25199.28000000 USD 40000.00000000 AUD 2020-06-17 870.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 729.89000000 0.000731262922 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 620673.00000000 JPY 10000.00000000 AUD 2020-06-17 729.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 170.25000000 0.000170570240 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.05000000 ZAR 5540.21000000 USD 2020-06-17 170.25000000 N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393362D4 297880.83000000 PA USD 288197.26000000 0.288739358877 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 5.50000000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 59.00000000 NS USD 87353.63000000 0.087517942127 Long EC CORP US N 1 N N N Toys R Us, Term Loan N/A N/A 515.89000000 PA USD 505.57000000 0.000506520976 Long LON CORP US N 3 2023-03-08 Variable 8.75000000 N N N N N N X5 Retail Group NV 213800J17UJJJDGUVF56 98387E205 3122.00000000 NS USD 92161.44000000 0.092334795614 Long EC CORP NL N 1 N N N Aralez Pharmaceuticals, Inc. N/A 03852X100 345.00000000 NS USD 0.00000000 0.000000 Long EC CORP CA N 3 N N N N/A N/A N/A 1.00000000 NC N/A 143.24000000 0.000143509434 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 683587.00000000 JPY 10000.00000000 AUD 2020-06-17 143.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.58000000 0.000047669497 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10920.87000000 USD 10000.00000000 EUR 2020-06-17 47.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 1051.45000000 0.001053427776 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 107125.83000000 USD 3500000.00000000 THB 2020-06-17 1051.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.03000000 0.000064150440 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7120.76000000 USD 10000.00000000 CAD 2020-06-17 64.03000000 N N N Southcross N/A N/A 49092.65000000 NS USD 4909.27000000 0.004918504334 Long EC CORP US N 3 N N N N/A N/A N/A -7.00000000 NC USD -1661.59000000 -0.00166471544 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange MXN/USD 2020-06-15 -144655.00000000 USD -1661.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 334.19000000 0.000334818611 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6183.20000000 USD 10000.00000000 AUD 2020-06-17 334.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -1430.64000000 -0.00143333103 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 NZD 47630.48000000 USD 2020-06-17 -1430.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -151.34000000 -0.00015162467 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12446.05000000 USD 2020-06-17 -151.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 432.96000000 0.000433774397 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 652516.00000000 JPY 10000.00000000 AUD 2020-06-17 432.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.49000000 -0.00009667149 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31338.92000000 USD 319999.99000000 NOK 2020-06-17 -96.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 66.87000000 0.000066995782 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10306.36000000 USD 10000.00000000 CHF 2020-06-17 66.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 116.40000000 0.000116618948 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7112.48000000 USD 30000.01000000 PLN 2020-06-17 116.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 62.04000000 0.000062156697 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2070000.00000000 INR 27339.36000000 USD 2020-06-17 62.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.91000000 -0.00014317881 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 26492.73000000 EUR 120000.00000000 PLN 2020-06-17 -142.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.28000000 0.000007293693 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 AUD 39111.60000000 USD 2020-06-17 7.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1081.39000000 0.001083424093 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1980873.00000000 JPY 30000.00000000 AUD 2020-06-17 1081.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -265.71000000 -0.00026620980 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33171.07000000 USD 30000.00000000 EUR 2020-06-17 -265.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 556.62000000 0.000557667001 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 52217.41000000 EUR 240000.00000000 PLN 2020-06-17 556.62000000 N N N N/A N/A N/A -7.00000000 NC USD -5082.76000000 -0.00509232066 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange GBP/USD 2020-06-15 -551337.50000000 USD -5082.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 122.30000000 0.000122530046 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6010.34000000 USD 10000.00000000 NZD 2020-06-17 122.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 103.60000000 0.000103794871 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6730.68000000 USD 70000.00000000 NOK 2020-06-17 103.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -105.74000000 -0.00010593889 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.01000000 PLN 8691.08000000 EUR 2020-06-17 -105.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 33857.82000000 0.033921506539 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1140000.00000000 BRL 242775.31000000 USD 2020-06-17 33857.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 215.55000000 0.000215955449 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7163.82000000 USD 560000.00000000 INR 2020-06-17 215.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.11000000 0.000044192970 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7140.68000000 USD 10000.00000000 CAD 2020-06-17 44.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -486.51000000 -0.00048742512 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30633.18000000 USD 2020-06-17 -486.51000000 N N N Loral Space & Communications, Inc. 5299008CJ8NPI54F8D37 543881106 4585.00000000 NS USD 100870.00000000 0.101059736411 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5.41000000 0.000005420176 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 169999.98000000 PLN 37351.72000000 EUR 2020-06-17 5.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.96000000 -0.00018230226 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20564.50000000 USD 2020-06-17 -181.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -785.91000000 -0.00078738829 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11811.48000000 USD 2020-06-17 -785.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 3019.47000000 0.003025149621 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 75491.28000000 USD 95310000.00000000 KRW 2020-06-17 3019.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1170.32000000 0.001172521371 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 180000.00000000 ZAR 10836.24000000 USD 2020-06-17 1170.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 631.92000000 0.000633108641 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33837.46000000 USD 120000.00000000 ILS 2020-06-17 631.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 209.27000000 0.000209663636 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12825.50000000 USD 20000.00000000 AUD 2020-06-17 209.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -90.31000000 -0.00009047987 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1505.32000000 USD 10000.00000000 TRY 2020-06-17 -90.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 129.60000000 0.000129843777 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20876.06000000 USD 2020-06-17 129.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 78.08000000 0.000078226868 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11384.83000000 USD 580000.00000000 PHP 2020-06-17 78.08000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDK7 739373.46000000 PA USD 725695.12000000 0.727060152096 Long ABS-MBS CORP US N 2 2029-01-25 Floating 4.93724900 N N N N N N N/A N/A N/A 1.00000000 NC N/A 519.82000000 0.000520797781 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11745.46000000 USD 20000.00000000 NZD 2020-06-17 519.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 4456.14000000 0.004464521996 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 445000.00000000 CAD 324179.10000000 USD 2020-06-17 4456.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 560.83000000 0.000561884920 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28163.65000000 USD 100000.00000000 ILS 2020-06-17 560.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -109.76000000 -0.00010996645 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 140000.00000000 NOK 13558.80000000 USD 2020-06-17 -109.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.48000000 -0.00002051852 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19297.49000000 USD 80000.00000000 PLN 2020-06-17 -20.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 832.42000000 0.000833985781 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 31952.11000000 USD 2020-06-17 832.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 306.45000000 0.000307026432 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 179999.95000000 ZAR 9972.37000000 USD 2020-06-17 306.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -179.18000000 -0.00017951703 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 850000.00000000 JPY 7746.70000000 USD 2020-06-17 -179.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -24552.58000000 -0.02459876338 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2642776.94000000 EUR 2872117.12000000 USD 2020-05-15 -24552.58000000 N N N N/A N/A N/A 12.00000000 NC 25646.80000000 0.025695041615 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2020-06-19 1792680.00000000 CAD 25646.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -110.28000000 -0.00011048743 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 460000.00000000 INR 5951.35000000 USD 2020-06-17 -110.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -690.04000000 -0.00069133796 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 64338.34000000 EUR 289999.98000000 PLN 2020-06-17 -690.04000000 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 -780.00000000 NS USD -127530.00000000 -0.12776988385 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -283.58000000 -0.00028411341 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 26070000.00000000 KRW 21191.35000000 USD 2020-06-17 -283.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 1281.18000000 0.001283589898 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25000.00000000 GBP 32773.70000000 USD 2020-06-11 1281.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 446.06000000 0.000446899038 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7776.50000000 USD 2020-06-17 446.06000000 N N N Allergan plc 635400FWJZQC1IPYUH69 N/A 8600.00000000 NS USD 1611124.00000000 1.614154523303 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -225.66000000 -0.00022608446 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 674748.00000000 JPY 2020-06-17 -225.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.02000000 0.000002023799 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7457.63000000 USD 800000.00000000 JPY 2020-06-17 2.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.29000000 -0.00016760467 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 681008.00000000 JPY 2020-06-17 -167.29000000 N N N Capri Holdings Ltd. 549300LPG8W0H1OX3A26 N/A 1382.00000000 NS USD 21075.50000000 0.021115143003 Long EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A 885.95000000 0.000887616471 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12148.82000000 USD 20000.00000000 AUD 2020-06-17 885.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 40.27000000 0.000040345747 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20786.73000000 USD 2020-06-17 40.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.12000000 -0.00018546821 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 530000.00000000 INR 6798.93000000 USD 2020-06-17 -185.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -598.43000000 -0.00059955564 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 920000.00000000 THB 27836.74000000 USD 2020-06-17 -598.43000000 N N N Craft Brew Alliance, Inc. JJD4WAP2U5KDLYQQGZ83 224122101 7200.00000000 NS USD 108720.00000000 0.108924502256 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 206.31000000 0.000206698068 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6886.48000000 USD 10000.00000000 SGD 2020-06-17 206.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 83.06000000 0.000083216235 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 6215.70000000 USD 2020-06-17 83.06000000 N N N Fitbit, Inc. 549300GYQQ375BZPXK02 33812L102 41200.00000000 NS USD 275628.00000000 0.276146456107 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -464.95000000 -0.00046582457 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7982.89000000 USD 140000.00000000 ZAR 2020-06-17 -464.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.90000000 -0.00001192238 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49999.98000000 PLN 10973.50000000 EUR 2020-06-17 -11.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 932.75000000 0.000934504502 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 BRL 15593.63000000 USD 2020-06-17 932.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -357.69000000 -0.00035836281 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32547.67000000 USD 2020-06-17 -357.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1788.12000000 0.001791483452 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23406.65000000 USD 20000.00000000 GBP 2020-06-17 1788.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -213.53000000 -0.00021393164 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1510000.00000000 JPY 13866.56000000 USD 2020-06-17 -213.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 845.22000000 0.000846809858 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 ZAR 7826.17000000 USD 2020-06-17 845.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 88.10000000 0.000088265716 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7096.69000000 USD 10000.00000000 CAD 2020-06-17 88.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -134.98000000 -0.00013523389 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 680000.00000000 JPY 6205.72000000 USD 2020-06-17 -134.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 153.16000000 0.000153448093 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14216.41000000 USD 20000.00000000 CAD 2020-06-17 153.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.92000000 -0.00027744088 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22213.83000000 USD 20000.00000000 EUR 2020-06-17 -276.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.53000000 0.000007544163 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NOK 1960.18000000 USD 2020-06-17 7.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 10.43000000 0.000010449618 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5397.82000000 USD 580000.00000000 JPY 2020-06-17 10.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -664.99000000 -0.00066624084 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 43208.82000000 USD 2020-06-17 -664.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 78.35000000 0.000078497376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11417.06000000 USD 16000.00000000 CAD 2020-06-11 78.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 424.25000000 0.000425048014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 SGD 28795.42000000 USD 2020-06-17 424.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.14000000 -0.00011936410 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 EUR 76672.99000000 TRY 2020-06-17 -119.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 304.59000000 0.000305162933 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14064.98000000 USD 20000.00000000 CAD 2020-06-17 304.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.93000000 -0.00003800134 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10335.30000000 USD 2020-06-17 -37.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -361.18000000 -0.00036185937 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 SGD 13824.40000000 USD 2020-06-17 -361.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 67.62000000 0.000067747193 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12197.66000000 USD 20000.00000000 NZD 2020-06-17 67.62000000 N N N Alder Biopharmaceuticals, Inc. 529900946SFXHRCYLD85 014CVR013 35400.00000000 NS USD 44250.00000000 0.044333234224 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -534.97000000 -0.00053597627 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 641576.00000000 JPY 2020-06-17 -534.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 698.19000000 0.000699503294 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12336.58000000 USD 20000.00000000 AUD 2020-06-17 698.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.17000000 -0.00006228694 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 640000.00000000 JPY 5905.55000000 USD 2020-06-17 -62.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -190.96000000 -0.00019131919 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21745.95000000 USD 2020-06-17 -190.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 3004.14000000 0.003009790785 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 300000.00000000 CAD 218547.71000000 USD 2020-06-17 3004.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 185.13000000 0.000185478229 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21093.25000000 USD 30000.00000000 SGD 2020-06-17 185.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -1755.55000000 -0.00175885218 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 53621.71000000 USD 50000.00000000 CHF 2020-06-17 -1755.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -281.80000000 -0.00028233006 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21655.11000000 USD 2020-06-17 -281.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -962.37000000 -0.00096418021 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12072.40000000 USD 2020-06-17 -962.37000000 N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 269246401 3200.00000000 NS USD 129952.00000000 0.130196439636 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 246.18000000 0.000246643064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7576.62000000 USD 2020-06-17 246.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -323.35000000 -0.00032395822 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1020001.00000000 JPY 9187.71000000 USD 2020-06-17 -323.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 92.33000000 0.000092503672 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6506.43000000 EUR 30000.00000000 PLN 2020-06-17 92.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.87000000 0.000048961924 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6468.52000000 USD 10000.00000000 AUD 2020-06-17 48.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -72.29000000 -0.00007242597 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11975.84000000 USD 2020-06-17 -72.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -587.22000000 -0.00058832456 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 5930.17000000 USD 2020-06-17 -587.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 5736.65000000 0.005747440635 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 207047.12000000 USD 300000.00000000 SGD 2020-06-17 5736.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -441.71000000 -0.00044254085 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 651578.00000000 JPY 2020-06-17 -441.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 84.43000000 0.000084588812 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6048.21000000 USD 10000.00000000 NZD 2020-06-17 84.43000000 N N N N/A N/A N/A 5.00000000 NC 639.33000000 0.000640532579 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2021-09-13 1256000.00000000 EUR 639.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.85000000 0.000149129986 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32900.45000000 USD 46000.00000000 CAD 2020-06-11 148.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 138.73000000 0.000138990951 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20607.73000000 USD 20000.00000000 CHF 2020-06-17 138.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.83000000 -0.00005994254 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11050000.00000000 KRW 9042.51000000 USD 2020-06-17 -59.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.78000000 0.000026830373 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10533.58000000 USD 12820000.00000000 KRW 2020-06-17 26.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.08000000 -0.00020246011 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 700000.00000000 INR 9022.13000000 USD 2020-06-17 -202.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 142.50000000 0.000142768042 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7042.29000000 USD 10000.00000000 CAD 2020-06-17 142.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -344.71000000 -0.00034535839 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106736.59000000 USD 150000.00000000 SGD 2020-06-17 -344.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 649.51000000 0.000650731727 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17676.59000000 USD 100000.00000000 BRL 2020-06-17 649.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 467.56000000 0.000468439480 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11797.72000000 USD 20000.00000000 NZD 2020-06-17 467.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -586.66000000 -0.00058776350 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 76740.08000000 USD 780000.00000000 NOK 2020-06-17 -586.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.80000000 0.000109004652 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7075.99000000 USD 10000.00000000 CAD 2020-06-17 108.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -320.49000000 -0.00032109284 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 PLN 18956.52000000 USD 2020-06-17 -320.49000000 N N N Seadrill Operating LP N/A 81172UAB1 281492.12000000 PA USD 45542.61000000 0.045628275622 Long LON CORP US N 2 2021-02-21 Variable 7.45020000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -40.46000000 -0.00004053610 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 289999.98000000 MXN 11905.02000000 USD 2020-06-17 -40.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 222.46000000 0.000222878447 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CAD 36146.39000000 USD 2020-06-17 222.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.34000000 -0.00013759833 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7047.45000000 USD 2020-06-17 -137.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.80000000 0.000085961389 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29999.99000000 PLN 7314.68000000 USD 2020-06-17 85.80000000 N N N N/A N/A N/A -6.00000000 NC USD 1796.88000000 0.001800259930 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Oil 2020-07-14 -95760.00000000 USD 1796.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -122.37000000 -0.00012260017 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 SGD 14063.21000000 USD 2020-06-17 -122.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -900.94000000 -0.00090263466 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1301276.00000000 JPY 2020-06-17 -900.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -195.69000000 -0.00019605809 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2200000.00000000 JPY 20318.35000000 USD 2020-06-17 -195.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1194.53000000 0.001196776910 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18357.63000000 USD 30000.00000000 AUD 2020-06-17 1194.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -922.91000000 -0.00092464599 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 3395765.00000000 JPY 2020-06-17 -922.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -287.13000000 -0.00028767009 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6897.66000000 USD 2020-06-17 -287.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -1242.56000000 -0.00124489725 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15700.32000000 USD 60000.00000000 PLN 2020-06-17 -1242.56000000 N N N Adesto Technologies Corp. 549300J97LXW3AREY415 00687D101 15000.00000000 NS USD 177750.00000000 0.178084347646 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3988.63000000 0.003996132610 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28598.30000000 USD 50000.00000000 AUD 2020-06-17 3988.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -382.25000000 -0.00038296901 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 NOK 14262.64000000 USD 2020-06-17 -382.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -289.67000000 -0.00029021486 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 SGD 28081.50000000 USD 2020-06-17 -289.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.30000000 0.000002304326 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NOK 1954.95000000 USD 2020-06-17 2.30000000 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 N/A 22647.00000000 NS 207848.94000000 0.208239903734 Long EC CORP HK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 419.81000000 0.000420599662 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21266.83000000 USD 90000.00000000 PLN 2020-06-17 419.81000000 N N N N/A N/A N/A -19.00000000 NC 53.95000000 0.000054051479 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Canola 2020-07-14 -176852.00000000 CAD 53.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1202.36000000 -0.00120462163 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34107.72000000 USD 30000.00000000 EUR 2020-06-17 -1202.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 409.01000000 0.000409779347 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 ZAR 7389.96000000 USD 2020-06-17 409.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -1022.07000000 -0.00102399251 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12012.70000000 USD 2020-06-17 -1022.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 42.24000000 0.000042319453 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21979.15000000 USD 2020-06-17 42.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -171.18000000 -0.00017150198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30948.51000000 USD 2020-06-17 -171.18000000 N N N Altaba, Inc. 549300ZJC0V1K2ZCKG85 021ESC017 64806.00000000 NS USD 1412770.80000000 1.415428221049 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 19.23000000 0.000019266171 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1530000.00000000 JPY 14285.81000000 USD 2020-06-17 19.23000000 N N N Conic Metals Corp. N/A 20731T100 11300.00000000 NS 1420.67000000 0.001423342279 Long EC CORP CA N 1 N N N McDermott International, Inc. N/A 58004GAK4 10545.13000000 PA USD 9933.51000000 0.009952194926 Long LON CORP US N 2 2020-10-21 Variable 10.36996700 N N N N N N N/A N/A N/A 1.00000000 NC N/A -36.31000000 -0.00003637829 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15411.20000000 EUR 70000.00000000 PLN 2020-06-17 -36.31000000 N N N N/A N/A 000000000 -1835.00000000 NS USD 505.23449999 0.000506184845 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR054 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/21/2021 Caterpillar Inc -17146.58201996 USD 44.82937768 USD ANSYS Inc -16940.45956835 USD 44.29047487 USD Micron Technology Inc -17545.65447897 USD 45.87274422 USD Boeing Co/The -17523.51196905 USD 45.81485310 USD Motorola Solutions Inc -15704.72257264 USD 41.05966651 USD QUALCOMM Inc -17076.05880909 USD 44.64499623 USD Lam Research Corp -15730.22324157 USD 41.12633748 USD Cisco Systems Inc -17034.72949330 USD 44.53694161 USD Applied Materials Inc -15866.60305772 USD 41.48289963 USD Cognizant Technology Solutions Corp -18803.81289525 USD 49.16217292 USD General Motors Co -17815.99189405 USD 46.57953571 USD Y 2021-04-21 0.00000000 USD 0.00000000 USD -187188.00000000 USD 489.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -244.44000000 -0.00024489979 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20502.02000000 USD 2020-06-17 -244.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 352.73000000 0.000353393484 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 661121.00000000 JPY 10000.00000000 AUD 2020-06-17 352.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -471.18000000 -0.00047206628 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12126.21000000 USD 2020-06-17 -471.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 751.51000000 0.000752923589 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 57888.14000000 USD 4450000.00000000 INR 2020-06-17 751.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.42000000 -0.00007155434 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 SGD 7021.37000000 USD 2020-06-17 -71.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -647.26000000 -0.00064847749 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 EUR 65163.46000000 USD 2020-06-17 -647.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 300.74000000 0.000301305691 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19067.63000000 USD 980000.00000000 PHP 2020-06-17 300.74000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 2978.00000000 NS USD 144611.68000000 0.144883694485 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 316.46000000 0.000317055261 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21237.90000000 USD 30000.00000000 CAD 2020-06-17 316.46000000 N N N Teva Pharmaceutical Industries Ltd. 549300BAFGM4RC74ZJ94 881624209 464.00000000 NS USD 4983.36000000 0.004992733697 Long EC CORP IL N 1 N N N N/A N/A N/A 1.00000000 NC N/A 190.75000000 0.000191108800 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5963.45000000 USD 659999.00000000 JPY 2020-06-17 190.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 304.59000000 0.000305162933 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14064.98000000 USD 20000.00000000 CAD 2020-06-17 304.59000000 N N N N/A N/A 00C6QC9J0 -29.00000000 NC USD -667.00000000 -0.00066825462 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Fitbit, Inc. Fitbit, Inc. 100.00000000 7.00000000 USD 2020-10-16 XXXX 232.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1771.73000000 -0.00177506262 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 23423.04000000 USD 2020-06-17 -1771.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -385.90000000 -0.00038662587 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7220001.34000000 HUF 22045.22000000 USD 2020-06-17 -385.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -640.54000000 -0.00064174485 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72488.40000000 USD 100000.00000000 CAD 2020-06-17 -640.