0001752724-21-279707.txt : 20211222
0001752724-21-279707.hdr.sgml : 20211222
20211222164133
ACCESSION NUMBER: 0001752724-21-279707
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211222
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NEUBERGER BERMAN ALTERNATIVE FUNDS
CENTRAL INDEX KEY: 0001317474
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21715
FILM NUMBER: 211513769
BUSINESS ADDRESS:
STREET 1: 1290 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10104
BUSINESS PHONE: (212) 476-8800
MAIL ADDRESS:
STREET 1: 1290 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10104
FORMER COMPANY:
FORMER CONFORMED NAME: NEUBERGER BERMAN INSTITUTIONAL LIQUIDITY FUNDS
DATE OF NAME CHANGE: 20090601
FORMER COMPANY:
FORMER CONFORMED NAME: LEHMAN BROTHERS INSTITUTIONAL LIQUIDITY FUNDS
DATE OF NAME CHANGE: 20061023
FORMER COMPANY:
FORMER CONFORMED NAME: LEHMAN BROTHERS INVESTOR LIQUIDITY SERIES
DATE OF NAME CHANGE: 20050211
0001317474
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212-476-8800
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N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7177.60000000
USD
10000.00000000
NZD
2021-12-15
-16.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
273.70000000
0.000365336244
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14048.65000000
USD
20000.00000000
NZD
2021-12-15
273.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-779.95000000
-0.00104108148
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43235.29000000
USD
880000.00000000
MXN
2021-12-15
-779.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
68.45000000
0.000091367431
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
21697.52000000
EUR
2021-12-15
68.45000000
N
N
N
DSP Group, Inc.
N/A
DSP Group, Inc.
23332B106
2500.00000000
NS
USD
54925.00000000
0.073314187826
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-149.06000000
-0.00019896609
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7374.73000000
USD
2021-12-15
-149.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-62.05000000
-0.00008282467
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6545.14000000
EUR
30000.00000000
PLN
2021-12-15
-62.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.30000000
0.000016418106
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13675.42000000
USD
10000.00000000
GBP
2021-12-15
12.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
112.30000000
0.000149898648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7968.44000000
USD
10000.00000000
CAD
2021-12-15
112.30000000
N
N
N
Meredith Corp.
549300YC8BC386CCTS24
Meredith Corp.
589433101
2500.00000000
NS
USD
145600.00000000
0.194347669505
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44.85000000
-0.00005986602
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17776.79000000
USD
2020000.00000000
JPY
2021-12-15
-44.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
302.42000000
0.000403671855
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
96082.21000000
USD
130000.00000000
SGD
2021-12-15
302.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
481.82000000
0.000643135948
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
BRL
12772.81000000
USD
2021-12-15
481.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
59.44000000
0.000079340834
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1700000.00000000
INR
22616.82000000
USD
2021-12-15
59.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
615.05000000
0.000820972075
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
PLN
37316.72000000
EUR
2021-12-15
615.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
646.32000000
0.000862711440
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
TRY
11848.31000000
USD
2021-12-15
646.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-662.11000000
-0.00088378801
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18306.27000000
USD
2010000.00000000
JPY
2021-12-15
-662.11000000
N
N
N
N/A
N/A
Kering SA
000000000
643.00000000
NS
81447.64999999
0.108716764863
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Kering SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
416793.00000000
EUR
83999.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.67000000
-0.00001824679
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27361.77000000
USD
2021-12-15
-13.67000000
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
225.00000000
NS
USD
666207.00000000
0.889256716057
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
91.02000000
0.000121493989
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22480.36000000
USD
30000.00000000
AUD
2021-12-15
91.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
920.42000000
0.001228581606
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
61816.54000000
USD
73770000.00000000
KRW
2021-12-15
920.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
271.66000000
0.000362613241
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
ZAR
15247.06000000
USD
2021-12-15
271.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
239.31000000
0.000319432285
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4520000.00000000
HUF
14733.94000000
USD
2021-12-15
239.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.22000000
0.000037668209
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7495.57000000
USD
10000.00000000
AUD
2021-12-15
28.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135.36000000
0.000180679261
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10800.71000000
USD
10000.00000000
CHF
2021-12-15
135.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1623.76000000
0.002167403652
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
154351.81000000
GBP
212864.57000000
USD
2021-11-19
1623.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
154.65000000
0.000206427658
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7178.07000000
USD
2021-12-15
154.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1365.73000000
-0.00182298380
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
78074.81000000
USD
1590000.00000000
MXN
2021-12-15
-1365.73000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-34.00000000
NC
USD
10502.32000000
0.014018553684
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2024-03-18
-8369950.00000000
USD
10502.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
145.91000000
0.000194761459
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
SGD
96530.54000000
USD
2021-12-15
145.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.38000000
-0.00000050722
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
JPY
1491.91000000
USD
2021-12-15
-0.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
315.56000000
0.000421211199
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43428.72000000
USD
40000.00000000
CHF
2021-12-15
315.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298.05000000
0.000397838756
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
GBP
41361.22000000
USD
2021-12-15
298.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
144.77000000
0.000193239781
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
840609.00000000
JPY
10000.00000000
AUD
2021-12-15
144.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-79.99000000
-0.00010677108
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13767.71000000
USD
10000.00000000
GBP
2021-12-15
-79.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.46000000
0.000066019476
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
ZAR
7862.71000000
USD
2021-12-15
49.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31.04000000
-0.00004143236
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27406.48000000
USD
20000.00000000
GBP
2021-12-15
-31.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1412.67000000
-0.00188563957
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72814.83000000
USD
1480000.00000000
MXN
2021-12-15
-1412.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
231.55000000
0.000309074195
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7292.24000000
USD
10000.00000000
AUD
2021-12-15
231.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1215.17000000
-0.00162201550
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
CHF
86273.39000000
USD
2021-12-15
-1215.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2015.60000000
0.002690433809
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
109164.82000000
USD
5630000.00000000
PHP
2021-12-15
2015.60000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
2232.00000000
NS
USD
519140.88000000
0.692952061626
Long
EC
CORP
US
N
1
N
N
N
Garrett Motion, Inc.
549300LS5WT7EMBNV724
Garrett Motion, Inc.
366505105
700.00000000
NS
USD
4718.00000000
0.006297611983
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298.78000000
0.000398813164
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22272.60000000
USD
30000.00000000
AUD
2021-12-15
298.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-71.63000000
-0.00009561211
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11643.96000000
USD
10000.00000000
EUR
2021-12-15
-71.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3304.06000000
0.004410277204
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13700000.00000000
JPY
123565.25000000
USD
2021-12-15
3304.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1892.93000000
-0.00252669322
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
36173.37000000
USD
10690000.00000000
HUF
2021-12-15
-1892.93000000
N
N
N
PPD, Inc.
N/A
PPD, Inc.
69355F102
11700.00000000
NS
USD
551889.00000000
0.736664429777
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-835.12000000
-0.00111472270
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
ILS
40260.08000000
USD
2021-12-15
-835.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
280.53000000
0.000374452965
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
33508.29000000
USD
290000.00000000
SEK
2021-12-15
280.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.04000000
0.000020075473
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10921.03000000
USD
10000.00000000
CHF
2021-12-15
15.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-163.64000000
-0.00021842755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23308.31000000
USD
20000.00000000
EUR
2021-12-15
-163.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
86.63000000
0.000115634193
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
JPY
4826.85000000
USD
2021-12-15
86.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1516.37000000
-0.00202405889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
2398560.00000000
JPY
2021-12-15
-1516.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
843.66000000
0.001126121942
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1618092.00000000
JPY
20000.00000000
AUD
2021-12-15
843.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
576.89000000
0.000770035900
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
PLN
35633.80000000
USD
2021-12-15
576.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
532.45000000
0.000710717147
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4950000.00000000
HUF
16405.99000000
USD
2021-12-15
532.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
612.58000000
0.000817675105
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2540000.00000000
JPY
22909.18000000
USD
2021-12-15
612.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
151.81000000
0.000202636811
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11480.38000000
USD
9510000.00000000
CLP
2021-12-15
151.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2021.20000000
-0.00269790871
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
77765.38000000
USD
1570000.00000000
MXN
2021-12-15
-2021.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-119.19000000
-0.00015909545
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10922.19000000
EUR
50000.00000000
PLN
2021-12-15
-119.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
90.80000000
0.000121200332
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10845.27000000
USD
10000.00000000
CHF
2021-12-15
90.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-928.50000000
-0.00123936683
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
148457.00000000
CAD
119048.17000000
USD
2021-12-30
-928.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
278.90000000
0.000372277232
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16893.52000000
USD
570000.00000000
THB
2021-12-15
278.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
168.14000000
0.000224434183
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7355.65000000
USD
10000.00000000
AUD
2021-12-15
168.14000000
N
N
N
N/A
N/A
Enel SpA
000000000
-16506.00000000
NS
4767.20000000
0.006363284409
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Enel SpA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
119437.00000000
EUR
4955.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
53.75000000
0.000071745791
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
310000.00000000
THB
9393.14000000
USD
2021-12-15
53.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-248.32000000
-0.00033145888
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32000000.00000000
KRW
26965.76000000
USD
2021-12-15
-248.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.88000000
0.000127981143
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1703278.00000000
JPY
20000.00000000
AUD
2021-12-15
95.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
128.86000000
0.000172003026
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
TRY
14385.93000000
USD
2021-12-15
128.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-240.26000000
-0.00032070035
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1090000.00000000
MXN
52346.47000000
USD
2021-12-15
-240.26000000
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
631.00000000
NS
USD
123284.78000000
0.164561192846
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
158.29000000
0.000211286350
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15829.98000000
USD
18800000.00000000
KRW
2021-12-15
158.29000000
N
N
N
Macquarie Infrastructure Holdings LLC
N/A
Macquarie Infrastructure Holdings LLC
55608B105
15400.00000000
NS
USD
56826.00000000
0.075851652934
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
3 Month Canadian Bankers Acceptance
N/A
-5.00000000
NC
3892.79000000
0.005196117200
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
N/A
3 Month Canadian Bankers Acceptance
2022-09-19
-1228312.50000000
CAD
3892.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
793.57000000
0.001059261539
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
105844.04000000
TRY
10000.00000000
EUR
2021-12-15
793.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84.18000000
0.000112363920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6238.16000000
USD
20000.00000000
ILS
2021-12-15
84.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.25000000
0.000032369031
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
JPY
726.51000000
USD
2021-12-15
24.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1756.99000000
-0.00234523977
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
45209.03000000
USD
4950000.00000000
JPY
2021-12-15
-1756.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1038.67000000
-0.00138642234
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
530000.00000000
SEK
60713.31000000
USD
2021-12-15
-1038.67000000
N
N
N
N/A
N/A
Sumo Group plc
000000000
14192.00000000
NS
-1188.33000000
-0.00158618932
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Sumo Group plc
Y
2022-07-21
0.00000000
USD
0.00000000
USD
68902.00000000
GBP
-1195.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-258.34000000
-0.00034483363
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7420.49000000
USD
110000.00000000
ZAR
2021-12-15
-258.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
865.33000000
0.001155047176
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
210000.00000000
PLN
53450.70000000
USD
2021-12-15
865.33000000
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
999.00000000
NS
USD
76643.28000000
0.102303865736
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
63.98000000
0.000085400850
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23208.65000000
USD
2021-12-15
63.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
142.93000000
0.000190783739
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8140.42000000
USD
70000.00000000
NOK
2021-12-15
142.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.48000000
0.000035345647
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28618.22000000
USD
40000.00000000
NZD
2021-12-15
26.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85.79000000
0.000114512957
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
250000.00000000
PLN
54170.07000000
EUR
2021-12-15
85.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-307.96000000
-0.00041106667
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21564.18000000
USD
2021-12-15
-307.96000000
N
N
N
Intersect ENT, Inc.
549300SWZUVLSFMOXR50
Intersect ENT, Inc.
46071F103
2900.00000000
NS
USD
78213.00000000
0.104399136504
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-544.42000000
-0.00072669476
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15116.21000000
USD
1660000.00000000
JPY
2021-12-15
-544.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-208.31000000
-0.00027805331
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5738.57000000
USD
630000.00000000
JPY
2021-12-15
-208.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1324.48000000
0.001767923085
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2420420.00000000
JPY
30000.00000000
AUD
2021-12-15
1324.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-208.17000000
-0.00027786644
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3930000.00000000
INR
51939.20000000
USD
2021-12-15
-208.17000000
N
N
N
N/A
N/A
Bunzl plc
000000000
-5398.00000000
NS
-27942.50000000
-0.03729780051
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Bunzl plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
145854.00000000
GBP
-28209.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
911.04000000
0.001216061132
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2540000.00000000
JPY
23207.64000000
USD
2021-12-15
911.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
188.35000000
0.000251410601
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18835.99000000
USD
22370000.00000000
KRW
2021-12-15
188.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.22000000
0.000013641711
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5081.59000000
USD
50000.00000000
TRY
2021-12-15
10.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45.66000000
0.000060947215
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
890000.00000000
JPY
7858.25000000
USD
2021-12-15
45.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.36000000
0.000103260547
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
ZAR
9192.82000000
USD
2021-12-15
77.36000000
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
125.00000000
NS
USD
421553.75000000
0.562692231343
Long
EC
CORP
US
N
1
N
N
N
Stroeer SE & Co. KGaA
529900MBF3N1ATE55378
Stroeer SE & Co. KGaA
N/A
724.00000000
NS
61348.00000000
0.081887643054
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-243.70000000
-0.00032529208
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34960.70000000
USD
30000.00000000
EUR
2021-12-15
-243.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
222.42000000
0.000296887422
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15160.95000000
USD
130000.00000000
NOK
2021-12-15
222.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.38000000
-0.00006724749
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32373.32000000
USD
40000.00000000
CAD
2021-12-15
-50.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
46.36000000
0.000061881579
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22525.02000000
USD
30000.00000000
AUD
2021-12-15
46.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.07000000
0.000022785128
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7495.13000000
USD
30000.00000000
PLN
2021-12-15
17.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.63000000
-0.00001952820
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13673.09000000
USD
2021-12-15
-14.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-159.87000000
-0.00021339534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10776.20000000
USD
2021-12-15
-159.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.38000000
0.000007181253
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
25271.00000000
CAD
20428.33000000
USD
2021-12-30
5.38000000
N
N
N
N/A
N/A
Wheat
N/A
11.00000000
NC
USD
13347.61000000
0.017816462204
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Wheat
2021-12-14
425012.50000000
USD
13347.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.70000000
-0.00001161280
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7169.87000000
USD
10000.00000000
NZD
2021-12-15
-8.70000000
N
N
N
N/A
N/A
Low Sulphur Gasoil
N/A
8.00000000
NC
USD
17639.76000000
0.023545647298
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Low Sulphur Gasoil
2021-12-10
569800.00000000
USD
17639.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.62000000
0.000022184466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
730000.00000000
JPY
6424.70000000
USD
2021-12-15
16.62000000
N
N
N
Garrett Motion, Inc.
549300LS5WT7EMBNV724
Garrett Motion, Inc., Series A
366505204
2244.00000000
NS
USD
17368.56000000
0.023183648067
Long
EP
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
154.12000000
0.000205720211
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44331.09000000
USD
60000.00000000
SGD
2021-12-15
154.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2703.30000000
-0.00360837949
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
71612.08000000
USD
7850000.00000000
JPY
2021-12-15
-2703.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-576.69000000
-0.00076976893
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
791405.00000000
JPY
2021-12-15
-576.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
536.43000000
0.000716029672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6646.60000000
USD
2021-12-15
536.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-71.63000000
-0.00009561211
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11643.96000000
USD
10000.00000000
EUR
2021-12-15
-71.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-55.40000000
-0.00007394822
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
74197.42000000
USD
100000.00000000
SGD
2021-12-15
-55.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.23000000
0.000276611727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1120000.00000000
INR
15068.57000000
USD
2021-12-15
207.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2284.28000000
0.003049069330
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
318479.19000000
TRY
30000.00000000
EUR
2021-12-15
2284.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55.72000000
0.000074375358
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34669.55000000
EUR
2021-12-15
55.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46.45000000
-0.00006200171
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1520000.00000000
INR
20122.51000000
USD
2021-12-15
-46.45000000
N
N
N
Tribune Co. Litigation
N/A
Tribune Co. Litigation, Class 1C
N/A
302442.62000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
205.53000000
0.000274342558
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14842.05000000
USD
20000.00000000
AUD
2021-12-15
205.53000000
N
N
N
PAE, Inc.
N/A
PAE, Inc.
69290Y109
5800.00000000
NS
USD
57536.00000000
0.076799364784
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.60000000
0.000198352085
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8134.75000000
USD
70000.00000000
NOK
2021-12-15
148.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-151.26000000
-0.00020190266
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
970000.00000000
PHP
19004.16000000
USD
2021-12-15
-151.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-473.60000000
-0.00063216384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
380000.00000000
PLN
81816.58000000
EUR
2021-12-15
-473.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.39000000
0.000170040862
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7396.40000000
USD
10000.00000000
AUD
2021-12-15
127.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112.58000000
-0.00015027239
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
350000.00000000
PHP
6799.17000000
USD
2021-12-15
-112.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
266.32000000
0.000355485380
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130966.52000000
USD
120000.00000000
CHF
2021-12-15
266.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-104.62000000
-0.00013964734
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
370000.00000000
PHP
7202.09000000
USD
2021-12-15
-104.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-211.35000000
-0.00028211112
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8837.98000000
EUR
40000.00000000
PLN
2021-12-15
-211.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
167.27000000
0.000223272903
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
400000.00000000
PLN
86698.05000000
EUR
2021-12-15
167.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1120.96000000
0.001496263486
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
PLN
31169.74000000
USD
2021-12-15
1120.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2880.01000000
0.003844252964
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10160000.00000000
JPY
92066.41000000
USD
2021-12-15
2880.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.23000000
-0.00010976104
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
PLN
23731.16000000
EUR
2021-12-15
-82.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98.17000000
0.000131037848
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7001.85000000
USD
60000.00000000
NOK
2021-12-15
98.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.62000000
0.000038202131
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
853840.00000000
JPY
10000.00000000
AUD
2021-12-15
28.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-76.45000000
-0.00010204587
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11648.78000000
USD
10000.00000000
EUR
2021-12-15
-76.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-134.21000000
-0.00017914423
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9600.90000000
USD
80000.00000000
NOK
2021-12-15
-134.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.42000000
0.000037935170
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
19499.10000000
EUR
2021-12-15
28.42000000
N
N
N
N/A
N/A
Foreign Exchange AUD/USD
N/A
-102.00000000
NC
USD
-121692.77000000
-0.16243616926
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange AUD/USD
2021-12-13
-7677030.00000000
USD
-121692.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
201.66000000
0.000269176861
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13998.37000000
USD
120000.00000000
NOK
2021-12-15
201.66000000
N
N
N
N/A
N/A
Australia 3 Year Bond
N/A
-13.00000000
NC
10700.79000000
0.014283472516
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
N/A
Australia 3 Year Bond
2021-12-15
-1475085.43000000
AUD
10700.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30.95000000
-0.00004131222
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11603.28000000
USD
10000.00000000
EUR
2021-12-15
-30.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.75000000
-0.00001434915
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
SGD
7403.45000000
USD
2021-12-15
-10.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
324.14000000
0.000432663829
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5415.95000000
USD
2021-12-15
324.14000000
N
N
N
Apollo Global Management, Inc.
54930054P2G7ZJB0KM79
Apollo Global Management, Inc.
03768E105
-5976.00000000
NS
USD
-459853.20000000
-0.61381454487
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.28000000
0.000067114016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
851373.00000000
JPY
10000.00000000
AUD
2021-12-15
50.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.59000000
-0.00000479195
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21875.73000000
USD
20000.00000000
CHF
2021-12-15
-3.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.19000000
0.000103033630
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32026.92000000
USD
37750000.00000000
KRW
2021-12-15
77.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1099.20000000
-0.00146721812
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
47388.54000000
USD
40000.00000000
EUR
2021-12-15
-1099.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.67000000
0.000006233541
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
JPY
1672.53000000
USD
2021-12-15
4.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22.30000000
-0.00002976616
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7436.50000000
USD
10000.00000000
SGD
2021-12-15
-22.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1485.31000000
-0.00198259984
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NZD
34320.56000000
USD
2021-12-15
-1485.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
619.76000000
0.000827259008
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3720000.00000000
HUF
12548.97000000
USD
2021-12-15
619.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-643.69000000
-0.00085920090
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
58979.85000000
EUR
270000.00000000
PLN
2021-12-15
-643.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.28000000
0.000036413491
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7496.51000000
USD
10000.00000000
AUD
2021-12-15
27.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.74000000
-0.00000365736
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
857413.00000000
JPY
10000.00000000
AUD
2021-12-15
-2.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
115.82000000
0.000154597164
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29330000.00000000
KRW
25059.23000000
USD
2021-12-15
115.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
156.77000000
0.000209257446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12859.93000000
USD
110000.00000000
NOK
2021-12-15
156.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.55000000
0.000034104278
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5999.86000000
USD
200000.00000000
THB
2021-12-15
25.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
920.44000000
0.001228608303
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81269.96000000
USD
260000.00000000
ILS
2021-12-15
920.44000000
N
N
N
Flagstar Bancorp, Inc.
549300Q22V2Y3J4R2715
Flagstar Bancorp, Inc.
337930705
300.00000000
NS
USD
14157.00000000
0.018896840365
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
104.10000000
0.000138953244
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17346.93000000
USD
20520000.00000000
KRW
2021-12-15
104.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1443.92000000
-0.00192735224
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
2406813.00000000
JPY
2021-12-15
-1443.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
500.11000000
0.000667549539
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
TRY
15775.55000000
USD
2021-12-15
500.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-687.16000000
-0.00091722489
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
39282.92000000
USD
800000.00000000
MXN
2021-12-15
-687.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
414.78000000
0.000553650593
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
PLN
58008.28000000
USD
2021-12-15
414.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
175.74000000
0.000234578704
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
TRY
14432.81000000
USD
2021-12-15
175.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.43000000
0.000075323069
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14991.15000000
USD
20000.00000000
AUD
2021-12-15
56.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.85000000
0.000006473806
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
5012.98000000
USD
2021-12-15
4.85000000
N
N
N
Overstock.com, Inc.
549300ACR0DL9U7EI710
Overstock.com, Inc.
690370101
7488.00000000
NS
USD
713082.24000000
0.951826040587
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97.92000000
0.000130704146
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6224.42000000
USD
20000.00000000
ILS
2021-12-15
97.92000000
N
N
N
N/A
N/A
Sanne Group plc
000000000
2425.00000000
NS
-97.70000000
-0.00013041048
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Sanne Group plc
Y
2022-09-12
0.00000000
USD
0.00000000
USD
21922.00000000
GBP
-96.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1868.39000000
0.002493937103
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3215559.00000000
JPY
40000.00000000
AUD
2021-12-15
1868.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-188.29000000
-0.00025133051
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27187.15000000
USD
2021-12-15
-188.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.09000000
-0.00025907238
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
ILS
9289.42000000
USD
2021-12-15
-194.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
181.52000000
0.000242293880
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12463.16000000
USD
40000.00000000
ILS
2021-12-15
181.52000000
N
N
N
Tobira Therapeutics, Inc.