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.84000000 -0.00004993374 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6460000.00000000 KRW 5271.53000000 USD 2020-06-17 -49.84000000 N N N PAE, Inc. N/A 69290Y109 68318.00000000 NS USD 580019.82000000 0.581110836942 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3.00000000 -0.00000300564 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13601.36000000 USD 11340000.00000000 CLP 2020-06-17 -3.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 186.19000000 0.000186540223 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 GBP 50575.74000000 USD 2020-06-17 186.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.61000000 -0.00002966569 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 PLN 37319.79000000 EUR 2020-06-17 -29.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -124.08000000 -0.00012431339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11924.05000000 USD 2020-06-17 -124.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 2409.03000000 0.002413561384 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42501.96000000 USD 460000.00000000 NOK 2020-06-17 2409.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -280.49000000 -0.00028101760 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1170000.00000000 INR 15137.13000000 USD 2020-06-17 -280.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 108.50000000 0.000108704088 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10859.95000000 USD 10000.00000000 EUR 2020-06-17 108.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -1022.07000000 -0.00102399251 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12012.70000000 USD 2020-06-17 -1022.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 210.97000000 0.000211366834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14158.60000000 USD 20000.00000000 CAD 2020-06-17 210.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -177.72000000 -0.00017805429 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 PHP 15830.83000000 USD 2020-06-17 -177.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -1814.44000000 -0.00181785296 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 142207.12000000 TRY 2020-06-17 -1814.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 4044.07000000 0.004051676893 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106751.50000000 USD 170000.00000000 AUD 2020-06-17 4044.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -129.29000000 -0.00012953319 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10502.52000000 USD 10000.00000000 CHF 2020-06-17 -129.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 437.45000000 0.000438272843 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12597.32000000 USD 20000.00000000 AUD 2020-06-17 437.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 10.16000000 0.000010179110 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10619.84000000 USD 1140000.00000000 JPY 2020-06-17 10.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.11000000 -0.00011933404 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10849.34000000 USD 2020-06-17 -119.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 128.91000000 0.000129152479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14240.66000000 USD 20000.00000000 CAD 2020-06-17 128.91000000 N N N Performance Food Group Co. 549300EUK8GR9IT1YK57 71377A103 5936.00000000 NS USD 174221.60000000 0.174549310727 Long EC CORP US N 1 N N N TGP Holdings III LLC N/A 87251RAF0 114000.00000000 PA USD 79800.00000000 0.079950103753 Long LON CORP US N 3 2025-09-25 Variable 9.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -227.60000000 -0.00022802811 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 CHF 62011.79000000 USD 2020-06-17 -227.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 1544.49000000 0.001547395184 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 86579.32000000 USD 106980000.00000000 KRW 2020-06-17 1544.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -805.49000000 -0.00080700512 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31925.18000000 USD 30000.00000000 CHF 2020-06-17 -805.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.00000000 0.000052097811 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17851.16000000 USD 1920000.00000000 JPY 2020-06-17 52.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1571.41000000 0.001574365821 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11463.36000000 USD 20000.00000000 AUD 2020-06-17 1571.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 145.45000000 0.000145723591 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12119.83000000 USD 20000.00000000 NZD 2020-06-17 145.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 313.97000000 0.000314560577 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1920000.00000000 JPY 18217.13000000 USD 2020-06-17 313.97000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 N/A -15690.00000000 NS -81022.38000000 -0.08117478304 Short EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -218.47000000 -0.00021888094 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21718.44000000 USD 2020-06-17 -218.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -52.05000000 -0.00005214790 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7138.72000000 USD 760000.00000000 JPY 2020-06-17 -52.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -104.82000000 -0.00010501716 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1120000.00000000 JPY 10338.69000000 USD 2020-06-17 -104.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 433.54000000 0.000434355488 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37509.19000000 USD 370000.00000000 SEK 2020-06-17 433.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 172.58000000 0.000172904622 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12424.81000000 USD 10000.00000000 GBP 2020-06-17 172.58000000 N N N MDR Corp. N/A N/A 2838.00000000 NS USD 124.87000000 0.000125104880 Long EC CORP US N 1 N N N N/A N/A N/A 84.00000000 NC 10250.55000000 0.010269831278 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-09-15 10474275.00000000 GBP 10250.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.97000000 -0.00010316368 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31222.66000000 USD 30000.00000000 CHF 2020-06-17 -102.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 1247.14000000 0.001249485869 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90959.16000000 USD 130000.00000000 SGD 2020-06-17 1247.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -108.83000000 -0.00010903470 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 10885.13000000 EUR 2020-06-17 -108.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -88.16000000 -0.00008832582 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31207.85000000 USD 30000.00000000 CHF 2020-06-17 -88.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 3424.32000000 0.003430761143 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 105026.09000000 USD 8230000.00000000 INR 2020-06-17 3424.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 452.84000000 0.000453691791 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 71880000.00000000 KRW 59663.34000000 USD 2020-06-17 452.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 343.20000000 0.000343845558 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 662143.00000000 JPY 10000.00000000 AUD 2020-06-17 343.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -986.41000000 -0.00098826543 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62774.23000000 USD 86000.00000000 CAD 2020-06-11 -986.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -114.31000000 -0.00011452501 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4820000.00000000 CLP 5665.59000000 USD 2020-06-17 -114.31000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 N/A -7165.00000000 NS -66320.15000000 -0.06644489816 Short EC CORP SE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1378.82000000 0.001381413559 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 SGD 93585.12000000 USD 2020-06-17 1378.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -421.87000000 -0.00042266353 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21515.04000000 USD 2020-06-17 -421.87000000 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 -3225.00000000 NS -130070.40000000 -0.13031506234 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 124.95000000 0.000125185030 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7059.84000000 USD 10000.00000000 CAD 2020-06-17 124.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 474.34000000 0.000475232233 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 BRL 5972.17000000 USD 2020-06-17 474.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -213.77000000 -0.00021417210 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20532.69000000 USD 2020-06-17 -213.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -177.78000000 -0.00017811440 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 760000.00000000 THB 23312.14000000 USD 2020-06-17 -177.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 1086.35000000 0.001088393423 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 71722.68000000 USD 710000.00000000 SEK 2020-06-17 1086.35000000 N N N N/A N/A N/A 14.00000000 NC USD 1200.22000000 0.001202477613 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2021-09-13 3490900.00000000 USD 1200.22000000 N N N Kaman Corp. 5493003YK076OLTEQF95 483548103 4369.00000000 NS USD 169342.44000000 0.169660973030 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1073.28000000 -0.00107529883 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 SGD 62761.85000000 USD 2020-06-17 -1073.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -458.04000000 -0.00045890157 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30661.65000000 USD 2020-06-17 -458.04000000 N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 -1870.00000000 NS -131213.69000000 -0.13146050287 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -188.68000000 -0.00018903490 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14180.89000000 USD 2020-06-17 -188.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 35043.16000000 0.035109076163 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5459999.98000000 NOK 568117.08000000 USD 2020-06-17 35043.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.13000000 0.000020167864 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10393.36000000 USD 2020-06-17 20.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -381.56000000 -0.00038227771 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 NOK 15239.65000000 USD 2020-06-17 -381.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -2930.20000000 -0.00293571170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95223.34000000 USD 900000.03000000 SEK 2020-06-17 -2930.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -783.29000000 -0.00078476336 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12251.48000000 USD 2020-06-17 -783.29000000 N N N N/A N/A N/A 26.00000000 NC 2315.98000000 0.002320336357 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 3 Year Bond 2020-06-15 3046544.54000000 AUD 2315.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -39.94000000 -0.00004001512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15846.13000000 USD 22000.00000000 CAD 2020-06-11 -39.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 26.03000000 0.000026078962 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7049.03000000 USD 50000.00000000 TRY 2020-06-17 26.03000000 N N N JP Morgan Mortgage Acquisition Trust N/A 46630LAG9 46333.49000000 PA USD 46849.02000000 0.046937142979 Long ABS-O CORP US N 2 2036-11-25 Variable 4.87640500 N N N N N N N/A N/A N/A 1.00000000 NC N/A 186.35000000 0.000186700524 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 21740.71000000 USD 2020-06-17 186.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -531.99000000 -0.00053299067 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 641896.00000000 JPY 2020-06-17 -531.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 448.08000000 0.000448922838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9611.13000000 USD 2020-06-17 448.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 209.42000000 0.000209813918 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 676490.00000000 JPY 10000.00000000 AUD 2020-06-17 209.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -805.03000000 -0.00080654426 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11792.36000000 USD 2020-06-17 -805.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 2665.35000000 0.002670363521 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23404.20000000 USD 40000.00000000 AUD 2020-06-17 2665.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -924.92000000 -0.00092665977 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25821.50000000 USD 2670000.00000000 JPY 2020-06-17 -924.92000000 N N N Catamaran CLO Ltd. 549300LMIXJZM5JKUR34 14900AAG4 1000000.00000000 PA USD 827274.50000000 0.828830602851 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 4.98525100 N N N N N N N/A N/A N/A 1.00000000 NC N/A -206.65000000 -0.00020703870 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12390.74000000 USD 2020-06-17 -206.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -784.42000000 -0.00078589549 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12990000.00000000 HUF 39572.95000000 USD 2020-06-17 -784.42000000 N N N N/A N/A N/A -7.00000000 NC -18700.04000000 -0.01873521476 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short EURO STOXX 50 Index EU0009658145 2020-06-19 -202090.00000000 EUR -18700.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -2183.85000000 -0.00218795782 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 64423.24000000 USD 60000.00000000 CHF 2020-06-17 -2183.85000000 N N N GCI Liberty, Inc. N/A 36164V503 1860.00000000 NS USD 46500.00000000 0.046587466472 Long EP CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 595.00000000 NS USD 104958.00000000 0.105155425936 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1364.37000000 0.001366936379 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 10527.42000000 USD 2020-06-17 1364.37000000 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 1545.00000000 NS USD 142170.90000000 0.142438323379 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -850.54000000 -0.00085213986 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1760000.00000000 THB 53547.18000000 USD 2020-06-17 -850.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -472.31000000 -0.00047319841 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7802.75000000 USD 40000.00000000 BRL 2020-06-17 -472.31000000 N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 00790X101 14500.00000000 NS USD 467625.00000000 0.468504602351 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 30.26000000 0.000030316919 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10342.97000000 USD 10000.00000000 CHF 2020-06-17 30.26000000 N N N VectoIQ Acquisition Corp. N/A 92243N103 1500.00000000 NS USD 19875.00000000 0.019912384863 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -357.72000000 -0.00035839287 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 660585.00000000 JPY 2020-06-17 -357.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 1176.17000000 0.001178382375 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11858.60000000 USD 20000.00000000 AUD 2020-06-17 1176.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -381.54000000 -0.00038225767 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2500000.00000000 JPY 22929.86000000 USD 2020-06-17 -381.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -189.00000000 -0.00018935550 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 PLN 21497.64000000 USD 2020-06-17 -189.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 3534.58000000 0.003541228542 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 400000.00000000 PLN 91097.29000000 EUR 2020-06-17 3534.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -742.28000000 -0.00074367622 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10652.98000000 USD 3190000.00000000 HUF 2020-06-17 -742.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1099.67000000 -0.00110173847 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19425.77000000 USD 100000.00000000 BRL 2020-06-17 -1099.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 1189.68000000 0.001191917787 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 PLN 34037.69000000 EUR 2020-06-17 1189.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 589.68000000 0.000590789187 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 11521.96000000 EUR 2020-06-17 589.68000000 N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 30119.00000000 NS USD 787611.85000000 0.789093347429 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -150.98000000 -0.00015126399 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15456.09000000 USD 18580000.00000000 KRW 2020-06-17 -150.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -285.34000000 -0.00028587672 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41778.26000000 USD 40000.00000000 CHF 2020-06-17 -285.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -230.01000000 -0.00023044264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79192.22000000 USD 72000.00000000 EUR 2020-06-11 -230.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 187.68000000 0.000188033025 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12409.71000000 USD 10000.00000000 GBP 2020-06-17 187.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.75000000 0.000105948915 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6411.64000000 USD 10000.00000000 AUD 2020-06-17 105.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -62.12000000 -0.00006223684 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77953.94000000 TRY 10000.00000000 EUR 2020-06-17 -62.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -136.81000000 -0.00013706733 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5995.83000000 USD 2020-06-17 -136.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.43000000 0.000493356260 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 BRL 11488.09000000 USD 2020-06-17 492.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -178.14000000 -0.00017847508 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14191.43000000 USD 2020-06-17 -178.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 255.98000000 0.000256461498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65545.86000000 USD 60000.00000000 EUR 2020-06-11 255.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -1526.77000000 -0.00152964185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91000.00000000 GBP 113105.99000000 USD 2020-06-11 -1526.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -413.35000000 -0.00041412751 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11409.01000000 USD 60000.00000000 BRL 2020-06-17 -413.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -290.74000000 -0.00029128688 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 GBP 50098.81000000 USD 2020-06-17 -290.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -7345.14000000 -0.00735895620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11260000.00000000 PHP 215193.50000000 USD 2020-06-17 -7345.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 703.47000000 0.000704793226 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12331.30000000 USD 20000.00000000 AUD 2020-06-17 703.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -405.87000000 -0.00040663344 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1354369.00000000 JPY 2020-06-17 -405.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.34000000 -0.00002138014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3579.25000000 USD 270000.00000000 INR 2020-06-17 -21.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.98000000 -0.00031657435 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7790000.00000000 CLP 9025.40000000 USD 2020-06-17 -315.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 260.21000000 0.000260699454 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28478.93000000 USD 40000.00000000 CAD 2020-06-17 260.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 123.73000000 0.000123962736 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 685679.00000000 JPY 10000.00000000 AUD 2020-06-17 123.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 167.42000000 0.000167734916 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5965.22000000 USD 10000.00000000 NZD 2020-06-17 167.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -156.91000000 -0.00015720514 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 682121.00000000 JPY 2020-06-17 -156.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -734.39000000 -0.00073577138 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 239999.96000000 SEK 23877.11000000 USD 2020-06-17 -734.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -260.13000000 -0.00026061930 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33165.49000000 USD 30000.00000000 EUR 2020-06-17 -260.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.93000000 -0.00028746971 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.01000000 NOK 6547.35000000 USD 2020-06-17 -286.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 265.92000000 0.000266420195 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000.00000000 GBP 9083.82000000 USD 2020-06-11 265.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 1711.61000000 0.001714829537 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 199999.98000000 TRY 30011.83000000 USD 2020-06-17 1711.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -414.21000000 -0.00041498912 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32491.15000000 USD 2020-06-17 -414.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -1530.19000000 -0.00153306828 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16566.07000000 USD 280000.00000000 ZAR 2020-06-17 -1530.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -985.08000000 -0.00098693293 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77764.25000000 USD 70000.00000000 EUR 2020-06-17 -985.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 207.76000000 0.000208150796 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1375615.00000000 JPY 20000.00000000 AUD 2020-06-17 207.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -962.74000000 -0.00096455091 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1294648.00000000 JPY 2020-06-17 -962.74000000 N N N Hawaii Hotel Trust N/A 41975AAL6 1700000.00000000 PA USD 1350768.49000000 1.353309284740 Long ABS-MBS CORP US N 2 2038-05-15 Floating 3.56400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44.06000000 -0.00004414287 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 270000.00000000 THB 8301.04000000 USD 2020-06-17 -44.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -547.28000000 -0.00054830943 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32358.08000000 USD 2020-06-17 -547.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.32000000 -0.00000132248 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 JPY 278.42000000 USD 2020-06-17 -1.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 145.24000000 0.000145513196 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 683373.00000000 JPY 10000.00000000 AUD 2020-06-17 145.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -193.89000000 -0.00019425470 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5664.07000000 USD 2020-06-17 -193.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 40.07000000 0.000040145371 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4779.18000000 USD 19999.99000000 PLN 2020-06-17 40.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.61000000 0.000000611147 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7184.18000000 USD 10000.00000000 CAD 2020-06-17 0.61000000 N N N Wright Medical Group NV 549300JGCCQ1HTDOXU32 N/A 15700.00000000 NS USD 457184.00000000 0.458043962837 Long EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2694.07000000 0.002699137544 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 103697.81000000 USD 150000.00000000 SGD 2020-06-17 2694.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 1138.33000000 0.001140471198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1275818.00000000 JPY 20000.00000000 AUD 2020-06-17 1138.33000000 N N N Unilever NV 549300TK7G7NZTVM1Z30 N/A 2758.00000000 NS 137758.91000000 0.138018034429 Long EC CORP NL N 1 N N N N/A N/A N/A 4.00000000 NC -2923.79000000 -0.00292928964 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2020-06-15 595394.76000000 AUD -2923.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -84.67000000 -0.00008482926 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10883.78000000 USD 2020-06-17 -84.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -234.18000000 -0.00023462049 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 NOK 8552.75000000 USD 2020-06-17 -234.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 249.77000000 0.000250239817 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1371110.00000000 JPY 20000.00000000 AUD 2020-06-17 249.77000000 N N N Comtech Telecommunications Corp. 529900FTEZ8MGM0Y8F73 205826209 -216.00000000 NS USD -3998.16000000 -0.00400568053 Short EC CORP US N 1 N N N Falcon Minerals Corp. 549300OILIONON7XK623 30607B109 3400.00000000 NS USD 8313.00000000 0.008328636748 Long EC CORP US N 1 N N N N/A N/A 000000000 -1782.00000000 NS USD -7351.72570000 -0.00736555429 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR057 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/26/2021 Emerson Electric Co -28596.62169429 USD -1115.10035348 USD Kellogg Co -25449.89106781 USD -992.39633371 USD Caterpillar Inc -26970.98505488 USD -1051.71006876 USD PACCAR Inc -26815.27431686 USD -1045.63826417 USD Hormel Foods Corp -24375.46508052 USD -950.50002823 USD Cummins Inc -29233.93606595 USD -1139.95187227 USD 3M Co -27307.26671967 USD -1064.82307936 USD Y 2021-04-26 0.00000000 USD 0.00000000 USD -188749.00000000 USD -7360.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -65.47000000 -0.00006559314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 121120000.00000000 CLP 145175.58000000 USD 2020-06-17 -65.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.69000000 -0.00014396028 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5988.95000000 USD 2020-06-17 -143.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -381.90000000 -0.00038261835 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1070000.00000000 INR 13717.97000000 USD 2020-06-17 -381.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 3144.77000000 0.003150685310 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3486600.00000000 THB 110907.88000000 USD 2020-06-17 3144.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -230.41000000 -0.00023084340 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6954.38000000 USD 2020-06-17 -230.41000000 N N N Dr Reddy's Laboratories Ltd. 335800OVDPY3DVZR2798 256135203 90.00000000 NS USD 4607.10000000 0.004615765952 Long EC CORP IN N 1 N N N N/A N/A N/A 1.00000000 NC N/A -46.88000000 -0.00004696818 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14232.46000000 USD 20000.00000000 SGD 2020-06-17 -46.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 3739.64000000 0.003746674260 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 23597.48000000 USD 280000.00000000 NOK 2020-06-17 3739.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1082.48000000 0.001084516144 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 129999.99000000 TRY 19477.62000000 USD 2020-06-17 1082.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -173.91000000 -0.00017423712 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 700000.00000000 JPY 6353.28000000 USD 2020-06-17 -173.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 1589.31000000 0.001592299491 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 118988.16000000 USD 170000.00000000 SGD 2020-06-17 1589.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -381.77000000 -0.00038248810 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 658006.00000000 JPY 2020-06-17 -381.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -340.92000000 -0.00034156127 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 920000.00000000 INR 11782.33000000 USD 2020-06-17 -340.92000000 N N N N/A N/A N/A 35.00000000 NC USD 34776.59000000 0.034842004745 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Foreign Exchange JPY/USD 2020-06-15 4083187.50000000 USD 34776.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.75000000 -0.00009693198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7088.04000000 USD 2020-06-17 -96.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 483.42000000 0.000484329312 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 BRL 11479.08000000 USD 2020-06-17 483.42000000 N N N Teva Pharmaceutical Industries Ltd. 549300BAFGM4RC74ZJ94 881624209 49.00000000 NS USD 526.26000000 0.000527249894 Long EC CORP IL N 1 N N N N/A N/A N/A 1.00000000 NC N/A 314.36000000 0.000314951310 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8979.05000000 USD 7750000.00000000 CLP 2020-06-17 314.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.15000000 -0.00027666943 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12321.24000000 USD 2020-06-17 -276.15000000 N N N 4L Holding Corp. N/A 35086DAE4 31918.56000000 PA USD 25561.34000000 0.025609420865 Long LON CORP US N 2 2024-02-05 Variable 8.93650000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 165.95000000 0.000166262151 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14019.63000000 USD 20000.00000000 SGD 2020-06-17 165.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -176.10000000 -0.00017643124 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21760.81000000 USD 2020-06-17 -176.10000000 N N N Front Yard Residential Corp. N/A 35904G107 5200.00000000 NS USD 59332.00000000 0.059443603457 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -307.45000000 -0.00030802831 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 NOK 8479.48000000 USD 2020-06-17 -307.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 528.18000000 0.000529173506 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 77492.53000000 USD 110000.00000000 SGD 2020-06-17 528.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 879.78000000 0.000881434865 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5637.61000000 USD 10000.00000000 AUD 2020-06-17 879.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -2660.12000000 -0.00266512368 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29545.34000000 USD 190000.02000000 TRY 2020-06-17 -2660.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 176.84000000 0.000177172635 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6340.55000000 USD 10000.00000000 AUD 2020-06-17 176.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -693.93000000 -0.00069523528 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 38770.64000000 USD 390000.00000000 NOK 2020-06-17 -693.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -638.60000000 -0.00063980120 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 73001.89000000 TRY 2020-06-17 -638.60000000 N N N N/A N/A N/A -15.00000000 NC USD 31679.79000000 0.031739379666 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange ZAR/USD 2020-06-15 -403312.50000000 USD 31679.