54930086LNMGJM5NB025
Tobira Therapeutics, Inc., CVR
888CVR990
6900.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-101.82000000
-0.00013590988
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
57391.22000000
USD
80000.00000000
NZD
2021-12-15
-101.82000000
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc. Escrow
001ESC102
14383.00000000
NS
USD
719.15000000
0.000959925319
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-866.07000000
-0.00115603493
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20968.12000000
USD
2290000.00000000
JPY
2021-12-15
-866.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1061.10000000
0.001416362033
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
38553.38000000
USD
340000.00000000
SEK
2021-12-15
1061.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-144.12000000
-0.00019237215
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17653.12000000
USD
5460000.00000000
HUF
2021-12-15
-144.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
492.08000000
0.000656831052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2430000.00000000
JPY
21823.08000000
USD
2021-12-15
492.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-520.67000000
-0.00069499313
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
NOK
13679.36000000
USD
2021-12-15
-520.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
100.90000000
0.000134681867
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
845606.00000000
JPY
10000.00000000
AUD
2021-12-15
100.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.10000000
0.000033503616
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
PLN
13004.71000000
EUR
2021-12-15
25.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-594.94000000
-0.00079412913
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
45561.71000000
USD
380000.00000000
NOK
2021-12-15
-594.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
89.38000000
0.000119304908
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
4404.91000000
EUR
2021-12-15
89.38000000
N
N
N
Adtalem Global Education, Inc.
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737L103
-7478.00000000
NS
USD
-276162.54000000
-0.36862325586
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60.68000000
0.000080995993
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14986.90000000
USD
20000.00000000
AUD
2021-12-15
60.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
294.76000000
0.000393447246
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110742.19000000
TRY
10000.00000000
EUR
2021-12-15
294.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
47.93000000
0.000063977223
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54713.26000000
USD
470000.00000000
SEK
2021-12-15
47.93000000
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
3216.00000000
NS
66129.51000000
0.088270028530
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.19000000
0.000045636997
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6729.85000000
USD
5530000.00000000
CLP
2021-12-15
34.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.57000000
0.000000760839
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9620000.00000000
CLP
11767.30000000
USD
2021-12-15
0.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
326.84000000
0.000436267804
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5418.65000000
USD
2021-12-15
326.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.43000000
0.000019261242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
855457.00000000
JPY
10000.00000000
AUD
2021-12-15
14.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-147.36000000
-0.00019669692
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7013.81000000
USD
2021-12-15
-147.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.70000000
0.000146428154
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
PLN
15134.09000000
USD
2021-12-15
109.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
217.62000000
0.000290480356
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65398.80000000
USD
60000.00000000
CHF
2021-12-15
217.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-315.42000000
-0.00042102432
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9430.88000000
USD
140000.00000000
ZAR
2021-12-15
-315.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-342.33000000
-0.00045694394
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14705.25000000
USD
2021-12-15
-342.33000000
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-30.00000000
NC
USD
16480.22000000
0.021997887018
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2021-12-31
-3652500.00000000
USD
16480.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-751.39000000
-0.00100295944
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
45202.71000000
USD
3350000.00000000
INR
2021-12-15
-751.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
126.44000000
0.000168772797
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46415.78000000
USD
2021-12-15
126.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120.16000000
0.000160390219
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34725.23000000
EUR
2021-12-15
120.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
761.85000000
0.001016921511
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
106155.51000000
TRY
10000.00000000
EUR
2021-12-15
761.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-190.70000000
-0.00025454739
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21681.44000000
USD
2021-12-15
-190.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.97000000
-0.00002532125
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11591.30000000
USD
10000.00000000
EUR
2021-12-15
-18.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-141.43000000
-0.00018878153
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2670000.00000000
INR
35286.93000000
USD
2021-12-15
-141.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1971.00000000
0.002630901487
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
TRY
21319.89000000
USD
2021-12-15
1971.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-285.66000000
-0.00038130051
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7795.08000000
USD
2021-12-15
-285.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.11000000
0.000048199823
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7125.06000000
USD
10000.00000000
NZD
2021-12-15
36.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-39.26000000
-0.00005240446
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
90000.00000000
TRY
9126.00000000
USD
2021-12-15
-39.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
411.36000000
0.000549085558
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2050000.00000000
JPY
18406.65000000
USD
2021-12-15
411.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.33000000
-0.00004982828
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
SEK
9283.72000000
USD
2021-12-15
-37.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
327.70000000
0.000437415736
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23472.37000000
USD
2021-12-15
327.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
386.19000000
0.000515488506
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56178.96000000
USD
70000.00000000
CAD
2021-12-15
386.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
123.69000000
0.000165102082
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
760000.00000000
JPY
6795.11000000
USD
2021-12-15
123.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.08000000
-0.00000144158
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14763.34000000
USD
490000.00000000
THB
2021-12-15
-1.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
37.03000000
0.000049427844
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10577.40000000
USD
3310000.00000000
HUF
2021-12-15
37.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
333.41000000
0.000445037475
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1800000.00000000
INR
24217.70000000
USD
2021-12-15
333.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-435.26000000
-0.00058098740
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
NOK
14948.11000000
USD
2021-12-15
-435.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-61.37000000
-0.00008191700
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10874.70000000
USD
2021-12-15
-61.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-295.43000000
-0.00039434156
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7844.67000000
USD
860000.00000000
JPY
2021-12-15
-295.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20.18000000
0.000026936373
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1160000.00000000
JPY
10202.88000000
USD
2021-12-15
20.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1082.54000000
-0.00144498026
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
NZD
27562.16000000
USD
2021-12-15
-1082.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
106.71000000
0.000142437086
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11679.04000000
USD
2021-12-15
106.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
453.40000000
0.000605200778
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72273.22000000
USD
90000.00000000
CAD
2021-12-15
453.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.63000000
-0.00006891600
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
480000.00000000
THB
14409.36000000
USD
2021-12-15
-51.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-317.04000000
-0.00042318671
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27692.48000000
USD
20000.00000000
GBP
2021-12-15
-317.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40.57000000
-0.00005415305
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5048.70000000
USD
20000.00000000
PLN
2021-12-15
-40.57000000
N
N
N
Inter Pipeline Ltd.
QQTTPMZD0WKQL0H5S472
Inter Pipeline Ltd.
45833V109
6200.00000000
NS
94382.68000000
0.125982513047
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-316.82000000
-0.00042289305
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8392.75000000
USD
920000.00000000
JPY
2021-12-15
-316.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
252.77000000
0.000337398766
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15130.60000000
USD
130000.00000000
NOK
2021-12-15
252.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.42000000
-0.00004994841
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14865.82000000
USD
20000.00000000
SGD
2021-12-15
-37.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.53000000
0.000012720695
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
710000.00000000
CLP
877.97000000
USD
2021-12-15
9.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
813.26000000
0.001085543857
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
900000.00000000
MXN
44233.49000000
USD
2021-12-15
813.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-437.92000000
-0.00058453799
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
SGD
58875.70000000
USD
2021-12-15
-437.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
208.47000000
0.000278266886
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
660000.00000000
JPY
6002.07000000
USD
2021-12-15
208.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52.62000000
0.000070237461
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7108.55000000
USD
10000.00000000
NZD
2021-12-15
52.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-198.15000000
-0.00026449169
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7325.64000000
USD
2021-12-15
-198.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-248.22000000
-0.00033132540
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
ILS
12396.46000000
USD
2021-12-15
-248.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
489.46000000
0.000653333862
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14558.12000000
USD
20000.00000000
AUD
2021-12-15
489.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.45000000
-0.00001394871
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13698.17000000
USD
10000.00000000
GBP
2021-12-15
-10.45000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
-1949.00000000
NS
-211608.86000000
-0.28245665376
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-129.75000000
-0.00017319100
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1510000.00000000
THB
45362.10000000
USD
2021-12-15
-129.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
742.26000000
0.000990772672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
106347.88000000
TRY
10000.00000000
EUR
2021-12-15
742.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
680.88000000
0.000908842316
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
25721.53000000
USD
2021-12-15
680.88000000
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
-1670.00000000
NS
USD
-272226.70000000
-0.36336967528
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.03000000
0.000088137202
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
19531.60000000
EUR
2021-12-15
66.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
335.77000000
0.000448187616
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2070000.00000000
INR
27802.70000000
USD
2021-12-15
335.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
113.55000000
0.000151567155
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5803.13000000
USD
50000.00000000
NOK
2021-12-15
113.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-94.47000000
-0.00012609906
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13782.19000000
USD
10000.00000000
GBP
2021-12-15
-94.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11444.02000000
-0.01527553995
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
111243.54000000
USD
980000.00000000
TRY
2021-12-15
-11444.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.18000000
0.000072319757
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1380000.00000000
JPY
12168.08000000
USD
2021-12-15
54.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1301.06000000
0.001736661942
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
TRY
16576.50000000
USD
2021-12-15
1301.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.13000000
-0.00002686963
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9720000.00000000
KRW
8246.15000000
USD
2021-12-15
-20.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
854.06000000
0.001140003919
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
20886.58000000
USD
2021-12-15
854.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-87.19000000
-0.00011638168
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4270000.00000000
CLP
5135.67000000
USD
2021-12-15
-87.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-142.56000000
-0.00019028986
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10793.51000000
USD
2021-12-15
-142.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-364.91000000
-0.00048708384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
47698.35000000
USD
400000.00000000
NOK
2021-12-15
-364.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
69.69000000
0.000093022589
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7337.64000000
USD
8710000.00000000
KRW
2021-12-15
69.69000000
N
N
N
Adamas Pharmaceuticals, Inc.
529900JBG6S9MXH83I79
Adamas Pharmaceuticals, Inc.