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 176.67000000 0.000177002316 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 ZAR 8768.60000000 USD 2020-06-17 176.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.82000000 -0.00012806042 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19888.36000000 EUR 90000.00000000 PLN 2020-06-17 -127.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -57.65000000 -0.00005775843 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9580.86000000 USD 2020-06-17 -57.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1732.24000000 -0.00173549834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1720000.00000000 PHP 32261.23000000 USD 2020-06-17 -1732.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 609.00000000 0.000610145528 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 633637.00000000 JPY 10000.00000000 AUD 2020-06-17 609.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -258.20000000 -0.00025868567 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11226.65000000 USD 10000.00000000 EUR 2020-06-17 -258.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.13000000 0.000025177269 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13204.13000000 EUR 2020-06-17 25.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 141.80000000 0.000142066725 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1780000.00000000 JPY 16739.52000000 USD 2020-06-17 141.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -2012.06000000 -0.00201584468 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 SGD 146936.58000000 USD 2020-06-17 -2012.06000000 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 2960.00000000 NS USD 148207.20000000 0.148485977656 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -35.04000000 -0.00003510591 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43908.85000000 USD 40000.00000000 EUR 2020-06-17 -35.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -159.46000000 -0.00015975994 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5973.18000000 USD 2020-06-17 -159.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 62.05000000 0.000062166716 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7030.74000000 USD 10000.00000000 SGD 2020-06-17 62.05000000 N N N N/A N/A N/A 6.00000000 NC 7473.07000000 0.007487126840 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long United Kingdom of Great Britain and Northern Ireland Long Gilt 2020-06-26 826200.00000000 GBP 7473.07000000 N N N Stars Group, Inc. (The) 54930026VVWZTYC29T51 85570W100 16185.00000000 NS USD 452532.60000000 0.453383813556 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 649.94000000 0.000651162536 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18902.22000000 USD 30000.00000000 AUD 2020-06-17 649.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 969.39000000 0.000971213422 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 102262.64000000 USD 3340000.00000000 THB 2020-06-17 969.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -309.97000000 -0.00031055305 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 PLN 18967.04000000 USD 2020-06-17 -309.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.99000000 0.000031048292 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 15406.35000000 EUR 2020-06-17 30.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -80.12000000 -0.00008027070 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 PLN 4739.13000000 USD 2020-06-17 -80.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 1682.72000000 0.001685885195 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3314280.00000000 JPY 50000.00000000 AUD 2020-06-17 1682.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -27.79000000 -0.00002784227 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15226.83000000 USD 1630000.00000000 JPY 2020-06-17 -27.79000000 N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 1436.00000000 NS USD 57195.88000000 0.057303465416 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3817.39000000 -0.00382457050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 220000.00000000 SGD 152224.04000000 USD 2020-06-17 -3817.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.46000000 0.000018494723 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10391.69000000 USD 2020-06-17 18.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.79000000 -0.00002283286 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18765.16000000 USD 2010000.00000000 JPY 2020-06-17 -22.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -3082.55000000 -0.00308834827 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30571.69000000 USD 150000.00000000 BRL 2020-06-17 -3082.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 1990.56000000 0.001994304242 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73627.84000000 USD 63060000.00000000 CLP 2020-06-17 1990.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -820.99000000 -0.00082253428 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12213.78000000 USD 2020-06-17 -820.99000000 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 1273.00000000 NS USD 125785.13000000 0.126021731756 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1009.18000000 0.001011078266 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 CHF 63248.57000000 USD 2020-06-17 1009.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.39000000 -0.00001642082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6605.55000000 EUR 30000.00000000 PLN 2020-06-17 -16.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 305.01000000 0.000305583723 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28434.13000000 USD 40000.00000000 CAD 2020-06-17 305.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -64.41000000 -0.00006453115 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 PLN 28851.11000000 USD 2020-06-17 -64.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 2588.58000000 0.002593449117 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 PLN 38732.98000000 USD 2020-06-17 2588.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 2639.25000000 0.002644214427 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 250000.00000000 SGD 179959.05000000 USD 2020-06-17 2639.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 1583.96000000 0.001586939427 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17968.20000000 USD 30000.00000000 AUD 2020-06-17 1583.96000000 N N N Adesto Technologies Corp. 549300J97LXW3AREY415 00687DAA9 147000.00000000 PA USD 170020.13000000 0.170339937765 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N Y Adesto Technologies Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A 66.33000000 0.000066454766 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21870.58000000 USD 20000.00000000 EUR 2020-06-17 66.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -990.47000000 -0.00099233307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 32110.16000000 USD 30000.00000000 CHF 2020-06-17 -990.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -472.34000000 -0.00047322847 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1910000.00000000 JPY 17337.57000000 USD 2020-06-17 -472.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -82.58000000 -0.00008273533 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4120000.00000000 CLP 4857.92000000 USD 2020-06-17 -82.58000000 N N N N/A N/A N/A 8.00000000 NC USD 209.39000000 0.000209783862 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2020-06-30 1763437.50000000 USD 209.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 347.84000000 0.000348494286 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 BRL 7678.28000000 USD 2020-06-17 347.84000000 N N N N/A N/A 000000000 -1805.00000000 NS USD -2812.51359999 -0.00281780393 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR059 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/28/2021 Amgen Inc -10317.92278371 USD -156.00152911 USD Target Corp -10595.36039102 USD -160.19623883 USD Apple Inc -10712.00626573 USD -161.95986269 USD Costco Wholesale Corp -9948.84605616 USD -150.42128442 USD Dollar General Corp -9959.47171121 USD -150.58193870 USD Fidelity National Information Services I -10913.90109697 USD -165.01240564 USD General Mills Inc -10057.87764739 USD -152.06978435 USD Agilent Technologies Inc -10237.30812677 USD -154.78267818 USD Sherwin-Williams Co/The -10785.10080225 USD -163.06501338 USD Canadian Imperial Bank of Commerce -10739.90622636 USD -162.38169532 USD Starbucks Corp -10238.47501018 USD -154.80032084 USD Clorox Co/The -9843.90594219 USD -148.83464546 USD CVS Health Corp -10071.83039721 USD -152.28074253 USD Cisco Systems Inc -10210.75783666 USD -154.38125186 USD McDonald's Corp -10331.71674876 USD -156.21008656 USD Kroger Co/The -9640.32725388 USD -145.75664349 USD United Parcel Service Inc -9544.66681710 USD -144.31030834 USD Pfizer Inc -10484.07073270 USD -158.51359812 USD Y 2021-04-28 0.00000000 USD 0.00000000 USD -184633.00000000 USD -2791.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 2746.01000000 0.002751175243 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 510000.00000000 MXN 23753.59000000 USD 2020-06-17 2746.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 43.62000000 0.000043702049 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17952.78000000 USD 1930000.00000000 JPY 2020-06-17 43.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -1209.65000000 -0.00121192535 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21368.35000000 USD 110000.00000000 BRL 2020-06-17 -1209.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 76.92000000 0.000077064686 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7749.44000000 USD 190000.10000000 MXN 2020-06-17 76.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -606.93000000 -0.00060807163 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11990.46000000 USD 2020-06-17 -606.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 62.22000000 0.000062337035 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41430.70000000 USD 40000.00000000 CHF 2020-06-17 62.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 64.02000000 0.000064140421 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10290.40000000 USD 12570000.00000000 KRW 2020-06-17 64.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 1314.98000000 0.001317453476 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7849999.89000000 HUF 25703.38000000 USD 2020-06-17 1314.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 111.81000000 0.000112020314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28035.82000000 USD 9059999.52000000 HUF 2020-06-17 111.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 183.60000000 0.000183945351 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28555.54000000 USD 40000.00000000 CAD 2020-06-17 183.60000000 N N N N/A N/A N/A 2.00000000 NC USD 19066.76000000 0.019102624564 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2020-06-19 362062.50000000 USD 19066.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -189.93000000 -0.00019028725 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 678580.00000000 JPY 2020-06-17 -189.93000000 N N N N/A 213800NZT1VX6PZ7BT53 N/A 9800.00000000 NS USD 11368.00000000 0.011389383201 N/A DE US N 3 API Group Corp. 213800NZT1VX6PZ7BT53 Call Purchased API Group Corp. API Group Corp. 0.33300000 11.50000000 USD 2027-09-07 XXXX 9710.22000000 N N N Deluxe Entertainment Services Group N/A N/A 130007.96000000 PA USD 112456.89000000 0.112668421344 Long LON CORP US N 2 2025-11-14 Variable 7.95013000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -6.95000000 -0.00000696307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9051.78000000 USD 970000.00000000 JPY 2020-06-17 -6.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 1085.56000000 0.001087601937 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 SEK 84149.38000000 USD 2020-06-17 1085.56000000 N N N Progress Residential Trust N/A 74331MAE6 1000000.00000000 PA USD 966709.50000000 0.968527880004 Long ABS-O CORP US N 2 2035-10-17 Fixed 4.87300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -247.11000000 -0.00024757481 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 450000.00000000 THB 13661.40000000 USD 2020-06-17 -247.11000000 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 -985.00000000 NS USD -149641.20000000 -0.14992267500 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 595.60000000 0.000596720323 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 141260.24000000 USD 200000.00000000 SGD 2020-06-17 595.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -413.44000000 -0.00041421768 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2050000.00000000 JPY 18701.91000000 USD 2020-06-17 -413.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 10.05000000 0.000010068904 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21946.96000000 USD 2020-06-17 10.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -587.09000000 -0.00058819431 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 5930.30000000 USD 2020-06-17 -587.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 1081.39000000 0.001083424093 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1980873.00000000 JPY 30000.00000000 AUD 2020-06-17 1081.39000000 N N N Dova Pharmaceuticals, Inc. 5299002ZW0UYRIRJ3226 259CVR017 8800.00000000 NS USD 4400.00000000 0.004408276397 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 1803.86000000 0.001807253059 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2242000.00000000 THB 71099.13000000 USD 2020-06-17 1803.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.26000000 0.000493185940 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1345104.00000000 JPY 20000.00000000 AUD 2020-06-17 492.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.60000000 0.000047689535 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7598.54000000 USD 820000.00000000 JPY 2020-06-17 47.60000000 N N N Expedia Group, Inc. N/A 30212P303 70.00000000 NS USD 4968.60000000 0.004977945933 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 13.01000000 0.000013034471 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 6602.47000000 EUR 2020-06-17 13.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -151.31000000 -0.00015159461 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 400000.00000000 INR 5119.67000000 USD 2020-06-17 -151.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.90000000 0.000027952479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9576.40000000 USD 1030000.00000000 JPY 2020-06-17 27.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.78000000 0.000019817206 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22638.91000000 USD 2430000.00000000 JPY 2020-06-17 19.78000000 N N N N/A N/A 000000000 -1825.00000000 NS USD -2020.42750000 -0.00202422792 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR060 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/29/2021 Amgen Inc -13197.94884704 USD -141.58303873 USD Walgreens Boots Alliance Inc -12901.63294889 USD -138.40426408 USD Costco Wholesale Corp -12718.82423572 USD -136.44315532 USD Agilent Technologies Inc -13192.34722270 USD -141.52294644 USD Dollar General Corp -12985.37500401 USD -139.30261993 USD Target Corp -13267.88000077 USD -142.33323601 USD McDonald's Corp -13286.51431675 USD -142.53313851 USD Canadian Imperial Bank of Commerce -13834.47055872 USD -148.41142390 USD Home Depot Inc/The -13505.74101734 USD -144.88492687 USD Starbucks Corp -13234.09381099 USD -141.97078943 USD CVS Health Corp -12876.74880999 USD -138.13731563 USD Apple Inc -13534.65735996 USD -145.19513141 USD Pfizer Inc -13377.50728083 USD -143.50927962 USD Sherwin-Williams Co/The -13816.51044355 USD -148.21875399 USD Y 2021-04-29 0.00000000 USD 0.00000000 USD -185730.00000000 USD -1992.45000000 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250104 315.00000000 NS USD 111176.10000000 0.111385222179 Long EC CORP US N 1 N N N Cia Brasileira de Distribuicao 5299003V5B6KLICZCC14 20440T300 1071.00000000 NS USD 13076.91000000 0.013101507660 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 814.98000000 0.000816512976 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 611547.00000000 JPY 10000.00000000 AUD 2020-06-17 814.98000000 N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496107 5100.00000000 NS USD 272493.00000000 0.273005559173 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 123.49000000 0.000123722284 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43750.32000000 USD 40000.00000000 EUR 2020-06-17 123.49000000 N N N Delphi Technologies plc 549300SEU65CJHRH6V04 N/A 5900.00000000 NS USD 58941.00000000 0.059051867986 Long EC CORP JE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 84.25000000 0.000084408474 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31035.44000000 USD 30000.00000000 CHF 2020-06-17 84.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.33000000 -0.00020271058 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10170.90000000 USD 2020-06-17 -202.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -218.78000000 -0.00021919152 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6966.01000000 USD 2020-06-17 -218.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.90000000 -0.00009507850 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9543.61000000 USD 2020-06-17 -94.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.71000000 -0.00000371697 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 8784.10000000 EUR 2020-06-17 -3.71000000 N N N Battalion Oil Corp. 3XHTN2NNIMMPORDAMJ28 07134L107 4530.00000000 NS USD 22197.00000000 0.022238752544 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4.86000000 -0.00000486914 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 JPY 274.88000000 USD 2020-06-17 -4.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -961.02000000 -0.00096282767 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15996.90000000 USD 280000.00000000 ZAR 2020-06-17 -961.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -299.10000000 -0.00029966260 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21637.81000000 USD 2020-06-17 -299.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 723.68000000 0.000725041241 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 ZAR 6093.64000000 USD 2020-06-17 723.68000000 N N N Mail.Ru Group Ltd. 2138009IXUP41SPL5B50 560317208 928.00000000 NS USD 16704.00000000 0.016735420214 Long EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1627.85000000 -0.00163091198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 440000.00000000 SEK 43493.24000000 USD 2020-06-17 -1627.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 156.47000000 0.000156764319 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5976.17000000 USD 10000.00000000 NZD 2020-06-17 156.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -174.18000000 -0.00017450763 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21762.73000000 USD 2020-06-17 -174.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.72000000 0.000493646806 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37853.66000000 USD 2910000.00000000 INR 2020-06-17 492.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -423.12000000 -0.00042391588 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11418.78000000 USD 60000.00000000 BRL 2020-06-17 -423.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.85000000 -0.00020323156 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20543.61000000 USD 2020-06-17 -202.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -750.41000000 -0.00075182152 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31428.22000000 USD 3290000.00000000 JPY 2020-06-17 -750.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 289.43000000 0.000289974417 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1370000.00000000 SEK 140780.09000000 USD 2020-06-17 289.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 1002.47000000 0.001004355645 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 147945.38000000 TRY 20000.00000000 EUR 2020-06-17 1002.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 9849.14000000 0.009867666226 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 615000.00000000 TRY 96872.33000000 USD 2020-06-17 9849.14000000 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 -580.00000000 NS USD -75997.40000000 -0.07614035106 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -152.26000000 -0.00015254640 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13710000.00000000 KRW 11141.23000000 USD 2020-06-17 -152.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -631.94000000 -0.00063312867 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 NOK 7178.67000000 USD 2020-06-17 -631.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -175.17000000 -0.00017549949 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12422.22000000 USD 2020-06-17 -175.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 90.04000000 0.000090209365 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8954.79000000 USD 970000.00000000 JPY 2020-06-17 90.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 1042.33000000 0.001044290622 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13400000.74000000 HUF 42673.49000000 USD 2020-06-17 1042.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 5824.78000000 0.005835736407 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 360000.00000000 TRY 56765.18000000 USD 2020-06-17 5824.78000000 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 1425.00000000 NS USD 68428.50000000 0.068557213968 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3817.46000000 -0.00382464064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40469.65000000 USD 200000.00000000 BRL 2020-06-17 -3817.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 262.79000000 0.000263284307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 670766.00000000 JPY 10000.00000000 AUD 2020-06-17 262.79000000 N N N N/A N/A N/A 80.00000000 NC 6703.99000000 0.006716600201 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-03-17 9976500.00000000 GBP 6703.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 182.45000000 0.000182793188 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12414.94000000 USD 10000.00000000 GBP 2020-06-17 182.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 574.68000000 0.000575760972 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 637318.00000000 JPY 10000.00000000 AUD 2020-06-17 574.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -59.62000000 -0.00005973214 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10313.61000000 USD 2020-06-17 -59.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -210.44000000 -0.00021083583 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9973.70000000 USD 100000.00000000 NOK 2020-06-17 -210.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 34.65000000 0.000034715176 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9942.28000000 USD 8320000.00000000 CLP 2020-06-17 34.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1074.51000000 0.001076531152 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 ZAR 10203.44000000 USD 2020-06-17 1074.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -224.04000000 -0.00022446141 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 780000.00000000 JPY 7049.12000000 USD 2020-06-17 -224.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 236.52000000 0.000236964893 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5896.12000000 USD 10000.00000000 NZD 2020-06-17 236.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 112.98000000 0.000113192515 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6721.30000000 USD 70000.00000000 NOK 2020-06-17 112.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -364.26000000 -0.00036494517 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 560000.00000000 THB 16944.10000000 USD 2020-06-17 -364.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.99000000 -0.00000700314 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7653.13000000 USD 820000.00000000 JPY 2020-06-17 -6.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -101.41000000 -0.00010160075 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 230000.00000000 THB 7007.38000000 USD 2020-06-17 -101.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -166.28000000 -0.00016659277 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12431.11000000 USD 2020-06-17 -166.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -532.19000000 -0.00053319104 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 17865.73000000 USD 2020-06-17 -532.19000000 N N N MASTR Alternative Loan Trust N/A 576434VX9 21931.23000000 PA USD 21906.00000000 0.021947205173 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 220.13000000 0.000220544064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1890000.00000000 JPY 17843.55000000 USD 2020-06-17 220.13000000 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 136375102 6186.00000000 NS USD 512633.82000000 0.513598083916 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -27.76000000 -0.00002781221 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6618.37000000 USD 160000.00000000 MXN 2020-06-17 -27.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.00000000 -0.00009417681 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9544.51000000 USD 2020-06-17 -94.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 662.06000000 0.000663305334 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18890.10000000 USD 30000.00000000 AUD 2020-06-17 662.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -926.34000000 -0.00092808244 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16499.22000000 USD 289999.96000000 ZAR 2020-06-17 -926.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 521.01000000 0.000521990019 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12307.26000000 USD 70000.00000000 BRL 2020-06-17 521.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -140.73000000 -0.00014099471 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11109.18000000 USD 10000.00000000 EUR 2020-06-17 -140.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.15000000 0.000060263142 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21563.05000000 USD 26250000.00000000 KRW 2020-06-17 60.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -164.58000000 -0.00016488957 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12432.81000000 USD 2020-06-17 -164.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -555.17000000 -0.00055621427 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 5962.22000000 USD 2020-06-17 -555.17000000 N N N Credit Acceptance Corp. N/A 225310101 -425.00000000 NS USD -132417.25000000 -0.13266632676 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -261.04000000 -0.00026153101 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2190000.00000000 JPY 20159.75000000 USD 2020-06-17 -261.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.13000000 0.000047218651 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6870.15000000 USD 350000.00000000 PHP 2020-06-17 47.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.24000000 -0.00017256398 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30947.45000000 USD 2020-06-17 -172.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.80000000 -0.00013805920 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5720.16000000 USD 2020-06-17 -137.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 144.63000000 0.000144902048 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 116686.83000000 USD 3780000.00000000 THB 2020-06-17 144.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -258.57000000 -0.00025905637 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21005.03000000 USD 20000.00000000 CHF 2020-06-17 -258.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -198.68000000 -0.00019905371 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 SEK 6979.68000000 USD 2020-06-17 -198.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1017.39000000 -0.00101930370 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 17380.53000000 USD 2020-06-17 -1017.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 63.50000000 0.000063619443 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8501.84000000 USD 650000.00000000 INR 2020-06-17 63.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.69000000 0.000060804157 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7124.10000000 USD 10000.00000000 CAD 2020-06-17 60.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -432.34000000 -0.00043315323 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1910000.00000000 JPY 17377.57000000 USD 2020-06-17 -432.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -128.81000000 -0.00012905229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 CAD 7055.98000000 USD 2020-06-17 -128.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 69.11000000 0.000069239995 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 691537.00000000 JPY 10000.00000000 AUD 2020-06-17 69.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 59.10000000 0.000059211167 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6793.17000000 USD 520000.00000000 INR 2020-06-17 59.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 166.51000000 0.000166823205 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5148.49000000 USD 570000.00000000 JPY 2020-06-17 166.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -205.41000000 -0.00020579637 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 PLN 19584.56000000 EUR 2020-06-17 -205.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 199.44000000 0.000199815146 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12397.95000000 USD 10000.00000000 GBP 2020-06-17 199.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 2787.24000000 0.002792482796 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42834.47000000 USD 70000.00000000 AUD 2020-06-17 2787.24000000 N N N N/A N/A N/A -1.00000000 NC -232.14000000 -0.00023257665 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2021-03-15 -251162.50000000 EUR -232.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 30268.09000000 0.030325024259 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1890000.00000000 TRY 297705.21000000 USD 2020-06-17 30268.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.60000000 0.000045685773 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31074.09000000 USD 30000.00000000 CHF 2020-06-17 45.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -272.94000000 -0.00027345339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30846.75000000 USD 2020-06-17 -272.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -2733.86000000 -0.00273900238 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 250000.00000000 ILS 69077.34000000 USD 2020-06-17 -2733.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 100.18000000 0.000100368438 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11947.96000000 USD 50000.01000000 PLN 2020-06-17 100.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -2116.43000000 -0.00212041100 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1120000.00000000 AUD 727830.88000000 USD 2020-06-17 -2116.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 340.28000000 0.000340920066 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 BRL 11335.94000000 USD 2020-06-17 340.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1616.02000000 -0.00161905973 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 420000.03000000 SEK 41454.11000000 USD 2020-06-17 -1616.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 2628.85000000 0.002633794865 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2914600.00000000 THB 92712.70000000 USD 2020-06-17 2628.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -314.72000000 -0.00031531198 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30804.97000000 USD 2020-06-17 -314.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 878.75000000 0.000880402928 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12156.02000000 USD 20000.00000000 AUD 2020-06-17 878.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -436.31000000 -0.00043713069 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17780.00000000 USD 1860000.00000000 JPY 2020-06-17 -436.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.22000000 0.000024265557 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5904.87000000 USD 300000.00000000 PHP 2020-06-17 24.22000000 N N N Media General, Inc. N/A 584CVR997 76116.00000000 NS USD 0.00000000 0.000000 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -414.13000000 -0.00041490897 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1310000.00000000 INR 16848.33000000 USD 2020-06-17 -414.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 2593.06000000 0.002597937544 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2914600.00000000 THB 92676.91000000 USD 2020-06-17 2593.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 15.45000000 0.000015479061 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1960.91000000 USD 100000.00000000 PHP 2020-06-17 15.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 260.50000000 0.000260990000 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 75673.94000000 TRY 10000.00000000 EUR 2020-06-17 260.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 2034.79000000 0.002038617438 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 131979.88000000 USD 10170000.00000000 INR 2020-06-17 2034.79000000 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 467.00000000 NS USD 156295.56000000 0.156589551857 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 143.46000000 0.000143729848 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12213.93000000 USD 299999.93000000 MXN 2020-06-17 143.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 305.47000000 0.000306044588 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6879.32000000 USD 10000.00000000 CAD 2020-06-17 305.47000000 N N N N/A N/A N/A -4.00000000 NC -2957.08000000 -0.00296264226 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Short OMXS30 Index SE0000337842 2020-05-15 -631200.00000000 SEK -2957.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 722.93000000 0.000724289830 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4280000.00000000 INR 57122.42000000 USD 2020-06-17 722.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -373.66000000 -0.00037436285 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 SEK 15008.53000000 USD 2020-06-17 -373.66000000 N N N Gilat Satellite Networks Ltd. 529900RVHDCYJ5YWHP12 N/A 9100.00000000 NS USD 77805.00000000 0.077951351159 Long EC CORP IL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -339.53000000 -0.00034016865 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5793.11000000 USD 2020-06-17 -339.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -413.35000000 -0.00041412751 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11409.01000000 USD 60000.00000000 BRL 2020-06-17 -413.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 652.32000000 0.000653547013 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 628992.00000000 JPY 10000.00000000 AUD 2020-06-17 652.32000000 N N N N/A N/A N/A 1.00000000 NC USD -1089.99000000 -0.00109204027 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2020-07-14 26212.50000000 USD -1089.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.28000000 -0.00009646110 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 690000.01000000 MXN 28325.74000000 USD 2020-06-17 -96.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -55.97000000 -0.00005607527 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 38929.45000000 USD 2950000.00000000 INR 2020-06-17 -55.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -507.44000000 -0.00050839449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68042.97000000 USD 94000.00000000 CAD 2020-06-11 -507.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -416.90000000 -0.00041768418 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 654239.00000000 JPY 2020-06-17 -416.90000000 N N N GenOn Energy, Inc. 54930052FQLRHOTY0J14 3724ESC78 1655000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2020-10-15 Fixed 9.87540000 Y N N N N N N/A N/A N/A 1.00000000 NC N/A 195.67000000 0.000196038055 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6989.12000000 USD 10000.00000000 CAD 2020-06-17 195.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.97000000 -0.00002301320 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 850000.00000000 JPY 7902.91000000 USD 2020-06-17 -22.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -351.55000000 -0.00035221126 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106743.43000000 USD 150000.00000000 SGD 2020-06-17 -351.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.10000000 0.000021139689 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 8806.72000000 EUR 2020-06-17 21.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 42.73000000 0.000042810375 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28013.00000000 CAD 20170.41000000 USD 2020-06-30 42.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 635.64000000 0.000636835638 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1329728.00000000 JPY 20000.00000000 AUD 2020-06-17 635.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -1530.19000000 -0.00153306828 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16566.07000000 USD 280000.00000000 ZAR 2020-06-17 -1530.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -192.61000000 -0.00019297229 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30927.08000000 USD 2020-06-17 -192.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.64000000 -0.00002969575 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 PLN 4789.61000000 USD 2020-06-17 -29.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -1187.40000000 -0.00118963349 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39264.11000000 USD 390000.00000000 NOK 2020-06-17 -1187.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 56.82000000 0.000056926878 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21993.73000000 USD 2020-06-17 56.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -177.31000000 -0.00017764352 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6309.95000000 USD 10000.00000000 NZD 2020-06-17 -177.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 9386.69000000 0.009404346358 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160065.36000000 USD 260000.00000000 AUD 2020-06-17 9386.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -122.11000000 -0.00012233968 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 410000.00000000 INR 5280.64000000 USD 2020-06-17 -122.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.81000000 0.000091982694 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10876.64000000 USD 10000.00000000 EUR 2020-06-17 91.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.99000000 -0.00018633984 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21750.92000000 USD 2020-06-17 -185.99000000 N N N TD Ameritrade Holding Corp. ZI85ER3E6RXD4HPHW309 87236Y108 2900.00000000 NS USD 113883.00000000 0.114097213856 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -32.14000000 -0.00003220045 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 PLN 4787.11000000 USD 2020-06-17 -32.14000000 N N N Grifols SA 959800HSSNXWRKBK4N60 398438408 13100.00000000 NS USD 265930.00000000 0.266430214174 Long EC CORP ES N 1 N N N N/A N/A N/A 1.00000000 NC N/A -176.57000000 -0.00017690212 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 NOK 6657.71000000 USD 2020-06-17 -176.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.67000000 -0.00002171076 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7163.12000000 USD 2020-06-17 -21.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -4213.75000000 -0.00422167606 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42698.55000000 USD 210000.00000000 BRL 2020-06-17 -4213.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.36000000 -0.00000336632 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1280000.00000000 INR 16863.78000000 USD 2020-06-17 -3.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -365.65000000 -0.00036633778 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 PLN 37013.42000000 EUR 2020-06-17 -365.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -2290.69000000 -0.00229499878 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 293871.28000000 TRY 2020-06-17 -2290.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -675.27000000 -0.00067654018 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2230000.00000000 JPY 20118.50000000 USD 2020-06-17 -675.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 380.92000000 0.000381636510 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18514.59000000 USD 15000.00000000 GBP 2020-06-11 380.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 388.57000000 0.000389300899 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 29127.71000000 USD 2020-06-17 388.57000000 N N N McDermott International, Inc. N/A 58004GAL2 566939.09000000 PA USD 534056.62000000 0.535061180190 Long LON CORP US N 2 2020-10-21 Variable 10.64663000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2164.76000000 -0.00216883191 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 GBP 35627.40000000 USD 2020-06-17 -2164.76000000 N N N Cia Brasileira de Distribuicao 5299003V5B6KLICZCC14 20440T300 112.00000000 NS USD 1367.52000000 0.001370092304 Long EC CORP BR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1035.75000000 -0.00103769824 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 430000.00000000 SEK 43059.86000000 USD 2020-06-17 -1035.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 123.60000000 0.000123832491 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10844.85000000 USD 10000.00000000 EUR 2020-06-17 123.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -88.57000000 -0.00008873660 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11057.02000000 USD 10000.00000000 EUR 2020-06-17 -88.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -2597.67000000 -0.00260255621 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 291701.88000000 TRY 2020-06-17 -2597.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -254.35000000 -0.00025482843 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5878.29000000 USD 2020-06-17 -254.35000000 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 1590.00000000 NS USD 92903.70000000 0.093078451805 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -234.54000000 -0.00023498116 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 SGD 21043.84000000 USD 2020-06-17 -234.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -2504.33000000 -0.00250904064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 SGD 146444.31000000 USD 2020-06-17 -2504.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -330.29000000 -0.00033091127 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21606.62000000 USD 2020-06-17 -330.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 909.36000000 0.000911070505 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 54284.40000000 USD 90000.00000000 NZD 2020-06-17 909.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 697.79000000 0.000699102542 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 31817.48000000 USD 2020-06-17 697.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 429.55000000 0.000430357983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22322.85000000 USD 31666.00000000 CAD 2020-06-30 429.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 171.19000000 0.000171512008 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 99999.94000000 ZAR 5541.14000000 USD 2020-06-17 171.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -8000.66000000 -0.00801570923 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 306423.75000000 USD 236900.00000000 GBP 2020-06-11 -8000.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 4287.71000000 0.004295775180 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15600000.00000000 HUF 52753.84000000 USD 2020-06-17 4287.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -1005.89000000 -0.00100778207 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12028.88000000 USD 2020-06-17 -1005.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -291.66000000 -0.00029220861 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 140000.00000000 NOK 13376.90000000 USD 2020-06-17 -291.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 32.22000000 0.000032280605 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9012.61000000 USD 970000.00000000 JPY 2020-06-17 32.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -443.61000000 -0.00044444443 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6970001.55000000 HUF 21210.81000000 USD 2020-06-17 -443.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.29000000 -0.00004938271 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21887.62000000 USD 2020-06-17 -49.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 147.22000000 0.000147496920 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 76474.52000000 TRY 10000.00000000 EUR 2020-06-17 147.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 189.08000000 0.000189435659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14831.29000000 USD 760000.00000000 PHP 2020-06-17 189.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.63000000 0.000080781664 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9243.68000000 USD 2020-06-17 80.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -307.24000000 -0.00030781791 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 600000.00000000 THB 18237.44000000 USD 2020-06-17 -307.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -83.34000000 -0.00008349676 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 970000.00000000 JPY 8961.49000000 USD 2020-06-17 -83.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.02000000 -0.00002907458 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.01000000 PLN 4790.24000000 USD 2020-06-17 -29.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 4886.28000000 0.004895471089 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 79203.02000000 USD 819999.95000000 SEK 2020-06-17 4886.28000000 N N N Athene Holding Ltd. 549300H316CT32FQXI76 N/A -3740.00000000 NS USD -100980.00000000 -0.10116994332 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1587.21000000 0.001590195541 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11447.56000000 USD 20000.00000000 AUD 2020-06-17 1587.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 286.32000000 0.000286858567 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6231.07000000 USD 10000.00000000 AUD 2020-06-17 286.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 50.00000000 0.000050094049 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49600000.00000000 KRW 40907.55000000 USD 2020-06-17 50.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 849.57000000 0.000851168040 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 CHF 63088.96000000 USD 2020-06-17 849.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -218.77000000 -0.00021918150 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 NOK 7591.84000000 USD 2020-06-17 -218.77000000 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 -4028.00000000 NS USD -201681.96000000 -0.20206132364 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1078.50000000 0.001080528657 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 PLN 20355.51000000 USD 2020-06-17 1078.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.20000000 -0.00004929254 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 MXN 8600.98000000 USD 2020-06-17 -49.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -939.95000000 -0.00094171804 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12094.82000000 USD 2020-06-17 -939.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1958.00000000 -0.00196168299 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.02000000 ILS 41128.73000000 USD 2020-06-17 -1958.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -78.27000000 -0.00007841722 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 880000.00000000 JPY 8127.34000000 USD 2020-06-17 -78.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -698.28000000 -0.00069959346 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11899.11000000 USD 2020-06-17 -698.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -274.96000000 -0.00027547719 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32630.40000000 USD 2020-06-17 -274.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -272.14000000 -0.00027265189 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 28467.00000000 USD 2020-06-17 -272.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.74000000 -0.00011896334 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7066.05000000 USD 2020-06-17 -118.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 751.59000000 0.000753003740 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10585.72000000 USD 9000.00000000 GBP 2020-06-11 751.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 449.57000000 0.000450415640 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19102.59000000 USD 30000.00000000 AUD 2020-06-17 449.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 1644.44000000 0.001647533190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47062.74000000 USD 475000.00000000 SEK 2020-06-11 1644.44000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 3920.00000000 NS USD 94276.00000000 0.094453333100 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1745.05000000 -0.00174833243 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 23449.72000000 USD 2020-06-17 -1745.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -366.31000000 -0.00036699902 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14912.63000000 USD 1560000.00000000 JPY 2020-06-17 -366.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.46000000 -0.00011868282 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10254.77000000 USD 2020-06-17 -118.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 166.12000000 0.000166432471 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 12431.40000000 USD 2020-06-17 166.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 282.78000000 0.000283311909 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12751.99000000 USD 20000.00000000 AUD 2020-06-17 282.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 2589.71000000 0.002594581242 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.01000000 PLN 38734.11000000 USD 2020-06-17 2589.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 2934.27000000 0.002939789360 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 289323.08000000 TRY 40000.00000000 EUR 2020-06-17 2934.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 149.12000000 0.000149400494 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28222.05000000 USD 40000.00000000 SGD 2020-06-17 149.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -598.10000000 -0.00059922502 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 20956.26000000 USD 2020-06-17 -598.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.43000000 -0.00027694996 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5856.21000000 USD 2020-06-17 -276.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 61.88000000 0.000061996396 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10906.57000000 USD 10000.00000000 EUR 2020-06-17 61.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -789.88000000 -0.00079136576 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 240000.00000000 SEK 23821.62000000 USD 2020-06-17 -789.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -1213.83000000 -0.00121611321 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21619.67000000 USD 379999.99000000 ZAR 2020-06-17 -1213.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.16000000 -0.00017248383 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 520000.00000000 INR 6680.11000000 USD 2020-06-17 -172.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 256.42000000 0.000256902325 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.02000000 PLN 20005.61000000 EUR 2020-06-17 256.42000000 N N N N/A N/A N/A -5.00000000 NC -4024.10000000 -0.00403166932 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index SIMSCI Index 2020-05-28 -149100.00000000 SGD -4024.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.68000000 -0.00004376216 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7185.20000000 USD 2020-06-17 -43.68000000 N N N N/A N/A N/A -11.00000000 NC USD -5628.67000000 -0.00563925752 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange CAD/USD 2020-06-16 -790075.00000000 USD -5628.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -385.15000000 -0.00038587446 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 NOK 8401.78000000 USD 2020-06-17 -385.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 346.59000000 0.000347241935 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6170.80000000 USD 10000.00000000 AUD 2020-06-17 346.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 404.38000000 0.000405140638 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.01000000 PLN 19681.39000000 USD 2020-06-17 404.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.47000000 0.000055574339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7590.67000000 USD 820000.00000000 JPY 2020-06-17 55.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1486.24000000 -0.00148903561 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50547.36000000 USD 80000.00000000 NZD 2020-06-17 -1486.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 40.00000000 0.000040075239 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21313.25000000 USD 2290000.00000000 JPY 2020-06-17 40.00000000 N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 -1790.00000000 NS USD -116600.60000000 -0.11681992566 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 68.29000000 0.000068418453 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7024.50000000 USD 10000.00000000 SGD 2020-06-17 68.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -113.78000000 -0.00011399402 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7071.01000000 USD 2020-06-17 -113.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -27.30000000 -0.00002735135 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11009.24000000 EUR 50000.00000000 PLN 2020-06-17 -27.30000000 N N N Canfor Corp. N/A 137576104 24900.00000000 NS 173519.16000000 0.173845549438 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -311.75000000 -0.00031233640 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 ILS 11178.04000000 USD 2020-06-17 -311.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -219.67000000 -0.00022008319 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12377.72000000 USD 2020-06-17 -219.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 729.89000000 0.000731262922 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 620673.00000000 JPY 10000.00000000 AUD 2020-06-17 729.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 754.09000000 0.000755508442 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 44627.90000000 USD 2020-06-17 754.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 6275.72000000 0.006287524625 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 830000.00000000 ZAR 50846.37000000 USD 2020-06-17 6275.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3368.46000000 0.003374796071 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 113944.50000000 USD 180000.00000000 AUD 2020-06-17 3368.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 1039.16000000 0.001041114659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30750.70000000 USD 310000.00000000 SEK 2020-06-17 1039.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 334.50000000 0.000335129194 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18377.48000000 USD 1420000.00000000 INR 2020-06-17 334.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -407.92000000 -0.00040868729 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30711.77000000 USD 2020-06-17 -407.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.47000000 -0.00021186777 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14158.10000000 USD 2020-06-17 -211.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 36.36000000 0.000036428393 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 NZD 24566.92000000 USD 2020-06-17 36.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.84000000 -0.00001086039 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 8777.60000000 EUR 2020-06-17 -10.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -291.07000000 -0.00029161750 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 28448.07000000 USD 2020-06-17 -291.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 3758.31000000 0.003765379378 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 270000.00000000 PLN 68818.23000000 USD 2020-06-17 3758.31000000 N N N CHT Mortgage Trust N/A 12546DAQ0 1000000.00000000 PA USD 779458.40000000 0.780924560795 Long ABS-MBS CORP US N 2 2036-11-15 Floating 4.55519900 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1712.78000000 -0.00171600173 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 24356.77000000 USD 2020-06-17 -1712.78000000 N N N Pan American Silver Corp. 549300MKTF5851TYIB83 697900132 39600.00000000 NS USD 19008.00000000 0.019043754036 Long CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -165.81000000 -0.00016612188 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 SEK 4961.59000000 USD 2020-06-17 -165.81000000 N N N N/A N/A N/A 1.00000000 NC USD -63312.12000000 -0.06343121006 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Palladium 2020-06-26 195600.00000000 USD -63312.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.15000000 -0.00013039481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46532.81000000 CHF 48091.95000000 USD 2020-05-15 -130.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 178.49000000 0.000178825739 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22801.09000000 USD 80000.00000000 ILS 2020-06-17 178.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.76000000 -0.00004885171 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24210.02000000 EUR 110000.00000000 PLN 2020-06-17 -48.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -199.34000000 -0.00019971495 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14170.23000000 USD 2020-06-17 -199.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1174.43000000 -0.00117663910 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11860.34000000 USD 2020-06-17 -1174.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -422.69000000 -0.00042348507 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32482.67000000 USD 2020-06-17 -422.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 1450.32000000 0.001453048051 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 190000.00000000 ZAR 11653.24000000 USD 2020-06-17 1450.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 84.39000000 0.000084548737 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22294.56000000 USD 2400000.00000000 JPY 2020-06-17 84.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.49000000 0.000052588733 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6410.93000000 USD 5390000.00000000 CLP 2020-06-17 52.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 81.57000000 0.000081723433 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15303.96000000 USD 1650000.00000000 JPY 2020-06-17 81.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 301.99000000 0.000302558043 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12295.40000000 USD 10000.00000000 GBP 2020-06-17 301.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 710.63000000 0.000711966694 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34124.68000000 USD 29050000.00000000 CLP 2020-06-17 710.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 192.11000000 0.000192471358 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6325.28000000 USD 10000.00000000 AUD 2020-06-17 192.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -33.46000000 -0.00003352293 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19999.98000000 PLN 4785.79000000 USD 2020-06-17 -33.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 892.13000000 0.000893808096 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 BRL 15553.01000000 USD 2020-06-17 892.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -200.62000000 -0.00020099736 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6541.32000000 USD 680000.00000000 JPY 2020-06-17 -200.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 2244.82000000 0.002249042505 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 36859.50000000 USD 60000.00000000 AUD 2020-06-17 2244.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -333.60000000 -0.00033422750 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1362120.00000000 JPY 2020-06-17 -333.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -425.43000000 -0.00042623023 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 653324.00000000 JPY 2020-06-17 -425.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 253.62000000 0.000254097059 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11210.76000000 USD 870000.00000000 INR 2020-06-17 253.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -91.39000000 -0.00009156190 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7093.40000000 USD 2020-06-17 -91.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.39000000 0.000020428353 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31099.30000000 USD 30000.00000000 CHF 2020-06-17 20.39000000 N N N Align Technology, Inc. 549300N5YSE0U3LCP840 016255101 -582.00000000 NS USD -125042.70000000 -0.12527790524 Short EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122157 12982.00000000 NS USD 58548.82000000 0.058658950296 Long CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2077.11000000 0.002081017042 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 152520000.00000000 KRW 127714.09000000 USD 2020-06-17 2077.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.48000000 0.000024526046 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19000.00000000 GBP 23958.79000000 USD 2020-06-11 24.