00548A106
11500.00000000
NS
USD
93265.00000000
0.124490627722
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.35000000
-0.00000981081
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8088.09000000
USD
10000.00000000
CAD
2021-12-15
-7.35000000
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
275.00000000
NS
USD
259451.50000000
0.346317269056
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
181.96000000
0.000242881194
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11754.29000000
USD
2021-12-15
181.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-62.40000000
-0.00008329185
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16223.87000000
USD
20000.00000000
CAD
2021-12-15
-62.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-935.74000000
-0.00124903082
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9082.64000000
USD
80000.00000000
TRY
2021-12-15
-935.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.17000000
-0.00024983553
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5278.52000000
USD
580000.00000000
JPY
2021-12-15
-187.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
802.30000000
0.001070914390
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
47091.64000000
USD
2021-12-15
802.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
147.40000000
0.000196750319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
57530000.00000000
KRW
49073.21000000
USD
2021-12-15
147.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1563.39000000
0.002086821449
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
460000.00000000
PLN
116750.39000000
USD
2021-12-15
1563.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
340.64000000
0.000454688119
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
BRL
10875.77000000
USD
2021-12-15
340.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.17000000
-0.00000289652
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
113657.98000000
TRY
10000.00000000
EUR
2021-12-15
-2.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-202.15000000
-0.00026983091
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7321.64000000
USD
2021-12-15
-202.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1143.80000000
-0.00152675044
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NZD
34662.07000000
USD
2021-12-15
-1143.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3380.87000000
0.004512803608
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13690000.00000000
JPY
123554.28000000
USD
2021-12-15
3380.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43.86000000
-0.00005854456
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13643.86000000
USD
2021-12-15
-43.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
317.73000000
0.000424107726
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56370000.00000000
KRW
48257.03000000
USD
2021-12-15
317.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.87000000
0.000033196610
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6207.64000000
USD
710000.00000000
JPY
2021-12-15
24.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
146.12000000
0.000195041768
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7934.62000000
USD
10000.00000000
CAD
2021-12-15
146.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.75000000
0.000109120343
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6240.59000000
USD
20000.00000000
ILS
2021-12-15
81.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.00000000
0.000006674027
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21867.14000000
USD
20000.00000000
CHF
2021-12-15
5.00000000
N
N
N
N/A
N/A
SGX NIFTY 50 Index
N/A
1.00000000
NC
USD
-1030.44000000
-0.00137543689
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
SGX NIFTY 50 Index
XC0006013996
2021-11-25
35500.00000000
USD
-1030.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21.65000000
-0.00002889853
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24263.86000000
USD
30000.00000000
CAD
2021-12-15
-21.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
86.20000000
0.000115060227
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10849.87000000
USD
10000.00000000
CHF
2021-12-15
86.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
433.14000000
0.000578157620
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1790000.00000000
JPY
16146.10000000
USD
2021-12-15
433.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-480.24000000
-0.00064102695
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41543.41000000
USD
30000.00000000
GBP
2021-12-15
-480.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.39000000
-0.00000986421
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23152.06000000
USD
20000.00000000
EUR
2021-12-15
-7.39000000
N
N
N
Sanne Group plc
2138005UBLKEZRITH576
Sanne Group plc
N/A
9300.00000000
NS
115056.74000000
0.153578360438
Long
EC
CORP
JE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-189.81000000
-0.00025335941
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7890.93000000
USD
2021-12-15
-189.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
445.27000000
0.000594348810
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
GBP
55196.16000000
USD
2021-12-15
445.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.54000000
0.000094157174
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11642.87000000
USD
2021-12-15
70.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120.93000000
0.000161418019
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
210000.00000000
ZAR
13794.12000000
USD
2021-12-15
120.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-635.03000000
-0.00084764148
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
CHF
54045.32000000
USD
2021-12-15
-635.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
177.01000000
0.000236273907
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15628.84000000
USD
50000.00000000
ILS
2021-12-15
177.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-75.14000000
-0.00010029727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27300.30000000
USD
2021-12-15
-75.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-694.16000000
-0.00092656853
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
245362.83000000
USD
330000.00000000
SGD
2021-12-15
-694.16000000
N
N
N
N/A
N/A
Ultra Electronics Holdings plc
000000000
3235.00000000
NS
1978.79000000
0.002641299621
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Ultra Electronics Holdings plc
Y
2022-08-30
0.00000000
USD
0.00000000
USD
104879.00000000
GBP
1977.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
385.87000000
0.000515061368
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1160000.00000000
JPY
10568.57000000
USD
2021-12-15
385.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129.98000000
0.000173498008
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10520.05000000
USD
90000.00000000
NOK
2021-12-15
129.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
348.04000000
0.000464565679
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1660000.00000000
JPY
14919.83000000
USD
2021-12-15
348.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-220.66000000
-0.00029453816
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
ILS
18746.36000000
USD
2021-12-15
-220.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.71000000
0.000022304598
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7507.08000000
USD
10000.00000000
AUD
2021-12-15
16.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
268.85000000
0.000358862437
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11841.18000000
USD
2021-12-15
268.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
130.61000000
0.000174338936
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20841.76000000
USD
180000.00000000
SEK
2021-12-15
130.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-633.14000000
-0.00084511870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
NOK
19483.57000000
USD
2021-12-15
-633.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298.09000000
0.000397892148
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
BRL
5565.66000000
USD
2021-12-15
298.09000000
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
-696.00000000
NS
USD
-277147.20000000
-0.36993758537
Short
EC
CORP
US
N
1
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV, Class A
N/A
1193.00000000
NS
USD
98828.12000000
0.131916310464
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1256.91000000
0.001677730283
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5856519.00000000
JPY
70000.00000000
AUD
2021-12-15
1256.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
204.55000000
0.000273034449
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34798.16000000
EUR
2021-12-15
204.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-86.41000000
-0.00011534053
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10230000.00000000
KRW
8613.59000000
USD
2021-12-15
-86.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
339.10000000
0.000452632518
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23483.77000000
USD
2021-12-15
339.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.87000000
-0.00024943508
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7336.92000000
USD
2021-12-15
-186.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.68000000
-0.00025051628
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
ILS
15618.17000000
USD
2021-12-15
-187.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1860.98000000
-0.00248404619
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54536.65000000
USD
300000.00000000
BRL
2021-12-15
-1860.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
444.58000000
0.000593427794
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20855.47000000
USD
180000.00000000
NOK
2021-12-15
444.58000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
4803.00000000
NS
USD
719489.40000000
0.960378352497
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-629.95000000
-0.00084086067
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
NZD
20853.57000000
USD
2021-12-15
-629.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-35.76000000
-0.00004773264
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14358.11000000
USD
20000.00000000
NZD
2021-12-15
-35.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.74000000
-0.00000365736
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
857413.00000000
JPY
10000.00000000
AUD
2021-12-15
-2.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
570.40000000
0.000761373012
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
108035.55000000
TRY
10000.00000000
EUR
2021-12-15
570.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.20000000
0.000197818163
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6951.82000000
USD
60000.00000000
NOK
2021-12-15
148.20000000
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
1347.00000000
NS
128058.54000000
0.170933233579
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-171.86000000
-0.00022939965
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8250000.00000000
JPY
72248.20000000
USD
2021-12-15
-171.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
160.98000000
0.000214876976
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11733.31000000
USD
2021-12-15
160.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-205.64000000
-0.00027448938
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13893.36000000
USD
10000.00000000
GBP
2021-12-15
-205.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172.33000000
0.000230027018
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
98171.99000000
USD
4980000.00000000
PHP
2021-12-15
172.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26.27000000
-0.00003506533
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13661.45000000
USD
2021-12-15
-26.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-492.37000000
-0.00065721814
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13829.98000000
USD
2021-12-15
-492.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.67000000
-0.00003292964
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13712.39000000
USD
10000.00000000
GBP
2021-12-15
-24.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.29000000
0.000068462170
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11623.62000000
USD
2021-12-15
51.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1130.32000000
-0.00150875726
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
CHF
64486.10000000
USD
2021-12-15
-1130.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
584.05000000
0.000779593106
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9749.31000000
USD
2021-12-15
584.05000000
N
N
N
N/A
N/A
Elisa OYJ
000000000
-2047.00000000
NS
-4797.10999999
-0.00640320843
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Elisa OYJ
Y
2021-12-09
0.00000000
USD
0.00000000
USD
106812.00000000
EUR
-4945.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.76000000
-0.00000501886
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5900000.00000000
KRW
5013.84000000
USD
2021-12-15
-3.76000000
N
N
N
Scientific Games Corp.
529900JXALYBOHXKFM62
Scientific Games Corp.
80874P109
-925.00000000
NS
USD
-74046.25000000
-0.09883733601
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-249.33000000
-0.00033280703
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17777.79000000
USD
70000.00000000
PLN
2021-12-15
-249.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-163.93000000
-0.00021881465
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10772.14000000
USD
2021-12-15
-163.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
319.81000000
0.000426884122
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23464.48000000
USD
2021-12-15
319.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-578.16000000
-0.00077173110
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ILS
27872.36000000
USD
2021-12-15
-578.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.12000000
0.000108279415
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16080.35000000
USD
20000.00000000
CAD
2021-12-15
81.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-581.45000000
-0.00077612261
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11650.22000000
USD
170000.00000000
ZAR
2021-12-15
-581.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-997.34000000
-0.00133125484
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1600585.00000000
JPY
2021-12-15
-997.34000000
N
N
N
N/A
N/A
L'Oreal SA
000000000
-504.00000000
NS
-60643.57000000
-0.08094736607
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
L'Oreal SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
199055.00000000
EUR
-62056.15000000
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
-126.00000000
NS
USD
-52082.10000000
-0.06951946949
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
79.52000000
0.000106143727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1290000.00000000
JPY
11403.38000000
USD
2021-12-15
79.52000000
N
N
N
N/A
N/A
3 Month Canadian Bankers Acceptance
N/A
-5.00000000
NC
3436.42000000
0.004586952049
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
N/A
3 Month Canadian Bankers Acceptance
2022-06-13
-1232437.50000000
CAD
3436.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.90000000
0.000041245487
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15016.68000000
USD
20000.00000000
AUD
2021-12-15
30.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
513.96000000
0.000686036594
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
108589.75000000
TRY
10000.00000000
EUR
2021-12-15
513.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.39000000
-0.00000986421
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23152.06000000
USD
20000.00000000
EUR
2021-12-15
-7.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-56.15000000
-0.00007494932
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13631.57000000
USD
2021-12-15
-56.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-738.91000000
-0.00098630107
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56702.77000000
USD
1160000.00000000
MXN
2021-12-15
-738.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
124.39000000
0.000166036446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5792.29000000
USD
50000.00000000
NOK
2021-12-15
124.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
316.18000000
0.000422038778
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1700000.00000000
JPY
15239.10000000
USD
2021-12-15
316.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.43000000
-0.00007265345
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7070000.00000000
KRW
5958.18000000
USD
2021-12-15
-54.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
165.14000000
0.000220429767
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12851.56000000
USD
110000.00000000
NOK
2021-12-15
165.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34.21000000
-0.00004566369
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9514.65000000
USD
1080000.00000000
JPY
2021-12-15
-34.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-409.39000000
-0.00054645599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
111622.42000000
USD
150000.00000000
SGD
2021-12-15
-409.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-587.98000000
-0.00078483889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23732.65000000
USD
20000.00000000
EUR
2021-12-15
-587.98000000
N
N
N
Pegasus Acquisition Co. Europe BV
8945002KP07Y9J48EM22
Pegasus Acquisition Co. Europe BV
N/A
8130.00000000
NS
92291.11000000
0.123190674069
Long
EC
CORP
NL
N
1
N
N
N
Trillium Therapeutics, Inc.
N/A
Trillium Therapeutics, Inc.
89620X506
17600.00000000
NS
USD
318736.00000000
0.425450541122
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
592.28000000
0.000790578555
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107820.65000000
TRY
10000.00000000
EUR
2021-12-15
592.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
384.62000000
0.000513392861
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4500000.00000000
HUF
14815.11000000
USD
2021-12-15
384.62000000
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
2.00000000
NC
USD
9096.58000000
0.012142164309
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2021-12-17
459700.00000000
USD
9096.58000000
N
N
N
Mail.Ru Group Ltd.
2138009IXUP41SPL5B50
Mail.Ru Group Ltd.
560317208
1305.00000000
NS
USD
26700.30000000
0.035639705220
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24533.96000000
0.032748062841
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
86550000.00000000
JPY
784286.22000000
USD
2021-12-15
24533.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-209.82000000
-0.00028006887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21662.32000000
USD
2021-12-15
-209.82000000
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
1414.00000000
NS
463077.65000000
0.618118558224
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
653.72000000
0.000872589000
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
220854.04000000
TRY
20000.00000000
EUR
2021-12-15
653.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-998.86000000
-0.00133328374
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
520000.00000000
SEK
59587.99000000
USD
2021-12-15
-998.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.92000000
0.000007902048
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4909.87000000
USD
560000.00000000
JPY
2021-12-15
5.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
62.20000000
0.000083024897
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
16223.67000000
USD
2021-12-15
62.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
735.57000000
0.000981842824
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3050000.00000000
JPY
27509.05000000
USD
2021-12-15
735.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4710.83000000
0.006288041428
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16320000.00000000
THB
496384.33000000
USD
2021-12-15
4710.83000000
N
N
N
Clementia Pharmaceuticals, Inc.
N/A
Clementia Pharmaceuticals, Inc., CVR
185CVR016
3200.00000000
NS
USD
0.00000000
0.000000
Long
CORP
CA
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
100.27000000
0.000133840939
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5816.41000000
USD
50000.00000000
NOK
2021-12-15
100.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
624.05000000
0.000832985323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3200000.00000000
JPY
28714.25000000
USD
2021-12-15
624.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
186.51000000
0.000248954559
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43557.77000000
USD
40000.00000000
CHF
2021-12-15
186.51000000
N
N
N
N/A
N/A
Lean Hogs
N/A
-1.00000000
NC
USD
-822.60000000
-0.00109801094
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Lean Hogs
2021-12-14
-30430.00000000
USD
-822.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-267.07000000
-0.00035648648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25117.13000000
USD
210000.00000000
NOK
2021-12-15
-267.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1482.27000000
0.001978542033
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15000000.00000000
HUF
49583.91000000
USD
2021-12-15
1482.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.22000000
-0.00004300743
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
PLN
28102.05000000
EUR
2021-12-15
-32.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
53.30000000
0.000071145129
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17327.51000000
USD
1980000.00000000
JPY
2021-12-15
53.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
73.55000000
0.000098174938
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10882.75000000
EUR
2021-12-15
73.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
481.54000000
0.000642762203
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1990000.00000000
JPY
17950.14000000
USD
2021-12-15
481.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-89.71000000
-0.00011974539
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7071.46000000
USD
2021-12-15
-89.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.62000000
-0.00004888057
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3610000.00000000
INR
47864.65000000
USD
2021-12-15
-36.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
126.20000000
0.000168452444
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
20158.72000000
USD
2021-12-15
126.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
444.95000000
0.000593921672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21038.57000000
USD
30000.00000000
NZD
2021-12-15
444.95000000
N
N
N
N/A
N/A
3 Month Sterling
N/A
-34.00000000
NC
8468.05000000
0.011303199057
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2022-09-21
-4192200.00000000
GBP
8468.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.87000000
0.000143985460
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16053.60000000
USD
20000.00000000
CAD
2021-12-15
107.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
303.59000000
0.000405233578
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
EUR
92882.26000000
USD
2021-12-15
303.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-388.62000000
-0.00051873208
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
812829.00000000
JPY
2021-12-15
-388.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135.58000000
0.000180972919
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6964.44000000
USD
60000.00000000
NOK
2021-12-15
135.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
944.78000000
0.001261097466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
47234.12000000
USD
2021-12-15
944.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.14000000
0.000074935976
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7184.68000000
USD
2021-12-15
56.14000000
N
N
N
N/A
N/A
3 Month Sterling
N/A
-42.00000000
NC
14725.75000000
0.019656010949
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2023-03-15
-5175712.50000000
GBP
14725.75000000
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
-2363.00000000
NS
USD
-372905.03000000
-0.49775565609
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
395.76000000
0.000528262593
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
57264.07000000
USD
67800000.00000000
KRW
2021-12-15
395.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.04000000
-0.00003075391
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8103.78000000
USD
10000.00000000
CAD
2021-12-15
-23.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.65000000
0.000035572564
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21845.49000000
USD
20000.00000000
CHF
2021-12-15
26.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-261.90000000
-0.00034958554
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14785.68000000
USD
2021-12-15
-261.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
846.17000000
0.001129472304
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
20878.69000000
USD
2021-12-15
846.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
530.69000000
0.000708367889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3500000.00000000
HUF
11754.41000000
USD
2021-12-15
530.69000000
N
N
N
N/A
N/A
Milling Wheat
N/A
9.00000000
NC
7219.90000000
0.009637161669
N/A
DCO
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
N/A
Milling Wheat
2021-12-10
127462.50000000
EUR
7219.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1044.82000000
-0.00139463140
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29693.40000000
USD
440000.00000000
ZAR
2021-12-15
-1044.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.86000000
0.000155985361
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
ZAR
6627.90000000
USD
2021-12-15
116.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.91000000
-0.00011066871
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
847655.00000000
JPY
2021-12-15
-82.91000000
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
462.00000000
NS
USD
75957.42000000
0.101388376089
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
517.71000000
0.000691042115
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
TRY
8664.61000000
USD
2021-12-15
517.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.63000000
-0.00025979317
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7886.11000000
USD
2021-12-15
-194.63000000
N
N
N
Coherent, Inc.
549300RYOCKUMWACR010
Coherent, Inc.
192479103
1500.00000000
NS
USD
381600.00000000
0.509361749197
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
360.72000000
0.000481491011
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9300000.00000000
CLP
11736.04000000
USD
2021-12-15
360.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
595.20000000
0.000794476187
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1460000.00000000
THB
44580.70000000
USD
2021-12-15
595.20000000
N
N
N
N/A
N/A
Foreign Exchange NZD/USD
N/A
-1.00000000
NC
USD
-2589.17000000
-0.00345603815
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange NZD/USD
2021-12-13
-71610.00000000
USD
-2589.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-301.75000000
-0.00040277753
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21570.39000000
USD
2021-12-15
-301.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.13000000
0.000029539243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5236.98000000
USD
1640000.00000000
HUF
2021-12-15
22.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.99000000
-0.00002401314
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30957.00000000
USD
36380000.00000000
KRW
2021-12-15
-17.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
123.43000000
0.000164755033
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
ZAR
7285.58000000
USD
2021-12-15
123.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
106.06000000
0.000141569463
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
6583.17000000
EUR
2021-12-15
106.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
245.90000000
0.000328228653
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15915.57000000
USD
20000.00000000
CAD
2021-12-15
245.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1527.69000000
-0.00203916889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43311.87000000
USD
4760000.00000000
JPY
2021-12-15
-1527.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.40000000
0.000075283025
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2140000.00000000
JPY
18841.72000000
USD
2021-12-15
56.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
96.84000000
0.000129262557
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8518.12000000
USD
10130000.00000000
KRW
2021-12-15
96.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
86.91000000
0.000116007939
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
5946.85000000
USD
2021-12-15
86.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-125.29000000
-0.00016723777
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1650000.00000000
INR
21768.64000000
USD
2021-12-15
-125.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
533.86000000
0.000712599222
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2460000.00000000
JPY
22128.20000000
USD
2021-12-15
533.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
621.99000000
0.000830235624
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
23158.58000000
USD
2021-12-15
621.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.32000000
0.000250035751
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7336.47000000
USD
10000.00000000
AUD
2021-12-15
187.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.76000000
-0.00003304978
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5900000.00000000
KRW
4992.84000000
USD
2021-12-15
-24.76000000
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc., Class A
928563402
-386.00000000
NS
USD
-58556.20000000
-0.07816113327
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-140.01000000
-0.00018688610
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
770000.00000000
PHP
15065.84000000
USD
2021-12-15
-140.01000000
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
-731.00000000
NS
USD
-107544.72000000
-0.14355127540
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-277.34000000
-0.00037019493
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7246.45000000
USD
2021-12-15
-277.34000000
N
N
N
Surgalign Holdings, Inc.
N/A
Surgalign Holdings, Inc.
86882C105
7400.00000000
NS
USD
7113.62000000
0.009495298549
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-38.19000000
-0.00005097621
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21521.71000000
USD
30000.00000000
NZD
2021-12-15
-38.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-267.31000000
-0.00035680683
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
SGD
36803.70000000
USD
2021-12-15
-267.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
290.40000000
0.000387627494
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28160.12000000
USD
90000.00000000
ILS
2021-12-15
290.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
46.60000000
0.000062201932
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
580000.00000000
JPY
5137.95000000
USD
2021-12-15
46.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.06000000
-0.00000274969
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
470000.00000000
JPY
4123.69000000
USD
2021-12-15
-2.06000000
N
N
N
N/A
N/A
Cotton No. 2
N/A
7.00000000
NC
USD
19756.24000000
0.026370736278
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Cotton No. 2
2021-12-08
401975.00000000
USD
19756.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-388.19000000
-0.00051815811
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4050000.00000000
INR
53351.46000000
USD
2021-12-15
-388.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
710.15000000
0.000947912070
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
64906.27000000
USD
60000.00000000
CHF
2021-12-15
710.15000000
N
N
N
N/A
N/A
Croda International plc
000000000
379.00000000
NS
17755.84999999
0.023700604859
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Croda International plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
35846.00000000
GBP
17991.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
201.66000000
0.000269176861
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13998.37000000
USD
120000.00000000
NOK
2021-12-15
201.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.73000000
0.000006313629
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1540000.00000000
INR
20439.07000000
USD
2021-12-15
4.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
254.35000000
0.000339507759
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54426.00000000
USD
50000.00000000
CHF
2021-12-15
254.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
280.33000000
0.000374186004
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
220000.00000000
MXN
10894.16000000
USD
2021-12-15
280.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
118.74000000
0.000158494795
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
700000.00000000
JPY
6263.47000000
USD
2021-12-15
118.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.42000000
0.000003230229
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9464.27000000
USD
80000.00000000
NOK
2021-12-15
2.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-828.55000000
-0.00110595303
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1619814.00000000
JPY
2021-12-15
-828.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-297.86000000
-0.00039758514
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14749.72000000
USD
2021-12-15
-297.86000000
N
N
N
GenOn Energy, Inc.
54930052FQLRHOTY0J14
GenOn Energy, Inc. Escrow
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
Smith & Nephew plc
000000000
38214.00000000
NS
-75066.28999999
-0.10019889093
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Smith & Nephew plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
479586.00000000
GBP
-79343.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.29000000
0.000163233355
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17694.43000000
USD
20950000.00000000
KRW
2021-12-15
122.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
229.00000000
0.000305670441
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11801.33000000
USD
2021-12-15
229.00000000
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-36.00000000
NC
USD
6879.76000000
0.009183140952
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2021-12-31
-7893000.00000000
USD
6879.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
436.14000000
0.000582162036
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1664517.00000000
JPY
20000.00000000
AUD
2021-12-15
436.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
385.07000000
0.000513993524
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1470000.00000000
JPY
13289.01000000
USD
2021-12-15
385.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1000.72000000
0.001335766482
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3820000.00000000
JPY
34533.40000000
USD
2021-12-15
1000.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
697.73000000
0.000931333787
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1634717.00000000
JPY
20000.00000000
AUD
2021-12-15
697.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.18000000
-0.00003094078
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8103.92000000
USD
10000.00000000
CAD
2021-12-15
-23.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.84000000
0.000022478123
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10833.74000000
EUR
2021-12-15
16.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.45000000
0.000039310019
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2567948.00000000
JPY
30000.00000000
AUD
2021-12-15
29.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-270.84000000
-0.00036151870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21601.30000000
USD
2021-12-15
-270.84000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
244.00000000
NS
USD
39742.72000000
0.053048798157
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-124.89000000
-0.00016670384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14171.73000000
USD
80000.00000000
BRL
2021-12-15
-124.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1297.87000000
0.001732403913
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
TRY
16573.31000000
USD
2021-12-15
1297.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
336.86000000
0.000449642554
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1080000.00000000
JPY
9817.30000000
USD
2021-12-15
336.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98.93000000
0.000132052300
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9160000.00000000
HUF
29473.00000000
USD
2021-12-15
98.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.19000000
0.000032288943
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1716957.00000000
JPY
2021-12-15
24.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.06000000
0.000024106585
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7505.73000000
USD
10000.00000000
AUD
2021-12-15
18.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-415.67000000
-0.00055483856
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
809748.00000000
JPY
2021-12-15
-415.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.50000000
0.000034037538
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
21660.41000000
EUR
2021-12-15
25.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.61000000
-0.00000882306
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32329.55000000
USD
40000.00000000
CAD
2021-12-15
-6.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-388.11000000
-0.00051805133
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
15773.36000000
USD
2021-12-15
-388.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-354.60000000
-0.00047332200
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
15806.87000000
USD
2021-12-15
-354.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.91000000
0.000103994690
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21794.23000000
USD
20000.00000000
CHF
2021-12-15
77.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
130.97000000
0.000174819466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21741.17000000
USD
20000.00000000
CHF
2021-12-15
130.97000000
N
N
N
Deluxe Television GmbH
N/A
Deluxe Television GmbH
N/A
16063.18000000
NS
USD
803.16000000
0.001072062323
Long
EC
CORP
DE
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-267.94000000
-0.00035764776
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
55018.83000000
USD
40000.00000000
GBP
2021-12-15
-267.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.64000000
0.000023545967
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7143.53000000
USD
10000.00000000
NZD
2021-12-15
17.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-302.86000000
-0.00040425917
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8466.58000000
USD
930000.00000000
JPY
2021-12-15
-302.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.68000000
-0.00000491208
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7164.85000000
USD
10000.00000000
NZD
2021-12-15
-3.68000000
N
N
N
Inovalon Holdings, Inc.