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -197.83000000 -0.00019820211 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 677733.00000000 JPY 2020-06-17 -197.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 95.33000000 0.000095509315 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7089.46000000 USD 10000.00000000 CAD 2020-06-17 95.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 13.02000000 0.000013044490 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 530000.00000000 JPY 4955.04000000 USD 2020-06-17 13.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -218.58000000 -0.00021899114 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 NZD 18179.34000000 USD 2020-06-17 -218.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -101.45000000 -0.00010164082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10271.78000000 USD 2020-06-17 -101.45000000 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057302 5087.00000000 NS USD 194069.05000000 0.194434093769 Long EC CORP US N 1 N N N Achillion Pharmaceuticals, Inc. 529900LZPJ796VSWZM38 004CVR031 23300.00000000 NS USD 11650.00000000 0.011671913643 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 28.69000000 0.000028743965 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7200.19000000 USD 30000.00000000 PLN 2020-06-17 28.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -106.35000000 -0.00010655004 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7078.44000000 USD 2020-06-17 -106.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 366.28000000 0.000366968972 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49240.47000000 USD 2510000.00000000 PHP 2020-06-17 366.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.28000000 -0.00000028052 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10373.51000000 USD 10000.00000000 CHF 2020-06-17 -0.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -1710.96000000 -0.00171417831 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 2612304.00000000 JPY 2020-06-17 -1710.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -617.63000000 -0.00061879176 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 24577.14000000 USD 2020-06-17 -617.63000000 N N N SunEdison, Inc. 5493004W8FBXFVSWVZ87 N/A 16689.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 661.73000000 0.000662974713 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 72838.43000000 TRY 10000.00000000 EUR 2020-06-17 661.73000000 N N N N/A N/A N/A 1.00000000 NC -108.44000000 -0.00010864397 N/A DCO GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long N/A Milling Wheat 2020-05-11 9787.50000000 EUR -108.44000000 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 1263.00000000 NS USD 148869.81000000 0.149149834025 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 117.95000000 0.000118171863 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6372.69000000 USD 210000.00000000 THB 2020-06-17 117.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -332.10000000 -0.00033272467 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5702.06000000 USD 100000.00000000 ZAR 2020-06-17 -332.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 137.88000000 0.000138139352 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15154.40000000 USD 1640000.00000000 JPY 2020-06-17 137.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -245.44000000 -0.00024590167 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 SEK 7958.39000000 USD 2020-06-17 -245.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.37000000 -0.00031896885 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 21235.99000000 USD 2020-06-17 -318.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 162.99000000 0.000163296584 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14022.59000000 USD 20000.00000000 SGD 2020-06-17 162.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 179.57000000 0.000179907771 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 850000.00000000 SEK 87345.31000000 USD 2020-06-17 179.57000000 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 -1824.00000000 NS USD -104022.72000000 -0.10421838667 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -562.51000000 -0.00056356808 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 638623.00000000 JPY 2020-06-17 -562.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 35.20000000 0.000035266211 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28399.97000000 USD 920000.00000000 THB 2020-06-17 35.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -3571.69000000 -0.00357840834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 117677.23000000 USD 110000.00000000 CHF 2020-06-17 -3571.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -568.74000000 -0.00056980979 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9731.79000000 USD 50000.00000000 BRL 2020-06-17 -568.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 1378.82000000 0.001381413559 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 SGD 93585.12000000 USD 2020-06-17 1378.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.23000000 0.000014256766 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 220000.00000000 INR 2913.27000000 USD 2020-06-17 14.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -51.63000000 -0.00005172711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.01000000 CAD 14317.95000000 USD 2020-06-17 -51.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 861.75000000 0.000863370951 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12173.02000000 USD 20000.00000000 AUD 2020-06-17 861.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 245.89000000 0.000246352518 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 71601.97000000 USD 100000.00000000 CAD 2020-06-17 245.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -197.81000000 -0.00019818208 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 780000.00000000 JPY 7075.35000000 USD 2020-06-17 -197.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.98000000 0.000045064607 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 694125.00000000 JPY 10000.00000000 AUD 2020-06-17 44.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.42000000 -0.00000843583 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5849.54000000 USD 2020-06-17 -8.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -14.58000000 -0.00001460742 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7753.97000000 USD 830000.00000000 JPY 2020-06-17 -14.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 11.82000000 0.000011842233 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5489.67000000 USD 590000.00000000 JPY 2020-06-17 11.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -2253.02000000 -0.00225725792 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 74501.13000000 USD 740000.00000000 NOK 2020-06-17 -2253.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -285.81000000 -0.00028634760 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37386.19000000 USD 380000.00000000 NOK 2020-06-17 -285.81000000 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 903.00000000 NS USD 108089.10000000 0.108292415533 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1038.19000000 -0.00104014283 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 11996.58000000 USD 2020-06-17 -1038.19000000 N N N N/A N/A N/A -2.00000000 NC USD 40185.95000000 0.040261539748 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A WTI Crude Oil 2020-05-19 -37680.00000000 USD 40185.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 277.17000000 0.000277691356 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49372.38000000 USD 70000.00000000 SGD 2020-06-17 277.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 819.77000000 0.000821311986 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12215.00000000 USD 20000.00000000 AUD 2020-06-17 819.77000000 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 36237H101 41699.00000000 NS USD 472449.67000000 0.473338347553 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -587.62000000 -0.00058872531 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11677.66000000 USD 2020-06-17 -587.62000000 N N N N/A N/A N/A -5.00000000 NC USD 262.40000000 0.000262893574 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean 2020-07-14 -213812.50000000 USD 262.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 210.42000000 0.000210815799 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17913.77000000 USD 440000.04000000 MXN 2020-06-17 210.42000000 N N N N/A N/A N/A 4.00000000 NC 666.87000000 0.000668124382 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Euro Euribor 2022-09-19 1004450.00000000 EUR 666.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 339.66000000 0.000340298900 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21214.70000000 USD 30000.00000000 CAD 2020-06-17 339.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -237.30000000 -0.00023774636 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12360.09000000 USD 2020-06-17 -237.30000000 N N N N/A N/A 000000000 -1811.00000000 NS USD -5234.24319999 -0.00524408880 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR058 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/27/2021 Boeing Co/The -8226.87111032 USD -226.04685728 USD Motorola Solutions Inc -7469.81448101 USD -205.24547732 USD Hormel Foods Corp -7621.76346416 USD -209.42052633 USD 3M Co -8329.54980834 USD -228.86812392 USD United Parcel Service Inc -7635.95507227 USD -209.81046418 USD QUALCOMM Inc -8294.61143855 USD -227.90813456 USD Fidelity National Information Services I -8474.02509330 USD -232.83782074 USD Cummins Inc -8882.81674101 USD -244.07004573 USD Eaton Corp PLC -8467.12946089 USD -232.64835186 USD Kellogg Co -7973.74752261 USD -219.09186908 USD Emerson Electric Co -8617.34611750 USD -236.77580235 USD Applied Materials Inc -7506.74708415 USD -206.26026153 USD Cognizant Technology Solutions Corp -8741.77430615 USD -240.19467212 USD Clorox Co/The -7648.69683907 USD -210.16056525 USD General Motors Co -8239.89536233 USD -226.40472009 USD Cintas Corp -8846.59876933 USD -243.07489720 USD PACCAR Inc -8241.78670372 USD -226.45668782 USD ANSYS Inc -7830.85677390 USD -215.16571000 USD Caterpillar Inc -8282.42341761 USD -227.57324858 USD Lam Research Corp -7395.89128106 USD -203.21431544 USD Fastenal Co -8185.80786247 USD -224.91857679 USD General Mills Inc -7834.67874271 USD -215.27072490 USD Automatic Data Processing Inc -8327.51254743 USD -228.81214681 USD Y 2021-04-27 0.00000000 USD 0.00000000 USD -187076.00000000 USD -5140.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 639.44000000 0.000640642786 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3860000.00000000 JPY 36632.25000000 USD 2020-06-17 639.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -754.62000000 -0.00075603943 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7480000.00000000 HUF 22484.27000000 USD 2020-06-17 -754.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 133.42000000 0.000133670962 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17453.32000000 EUR 79999.98000000 PLN 2020-06-17 133.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -117.02000000 -0.00011724011 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10851.43000000 USD 2020-06-17 -117.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -503.71000000 -0.00050465747 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1610000.00000000 JPY 14508.83000000 USD 2020-06-17 -503.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.73000000 -0.00001776335 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31137.42000000 USD 30000.00000000 CHF 2020-06-17 -17.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.68000000 0.000493606730 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50196.10000000 USD 1640000.00000000 THB 2020-06-17 492.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.65000000 -0.00020703870 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12390.74000000 USD 2020-06-17 -206.65000000 N N N N/A N/A N/A -1.00000000 NC USD 6168.72000000 0.006180323358 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Brent Crude Oil 2020-06-30 -28310.00000000 USD 6168.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -225.88000000 -0.00022630488 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1120000.00000000 JPY 10217.63000000 USD 2020-06-17 -225.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -471.34000000 -0.00047222659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 SEK 15936.33000000 USD 2020-06-17 -471.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 1546.85000000 0.001549759623 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18005.31000000 USD 30000.00000000 AUD 2020-06-17 1546.85000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069101 -1720.00000000 NS -101918.60000000 -0.10211030882 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -263.47000000 -0.00026396558 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12333.92000000 USD 2020-06-17 -263.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -171.30000000 -0.00017162221 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 5961.34000000 USD 2020-06-17 -171.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 719.27000000 0.000720622946 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 129999.97000000 ZAR 7700.21000000 USD 2020-06-17 719.27000000 N N N N/A N/A 000000000 -1884.00000000 NS USD 1618.58970000 0.001621634266 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A JPCR056 Rec/pay the total return of custom basket plus LIBOR +/- spread (-0.30%). USD Currency. Maturity 12 Months 4/23/2021 Cognizant Technology Solutions Corp -29727.44173944 USD 258.49824871 USD Lam Research Corp -25759.18539604 USD 223.99183796 USD Applied Materials Inc -26409.54226198 USD 229.64708782 USD Hormel Foods Corp -25259.35236519 USD 219.64548470 USD Hershey Co/The -24652.74879576 USD 214.37069646 USD Kellogg Co -26609.86178834 USD 231.38898837 USD ANSYS Inc -26421.10765323 USD 229.74765596 USD Y 2021-04-23 0.00000000 USD 0.00000000 USD -184839.00000000 USD 1607.29000000 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 1054.00000000 NS USD 113990.10000000 0.114204515311 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -931.22000000 -0.00093297162 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CAD 34992.71000000 USD 2020-06-17 -931.22000000 N N N N/A N/A N/A -5.00000000 NC -4125.89000000 -0.00413365079 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Nikkei 225 Index JP9010C00002 2020-06-11 -10030000.00000000 JPY -4125.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -174.07000000 -0.00017439742 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.01000000 PLN 17416.26000000 EUR 2020-06-17 -174.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.76000000 -0.00011297210 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7072.03000000 USD 2020-06-17 -112.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -867.05000000 -0.00086868092 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39563.98000000 USD 4150000.00000000 JPY 2020-06-17 -867.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -306.33000000 -0.00030690620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21630.58000000 USD 2020-06-17 -306.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -1309.43000000 -0.00131189303 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 ILS 30287.50000000 USD 2020-06-17 -1309.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.50000000 -0.00017282447 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21764.41000000 USD 2020-06-17 -172.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -221.92000000 -0.00022233743 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32683.44000000 USD 2020-06-17 -221.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -3680.36000000 -0.00368728275 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51790.74000000 USD 340000.00000000 TRY 2020-06-17 -3680.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -125.00000000 -0.00012523512 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12472.39000000 USD 2020-06-17 -125.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 1375.93000000 0.001378518123 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1250337.00000000 JPY 20000.00000000 AUD 2020-06-17 1375.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -213.44000000 -0.00021384148 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3360000.00000000 JPY 31117.09000000 USD 2020-06-17 -213.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -156.93000000 -0.00015722518 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 43716.88000000 USD 2020-06-17 -156.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.28000000 -0.00009846486 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20844.74000000 USD 20000.00000000 CHF 2020-06-17 -98.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.11000000 -0.00002315346 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21960.02000000 USD 20000.00000000 EUR 2020-06-17 -23.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 87.64000000 0.000087804850 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31032.05000000 USD 30000.00000000 CHF 2020-06-17 87.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 N/A 131.00000000 NS 2047.11000000 0.002050960612 Long EC CORP FR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -206.48000000 -0.00020686838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30913.21000000 USD 2020-06-17 -206.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.67000000 0.000017703237 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6782.04000000 USD 220000.00000000 THB 2020-06-17 17.67000000 N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 00737L103 -4380.00000000 NS USD -139152.60000000 -0.13941434595 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 425.07000000 0.000425869556 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13760.51000000 USD 20000.00000000 SGD 2020-06-17 425.07000000 N N N Genworth Financial, Inc. 549300EMCG286BDNKJ33 37247D106 14800.00000000 NS USD 53724.00000000 0.053825054812 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1138.57000000 0.001140711649 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1974741.00000000 JPY 30000.00000000 AUD 2020-06-17 1138.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 7.10000000 0.000007113355 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8385.01000000 USD 900000.00000000 JPY 2020-06-17 7.10000000 N N N Regis Corp. 5493000Q1S5TJIDIQH89 758932107 33423.00000000 NS USD 415113.66000000 0.415894488552 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4.87000000 0.000004879160 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6512.52000000 USD 10000.00000000 AUD 2020-06-17 4.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 2593.75000000 0.002598628842 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3138800.00000000 THB 99607.13000000 USD 2020-06-17 2593.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 424.25000000 0.000425048014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 SGD 28795.42000000 USD 2020-06-17 424.25000000 N N N N/A N/A N/A 13.00000000 NC -63.93000000 -0.00006405025 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2021-03-15 3231475.00000000 CAD -63.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.37000000 -0.00000137257 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 PLN 26361.19000000 EUR 2020-06-17 -1.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -143.23000000 -0.00014349941 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6977.51000000 USD 70000.00000000 NOK 2020-06-17 -143.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -132.03000000 -0.00013227834 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21804.88000000 USD 2020-06-17 -132.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 334.19000000 0.000334818611 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6183.20000000 USD 10000.00000000 AUD 2020-06-17 334.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -155.29000000 -0.00015558210 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14214.28000000 USD 2020-06-17 -155.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -2174.00000000 -0.00217808929 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25997.92000000 USD 130000.00000000 BRL 2020-06-17 -2174.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -52.13000000 -0.00005222805 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13228.75000000 EUR 60000.00000000 PLN 2020-06-17 -52.13000000 N N N Sinopharm Group Co. Ltd. 529900N54X78YH9JYK92 N/A 5222.00000000 NS 14080.40000000 0.014106885224 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A 51.07000000 0.000051166062 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 11019.52000000 USD 2020-06-17 51.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -107.16000000 -0.00010736156 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 810000.00000000 JPY 7445.74000000 USD 2020-06-17 -107.16000000 N N N Cineplex, Inc. 549300WDU0AS30W35T75 172454100 10100.00000000 NS 120739.97000000 0.120967081813 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 174.45000000 0.000174778140 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9399.28000000 USD 7600.00000000 GBP 2020-06-11 174.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 585.59000000 0.000586691494 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13783.98000000 USD 20000.00000000 CAD 2020-06-17 585.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 1491.33000000 0.001494135190 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 BRL 12486.99000000 USD 2020-06-17 1491.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -184.42000000 -0.00018476689 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20562.04000000 USD 2020-06-17 -184.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 93.68000000 0.000093856212 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11954.45000000 USD 50000.00000000 PLN 2020-06-17 93.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 434.54000000 0.000435357369 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 TRY 8924.61000000 USD 2020-06-17 434.54000000 N N N N/A N/A N/A 1.00000000 NC 2127.39000000 0.002131391619 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2020-06-08 168830.00000000 EUR 2127.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 946.69000000 0.000948470723 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8816.57000000 USD 100000.00000000 NOK 2020-06-17 946.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -16696.52000000 -0.01672792614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 466454.40000000 USD 626000.00000000 CAD 2020-06-11 -16696.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.83000000 -0.00000584096 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2202.19000000 EUR 10000.00000000 PLN 2020-06-17 -5.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.71000000 -0.00001774331 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6499.68000000 USD 2020-06-17 -17.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -664.79000000 -0.00066604046 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11932.60000000 USD 2020-06-17 -664.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.23000000 -0.00000223419 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15481.00000000 USD 1660000.00000000 JPY 2020-06-17 -2.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -145.59000000 -0.00014586385 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5670000.00000000 CLP 6653.59000000 USD 2020-06-17 -145.59000000 N N N Acuity Brands, Inc. N/A 00508Y102 -1830.00000000 NS USD -158459.70000000 -0.15875776260 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 49.46000000 0.000049553034 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1650000.00000000 INR 21792.25000000 USD 2020-06-17 49.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -372.49000000 -0.00037319065 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 13997.08000000 USD 2020-06-17 -372.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -94.79000000 -0.00009496829 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 6037.85000000 USD 2020-06-17 -94.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 258.70000000 0.000259186614 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42298.05000000 USD 60000.00000000 SGD 2020-06-17 258.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -757.31000000 -0.00075873449 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 72162.97000000 TRY 2020-06-17 -757.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 2934.27000000 0.002939789360 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 289323.08000000 TRY 40000.00000000 EUR 2020-06-17 2934.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 367.95000000 0.000368642113 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 43505.86000000 USD 40000.00000000 EUR 2020-06-17 367.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -325.12000000 -0.00032573155 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23000.00000000 CAD 16199.53000000 USD 2020-06-11 -325.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 2093.20000000 0.002097137307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 PLN 48042.65000000 EUR 2020-06-17 2093.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -174.47000000 -0.00017479817 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7155.42000000 USD 130000.00000000 ZAR 2020-06-17 -174.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -185.78000000 -0.00018612945 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6318.42000000 USD 10000.00000000 NZD 2020-06-17 -185.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.50000000 -0.00013074547 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 470000.00000000 INR 6062.90000000 USD 2020-06-17 -130.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -863.78000000 -0.00086540476 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 2004210.00000000 JPY 2020-06-17 -863.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -183.88000000 -0.00018422587 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 NOK 4697.75000000 USD 2020-06-17 -183.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -1.56000000 -0.00000156293 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10374.79000000 USD 10000.00000000 CHF 2020-06-17 -1.56000000 N N N N/A N/A N/A 1.00000000 NC USD 1769.84000000 0.001773169068 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Foreign Exchange CHF/USD 2020-06-15 129587.50000000 USD 1769.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -125.29000000 -0.00012552567 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7059.50000000 USD 2020-06-17 -125.29000000 N N N Trex Co., Inc. N/A 89531P105 -1565.00000000 NS USD -149019.30000000 -0.14929960521 Short EC CORP US N 1 N N N Shanghai Pharmaceuticals Holding Co. Ltd. 30030029J1KKCBY19820 N/A 9303.00000000 NS 16375.19000000 0.016405991722 Long EC CORP CN N 2 N N N N/A N/A N/A 1.00000000 NC N/A 55.01000000 0.000055113473 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 693049.00000000 JPY 10000.00000000 AUD 2020-06-17 55.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -78.04000000 -0.00007818679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7981.13000000 USD 11000.00000000 CAD 2020-06-11 -78.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 320.80000000 0.000321403424 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25638.78000000 USD 1970000.00000000 INR 2020-06-17 320.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -207.12000000 -0.00020750959 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1020000.00000000 JPY 9303.93000000 USD 2020-06-17 -207.12000000 N N N Hikma Pharmaceuticals plc 549300BNS685UXH4JI75 N/A 2369.00000000 NS 70715.01000000 0.070848024892 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 297.24000000 0.000297799108 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12894.63000000 USD 2020-06-17 297.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.32000000 0.000029375150 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 15404.82000000 EUR 2020-06-17 29.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -557.01000000 -0.00055805773 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3010000.00000000 JPY 27509.92000000 USD 2020-06-17 -557.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -3600.86000000 -0.00360763321 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 71521.40000000 USD 480000.00000000 TRY 2020-06-17 -3600.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -604.26000000 -0.00060539661 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 5913.13000000 USD 2020-06-17 -604.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 220.31000000 0.000220724402 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21058.07000000 USD 30000.00000000 SGD 2020-06-17 220.31000000 N N N Actua Corp. 549300Z58VWYRMOUS305 005094107 6700.00000000 NS USD 335.00000000 0.000335630134 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 475.19000000 0.000476083832 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25594.36000000 USD 40000.00000000 AUD 2020-06-17 475.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -578.25000000 -0.00057933768 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 SGD 41978.50000000 USD 2020-06-17 -578.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.10000000 -0.00012032590 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 690000.00000000 INR 8972.34000000 USD 2020-06-17 -120.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -1102.07000000 -0.00110414299 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 SGD 55640.27000000 USD 2020-06-17 -1102.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.19000000 0.000014216691 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 31133.88000000 USD 2020-06-17 14.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -305.82000000 -0.00030639524 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21631.09000000 USD 2020-06-17 -305.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 78.76000000 0.000078908147 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ZAR 6522.71000000 USD 2020-06-17 78.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 96.08000000 0.000096260726 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20260.47000000 USD 1030000.00000000 PHP 2020-06-17 96.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -102.97000000 -0.00010316368 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31222.66000000 USD 30000.00000000 CHF 2020-06-17 -102.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -3314.87000000 -0.00332110526 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 96673.95000000 USD 90000.00000000 CHF 2020-06-17 -3314.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -304.28000000 -0.00030485235 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30815.41000000 USD 2020-06-17 -304.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 451.04000000 0.000451888405 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7359.57000000 USD 80000.00000000 NOK 2020-06-17 451.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.98000000 -0.00001200253 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 NOK 4869.65000000 USD 2020-06-17 -11.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 542.74000000 0.000543760893 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18037.46000000 USD 1410000.00000000 INR 2020-06-17 542.