5493007H9QSF4NHIHL56
Inovalon Holdings, Inc., Class A
45781D101
5500.00000000
NS
USD
224345.00000000
0.299456922494
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
262.19000000
0.000349972633
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
60000.00000000
GBP
82376.22000000
USD
2021-11-19
262.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2092.37000000
0.002792906821
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6290000.00000000
JPY
57307.18000000
USD
2021-12-15
2092.37000000
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
11713.00000000
NS
USD
392385.50000000
0.523758293081
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-283.33000000
-0.00037819042
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7240.46000000
USD
2021-12-15
-283.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-81.05000000
-0.00010818597
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40484.73000000
USD
50000.00000000
CAD
2021-12-15
-81.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.07000000
-0.00012022592
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11662.40000000
USD
10000.00000000
EUR
2021-12-15
-90.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
337.06000000
0.000449909515
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
TRY
4410.51000000
USD
2021-12-15
337.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
198.05000000
0.000264358213
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4750000.00000000
CLP
6008.03000000
USD
2021-12-15
198.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
522.34000000
0.000697222264
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23667.01000000
USD
2021-12-15
522.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52.56000000
0.000070157373
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13740.28000000
USD
2021-12-15
52.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129.14000000
0.000172376772
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9337.55000000
USD
80000.00000000
NOK
2021-12-15
129.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.97000000
0.000035999702
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
SGD
29683.78000000
USD
2021-12-15
26.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
83.85000000
0.000111923434
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1220000.00000000
JPY
10793.24000000
USD
2021-12-15
83.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
585.47000000
0.000781488530
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2504607.00000000
JPY
30000.00000000
AUD
2021-12-15
585.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
255.83000000
0.000341483271
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
BRL
16058.53000000
USD
2021-12-15
255.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1258.02000000
0.001679211917
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
PLN
48835.26000000
USD
2021-12-15
1258.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13714.49000000
-0.01830617561
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
196323.47000000
USD
1040000.00000000
BRL
2021-12-15
-13714.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
191.73000000
0.000255922243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1610000.00000000
INR
21554.90000000
USD
2021-12-15
191.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
655.89000000
0.000875485528
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21915.49000000
USD
30000.00000000
AUD
2021-12-15
655.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
866.71000000
0.001156889207
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29228.46000000
USD
40000.00000000
AUD
2021-12-15
866.71000000
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
-1403.00000000
NS
USD
-111819.10000000
-0.14925674101
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
214.32000000
0.000286075498
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
610000.00000000
JPY
5569.02000000
USD
2021-12-15
214.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.13000000
0.000029539243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5244.78000000
USD
600000.00000000
JPY
2021-12-15
22.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-217.96000000
-0.00029093418
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21654.18000000
USD
2021-12-15
-217.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
156.71000000
0.000209177357
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44328.50000000
USD
60000.00000000
SGD
2021-12-15
156.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.87000000
0.000005165696
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4264.93000000
USD
3490000.00000000
CLP
2021-12-15
3.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
63.86000000
0.000085240674
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
PLN
36840.42000000
EUR
2021-12-15
63.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
269.79000000
0.000360117154
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
826366.00000000
JPY
10000.00000000
AUD
2021-12-15
269.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
555.50000000
0.000741484412
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2290000.00000000
JPY
20657.55000000
USD
2021-12-15
555.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-120.46000000
-0.00016079066
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
SGD
14707.94000000
USD
2021-12-15
-120.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135.23000000
0.000180505737
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10800.84000000
USD
10000.00000000
CHF
2021-12-15
135.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.72000000
0.000023652752
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4985.85000000
USD
570000.00000000
JPY
2021-12-15
17.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.16000000
-0.00003224889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
PLN
28109.01000000
EUR
2021-12-15
-24.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.34000000
-0.00000979747
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14329.69000000
USD
20000.00000000
NZD
2021-12-15
-7.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55.20000000
0.000073681259
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7468.59000000
USD
10000.00000000
AUD
2021-12-15
55.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-165.46000000
-0.00022085690
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
NZD
21318.06000000
USD
2021-12-15
-165.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-167.35000000
-0.00022337968
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1350000.00000000
PHP
26492.25000000
USD
2021-12-15
-167.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.81000000
0.000073160685
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8682.04000000
USD
290000.00000000
THB
2021-12-15
54.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1521.31000000
0.002030652837
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
212334.58000000
TRY
20000.00000000
EUR
2021-12-15
1521.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2610.96000000
-0.00348512356
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
460000.00000000
SGD
338442.34000000
USD
2021-12-15
-2610.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-55.81000000
-0.00007449549
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1930000.00000000
HUF
6133.27000000
USD
2021-12-15
-55.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-125.62000000
-0.00016767825
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13813.34000000
USD
10000.00000000
GBP
2021-12-15
-125.62000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-30.00000000
NC
USD
9209.40000000
0.012292757057
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2023-03-13
-7420500.00000000
USD
9209.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
163.94000000
0.000218828000
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11736.27000000
USD
2021-12-15
163.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
317.31000000
0.000423547108
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
7829.51000000
USD
2021-12-15
317.31000000
N
N
N
Rekor Systems, Inc.
549300BHH76SEFU1DD95
Rekor Systems, Inc.
759419104
8424.00000000
NS
USD
114566.40000000
0.152923851947
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-308.42000000
-0.00041168068
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
840000.00000000
SEK
97562.64000000
USD
2021-12-15
-308.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-195.49000000
-0.00026094111
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13492.23000000
USD
2021-12-15
-195.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3.94000000
-0.00000525913
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46285.40000000
USD
2021-12-15
-3.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-55.66000000
-0.00007429526
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
SEK
13925.92000000
USD
2021-12-15
-55.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
130.45000000
0.000174125367
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41000.19000000
EUR
190000.00000000
PLN
2021-12-15
130.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
76.17000000
0.000101672129
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21795.97000000
USD
20000.00000000
CHF
2021-12-15
76.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.40000000
0.000099309523
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11646.73000000
USD
2021-12-15
74.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-260.02000000
-0.00034707610
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16315.57000000
USD
1210000.00000000
INR
2021-12-15
-260.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-115.95000000
-0.00015477068
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14206.40000000
USD
2021-12-15
-115.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-79.83000000
-0.00010655751
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11652.16000000
USD
10000.00000000
EUR
2021-12-15
-79.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
151.88000000
0.000202730247
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7175.30000000
USD
2021-12-15
151.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
317.44000000
0.000423720633
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15844.03000000
USD
20000.00000000
CAD
2021-12-15
317.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
957.43000000
0.001277982755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1605132.00000000
JPY
20000.00000000
AUD
2021-12-15
957.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-148.68000000
-0.00019845887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7375.11000000
USD
2021-12-15
-148.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.41000000
-0.00000188207
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
270000.00000000
JPY
2368.70000000
USD
2021-12-15
-1.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-777.84000000
-0.00103826504
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
CHF
86710.72000000
USD
2021-12-15
-777.84000000
N
N
N
Repay Holdings Corp.
N/A
Repay Holdings Corp.
76029L100
9054.00000000
NS
USD
190224.54000000
0.253912747470
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-406.31000000
-0.00054234479
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
NOK
13793.72000000
USD
2021-12-15
-406.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-250.00000000
-0.00033370135
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13437.72000000
USD
2021-12-15
-250.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.66000000
0.000110335016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1704784.00000000
JPY
20000.00000000
AUD
2021-12-15
82.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2776.97000000
0.003706714613
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4826255.00000000
JPY
60000.00000000
AUD
2021-12-15
2776.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.49000000
0.000066059520
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21434.03000000
USD
30000.00000000
NZD
2021-12-15
49.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
514.79000000
0.000687144483
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
EUR
127810.47000000
USD
2021-12-15
514.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-982.02000000
-0.00131080562
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27053.24000000
USD
2970000.00000000
JPY
2021-12-15
-982.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.28000000
0.000067114016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
851373.00000000
JPY
10000.00000000
AUD
2021-12-15
50.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-61.42000000
-0.00008198374
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
430000.00000000
PHP
8430.16000000
USD
2021-12-15
-61.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-63.18000000
-0.00008433300
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
21583.78000000
EUR
2021-12-15
-63.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
932.64000000
0.001244892929
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
TRY
14171.35000000
USD
2021-12-15
932.64000000
N
N
N
N/A
N/A
Long Gilt
N/A
-15.00000000
NC
2169.30000000
0.002895593402
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2021-12-29
-1873800.00000000
GBP
2169.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-142.64000000
-0.00019039664
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10793.43000000
USD
2021-12-15
-142.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-345.54000000
-0.00046122866
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
52412.33000000
USD
440000.00000000
NOK
2021-12-15
-345.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-152.92000000
-0.00020411844
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2240000.00000000
INR
29569.75000000
USD
2021-12-15
-152.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84.45000000
0.000112724317
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10851.62000000
USD
10000.00000000
CHF
2021-12-15
84.45000000
N
N
N
N/A
N/A
Electricite de France SA
000000000
2872.00000000
NS
4244.10999999
0.005665061041
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Electricite de France SA
Y
2022-06-22
0.00000000
USD
0.00000000
USD
36561.00000000
EUR
4200.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-579.71000000
-0.00077380005
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
35296.71000000
USD
30000.00000000
EUR
2021-12-15
-579.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1042.16000000
0.001391080819
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
36576.80000000
USD
50000.00000000
AUD
2021-12-15
1042.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.15000000
0.000093636600
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11642.48000000
USD
2021-12-15
70.15000000
N
N
N
N/A
N/A
Soybean Oil
N/A
5.00000000
NC
USD
-1188.60000000
-0.00158654972
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Soybean Oil
2021-12-14
183810.00000000
USD
-1188.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.94000000
0.000010598355
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16153.53000000
USD
20000.00000000
CAD
2021-12-15
7.94000000
N
N
N
N/A
N/A
Crown Resorts Ltd.
000000000
2406.00000000
NS
-3390.21000000
-0.00452527069
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Crown Resorts Ltd.