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 842.42000000 0.000844004591 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 130000.00000000 CHF 135694.42000000 USD 2020-06-17 842.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -458.72000000 -0.00045958285 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32446.64000000 USD 2020-06-17 -458.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 280.23000000 0.000280757112 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14089.34000000 USD 20000.00000000 CAD 2020-06-17 280.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 105.51000000 0.000105708464 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2860000.00000000 JPY 26773.76000000 USD 2020-06-17 105.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 4.51000000 0.000004518483 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2090000.00000000 INR 27545.38000000 USD 2020-06-17 4.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -309.32000000 -0.00030990183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15000.00000000 GBP 18586.19000000 USD 2020-06-11 -309.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 1429.76000000 0.001432449377 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 53146.75000000 USD 190000.00000000 ILS 2020-06-17 1429.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -279.15000000 -0.00027967508 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 66298.17000000 USD 5010000.00000000 INR 2020-06-17 -279.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 450.73000000 0.000451577822 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7359.88000000 USD 80000.00000000 NOK 2020-06-17 450.73000000 N N N Meet Group, Inc. (The) 549300G36FY0SJT18C53 58513U101 8400.00000000 NS USD 51828.00000000 0.051925488437 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 24.74000000 0.000024786535 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12158.39000000 USD 14790000.00000000 KRW 2020-06-17 24.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 200.83000000 0.000201207761 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 BRL 5698.66000000 USD 2020-06-17 200.83000000 N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 790.00000000 NS USD 141188.80000000 0.141454376050 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 109.14000000 0.000109345292 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1370000.00000000 JPY 12883.79000000 USD 2020-06-17 109.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -1245.45000000 -0.00124779269 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 109113.65000000 USD 3490000.10000000 THB 2020-06-17 -1245.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.26000000 0.000025307514 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20721.20000000 USD 20000.00000000 CHF 2020-06-17 25.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 2177.99000000 0.002182086797 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 55531.85000000 USD 2920000.00000000 PHP 2020-06-17 2177.99000000 N N N N/A N/A N/A -6.00000000 NC USD 609.10000000 0.000610245716 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Robusta Coffee 2020-07-27 -71640.00000000 USD 609.10000000 N N N Blackstone Group, Inc. (The) 5299004LW4QWGZUB8Y96 09260D107 2630.00000000 NS USD 137391.20000000 0.137649632766 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1096.79000000 0.001098853061 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28548.68000000 USD 1500000.00000000 PHP 2020-06-17 1096.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 334.04000000 0.000334668329 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12931.43000000 USD 2020-06-17 334.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 327.90000000 0.000328516779 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 190000.00000000 ZAR 10530.82000000 USD 2020-06-17 327.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.83000000 -0.00001786353 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5372.70000000 USD 130000.00000000 MXN 2020-06-17 -17.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -219.82000000 -0.00022023348 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32685.54000000 USD 2020-06-17 -219.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.02000000 0.000014046371 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10359.21000000 USD 10000.00000000 CHF 2020-06-17 14.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -734.18000000 -0.00073556099 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 33639.54000000 USD 30000.00000000 EUR 2020-06-17 -734.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.75000000 0.000002755172 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7279.12000000 USD 8840000.00000000 KRW 2020-06-17 2.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2290.48000000 -0.00229478839 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24281.79000000 USD 120000.00000000 BRL 2020-06-17 -2290.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 14243.85000000 0.014270642673 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1372121.67000000 TRY 190000.00000000 EUR 2020-06-17 14243.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 507.64000000 0.000508594870 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195000.00000000 SEK 20503.22000000 USD 2020-06-11 507.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 4732.69000000 0.004741592187 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 339999.98000000 PLN 86659.99000000 USD 2020-06-17 4732.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -183.49000000 -0.00018383514 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41676.41000000 USD 40000.00000000 CHF 2020-06-17 -183.49000000 N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 N/A 4833.00000000 NS 254068.09000000 0.254545991928 Long EC CORP KY N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2834.98000000 0.002840312595 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4588605.00000000 JPY 70000.00000000 AUD 2020-06-17 2834.98000000 N N N Central European Media Enterprises Ltd. 54930067ZPEG8H2PPN39 N/A 16100.00000000 NS USD 62629.00000000 0.062746805112 Long EC CORP BM N 1 N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466L302 775.00000000 NS USD 125511.25000000 0.125747336587 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -472.96000000 -0.00047384963 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 CHF 72139.66000000 USD 2020-06-17 -472.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.30000000 -0.00002334382 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6736.98000000 USD 720000.00000000 JPY 2020-06-17 -23.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.28000000 -0.00011950436 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1190000.00000000 JPY 10976.95000000 USD 2020-06-17 -119.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 21.81000000 0.000021851024 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 6610.49000000 EUR 2020-06-17 21.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -332.97000000 -0.00033359631 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 SEK 8896.34000000 USD 2020-06-17 -332.97000000 N N N ForeScout Technologies, Inc. 529900UJ1QN3N3MQ2826 34553D101 7200.00000000 NS USD 228672.00000000 0.229102131898 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -14.72000000 -0.00001474768 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 9416.06000000 USD 7840000.00000000 CLP 2020-06-17 -14.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 469.44000000 0.000470323016 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 74197.33000000 TRY 10000.00000000 EUR 2020-06-17 469.44000000 N N N N/A N/A N/A -1.00000000 NC USD 1678.57000000 0.001681727389 N/A DFE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Foreign Exchange NZD/USD 2020-06-15 -61390.00000000 USD 1678.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -1105.87000000 -0.00110795014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 11491.52000000 USD 2020-06-17 -1105.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -73.77000000 -0.00007390876 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 170000.00000000 THB 5180.55000000 USD 2020-06-17 -73.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -4922.89000000 -0.00493214995 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 EUR 507814.23000000 TRY 2020-06-17 -4922.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 359.23000000 0.000359905711 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 80000.00000000 PLN 19636.24000000 USD 2020-06-17 359.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 816.10000000 0.000817635083 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 16122.14000000 EUR 2020-06-17 816.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 84.71000000 0.000084869339 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16326.52000000 USD 1760000.00000000 JPY 2020-06-17 84.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -846.73000000 -0.00084832269 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 71531.00000000 TRY 2020-06-17 -846.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -4016.29000000 -0.00402384463 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 56371.71000000 USD 370000.00000000 TRY 2020-06-17 -4016.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -987.77000000 -0.00098962799 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34742.68000000 USD 3620000.00000000 JPY 2020-06-17 -987.77000000 N N N N/A N/A N/A 1.00000000 NC N/A 557.71000000 0.000558759052 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 639138.00000000 JPY 10000.00000000 AUD 2020-06-17 557.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 909.76000000 0.000911471258 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 CHF 94268.84000000 USD 2020-06-17 909.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1241.96000000 0.001244296126 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24827.59000000 USD 40000.00000000 AUD 2020-06-17 1241.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -120.83000000 -0.00012105728 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 PLN 24055.41000000 EUR 2020-06-17 -120.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -201.48000000 -0.00020185898 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5590000.00000000 CLP 6501.77000000 USD 2020-06-17 -201.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -108.47000000 -0.00010867403 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 910000.00000000 JPY 8376.88000000 USD 2020-06-17 -108.47000000 N N N Chase Mortgage Finance Trust N/A 16163LAH5 143405.35000000 PA USD 131718.32000000 0.131966082082 Long ABS-MBS CORP US N 2 2035-06-25 Variable 4.30315600 N N N N N N N/A N/A N/A 1.00000000 NC N/A 758.13000000 0.000759556042 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31456.61000000 USD 1630000.00000000 PHP 2020-06-17 758.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 1015.64000000 0.001017550418 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11581.75000000 USD 10000.00000000 GBP 2020-06-17 1015.64000000 N N N Strategic Education, Inc. 0PYXF82EO1UCNGL5I740 86272C103 -478.00000000 NS USD -76145.40000000 -0.07628862945 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -478.87000000 -0.00047977075 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 30640.82000000 USD 2020-06-17 -478.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1545.65000000 -0.00154855736 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 18006.51000000 USD 2020-06-17 -1545.65000000 N N N Taubman Centers, Inc. N/A 876664103 2200.00000000 NS USD 94820.00000000 0.094998356364 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 15.24000000 0.000015268666 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15929.76000000 USD 1710000.00000000 JPY 2020-06-17 15.24000000 N N N Clementia Pharmaceuticals, Inc. N/A 185CVR016 3200.00000000 NS USD 4320.00000000 0.004328125917 Long CORP CA N 3 N N N N/A N/A N/A 1.00000000 NC N/A -994.11000000 -0.00099597992 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 12040.66000000 USD 2020-06-17 -994.11000000 N N N Ambit Biosciences Corp. N/A N/A 70000.00000000 NS USD 141750.00000000 0.142016631667 Long CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A -147.32000000 -0.00014759710 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 240000.00000000 MXN 9738.60000000 USD 2020-06-17 -147.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 339.42000000 0.000340058448 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 MXN 8989.60000000 USD 2020-06-17 339.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -118.75000000 -0.00011897336 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 15131.29000000 USD 1610000.00000000 JPY 2020-06-17 -118.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -855.47000000 -0.00085707913 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1306152.00000000 JPY 2020-06-17 -855.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -5907.63000000 -0.00591874224 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000000.00000000 PHP 191728.82000000 USD 2020-06-17 -5907.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -101.69000000 -0.00010188127 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7083.10000000 USD 2020-06-17 -101.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -904.12000000 -0.00090582064 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73321.00000000 EUR 330000.00000000 PLN 2020-06-17 -904.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -658.16000000 -0.00065939799 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 100000.00000000 SEK 9596.63000000 USD 2020-06-17 -658.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 3707.26000000 0.003714233353 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 113703.82000000 USD 8910000.00000000 INR 2020-06-17 3707.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 558.28000000 0.000559330124 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3370000.00000000 JPY 31982.05000000 USD 2020-06-17 558.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -172.64000000 -0.00017296473 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9465.87000000 USD 2020-06-17 -172.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -64.73000000 -0.00006485175 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7120.06000000 USD 2020-06-17 -64.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 219.11000000 0.000219522145 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6615.17000000 USD 70000.00000000 NOK 2020-06-17 219.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -397.70000000 -0.00039844807 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 200000.00000000 MXN 7840.57000000 USD 2020-06-17 -397.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -305.36000000 -0.00030593438 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20441.10000000 USD 2020-06-17 -305.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -583.59000000 -0.00058468773 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12013.80000000 USD 2020-06-17 -583.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 531.48000000 0.000532479713 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73758.92000000 TRY 10000.00000000 EUR 2020-06-17 531.48000000 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 1587.00000000 NS USD 195201.00000000 0.195568172967 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1179.48000000 0.001181698601 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 EUR 56021.75000000 USD 2020-06-17 1179.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 394.41000000 0.000395151884 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12640.36000000 USD 20000.00000000 AUD 2020-06-17 394.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 912.31000000 0.000914026054 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 133850.74000000 USD 190000.00000000 SGD 2020-06-17 912.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 268.91000000 0.000269415819 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 32103.97000000 USD 10419998.38000000 HUF 2020-06-17 268.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -1240.79000000 -0.00124312392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51966.41000000 USD 5440000.00000000 JPY 2020-06-17 -1240.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 6329.78000000 0.006341686312 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 830000.00000000 ZAR 50900.43000000 USD 2020-06-17 6329.78000000 N N N N/A N/A N/A -1.00000000 NC -1382.93000000 -0.00138553129 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Short AEX Index NL0000000107 2020-05-15 -102300.00000000 EUR -1382.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -77.95000000 -0.00007809662 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10890.50000000 USD 2020-06-17 -77.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -30.07000000 -0.00003012656 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 700000.00000000 JPY 6497.12000000 USD 2020-06-17 -30.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -155.12000000 -0.00015541178 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 ILS 5589.78000000 USD 2020-06-17 -155.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -60.19000000 -0.00006030321 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10908.26000000 USD 2020-06-17 -60.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -512.51000000 -0.00051347403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17000.00000000 GBP 20902.40000000 USD 2020-06-11 -512.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 153.62000000 0.000153908959 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37270.34000000 USD 2840000.00000000 INR 2020-06-17 153.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 483.22000000 0.000484128936 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 280000.00000000 ZAR 15519.10000000 USD 2020-06-17 483.22000000 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 -3141.00000000 NS USD -118478.52000000 -0.11870137802 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1348.99000000 0.001351527449 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 34574.94000000 USD 50000.00000000 CAD 2020-06-17 1348.99000000 N N N Mountain View CLO LLC N/A 62432HAG5 1000000.00000000 PA USD 805611.80000000 0.807127155325 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 4.77613100 N N N N N N Frasers Group plc 213800JEGHHEAXIJDX34 N/A 9144.00000000 NS 29943.86000000 0.030000184383 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -520.16000000 -0.00052113842 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14670.27000000 USD 100000.00000000 TRY 2020-06-17 -520.16000000 N N N N/A N/A N/A 2.00000000 NC USD 13876.04000000 0.013902140823 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 100 oz Gold 2020-06-26 338840.00000000 USD 13876.04000000 N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 83404D109 -7835.00000000 NS USD -166023.65000000 -0.16633594038 Short EC CORP JP N 1 N N N N/A N/A N/A 1.00000000 NC N/A -364.55000000 -0.00036523571 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 CAD 28374.59000000 USD 2020-06-17 -364.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -486.52000000 -0.00048743514 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32418.84000000 USD 2020-06-17 -486.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 5242.20000000 0.005252060575 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 28750000.00000000 INR 384093.89000000 USD 2020-06-17 5242.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3293.70000000 0.003299895447 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 210000.00000000 EUR 233631.22000000 USD 2020-06-17 3293.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -424.94000000 -0.00042573931 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8340000.00000000 HUF 25485.80000000 USD 2020-06-17 -424.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.93000000 -0.00000694303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 EUR 77465.93000000 TRY 2020-06-17 -6.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -715.32000000 -0.00071666551 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 NZD 23815.24000000 USD 2020-06-17 -715.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 1302.29000000 0.001304739606 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 37307.64000000 USD 2930000.00000000 INR 2020-06-17 1302.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -289.86000000 -0.00029040522 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 710000.00000000 INR 9066.13000000 USD 2020-06-17 -289.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 356.50000000 0.000357170576 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17076.65000000 USD 170000.00000000 SEK 2020-06-17 356.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 744.33000000 0.000745730084 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12290.44000000 USD 20000.00000000 AUD 2020-06-17 744.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 332.90000000 0.000333526184 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13108.10000000 USD 1020000.00000000 INR 2020-06-17 332.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -279.44000000 -0.00027996562 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18824.12000000 USD 600000.00000000 THB 2020-06-17 -279.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 150.09000000 0.000150372319 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19634.99000000 EUR 90000.00000000 PLN 2020-06-17 150.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -311.93000000 -0.00031251674 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 ILS 8305.41000000 USD 2020-06-17 -311.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -127.01000000 -0.00012724890 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10841.44000000 USD 2020-06-17 -127.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -196.78000000 -0.00019715014 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1020000.00000000 JPY 9314.27000000 USD 2020-06-17 -196.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.48000000 -0.00021187779 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20534.98000000 USD 2020-06-17 -211.48000000 N N N Yandex NV 549300GGZHJ5Q1B18P93 N/A 1015.00000000 NS USD 38346.70000000 0.038418830120 Long EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -522.82000000 -0.00052380342 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8577.76000000 USD 150000.00000000 ZAR 2020-06-17 -522.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1080.10000000 -0.00108213166 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21238.80000000 USD 110000.00000000 BRL 2020-06-17 -1080.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -256.75000000 -0.00025723294 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20489.71000000 USD 2020-06-17 -256.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 573.76000000 0.000574839242 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11691.52000000 USD 20000.00000000 NZD 2020-06-17 573.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 1925.27000000 0.001928891431 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17626.89000000 USD 30000.00000000 AUD 2020-06-17 1925.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -133.61000000 -0.00013386132 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12463.78000000 USD 2020-06-17 -133.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 1882.32000000 0.001885860642 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 48411.18000000 USD 70000.00000000 CAD 2020-06-17 1882.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -303.59000000 -0.00030416105 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 PLN 16563.80000000 USD 2020-06-17 -303.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -2857.49000000 -0.00286286493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84013.09000000 USD 74000.00000000 EUR 2020-06-11 -2857.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 366.04000000 0.000366728521 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 21112.50000000 USD 2020-06-17 366.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -815.12000000 -0.00081665324 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 20739.24000000 USD 2020-06-17 -815.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 14.05000000 0.000014076428 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20732.41000000 USD 20000.00000000 CHF 2020-06-17 14.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -114.36000000 -0.00011457511 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 GBP 8073.69000000 USD 2020-06-11 -114.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -210.31000000 -0.00021070559 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6974.48000000 USD 2020-06-17 -210.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.84000000 0.000016871676 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 590000.00000000 INR 7791.54000000 USD 2020-06-17 16.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.20000000 -0.00020258033 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12395.19000000 USD 2020-06-17 -202.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 172.58000000 0.000172904622 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12424.81000000 USD 10000.00000000 GBP 2020-06-17 172.58000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 676.00000000 NS USD 198608.80000000 0.198982383036 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 113.65000000 0.000113863775 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 64286.42000000 USD 78180000.00000000 KRW 2020-06-17 113.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.05000000 -0.00003812157 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7190.83000000 USD 2020-06-17 -38.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.83000000 0.000023874824 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10397.06000000 USD 2020-06-17 23.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 270.64000000 0.000271149073 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1368872.00000000 JPY 20000.00000000 AUD 2020-06-17 270.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -122.09000000 -0.00012231965 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21814.82000000 USD 2020-06-17 -122.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -312.09000000 -0.00031267704 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12285.30000000 USD 2020-06-17 -312.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 1374.75000000 0.001377335903 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1949412.00000000 JPY 30000.00000000 AUD 2020-06-17 1374.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -191.26000000 -0.00019161975 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 NOK 5666.70000000 USD 2020-06-17 -191.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -508.55000000 -0.00050950658 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7838.99000000 USD 40000.00000000 BRL 2020-06-17 -508.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 1016.63000000 0.001018542280 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1987818.00000000 JPY 30000.00000000 AUD 2020-06-17 1016.63000000 N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 68404L201 3775.00000000 NS USD 53982.50000000 0.054084041050 Long EC CORP US N 1 N N N Hilton Orlando Trust N/A 432885AN1 1625000.00000000 PA USD 1291045.60000000 1.293474056019 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.46399900 N N N N N N N/A N/A N/A 1.00000000 NC N/A 602.01000000 0.000603142380 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22377.58000000 USD 80000.01000000 ILS 2020-06-17 602.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -340.16000000 -0.00034079984 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106732.04000000 USD 150000.00000000 SGD 2020-06-17 -340.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 329.28000000 0.000329899375 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35134.68000000 USD 50000.00000000 SGD 2020-06-17 329.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -311.64000000 -0.00031222619 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 150000.00000000 NOK 14333.25000000 USD 2020-06-17 -311.64000000 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 -7799.00000000 NS USD -641077.80000000 -0.64228366696 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 339.66000000 0.000340298900 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21214.70000000 USD 30000.00000000 CAD 2020-06-17 339.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 214.31000000 0.000214713116 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1840000.00000000 JPY 17371.50000000 USD 2020-06-17 214.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -174.18000000 -0.00017450763 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 680269.00000000 JPY 2020-06-17 -174.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.09000000 -0.00009526886 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16133.34000000 USD 1720000.00000000 JPY 2020-06-17 -95.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -149.55000000 -0.00014983130 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10818.90000000 USD 2020-06-17 -149.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -208.45000000 -0.00020884209 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22145.36000000 USD 20000.00000000 EUR 2020-06-17 -208.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.08000000 -0.00014134537 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 4120000.00000000 HUF 12658.95000000 USD 2020-06-17 -141.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -183.13000000 -0.00018347446 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20929.59000000 USD 20000.00000000 CHF 2020-06-17 -183.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -840.92000000 -0.00084250177 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5510000.00000000 JPY 50537.42000000 USD 2020-06-17 -840.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 2432.78000000 0.002437356057 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 82293.25000000 USD 130000.00000000 AUD 2020-06-17 2432.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -896.00000000 -0.00089768537 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1301806.00000000 JPY 2020-06-17 -896.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -1893.19000000 -0.00189675108 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51406.61000000 USD 5310000.00000000 JPY 2020-06-17 -1893.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -1719.60000000 -0.00172283456 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 910000.00000000 AUD 591362.59000000 USD 2020-06-17 -1719.60000000 N N N N/A N/A N/A 24.00000000 NC USD 3507.52000000 0.003514117643 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A 3 Month Eurodollar 2022-03-14 5983200.00000000 USD 3507.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 1609.37000000 0.001612397224 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70081.88000000 USD 110000.00000000 AUD 2020-06-17 1609.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 1089.89000000 0.001091940082 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 BRL 13918.16000000 USD 2020-06-17 1089.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -154.28000000 -0.00015457020 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 990000.00000000 JPY 9077.04000000 USD 2020-06-17 -154.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.26000000 -0.00015054263 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10818.19000000 USD 2020-06-17 -150.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.36000000 -0.00003743027 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CHF 31082.33000000 USD 2020-06-17 -37.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -786.00000000 -0.00078747846 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 73213.31000000 EUR 330000.00000000 PLN 2020-06-17 -786.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -802.75000000 -0.00080425997 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 ILS 25049.28000000 USD 2020-06-17 -802.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 515.58000000 0.000516549805 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14770.26000000 USD 1160000.00000000 INR 2020-06-17 515.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -339.82000000 -0.00034045920 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 EUR 43533.99000000 USD 2020-06-17 -339.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -71.06000000 -0.00007119366 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7157.82000000 USD 2020-06-17 -71.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.81000000 -0.00000582092 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7558.71000000 USD 810000.00000000 JPY 2020-06-17 -5.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -73.93000000 -0.00007406906 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 EUR 32831.43000000 USD 2020-06-17 -73.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 521.01000000 0.000521990019 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12307.26000000 USD 70000.00000000 BRL 2020-06-17 521.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 136.98000000 0.000137237659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39999.98000000 PLN 9775.48000000 USD 2020-06-17 136.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 276.23000000 0.000276749588 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7234.92000000 USD 570000.00000000 INR 2020-06-17 276.23000000 N N N N/A N/A N/A -2.00000000 NC USD -4460.36000000 -0.00446874993 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short N/A Cotton No. 2 2020-07-09 -57330.00000000 USD -4460.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.10000000 0.000102292050 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7936.14000000 USD 610000.00000000 INR 2020-06-17 102.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 995.73000000 0.000997602967 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 84117.78000000 USD 120000.00000000 SGD 2020-06-17 995.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.64000000 -0.00003871268 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 13073.41000000 USD 20000.00000000 AUD 2020-06-17 -38.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1908.57000000 0.001912160019 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22621.99000000 USD 40000.00000000 NZD 2020-06-17 1908.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -9.66000000 -0.00000967817 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 PLN 10975.54000000 EUR 2020-06-17 -9.66000000 N N N Confie Seguros Holding N/A 20716EAQ5 140000.00000000 PA USD 82338.20000000 0.082493078106 Long LON CORP US N 2 2024-12-30 Variable 10.08038000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44.92000000 -0.00004500449 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20791.38000000 USD 20000.00000000 CHF 2020-06-17 -44.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -43.37000000 -0.00004345157 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7185.51000000 USD 2020-06-17 -43.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 2272.47000000 0.002276744514 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55923.04000000 USD 81000.00000000 CAD 2020-06-11 2272.47000000 N N N Stroeer SE & Co. KGaA 529900MBF3N1ATE55378 N/A 2414.00000000 NS 153035.34000000 0.153323199385 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -147.79000000 -0.00014806799 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6022.26000000 USD 630000.00000000 JPY 2020-06-17 -147.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -113.28000000 -0.00011349307 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24500000.00000000 CLP 29265.89000000 USD 2020-06-17 -113.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 675.44000000 0.000676710502 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 48385.68000000 USD 80000.00000000 NZD 2020-06-17 675.44000000 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 1392.00000000 NS USD 249460.32000000 0.249929554716 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -324.21000000 -0.00032481983 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106716.09000000 USD 150000.00000000 SGD 2020-06-17 -324.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -597.01000000 -0.00059813297 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 5920.38000000 USD 2020-06-17 -597.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 473.04000000 0.000473929787 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11792.24000000 USD 20000.00000000 NZD 2020-06-17 473.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 1056.56000000 0.001058547388 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 18495.60000000 USD 30000.00000000 AUD 2020-06-17 1056.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -198.74000000 -0.00019911382 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 PLN 9439.77000000 USD 2020-06-17 -198.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 136.98000000 0.000137237659 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39999.98000000 PLN 9775.48000000 USD 2020-06-17 136.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 117.90000000 0.000118121769 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 7066.89000000 USD 10000.00000000 CAD 2020-06-17 117.90000000 N N N iHeartMedia, Inc. N/A 45174J509 9237.00000000 NS USD 64843.74000000 0.064965711037 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -130.21000000 -0.00013045492 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1962.82000000 USD 10000.00000000 BRL 2020-06-17 -130.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -271.71000000 -0.00027222108 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 6913.08000000 USD 2020-06-17 -271.71000000 N N N N/A N/A N/A -2.00000000 NC USD 12747.44000000 0.012771417927 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Low Sulphur Gasoil 2020-05-12 -47350.00000000 USD 12747.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -449.30000000 -0.00045014513 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6068.09000000 USD 2020-06-17 -449.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -401.44000000 -0.00040219510 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2250000.00000000 INR 29247.82000000 USD 2020-06-17 -401.44000000 N N N N/A N/A N/A -1.00000000 NC USD -251.28000000 -0.00025175265 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A Brent Crude Oil 2020-07-31 -29780.00000000 USD -251.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 127.63000000 0.000127870071 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6389.76000000 USD 10000.00000000 AUD 2020-06-17 127.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 164.53000000 0.000164839480 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 19621.83000000 EUR 90000.00000000 PLN 2020-06-17 164.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 434.07000000 0.000434886485 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21252.56000000 USD 89999.98000000 PLN 2020-06-17 434.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -162.17000000 -0.00016247504 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10211.06000000 USD 2020-06-17 -162.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -369.16000000 -0.00036985438 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1358306.00000000 JPY 2020-06-17 -369.16000000 N N N Acacia Communications, Inc. 549300PZLTIVLKOBPB61 00401C108 3100.00000000 NS USD 209839.00000000 0.210233707036 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -114.30000000 -0.00011451499 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 10854.15000000 USD 2020-06-17 -114.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -109.89000000 -0.00011009670 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10483.12000000 USD 10000.00000000 CHF 2020-06-17 -109.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.32000000 -0.00003839207 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31555.34000000 USD 3380000.00000000 JPY 2020-06-17 -38.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 677.75000000 0.000679024847 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1325212.00000000 JPY 20000.00000000 AUD 2020-06-17 677.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -684.94000000 -0.00068622837 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 55546.21000000 EUR 250000.00000000 PLN 2020-06-17 -684.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.16000000 0.000002164062 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16129.33000000 USD 1730000.00000000 JPY 2020-06-17 2.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -242.71000000 -0.00024316653 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 680000.00000000 INR 8717.96000000 USD 2020-06-17 -242.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -135.46000000 -0.00013571480 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12461.93000000 USD 2020-06-17 -135.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.32000000 -0.00004640712 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 PLN 7182.56000000 USD 2020-06-17 -46.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.72000000 0.000008736402 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20737.74000000 USD 20000.00000000 CHF 2020-06-17 8.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -230.28000000 -0.00023071315 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14139.29000000 USD 2020-06-17 -230.28000000 N N N NextEra Energy, Inc. N/A 65339F101 2425.00000000 NS USD 560466.00000000 0.561520236218 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1331.69000000 -0.00133419490 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ILS 33137.69000000 USD 2020-06-17 -1331.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.90000000 0.000443733094 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 651450.00000000 JPY 10000.00000000 AUD 2020-06-17 442.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -1579.45000000 -0.00158242094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54000.00000000 CAD 37217.56000000 USD 2020-06-11 -1579.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -119.57000000 -0.00011979491 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10253.66000000 USD 2020-06-17 -119.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 112.17000000 0.000112380991 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5632.73000000 USD 20000.00000000 ILS 2020-06-17 112.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.18000000 0.000052278150 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 31067.51000000 USD 30000.00000000 CHF 2020-06-17 52.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1526.74000000 -0.00152961179 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 16562.62000000 USD 280000.00000000 ZAR 2020-06-17 -1526.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.32000000 0.000020358221 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 PLN 13199.75000000 EUR 2020-06-17 20.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -300.48000000 -0.00030104520 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 710000.00000000 THB 21644.05000000 USD 2020-06-17 -300.48000000 N N N N/A N/A N/A 2.00000000 NC USD 29497.16000000 0.029552644140 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2020-06-19 449562.50000000 USD 29497.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -907.22000000 -0.00090892648 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 EUR 71103.56000000 TRY 2020-06-17 -907.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 355.38000000 0.000356048469 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 660836.00000000 JPY 10000.00000000 AUD 2020-06-17 355.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 439.67000000 0.000440497019 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12157.72000000 USD 10000.00000000 GBP 2020-06-17 439.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 3076.17000000 0.003081956273 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 225880000.00000000 KRW 189142.79000000 USD 2020-06-17 3076.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 2491.19000000 0.002495875926 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 160000.00000000 BRL 31812.94000000 USD 2020-06-17 2491.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 1037.40000000 0.001039351348 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 CHF 63276.79000000 USD 2020-06-17 1037.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -425.47000000 -0.00042627030 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82000.00000000 CAD 58488.50000000 USD 2020-06-11 -425.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 444.83000000 0.000445666724 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6072.56000000 USD 10000.00000000 AUD 2020-06-17 444.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -1067.02000000 -0.00106902706 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 93481.32000000 USD 2990000.02000000 THB 2020-06-17 -1067.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -123.93000000 -0.00012416311 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10640000.00000000 KRW 8640.67000000 USD 2020-06-17 -123.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -3775.75000000 -0.00378285218 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 47149.03000000 USD 180000.00000000 PLN 2020-06-17 -3775.75000000 N N N N/A N/A N/A -1.00000000 NC 3770.18000000 0.003777271706 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2020-06-08 -138600.00000000 EUR 3770.18000000 N N N SGS SA 2138007JNS19JHNA2336 N/A 45.00000000 NS 101864.80000000 0.102056407629 Long EC CORP CH N 1 N N N N/A N/A N/A 1.00000000 NC N/A -119.98000000 -0.00012020568 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 880000.00000000 JPY 8085.63000000 USD 2020-06-17 -119.98000000 N N N N/A N/A N/A -1.00000000 NC -4800.68000000 -0.00480971007 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short TOPIX Index JP9010100007 2020-06-11 -14540000.00000000 JPY -4800.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.59000000 -0.00015087325 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CAD 14218.98000000 USD 2020-06-17 -150.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.40000000 -0.00013064528 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 AUD 78078.24000000 USD 2020-06-17 -130.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -35.39000000 -0.00003545656 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CAD 7149.40000000 USD 2020-06-17 -35.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -187.14000000 -0.00018749201 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 800000.00000000 THB 24539.09000000 USD 2020-06-17 -187.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -1143.76000000 -0.00114591141 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 110000.00000000 ILS 30453.17000000 USD 2020-06-17 -1143.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -173.42000000 -0.00017374620 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 22110.33000000 USD 20000.00000000 EUR 2020-06-17 -173.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.51000000 -0.00005661629 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25046.34000000 USD 2680000.00000000 JPY 2020-06-17 -56.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 85.80000000 0.000085961389 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 29999.99000000 PLN 7314.68000000 USD 2020-06-17 85.80000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XGP3 1461423.11000000 PA USD 1380673.05000000 1.383270095200 Long ABS-MBS CORP US N 2 2029-09-25 Floating 4.13725000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 146.25000000 0.000146525096 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17441.62000000 EUR 80000.00000000 PLN 2020-06-17 146.25000000 N N N IMCD NV 724500NSJPNFJPDAUP02 N/A 960.00000000 NS 84918.73000000 0.085078462081 Long EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9.11000000 0.000009127135 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10364.12000000 USD 10000.00000000 CHF 2020-06-17 9.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -318.12000000 -0.00031871838 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 GBP 12279.27000000 USD 2020-06-17 -318.12000000 N N N Pacific Biosciences of California, Inc. N/A 69404D108 24346.00000000 NS USD 80463.53000000 0.080614881852 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -310.61000000 -0.00031119425 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5808.44000000 USD 30000.00000000 BRL 2020-06-17 -310.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -2514.72000000 -0.00251945018 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 30072.21000000 USD 2020-06-17 -2514.72000000 N N N Anixter International, Inc. 529900ZMALH8DA7UJT76 035290105 650.00000000 NS USD 60359.00000000 0.060472535243 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 35.23000000 0.000035296267 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11454.56000000 USD 40000.00000000 ILS 2020-06-17 35.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -41.59000000 -0.00004166823 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14121.68000000 USD 1510000.00000000 JPY 2020-06-17 -41.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 24.48000000 0.000024526046 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 ZAR 6468.43000000 USD 2020-06-17 24.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -89.64000000 -0.00008980861 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 CHF 10283.59000000 USD 2020-06-17 -89.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -97.82000000 -0.00009800399 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21839.09000000 USD 2020-06-17 -97.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 267.30000000 0.000267802791 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 42430000.00000000 KRW 35218.63000000 USD 2020-06-17 267.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.94000000 -0.00046481267 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 AUD 6053.45000000 USD 2020-06-17 -463.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -3690.65000000 -0.00369759211 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 51801.03000000 USD 340000.00000000 TRY 2020-06-17 -3690.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 301.51000000 0.000302077140 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 84812.00000000 USD 120000.00000000 SGD 2020-06-17 301.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 1572.47000000 0.001575427815 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 17979.69000000 USD 30000.00000000 AUD 2020-06-17 1572.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1073.16000000 -0.00107517861 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 1981755.00000000 JPY 2020-06-17 -1073.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -305.84000000 -0.00030641528 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 NZD 24224.72000000 USD 2020-06-17 -305.84000000 N N N Legg Mason, Inc. OWUNCC6U1ZJXMZKFBJ36 524901105 6100.00000000 NS USD 303963.00000000 0.304534754225 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -679.06000000 -0.00068033731 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11586.22000000 USD 2020-06-17 -679.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -146.20000000 -0.00014647500 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 250000.00000000 PLN 54788.45000000 EUR 2020-06-17 -146.20000000 N N N N/A N/A N/A 1.00000000 NC USD 143.71000000 0.000143980318 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long FTSE China A50 Index XIN9I Index 2020-05-28 13427.50000000 USD 143.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -393.71000000 -0.00039445056 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 EUR 74732.52000000 TRY 2020-06-17 -393.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -2558.95000000 -0.00256376338 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 3220310.00000000 JPY 2020-06-17 -2558.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -295.83000000 -0.00029638645 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 21641.08000000 USD 2020-06-17 -295.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -306.90000000 -0.00030747727 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 CHF 51559.26000000 USD 2020-06-17 -306.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 825.28000000 0.000826832351 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 49468.22000000 USD 70000.00000000 CAD 2020-06-17 825.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -6.57000000 -0.00000658235 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 120000.00000000 THB 3702.37000000 USD 2020-06-17 -6.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 506.64000000 0.000507592989 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 39025.71000000 USD 3000000.00000000 INR 2020-06-17 506.64000000 N N N Eldorado Resorts, Inc. 5299000BKFWWVND5L441 28470R102 -4520.00000000 NS USD -96908.80000000 -0.09709108539 Short EC CORP US N 1 N N N N/A N/A 91274U119 21837.00000000 NS USD 762.11000000 0.000763543528 N/A DE US N 1 US Well Services, Inc. N/A Call Purchased US Well Services, Inc. US Well Services, Inc. 0.50000000 5.75000000 USD 2023-11-09 XXXX 762.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -1098.42000000 -0.00110048612 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 EUR 147267.30000000 TRY 2020-06-17 -1098.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 10.14000000 0.000010159073 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20736.32000000 USD 20000.00000000 CHF 2020-06-17 10.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -509.39000000 -0.00051034816 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 70000.00000000 CAD 49784.11000000 USD 2020-06-17 -509.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 250.11000000 0.000250580456 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12784.66000000 USD 20000.00000000 AUD 2020-06-17 250.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.92000000 0.000003927373 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1115.03000000 USD 120000.00000000 JPY 2020-06-17 3.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -181.42000000 -0.00018176125 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1310000.00000000 JPY 12033.76000000 USD 2020-06-17 -181.42000000 N N N N/A N/A N/A 11.00000000 NC USD 5065.14000000 0.005074667525 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2020-06-30 1380328.13000000 USD 5065.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -4113.34000000 -0.00412107719 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 57883.77000000 USD 380000.00000000 TRY 2020-06-17 -4113.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 544.91000000 0.000545934975 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 640510.00000000 JPY 10000.00000000 AUD 2020-06-17 544.91000000 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 -2448.00000000 NS USD -69939.36000000 -0.07007091589 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1011.96000000 -0.00101386349 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 AUD 1289370.00000000 JPY 2020-06-17 -1011.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 326.80000000 0.000327414710 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 BRL 11322.46000000 USD 2020-06-17 326.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 55.21000000 0.000055313849 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20691.25000000 USD 20000.00000000 CHF 2020-06-17 55.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 892.09000000 0.000893768020 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2700123.00000000 JPY 40000.00000000 AUD 2020-06-17 892.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -10709.16000000 -0.01072930392 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 365788.48000000 USD 38080000.00000000 JPY 2020-06-17 -10709.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 774.38000000 0.000775836608 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 730000.00000000 MXN 30844.05000000 USD 2020-06-17 774.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -1349.26000000 -0.00135179795 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 140000.00000000 SGD 97949.83000000 USD 2020-06-17 -1349.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 2572.32000000 0.002577158532 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 90000.00000000 BRL 19065.81000000 USD 2020-06-17 2572.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -111.37000000 -0.00011157948 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 GBP 25083.40000000 USD 2020-06-17 -111.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -902.95000000 -0.00090464844 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 24773.83000000 USD 2560000.00000000 JPY 2020-06-17 -902.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 626.31000000 0.000627488088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 631781.00000000 JPY 10000.00000000 AUD 2020-06-17 626.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -1879.91000000 -0.00188344610 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 40000.00000000 AUD 24189.64000000 USD 2020-06-17 -1879.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.92000000 -0.00004700825 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11027.12000000 EUR 50000.00000000 PLN 2020-06-17 -46.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 380.29000000 0.000381005325 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 63454.84000000 USD 90000.00000000 SGD 2020-06-17 380.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 104.15000000 0.000104345906 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 25390.95000000 USD 1290000.00000000 PHP 2020-06-17 104.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 631.68000000 0.000632868189 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 41925.07000000 USD 60000.00000000 SGD 2020-06-17 631.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.64000000 0.000049733372 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6472.36000000 USD 330000.00000000 PHP 2020-06-17 49.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -836.42000000 -0.00083799330 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 AUD 3405040.00000000 JPY 2020-06-17 -836.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -986.07000000 -0.00098792479 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 60000.00000000 ILS 16248.62000000 USD 2020-06-17 -986.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.95000000 0.000059060884 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 5535.79000000 USD 600000.00000000 JPY 2020-06-17 58.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -14489.52000000 -0.01451677477 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 409353.84000000 USD 360000.00000000 EUR 2020-06-17 -14489.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -261.12000000 -0.00026161116 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11010000.00000000 CLP 12941.52000000 USD 2020-06-17 -261.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -1368.05000000 -0.00137062330 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 18184.11000000 USD 2020-06-17 -1368.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 272.34000000 0.000272852271 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 50000.00000000 BRL 9435.39000000 USD 2020-06-17 272.34000000 N N N American Airlines Group, Inc. N/A 02376R102 623.00000000 NS USD 7482.23000000 0.007496304070 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -77.76000000 -0.00007790626 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10000.00000000 NZD 6054.88000000 USD 2020-06-17 -77.76000000 N N N GAIN Capital Holdings, Inc. 5493003NZPPKMB17WX19 36268W100 4200.00000000 NS USD 27468.00000000 0.027519667291 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1.21000000 0.000001212276 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 14368.36000000 USD 20000.00000000 CAD 2020-06-17 1.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -194.95000000 -0.00019531670 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 CHF 20551.51000000 USD 2020-06-17 -194.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1346.05000000 -0.00134858191 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 AUD 1952490.00000000 JPY 2020-06-17 -1346.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -550.62000000 -0.00055165571 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 20000.00000000 NZD 11714.66000000 USD 2020-06-17 -550.62000000 N N N Gerresheimer AG 5299006GD4UWSYZOKC28 N/A 4729.00000000 NS 377528.71000000 0.378238841283 Long EC CORP DE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -332.56000000 -0.00033318554 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 106724.44000000 USD 150000.00000000 SGD 2020-06-17 -332.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.50000000 -0.00009567963 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 11375.77000000 USD 110000.02000000 SEK 2020-06-17 -95.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -660.36000000 -0.00066160213 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 21406.82000000 USD 20000.00000000 CHF 2020-06-17 -660.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -8.18000000 -0.00000819538 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 8959.76000000 USD 960000.00000000 JPY 2020-06-17 -8.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 289.80000000 0.000290345113 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 12744.97000000 USD 20000.00000000 AUD 2020-06-17 289.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 73.91000000 0.000074049024 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 154507.58000000 TRY 20000.00000000 EUR 2020-06-17 73.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 197.14000000 0.000197510820 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230000.00000000 SEK 23781.67000000 USD 2020-06-11 197.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 4470.54000000 0.004478949083 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 445000.00000000 CAD 324193.50000000 USD 2020-06-17 4470.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.27000000 0.000211667398 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 35252.69000000 USD 50000.00000000 SGD 2020-06-17 211.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -685.91000000 -0.00068720019 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 88433.54000000 USD 80000.00000000 EUR 2020-06-17 -685.