Y
2022-07-04
0.00000000
USD
0.00000000
USD
23964.00000000
AUD
-3315.97000000
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
N/A
1624.00000000
NS
USD
86461.76000000
0.115409626080
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
441.33000000
0.000589089677
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
TRY
20808.58000000
USD
2021-12-15
441.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25.42000000
-0.00003393075
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12305.88000000
USD
10040000.00000000
CLP
2021-12-15
-25.42000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-22.00000000
NC
9891.23000000
0.013202867438
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2022-09-19
-5515125.00000000
EUR
9891.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
505.64000000
0.000674931013
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23650.31000000
USD
2021-12-15
505.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2570.26000000
0.003430796985
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
26010000.00000000
HUF
85978.50000000
USD
2021-12-15
2570.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-113.57000000
-0.00015159385
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28228.03000000
EUR
130000.00000000
PLN
2021-12-15
-113.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
414.62000000
0.000553437024
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43329.66000000
USD
40000.00000000
CHF
2021-12-15
414.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-88.66000000
-0.00011834384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
147920000.00000000
KRW
125708.42000000
USD
2021-12-15
-88.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-836.49000000
-0.00111655138
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
SGD
88133.94000000
USD
2021-12-15
-836.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.74000000
0.000066393221
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8031.00000000
USD
10000.00000000
CAD
2021-12-15
49.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.65000000
0.000035572564
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21845.49000000
USD
20000.00000000
CHF
2021-12-15
26.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-285.84000000
-0.00038154078
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
SGD
118341.39000000
USD
2021-12-15
-285.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.24000000
0.000043034126
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10210000.00000000
KRW
8715.23000000
USD
2021-12-15
32.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
115.68000000
0.000154410291
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5801.00000000
USD
50000.00000000
NOK
2021-12-15
115.68000000
N
N
N
N/A
N/A
Brent Crude Oil
N/A
5.00000000
NC
USD
-3656.40000000
-0.00488058254
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Brent Crude Oil
2022-01-31
407150.00000000
USD
-3656.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
308.22000000
0.000411413727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1500000.00000000
JPY
13475.50000000
USD
2021-12-15
308.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.75000000
0.000109120343
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6240.59000000
USD
20000.00000000
ILS
2021-12-15
81.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
663.85000000
0.000886110579
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
210000.00000000
EUR
243682.87000000
USD
2021-12-15
663.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1113.64000000
0.001486492710
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25430000.00000000
CLP
32218.42000000
USD
2021-12-15
1113.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.28000000
-0.00000838257
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11578.61000000
USD
10000.00000000
EUR
2021-12-15
-6.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
266.84000000
0.000356179478
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11839.17000000
USD
2021-12-15
266.84000000
N
N
N
N/A
N/A
LVMH Moet Hennessy Louis Vuitton SE
000000000
120.00000000
NS
22826.75000000
0.030469269676
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
LVMH Moet Hennessy Louis Vuitton SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
81264.00000000
EUR
23382.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-280.93000000
-0.00037498688
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7242.86000000
USD
2021-12-15
-280.93000000
N
N
N
N/A
N/A
Bacanora Lithium plc
000000000
48306.00000000
NS
-69.98000000
-0.00009340968
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Bacanora Lithium plc
Y
2022-08-31
0.00000000
USD
0.00000000
USD
32124.00000000
GBP
-65.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
203.40000000
0.000271499422
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
833929.00000000
JPY
10000.00000000
AUD
2021-12-15
203.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.10000000
0.000018820756
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5340.60000000
USD
610000.00000000
JPY
2021-12-15
14.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
349.28000000
0.000466220837
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
TRY
11551.27000000
USD
2021-12-15
349.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
425.49000000
0.000567946359
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1665730.00000000
JPY
20000.00000000
AUD
2021-12-15
425.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92.19000000
0.000123055711
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5824.49000000
USD
50000.00000000
NOK
2021-12-15
92.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-61.15000000
-0.00008162335
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7573.35000000
USD
30000.00000000
PLN
2021-12-15
-61.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.45000000
0.000019287938
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
PLN
8667.84000000
EUR
2021-12-15
14.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-288.29000000
-0.00038481105
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14034.06000000
USD
2021-12-15
-288.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-205.13000000
-0.00027380863
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1910000.00000000
MXN
91942.25000000
USD
2021-12-15
-205.13000000
N
N
N
Fix Price Group Ltd.
549300EXJV1RPGZNH608
Fix Price Group Ltd.
33835G205
144.00000000
NS
USD
1254.24000000
0.001674166353
Long
EC
CORP
VG
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.62000000
-0.00003152810
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13711.34000000
USD
10000.00000000
GBP
2021-12-15
-23.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
118.36000000
0.000157987569
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10817.71000000
USD
10000.00000000
CHF
2021-12-15
118.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60.63000000
0.000080929252
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
67517.01000000
USD
580000.00000000
SEK
2021-12-15
60.63000000
N
N
N
N/A
N/A
Euro-Bund
N/A
-15.00000000
NC
25726.97000000
0.034340499058
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2021-12-08
-2521800.00000000
EUR
25726.97000000
N
N
N
N/A
N/A
Foreign Exchange GBP/USD
N/A
-5.00000000
NC
USD
1798.22000000
0.002400273806
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange GBP/USD
2021-12-13
-427781.25000000
USD
1798.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-620.60000000
-0.00082838024
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12340.47000000
USD
180000.00000000
ZAR
2021-12-15
-620.60000000
N
N
N
4L Holdings Corp.
N/A
4L Holdings Corp.
N/A
3790.33000000
NS
USD
379.03000000
0.000505931299
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57.18000000
-0.00007632417
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13744.90000000
USD
10000.00000000
GBP
2021-12-15
-57.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
554.03000000
0.000739522248
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
930000.00000000
MXN
45421.60000000
USD
2021-12-15
554.03000000
N
N
N
N/A
N/A
Robusta Coffee
N/A
7.00000000
NC
USD
5748.95000000
0.007673729633
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Robusta Coffee
2022-01-25
154980.00000000
USD
5748.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-916.06000000
-0.00122276185
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1609845.00000000
JPY
2021-12-15
-916.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
265.45000000
0.000354324099
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15117.92000000
USD
130000.00000000
NOK
2021-12-15
265.45000000
N
N
N
N/A
N/A
S&P/TSX 60 Index
N/A
2.00000000
NC
-854.20000000
-0.00114019079
N/A
DE
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
S&P/TSX 60 Index
XC0009654721
2021-12-16
504200.00000000
CAD
-854.20000000
N
N
N
N/A
N/A
Pfizer, Inc.
000000000
-1426.00000000
NS
USD
-5230.75000000
-0.00698203346
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Pfizer, Inc.
Y
2021-12-14
0.00000000
USD
0.00000000
USD
62373.00000000
USD
-5230.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1186.80000000
-0.00158414707
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
33841.66000000
USD
3720000.00000000
JPY
2021-12-15
-1186.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-585.08000000
-0.00078096795
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
SGD
110627.95000000
USD
2021-12-15
-585.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-696.10000000
-0.00092915805
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
81702.44000000
USD
70000.00000000
EUR
2021-12-15
-696.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-483.74000000
-0.00064569877
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
801994.00000000
JPY
2021-12-15
-483.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.54000000
-0.00004877379
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1990000.00000000
JPY
17432.06000000
USD
2021-12-15
-36.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.08000000
0.000024133282
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32790.13000000
USD
30000.00000000
CHF
2021-12-15
18.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45.75000000
0.000061067348
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15001.83000000
USD
20000.00000000
AUD
2021-12-15
45.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-320.46000000
-0.00042775174
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14727.12000000
USD
2021-12-15
-320.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
949.10000000
0.001266863826
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4177383.00000000
JPY
50000.00000000
AUD
2021-12-15
949.10000000
N
N
N
Altaba, Inc.
549300ZJC0V1K2ZCKG85
Altaba, Inc. Escrow
021ESC017
64106.00000000
NS
USD
408675.75000000
0.545502607113
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.13000000
-0.00006824860
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13738.85000000
USD
10000.00000000
GBP
2021-12-15
-51.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.42000000
-0.00004327439
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16193.89000000
USD
20000.00000000
CAD
2021-12-15
-32.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-47.00000000
-0.00006273585
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
114098.15000000
TRY
10000.00000000
EUR
2021-12-15
-47.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
738.92000000
0.000986314422
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
880000.00000000
MXN
43194.26000000
USD
2021-12-15
738.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3969.78000000
0.005298883869
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90650000.00000000
CLP
114848.60000000
USD
2021-12-15
3969.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
73.65000000
0.000098308419
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2820000.00000000
INR
37492.37000000
USD
2021-12-15
73.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-350.63000000
-0.00046802282
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8689.91000000
USD
950000.00000000
JPY
2021-12-15
-350.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-640.49000000
-0.00085492952
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56813.25000000
EUR
260000.00000000
PLN
2021-12-15
-640.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85.07000000
0.000113551897
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43659.21000000
USD
40000.00000000
CHF
2021-12-15
85.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.22000000
0.000034998598
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10909.85000000
USD
10000.00000000
CHF
2021-12-15
26.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-55.58000000
-0.00007418848
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18226.43000000
USD
2070000.00000000
JPY
2021-12-15
-55.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-53.19000000
-0.00007099830
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5320.76000000
USD
30000.00000000
BRL
2021-12-15
-53.19000000
N
N
N
GenOn Energy, Inc.
54930052FQLRHOTY0J14
GenOn Energy, Inc. Escrow
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
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-398.78000000
-0.00053229370
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
811672.00000000
JPY
2021-12-15
-398.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-873.08000000
-0.00116539191
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
21698.30000000
USD
2021-12-15
-873.08000000
N
N
N
N/A
N/A
HeidelbergCement AG
000000000
3522.00000000
NS
-11178.89000000
-0.01492164298
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
HeidelbergCement AG
Y
2021-12-09
0.00000000
USD
0.00000000
USD
229423.00000000
EUR
-11201.33000000
N
N
N
Veoneer, Inc.
54930082R4LTC7PERT23
Veoneer, Inc.
92336X109
6100.00000000
NS
USD
214720.00000000
0.286609420303
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166.07000000
0.000221671136
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7357.72000000
USD
10000.00000000
AUD
2021-12-15
166.07000000
N
N
N
N/A
N/A
NIKE, Inc.
000000000
-825.00000000
NS
USD
-40587.33000000
-0.05417618816
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
NIKE, Inc.
Y
2021-12-14
0.00000000
USD
0.00000000
USD
138014.00000000
USD
-40587.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
134.58000000
0.000179638113
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5782.10000000
USD
50000.00000000
NOK
2021-12-15
134.58000000
N
N
N
N/A
N/A
Next plc
000000000
-763.00000000
NS
-11220.66000000
-0.01497739781
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Next plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
60781.00000000
GBP
-11346.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.04000000
0.000021410278
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6040.91000000
USD
690000.00000000
JPY
2021-12-15
16.04000000
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc., Class A
N/A
310.00000000
NS
6334.58000000
0.008455431732
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
405.50000000
0.000541263598
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
61200000.00000000
KRW
52452.43000000
USD
2021-12-15
405.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4561.72000000
-0.00608900859
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44277.85000000
USD
390000.00000000
TRY
2021-12-15
-4561.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46.84000000
-0.00006252228
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7660000.00000000
HUF
24517.06000000
USD
2021-12-15
-46.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
321.12000000
0.000428632717
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54359.23000000
USD
50000.00000000
CHF
2021-12-15
321.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-488.81000000
-0.00065246623
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40722.24000000
USD
340000.00000000
NOK
2021-12-15
-488.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
149.04000000
0.000198939400
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7374.75000000
USD
10000.00000000
AUD
2021-12-15
149.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2525.25000000
0.003370717392
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9640000.00000000
JPY
87146.99000000
USD
2021-12-15
2525.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1881.20000000
-0.00251103596
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
47791.13000000
USD
5230000.00000000
JPY
2021-12-15
-1881.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-670.96000000
-0.00089560104
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28652.89000000
USD
580000.00000000
MXN
2021-12-15
-670.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
140.93000000
0.000188114128
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34857.93000000
USD
2021-12-15
140.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-204.63000000
-0.00027314123
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10731.44000000
USD
2021-12-15
-204.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1245.72000000
-0.00166279381
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
238500.19000000
USD
320000.00000000
SGD
2021-12-15
-1245.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
540.60000000
0.000721595811
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
108328.13000000
TRY
10000.00000000
EUR
2021-12-15
540.60000000
N
N
N
N/A
N/A
Elis SA
000000000
3660.00000000
NS
4360.78000000
0.005820792790
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Elis SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
59987.00000000
EUR
4477.37000000
N
N
N
N/A
N/A
Hermes International
000000000
56.00000000
NS
31170.48000000
0.041606525723
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Hermes International
Y
2021-12-09
0.00000000
USD
0.00000000
USD
76748.00000000
EUR
31899.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.00000000
0.000041378968
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7492.79000000
USD
10000.00000000
AUD
2021-12-15
31.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2224.78000000
0.002969648407
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
105192.84000000
USD
150000.00000000
NZD
2021-12-15
2224.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
100.07000000
0.000133573978
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6999.95000000
USD
60000.00000000
NOK
2021-12-15
100.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.99000000
-0.00007340095
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21817.15000000
USD
2021-12-15
-54.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
613.08000000
0.000818342508
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3280000.00000000
INR
44135.56000000
USD
2021-12-15
613.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
43.11000000
0.000057543461
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12945.77000000
EUR
60000.00000000
PLN
2021-12-15
43.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.56000000
0.000051470097
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
PLN
38982.39000000
EUR
2021-12-15
38.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-451.37000000
-0.00060249112
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7474.79000000
USD
40000.00000000
BRL
2021-12-15
-451.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.73000000
-0.00001432246
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7171.90000000
USD
10000.00000000
NZD
2021-12-15
-10.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97.82000000
0.000130570666
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8185.53000000
USD
70000.00000000
NOK
2021-12-15
97.82000000
N
N
N
N/A
N/A
Toshiba Corp.