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -709.74000000 -0.00071107502 N/A DFE N/A N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 30000.00000000 CAD 20844.62000000 USD 2020-06-17 -709.74000000 N N N N/A N/A N/A 200000.00000000 PA USD 31166.98 0.031225605071 N/A DCR US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 American Axle & Manufacturing, Inc. American Axle & Manufacturing, Inc. Y Receipt of notional amount upon default event with regard to the reference instrument 2024-06-20 0.00000000 USD 3989.24000000 USD 200000.00000000 USD 35156.22000000 N N N N/A N/A 000000000 -2400.00000000 NS 73996.17999999 0.074135366771 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Canadian Tire Corp. Ltd. Y 2020-09-18 0.00000000 USD 0.00000000 USD 234408.00000000 CAD 77481.14000000 N N N N/A N/A 000000000 847.00000000 NS USD 45578.85000000 0.045664583790 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Fair Isaac Corp. Y 2021-04-06 0.00000000 USD 0.00000000 USD 298940.00000000 USD 45578.85000000 N N N N/A N/A 000000000 -2762.00000000 NS USD -23383.59999999 -0.02342758453 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A SL Green Realty Corp. Y 2021-03-30 0.00000000 USD 0.00000000 USD 146524.00000000 USD -22568.81000000 N N N N/A N/A 000000000 -5950.00000000 NS 11093.95000000 0.011114817713 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Deutsche Telekom AG (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 79284.00000000 EUR 12353.79000000 N N N N/A N/A 000000000 1997.00000000 NS -94.20000000 -0.00009437719 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Bolsas y Mercados Espanoles SHMSF SA Y 2020-11-20 0.00000000 USD 0.00000000 USD 66460.00000000 EUR -312.91000000 N N N N/A N/A 000000000 85.00000000 NS -2778.03000000 -0.00278325547 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A LVMH Moet Hennessy Louis Vuitton SE Y 2020-12-09 0.00000000 USD 0.00000000 USD 29958.00000000 EUR -3185.09000000 N N N N/A N/A 000000000 -3507.00000000 NS USD -17405.24000000 -0.01743797924 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Carlyle Group, Inc. (The) Y 2021-03-18 0.00000000 USD 0.00000000 USD 82204.00000000 USD -17405.24000000 N N N N/A N/A 000000000 -3072.00000000 NS 24089.88000000 0.024135193050 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Diageo plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 84480.00000000 GBP 25615.24000000 N N N N/A N/A 000000000 -3838.00000000 NS 18344.23000000 0.018378735485 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Bunzl plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 66301.00000000 GBP 18680.83000000 N N N N/A N/A 000000000 213.00000000 NS -244.04000000 -0.00024449903 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A OSRAM Licht AG Y 2020-07-09 0.00000000 USD 0.00000000 USD 8073.00000000 EUR -318.26000000 N N N N/A N/A 000000000 -1649.00000000 NS USD -33803.91999999 -0.03386750515 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Qualys, Inc. Y 2021-01-11 0.00000000 USD 0.00000000 USD 173871.00000000 USD -33803.92000000 N N N N/A N/A 000000000 -2009.00000000 NS USD 42473.10000000 0.042552991876 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Omnicom Group, Inc. Y 2021-01-29 0.00000000 USD 0.00000000 USD 114573.00000000 USD 42473.10000000 N N N N/A N/A 000000000 -3881.00000000 NS 9675.04000000 0.009693238744 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Telefonica SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 16223.00000000 EUR 9941.41000000 N N N N/A N/A 000000000 1088.00000000 NS 8286.37999999 0.008301966675 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Gerresheimer AG Y 2020-12-09 0.00000000 USD 0.00000000 USD 79261.00000000 EUR 8233.81000000 N N N N/A N/A 000000000 7797.00000000 NS -88430.25000000 -0.08859658724 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Danone SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 493238.00000000 EUR -89776.18000000 N N N N/A N/A 000000000 -2556.00000000 NS USD -7310.09000000 -0.00732384027 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A VF Corp. Y 2021-04-05 0.00000000 USD 0.00000000 USD 148504.00000000 USD -7310.09000000 N N N N/A N/A 000000000 -3634.00000000 NS USD -37248.50000000 -0.03731856440 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A PACCAR, Inc. Y 2021-03-29 0.00000000 USD 0.00000000 USD 251582.00000000 USD -37248.50000000 N N N N/A N/A 000000000 842.00000000 NS 93493.65000000 0.093669511501 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Eurofins Scientific SE Y 2020-12-09 0.00000000 USD 0.00000000 USD 425210.00000000 EUR 91647.06000000 N N N N/A N/A 000000000 -7105.00000000 NS USD -35222.44000000 -0.03528869338 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Cerence, Inc. Y 2021-03-16 0.00000000 USD 0.00000000 USD 150342.00000000 USD -35222.44000000 N N N N/A N/A 000000000 -1071.00000000 NS USD 39904.89000000 0.039979951074 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Acuity Brands, Inc. Y 2020-06-15 0.00000000 USD 0.00000000 USD 92738.00000000 USD 40044.12000000 N N N N/A N/A 000000000 -6785.00000000 NS 40613.08000000 0.040689473179 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Signify NV Y 2021-03-02 0.00000000 USD 0.00000000 USD 126303.00000000 EUR 42227.94000000 N N N N/A N/A 000000000 -908.00000000 NS 32171.88000000 0.032232395287 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Anheuser-Busch InBev SA/NV Y 2020-12-09 0.00000000 USD 0.00000000 USD 38027.00000000 EUR 33055.02000000 N N N N/A N/A 000000000 4760.00000000 NS -8274.79999999 -0.00829036489 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Bureau Veritas SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 90154.00000000 EUR -8991.27000000 N N N N/A N/A 000000000 -695.00000000 NS USD 8395.20999999 0.008411001385 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Hershey Co. (The) Y 2020-09-25 0.00000000 USD 0.00000000 USD 92039.00000000 USD 8395.21000000 N N N N/A N/A 000000000 -4584.00000000 NS 10566.81000000 0.010586686163 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Banco Bilbao Vizcaya Argentaria SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 13692.00000000 EUR 10924.42000000 N N N N/A N/A 000000000 8001.00000000 NS USD 26859.36000000 0.026909882440 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Charles Schwab Corp. (The) Y 2021-04-06 0.00000000 USD 0.00000000 USD 301798.00000000 USD 26859.36000000 N N N N/A N/A 000000000 -1047.00000000 NS USD -30704.74000000 -0.03076249559 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Roku, Inc. Y 2021-04-15 0.00000000 USD 0.00000000 USD 126928.00000000 USD -30704.74000000 N N N N/A N/A 000000000 -899.00000000 NS USD -4271.60000000 -0.00427963487 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Middleby Corp. (The) Y 2021-03-15 0.00000000 USD 0.00000000 USD 50011.00000000 USD -4271.60000000 N N N N/A N/A 000000000 -6037.00000000 NS USD -24669.79000000 -0.02471619386 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Chefs' Warehouse, Inc. (The) Y 2021-03-29 0.00000000 USD 0.00000000 USD 85001.00000000 USD -24669.79000000 N N N N/A N/A 000000000 6500.00000000 NS USD -1674.38000000 -0.00167752950 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A DP World plc Y 2021-03-10 0.00000000 USD 0.00000000 USD 103935.00000000 USD -1674.38000000 N N N N/A N/A 000000000 4543.00000000 NS 7754.27000000 0.007768855777 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Ryanair Holdings plc Y 2020-12-09 0.00000000 USD 0.00000000 USD 47247.00000000 EUR 7661.22000000 N N N N/A N/A 000000000 -7888.00000000 NS 8104.20000000 0.008119443995 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Enel SpA Y 2020-12-09 0.00000000 USD 0.00000000 USD 49190.00000000 EUR 8774.68000000 N N N N/A N/A 000000000 2611.00000000 NS -20543.88000000 -0.02058252302 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Brenntag AG Y 2020-12-09 0.00000000 USD 0.00000000 USD 107547.00000000 EUR -21824.85000000 N N N N/A N/A 000000000 -2539.00000000 NS USD -12157.78000000 -0.01218064877 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Proto Labs, Inc. Y 2021-02-10 0.00000000 USD 0.00000000 USD 257937.00000000 USD -12157.78000000 N N N N/A N/A 000000000 1825.00000000 NS -24120.94000000 -0.02416631147 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A BNP Paribas SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 52332.00000000 EUR -25049.58000000 N N N N/A N/A 000000000 1750.00000000 NS -11213.25000000 -0.01123434211 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Caltex Australia Ltd. Y 2021-01-25 0.00000000 USD 0.00000000 USD 43610.00000000 AUD -11000.40000000 N N N N/A N/A 000000000 7933.00000000 NS -18938.31000000 -0.01897393295 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A GrandVision NV Y 2020-08-03 0.00000000 USD 0.00000000 USD 191979.00000000 EUR -21112.27000000 N N N N/A N/A 000000000 1349.00000000 NS 5747.26000000 0.005758070592 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Croda International plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 65858.00000000 GBP 4190.80000000 N N N N/A N/A 000000000 1218.00000000 NS USD -40662.04000000 -0.04073852527 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Broadcom, Inc. Y 2021-02-16 0.00000000 USD 0.00000000 USD 330833.00000000 USD -40662.04000000 N N N N/A N/A 000000000 1494.00000000 NS USD 952.76000000 0.000954552141 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Migros Ticaret A/S Y 2020-09-15 0.00000000 USD 0.00000000 USD 6271.00000000 USD 952.76000000 N N N N/A N/A 000000000 -894.00000000 NS 24022.90000000 0.024068087060 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Vinci SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 66782.00000000 EUR 25315.74000000 N N N N/A N/A 000000000 -514.00000000 NS 29132.16000000 0.029186957575 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Allianz SE (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 86804.00000000 EUR 30627.57000000 N N N N/A N/A 000000000 -2635.00000000 NS USD -19507.22000000 -0.01954391306 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Blackline, Inc. Y 2021-03-16 0.00000000 USD 0.00000000 USD 160050.00000000 USD -19507.22000000 N N N N/A N/A 000000000 -3018.00000000 NS -4387.29000000 -0.00439554248 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A GlaxoSmithKline plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 50129.00000000 GBP -3979.06000000 N N N N/A N/A 000000000 -1334.00000000 NS 2133.51000000 0.002137523131 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Sanofi Y 2020-12-09 0.00000000 USD 0.00000000 USD 118979.00000000 EUR 2804.67000000 N N N N/A N/A 000000000 -53.00000000 NS -32472.43000000 -0.03253351062 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Givaudan SA (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 171349.00000000 CHF -30921.11000000 N N N N/A N/A 000000000 -6627.00000000 NS USD 7205.85000000 0.007219404199 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Hanesbrands, Inc. Y 2021-01-25 0.00000000 USD 0.00000000 USD 65872.00000000 USD 7205.85000000 N N N N/A N/A 000000000 4291.00000000 NS USD -10366.32000000 -0.01038581904 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Hypera SA Y 2020-12-07 0.00000000 USD 0.00000000 USD 22947.00000000 USD -10619.10000000 N N N N/A N/A 000000000 -4066.00000000 NS 21180.99000000 0.021220831429 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Engie SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 40270.00000000 EUR 21974.50000000 N N N N/A N/A 000000000 -2849.00000000 NS USD -19250.84999999 -0.01928706083 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Integer Holdings Corp. Y 2021-03-17 0.00000000 USD 0.00000000 USD 212137.00000000 USD -19250.85000000 N N N N/A N/A 000000000 -543.00000000 NS 7135.15000000 0.007148571212 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Next plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 25662.00000000 GBP 7451.46000000 N N N N/A N/A 000000000 -5166.00000000 NS 61704.16000000 0.061820225488 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Colruyt SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 282167.00000000 EUR 64196.38000000 N N N N/A N/A 000000000 760.00000000 NS -15946.39000000 -0.01597638515 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Ingenico Group SA Y 2021-02-05 0.00000000 USD 0.00000000 USD 87172.00000000 EUR -17707.34000000 N N N N/A N/A 000000000 -1196.00000000 NS USD -23829.95000000 -0.02387477412 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Fidelity National Information Services, Inc. Y 2021-03-16 0.00000000 USD 0.00000000 USD 157740.00000000 USD -23829.95000000 N N N N/A N/A 000000000 40.00000000 NS 4603.79000000 0.004612449726 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Hermes International Y 2020-12-09 0.00000000 USD 0.00000000 USD 26712.00000000 EUR 4453.79000000 N N N N/A N/A 000000000 2504.00000000 NS -61121.49000000 -0.06123645948 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A HeidelbergCement AG Y 2020-12-09 0.00000000 USD 0.00000000 USD 108624.00000000 EUR -62664.84000000 N N N N/A N/A 000000000 -12126.00000000 NS USD -41202.55999999 -0.04128006199 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Capri Holdings Ltd. Y 2021-03-24 0.00000000 USD 0.00000000 USD 184922.00000000 USD -41202.56000000 N N N N/A N/A 000000000 -13021.00000000 NS 13930.03000000 0.013956232378 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Intesa Sanpaolo SpA Y 2020-12-09 0.00000000 USD 0.00000000 USD 18529.00000000 EUR 14372.80000000 N N N N/A N/A 000000000 15276.00000000 NS -40866.97000000 -0.04094384074 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Fiat Chrysler Automobiles NV Y 2020-11-05 0.00000000 USD 0.00000000 USD 122452.00000000 EUR -42662.41000000 N N N N/A N/A 000000000 3693.00000000 NS USD 7959.69000000 0.007974662172 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Walt Disney Co. (The) Y 2021-04-16 0.00000000 USD 0.00000000 USD 399398.00000000 USD 7959.69000000 N N N N/A N/A 000000000 -4893.00000000 NS USD 39486.51000000 0.039560784102 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Iron Mountain, Inc. Y 2021-02-08 0.00000000 USD 0.00000000 USD 118313.00000000 USD 39486.51000000 N N N N/A N/A 000000000 -5987.00000000 NS 30923.19000000 0.030981356502 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Hennes & Mauritz AB Y 2020-10-19 0.00000000 USD 0.00000000 USD 815429.00000000 SEK 31690.25000000 N N N N/A N/A 000000000 6927.00000000 NS 9608.19000000 0.009626262999 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A QIAGEN NV Y 2021-03-05 0.00000000 USD 0.00000000 USD 263226.00000000 EUR 9188.93000000 N N N N/A N/A 000000000 -1189.00000000 NS USD -1997.52000000 -0.00200127733 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A STERIS plc Y 2021-04-05 0.00000000 USD 0.00000000 USD 169433.00000000 USD -1997.52000000 N N N N/A N/A 000000000 -1538.00000000 NS 6866.56000000 0.006879475995 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Nestle SA (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 156722.00000000 CHF 7445.78000000 N N N N/A N/A 000000000 -7189.00000000 NS -15862.83000000 -0.01589266797 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Koninklijke Ahold Delhaize NV Y 2020-12-09 0.00000000 USD 0.00000000 USD 159308.00000000 EUR -15092.03000000 N N N N/A N/A 000000000 612.00000000 NS -3122.99000000 -0.00312886434 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Faurecia SE Y 2020-11-05 0.00000000 USD 0.00000000 USD 20233.00000000 EUR -3483.67000000 N N N N/A N/A 000000000 -14311.00000000 NS 27099.72000000 0.027150694557 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Banco Santander SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 29159.00000000 EUR 27848.85000000 N N N N/A N/A 000000000 -4494.00000000 NS USD 2722.07000000 0.002727190212 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Bloom Energy Corp. Y 2020-11-18 0.00000000 USD 0.00000000 USD 34469.00000000 USD 2722.07000000 N N N N/A N/A 000000000 26951.00000000 NS USD 136264.88000000 0.136521194159 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Clarivate Analytics plc Y 2020-12-17 0.00000000 USD 0.00000000 USD 619334.00000000 USD 136264.88000000 N N N N/A N/A 000000000 -8261.00000000 NS -337.22000000 -0.00033785431 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Nokia OYJ Y 2020-12-09 0.00000000 USD 0.00000000 USD 27460.00000000 EUR 19.50000000 N N N N/A N/A 000000000 4873.00000000 NS 16291.19000000 0.016321833718 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Amundi SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 295304.00000000 EUR 13552.85000000 N N N N/A N/A 000000000 -2345.00000000 NS 23522.03000000 0.023566274924 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A AXA SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 37980.00000000 EUR 24306.44000000 N N N N/A N/A 000000000 -1039.00000000 NS USD 2575.34000000 0.002580184213 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Pfizer, Inc. Y 2020-12-10 0.00000000 USD 0.00000000 USD 39856.00000000 USD 2575.34000000 N N N N/A N/A 000000000 463.00000000 NS 1466.52000000 0.001469278523 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Isra Vision AG Y 2021-03-23 0.00000000 USD 0.00000000 USD 23104.00000000 EUR 1441.80000000 N N N N/A N/A 000000000 -5936.00000000 NS USD -13318.76000000 -0.01334381257 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A PRA Group, Inc. Y 2021-03-24 0.00000000 USD 0.00000000 USD 164665.00000000 USD -13318.76000000 N N N N/A N/A 000000000 -19091.00000000 NS 75268.17000000 0.075409749383 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Pearson plc Y 2020-08-24 0.00000000 USD 0.00000000 USD 87780.00000000 GBP 79117.12000000 N N N N/A N/A 000000000 304.00000000 NS 2774.69000000 0.002779909190 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Kering SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 139901.00000000 EUR 1476.29000000 N N N N/A N/A 000000000 863.00000000 NS -851.14000000 -0.00085274099 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Stroeer SE & Co. KGaA Y 2020-12-09 0.00000000 USD 0.00000000 USD 49925.00000000 EUR -1103.12000000 N N N N/A N/A 000000000 -1056.00000000 NS 24173.82000000 0.024219290941 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A BASF SE Y 2020-12-09 0.00000000 USD 0.00000000 USD 49299.00000000 EUR 24939.31000000 N N N N/A N/A 000000000 -5648.00000000 NS USD 48875.63000000 0.048967565031 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Fox Corp. Y 2021-01-21 0.00000000 USD 0.00000000 USD 146114.00000000 USD 48875.63000000 N N N N/A N/A 000000000 2080.00000000 NS -18518.06000000 -0.01855289246 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Societe Generale SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 29661.00000000 EUR -19252.94000000 N N N N/A N/A 000000000 -4521.00000000 NS USD -18039.24000000 -0.01807317179 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Kroger Co. (The) Y 2021-03-30 0.00000000 USD 0.00000000 USD 142909.00000000 USD -18039.24000000 N N N N/A N/A 000000000 -1787.00000000 NS USD 39476.35000000 0.039550604991 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Whirlpool Corp. Y 2021-01-25 0.00000000 USD 0.00000000 USD 199679.00000000 USD 39476.35000000 N N N N/A N/A 000000000 -143.00000000 NS -10598.78000000 -0.01061871629 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Roche Holding AG Y 2020-12-09 0.00000000 USD 0.00000000 USD 47969.00000000 CHF -10212.39000000 N N N N/A N/A 000000000 1165.00000000 NS -26634.85000000 -0.02668495013 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Publicis Groupe SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 31606.00000000 EUR -27377.34000000 N N N N/A N/A 000000000 -1557.00000000 NS USD -19782.62000000 -0.01981983109 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Shake Shack, Inc. Y 2021-04-19 0.00000000 USD 0.00000000 USD 84872.00000000 USD -19782.62000000 N N N N/A N/A 000000000 1924.00000000 NS USD -3953.40000000 -0.00396083634 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Aspen Pharmacare Holdings Ltd. Y 2020-12-09 0.00000000 USD 0.00000000 USD 12004.00000000 USD -3953.40000000 N N N N/A N/A 000000000 -11081.00000000 NS USD 28698.13000000 0.028752111165 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A AT&T, Inc. Y 2021-02-24 0.00000000 USD 0.00000000 USD 337638.00000000 USD 34460.25000000 N N N N/A N/A 000000000 3379.00000000 NS USD 102256.37000000 0.102448714172 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Microsoft Corp. Y 2020-12-17 0.00000000 USD 0.00000000 USD 605551.00000000 USD 102256.37000000 N N N N/A N/A 000000000 -6529.00000000 NS 15824.94000000 0.015854706702 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Volvo AB Y 2020-06-18 0.00000000 USD 0.00000000 USD 823633.00000000 SEK 16496.95000000 N N N N/A N/A 000000000 20409.00000000 NS -24656.04000000 -0.02470241799 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Atrium European Real Estate Ltd. Y 2020-07-27 0.00000000 USD 0.00000000 USD 51023.00000000 EUR -25329.12000000 N N N N/A N/A 000000000 -400.00000000 NS USD -8823.93000000 -0.00884052780 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Rockwell Automation, Inc. Y 2020-05-29 0.00000000 USD 0.00000000 USD 75792.00000000 USD -8823.93000000 N N N N/A N/A 000000000 -2110.00000000 NS USD -16013.66000000 -0.01604378168 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Zscaler, Inc. Y 2021-03-31 0.00000000 USD 0.00000000 USD 141539.00000000 USD -16013.66000000 N N N N/A N/A 000000000 3119.01690000 NS -4948.43999999 -0.00495774801 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Redde Northgate plc Y 2021-02-24 0.00000000 USD 0.00000000 USD 5602.00000000 GBP -5054.14000000 N N N N/A N/A 000000000 -719.00000000 NS 6941.75000000 0.006954807427 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Schneider Electric SE Y 2020-12-09 0.00000000 USD 0.00000000 USD 60008.00000000 EUR 7777.92000000 N N N N/A N/A 000000000 -561.00000000 NS USD -14223.88000000 -0.01425063510 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Choice Hotels International, Inc. Y 2021-03-22 0.00000000 USD 0.00000000 USD 42103.00000000 USD -14223.88000000 N N N N/A N/A 000000000 -919.00000000 NS USD -12862.26000000 -0.01288645390 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A CyberArk Software Ltd. Y 2021-03-16 0.00000000 USD 0.00000000 USD 90760.00000000 USD -12862.26000000 N N N N/A N/A 000000000 -9080.00000000 NS USD -18139.06000000 -0.01817317956 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Grifols SA Y 2021-04-14 0.00000000 USD 0.00000000 USD 309057.00000000 USD -18139.06000000 N N N N/A N/A 000000000 1733.00000000 NS USD 32403.45000000 0.032464400870 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Visa, Inc. Y 2021-03-26 0.00000000 USD 0.00000000 USD 309722.00000000 USD 32403.45000000 N N N N/A N/A 000000000 -1500.00000000 NS USD -2340.00000000 -0.00234440153 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Landstar System, Inc. Y 2020-04-27 0.00000000 USD 0.00000000 USD 154965.00000000 USD -2340.00000000 N N N N/A N/A 000000000 -1471.00000000 NS 6855.86000000 0.006868755868 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Koninklijke Philips NV Y 2020-12-09 0.00000000 USD 0.00000000 USD 58421.00000000 EUR 7343.16000000 N N N N/A N/A 000000000 2483.00000000 NS USD 5305.80000000 0.005315780206 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Carlisle Cos., Inc. Y 2021-04-08 0.00000000 USD 0.00000000 USD 300344.00000000 USD 5305.80000000 N N N N/A N/A 000000000 547.00000000 NS 10099.17000000 0.010118166532 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Iliad SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 74392.00000000 EUR 9742.49000000 N N N N/A N/A 000000000 -866.00000000 NS -4026.06000000 -0.00403363301 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A L'Oreal SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 229750.00000000 EUR -2411.33000000 N N N N/A N/A 000000000 3090.00000000 NS -24889.27999999 -0.02493609672 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A LafargeHolcim Ltd. (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 123724.00000000 CHF -27218.88000000 N N N N/A N/A 000000000 81007.00000000 NS -31434.25000000 -0.03149337780 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A ITV plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 61970.00000000 GBP -32057.53000000 N N N N/A N/A 000000000 -606.00000000 NS USD 508.55000000 0.000509506582 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Merck & Co., Inc. Y 2020-12-10 0.00000000 USD 0.00000000 USD 48080.00000000 USD 508.55000000 N N N N/A N/A 000000000 -15653.00000000 NS 26227.27000000 0.026276603479 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Marks & Spencer Group plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 14416.00000000 GBP 26397.42000000 N N N N/A N/A 000000000 -3118.00000000 NS USD -17707.25000000 -0.01774055732 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Merit Medical Systems, Inc. Y 2021-03-03 0.00000000 USD 0.00000000 USD 127277.00000000 USD -17707.25000000 N N N N/A N/A 000000000 7267.00000000 NS -1867.17000000 -0.00187068214 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Spire Healthcare Group plc Y 2020-11-23 0.00000000 USD 0.00000000 USD 7020.00000000 GBP -1975.08000000 N N N N/A N/A 000000000 -1054.00000000 NS 12926.58000000 0.012950894889 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Worldline SA Y 2021-02-05 0.00000000 USD 0.00000000 USD 65327.00000000 EUR 14288.10000000 N N N N/A N/A 000000000 112689.00000000 NS 36572.14000000 0.036640932173 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Anima Holding SpA Y 2020-12-09 0.00000000 USD 0.00000000 USD 363760.00000000 EUR 31290.76000000 N N N N/A N/A 000000000 -865.00000000 NS 9696.20000000 0.009714438546 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Air Liquide SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 100427.00000000 EUR 10508.70000000 N N N N/A N/A 000000000 3947.00000000 NS -17766.72000000 -0.01780013918 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Elis SA Y 2020-12-09 0.00000000 USD 0.00000000 USD 44601.00000000 EUR -19048.88000000 N N N N/A N/A 000000000 -151.00000000 NS 2240.42999999 0.002244644247 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Swisscom AG (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 75772.00000000 CHF 2512.76000000 N N N N/A N/A 000000000 -3650.00000000 NS USD -102537.17000000 -0.10273004235 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Flutter Entertainment plc Y 2020-10-05 0.00000000 USD 0.00000000 USD 448225.00000000 USD -102537.17000000 N N N N/A N/A 000000000 -1148.00000000 NS USD -10903.47000000 -0.01092397942 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Murphy USA, Inc. Y 2021-01-29 0.00000000 USD 0.00000000 USD 122606.00000000 USD -10903.47000000 N N N N/A N/A 000000000 -587.00000000 NS USD -1866.66000000 -0.00187017118 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A NIKE, Inc. Y 2020-12-10 0.00000000 USD 0.00000000 USD 51175.00000000 USD -1866.66000000 N N N N/A N/A 000000000 335.00000000 NS USD 6976.40000000 0.006989522604 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A NAVER Corp. Y 2020-11-16 0.00000000 USD 0.00000000 USD 54301.00000000 USD 6976.40000000 N N N N/A N/A 000000000 -3130.00000000 NS USD -17079.79000000 -0.01711191707 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Oxford Industries, Inc. Y 2021-03-15 0.00000000 USD 0.00000000 USD 131210.00000000 USD -16533.29000000 N N N N/A N/A 000000000 59097.00000000 NS USD -139917.40000000 -0.14018058454 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Primo Water Corp. Y 2021-02-16 0.00000000 USD 0.00000000 USD 606335.00000000 USD -139917.40000000 N N N N/A N/A 000000000 -1177.00000000 NS 23455.80000000 0.023499920346 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Daimler AG (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 37117.00000000 EUR 24406.39000000 N N N N/A N/A 000000000 -2357.00000000 NS USD -71989.17999999 -0.07212459160 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A SolarEdge Technologies, Inc. Y 2021-03-19 0.00000000 USD 0.00000000 USD 263018.00000000 USD -71989.18000000 N N N N/A N/A 000000000 2482.00000000 NS 6746.49000000 0.006759180143 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Smith & Nephew plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 38670.00000000 GBP 5698.19000000 N N N N/A N/A 000000000 -441.00000000 NS 9564.25000000 0.009582240348 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Hannover Rueck SE Y 2020-12-09 0.00000000 USD 0.00000000 USD 64166.00000000 EUR 10557.71000000 N N N N/A N/A 000000000 6867.00000000 NS 5549.61000000 0.005560048813 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A RIB Software SE Y 2021-02-17 0.00000000 USD 0.00000000 USD 198868.00000000 EUR 5021.76000000 N N N N/A N/A 000000000 6700.00000000 NS -2289.37000000 -0.00229367630 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Partner Communications Co. Ltd. Y 2021-02-05 0.00000000 USD 0.00000000 USD 102175.00000000 ILS -2232.70000000 N N N N/A N/A 000000000 -6194.00000000 NS USD 40397.62000000 0.040473607899 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Belden, Inc. Y 2020-10-16 0.00000000 USD 0.00000000 USD 211773.00000000 USD 40397.62000000 N N N N/A N/A 000000000 -722.00000000 NS 26016.23000000 0.026065166513 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Siemens AG (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 61139.00000000 EUR 26987.33000000 N N N N/A N/A 000000000 -4600.00000000 NS 1595.03000000 0.001598030250 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A National Bank of Canada Y 2021-03-11 0.00000000 USD 0.00000000 USD 258244.00000000 CAD 4831.22000000 N N N N/A N/A 000000000 -625.00000000 NS 13391.57000000 0.013416759535 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Bayerische Motoren Werke AG Y 2020-12-09 0.00000000 USD 0.00000000 USD 33781.00000000 EUR 13990.14000000 N N N N/A N/A 000000000 -1351.00000000 NS USD -9946.46999999 -0.00996517930 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Westinghouse Air Brake Technologies Corp. Y 2021-04-21 0.00000000 USD 0.00000000 USD 76223.00000000 USD -9946.47000000 N N N N/A N/A 000000000 -3472.00000000 NS USD -12475.58000000 -0.01249904655 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Omnicell, Inc. Y 2021-03-15 0.00000000 USD 0.00000000 USD 253109.00000000 USD -12475.58000000 N N N N/A N/A 000000000 -8760.00000000 NS 31431.84000000 0.031490963272 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Peugeot SA Y 2020-11-05 0.00000000 USD 0.00000000 USD 114537.00000000 EUR 33484.58000000 N N N N/A N/A 000000000 -1020.00000000 NS -7446.55000000 -0.00746055695 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Elisa OYJ Y 2020-12-09 0.00000000 USD 0.00000000 USD 56549.00000000 EUR -7239.19000000 N N N N/A N/A 000000000 -1857.00000000 NS 14064.95000000 0.014091406162 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Deutsche Post AG (Registered) Y 2020-12-09 0.00000000 USD 0.00000000 USD 50418.00000000 EUR 14709.63000000 N N N N/A N/A 000000000 29167.00000000 NS -15583.04000000 -0.01561235168 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A Barclays plc Y 2020-12-02 0.00000000 USD 0.00000000 USD 30888.00000000 GBP -16035.36000000 N N N N/A N/A 000000000 -1749.00000000 NS USD -19625.14000000 -0.01966205487 N/A DE US N 2 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N/A Guidewire Software, Inc. Y 2021-03-23 0.00000000 USD 0.00000000 USD 158879.00000000 USD -19625.14000000 N N N 2020-06-01 Neuberger Berman Alternative Funds John McGovern John McGovern Treasurer