000000000
263.00000000
NS
1790.03000000
0.002389341750
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Toshiba Corp.
Y
2022-04-25
0.00000000
USD
0.00000000
USD
1291330.00000000
JPY
1766.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1133.91000000
0.001513549216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2442129.00000000
JPY
30000.00000000
AUD
2021-12-15
1133.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-729.88000000
-0.00097424778
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
21841.50000000
USD
2021-12-15
-729.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-981.31000000
-0.00130985790
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
CHF
75571.18000000
USD
2021-12-15
-981.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92.05000000
0.000122868839
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10844.02000000
USD
10000.00000000
CHF
2021-12-15
92.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
179.00000000
0.000238930170
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11751.33000000
USD
2021-12-15
179.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
227.64000000
0.000303855106
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14094.71000000
USD
20000.00000000
NZD
2021-12-15
227.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
360.75000000
0.000481531056
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
ZAR
10778.42000000
USD
2021-12-15
360.75000000
N
N
N
N/A
N/A
Foreign Exchange USD/SEK
N/A
3.00000000
NC
-2063.56000000
-0.00275445107
N/A
DFE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Foreign Exchange USD/SEK
2021-12-13
2575545.00000000
SEK
-2063.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
205.05000000
0.000273701851
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1480000.00000000
MXN
71607.21000000
USD
2021-12-15
205.05000000
N
N
N
Square, Inc.
549300OHIIUWSTIZME52
Square, Inc., Class A
852234103
-825.00000000
NS
USD
-209962.50000000
-0.28025908350
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-171.37000000
-0.00022874560
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5700.02000000
USD
4520000.00000000
CLP
2021-12-15
-171.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.64000000
-0.00001553713
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8092.38000000
USD
10000.00000000
CAD
2021-12-15
-11.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
454.53000000
0.000606709108
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72272.09000000
USD
90000.00000000
CAD
2021-12-15
454.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-216.84000000
-0.00028943920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10719.23000000
USD
2021-12-15
-216.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-281.14000000
-0.00037526719
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14766.44000000
USD
2021-12-15
-281.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
199.76000000
0.000266640731
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11633.60000000
USD
100000.00000000
NOK
2021-12-15
199.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-183.31000000
-0.00024468318
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
NZD
21300.21000000
USD
2021-12-15
-183.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-93.93000000
-0.00012537827
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7193.95000000
USD
60000.00000000
NOK
2021-12-15
-93.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-869.74000000
-0.00116093366
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14916.58000000
USD
80000.00000000
BRL
2021-12-15
-869.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
154.73000000
0.000206534443
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21717.41000000
USD
20000.00000000
CHF
2021-12-15
154.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
157.02000000
0.000209591147
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44328.19000000
USD
60000.00000000
SGD
2021-12-15
157.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-206.64000000
-0.00027582419
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
48451.34000000
USD
1000000.00000000
MXN
2021-12-15
-206.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
277.07000000
0.000369834538
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6387.24000000
USD
2021-12-15
277.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.86000000
-0.00012261522
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4410000.00000000
JPY
38619.95000000
USD
2021-12-15
-91.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
257.64000000
0.000343899269
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
BRL
9036.92000000
USD
2021-12-15
257.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
531.62000000
0.000709609258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
GBP
41594.79000000
USD
2021-12-15
531.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
278.50000000
0.000371743310
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
ZAR
11347.27000000
USD
2021-12-15
278.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-317.05000000
-0.00042320005
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14005.30000000
USD
2021-12-15
-317.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
104.84000000
0.000139941000
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10831.23000000
USD
10000.00000000
CHF
2021-12-15
104.84000000
N
N
N
N/A
N/A
Live Cattle
N/A
-1.00000000
NC
USD
-32.55000000
-0.00004344791
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Live Cattle
2021-12-31
-51710.00000000
USD
-32.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.37000000
0.000020515959
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5339.33000000
USD
610000.00000000
JPY
2021-12-15
15.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-985.40000000
-0.00131531726
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
CHF
86503.16000000
USD
2021-12-15
-985.40000000
N
N
N
N/A
N/A
SAP SE
000000000
4732.00000000
NS
45989.98000000
0.061387674681
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
SAP SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
593014.00000000
EUR
46978.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-250.00000000
-0.00033370135
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13437.72000000
USD
2021-12-15
-250.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-168.26000000
-0.00022459436
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12688.59000000
USD
50000.00000000
PLN
2021-12-15
-168.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-63.64000000
-0.00008494701
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21547.16000000
USD
30000.00000000
NZD
2021-12-15
-63.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.34000000
-0.00004450241
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2580000.00000000
INR
34200.81000000
USD
2021-12-15
-33.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
118.34000000
0.000157960873
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14929.24000000
USD
20000.00000000
AUD
2021-12-15
118.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-356.83000000
-0.00047629861
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9925.06000000
USD
1090000.00000000
JPY
2021-12-15
-356.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
892.12000000
0.001190806613
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
26290000.00000000
CLP
33048.81000000
USD
2021-12-15
892.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-239.83000000
-0.00032012638
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7283.96000000
USD
2021-12-15
-239.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
275.97000000
0.000368366252
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15107.40000000
USD
130000.00000000
NOK
2021-12-15
275.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.76000000
-0.00003304978
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16186.23000000
USD
20000.00000000
CAD
2021-12-15
-24.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1221.38000000
0.001630304646
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
58968.95000000
USD
80000.00000000
AUD
2021-12-15
1221.38000000
N
N
N
Neo Lithium Corp.
254900R0YJWNNUFEYU56
Neo Lithium Corp.
64047A108
7500.00000000
NS
USD
37912.50000000
0.050605810577
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
S IMMO AG
000000000
470.00000000
NS
-527.80999999
-0.00070452364
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
S IMMO AG
Y
2022-04-07
0.00000000
USD
0.00000000
USD
9635.00000000
EUR
-536.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.68000000
-0.00003961702
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10906.39000000
USD
2021-12-15
-29.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
316.96000000
0.000423079926
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14730.62000000
USD
20000.00000000
AUD
2021-12-15
316.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
359.60000000
0.000479996029
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1270000.00000000
JPY
11507.90000000
USD
2021-12-15
359.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-116.58000000
-0.00015561161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10132.84000000
USD
40000.00000000
PLN
2021-12-15
-116.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.29000000
0.000040431256
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
853650.00000000
JPY
10000.00000000
AUD
2021-12-15
30.29000000
N
N
N
N/A
N/A
NASDAQ 100 E-Mini Index
N/A
2.00000000
NC
USD
19621.40000000
0.026190751115
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
NASDAQ 100 E-Mini Index
US6311011026
2021-12-17
633540.00000000
USD
19621.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
284.35000000
0.000379551921
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14763.23000000
USD
20000.00000000
AUD
2021-12-15
284.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.50000000
-0.00002469390
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7505.29000000
USD
2021-12-15
-18.50000000
N
N
N
N/A
N/A
Sbanken ASA
000000000
8627.00000000
NS
-5116.77000000
-0.00682989234
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Sbanken ASA
Y
2022-04-19
0.00000000
USD
0.00000000
USD
854073.00000000
NOK
-5005.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-243.70000000
-0.00032529208
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34960.70000000
USD
30000.00000000
EUR
2021-12-15
-243.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.52000000
0.000104808921
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10857.55000000
USD
10000.00000000
CHF
2021-12-15
78.52000000
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc.
67020Y100
15950.00000000
NS
USD
878047.50000000
1.172022564147
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
449.91000000
0.000600542307
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25182.35000000
USD
30140000.00000000
KRW
2021-12-15
449.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2103.41000000
-0.00280764307
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
AUD
4045886.00000000
JPY
2021-12-15
-2103.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.30000000
-0.00003110096
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16184.77000000
USD
20000.00000000
CAD
2021-12-15
-23.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1162.21000000
-0.00155132420
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
64090000.00000000
KRW
53342.49000000
USD
2021-12-15
-1162.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-274.22000000
-0.00036603034
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7806.52000000
USD
2021-12-15
-274.22000000
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752108
158.00000000
NS
USD
25633.92000000
0.034216295414
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-19.00000000
NC
13299.23000000
0.017751884318
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2023-03-13
-4751900.00000000
EUR
13299.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.04000000
-0.00003208872
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21507.56000000
USD
30000.00000000
NZD
2021-12-15
-24.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-290.38000000
-0.00038760079
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14757.20000000
USD
2021-12-15
-290.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
224.80000000
0.000300064258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
BRL
16027.50000000
USD
2021-12-15
224.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.98000000
-0.00000130810
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
620000.00000000
INR
8225.83000000
USD
2021-12-15
-0.98000000
N
N
N
N/A
N/A
Grifols SA
000000000
-3147.00000000
NS
USD
15257.88000000
0.020366300958
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Grifols SA
Y
2022-04-14
0.00000000
USD
0.00000000
USD
72013.00000000
USD
15257.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-115.07000000
-0.00015359605
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13802.79000000
USD
10000.00000000
GBP
2021-12-15
-115.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.01000000
-0.00001603101
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14334.36000000
USD
20000.00000000
NZD
2021-12-15
-12.01000000
N
N
N
Canadian Pacific Railway Ltd.
N/A
Canadian Pacific Railway Ltd.
13645T100
-8364.00000000
NS
USD
-647373.60000000
-0.86411779161
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166.87000000
0.000222738980
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
770000.00000000
JPY
6926.08000000
USD
2021-12-15
166.87000000
N
N
N
N/A
N/A
Aspen Pharmacare Holdings Ltd.
000000000
2706.00000000
NS
USD
13702.61000000
0.018290318129
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Aspen Pharmacare Holdings Ltd.
Y
2021-12-09
0.00000000
USD
0.00000000
USD
43092.00000000
USD
13702.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-249.49000000
-0.00033302060
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
123253.58000000
USD
9270000.00000000
INR
2021-12-15
-249.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
326.14000000
0.000435333440
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
800000.00000000
THB
24427.78000000
USD
2021-12-15
326.14000000
N
N
N
N/A
N/A
Fcoj-a
N/A
-1.00000000
NC
USD
139.82000000
0.000186632494
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Short
N/A
Fcoj-a
2022-01-10
-18457.50000000
USD
139.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2446.70000000
-0.00326586842
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44117.37000000
USD
640000.00000000
ZAR
2021-12-15
-2446.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1147.55000000
0.001531755962
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6170000.00000000
JPY
55308.98000000
USD
2021-12-15
1147.55000000
N
N
N
N/A
N/A
Cocoa
N/A
5.00000000
NC
USD
-3723.35000000
-0.00496994776
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Cocoa
2021-12-15
127200.00000000
USD
-3723.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-52.22000000
-0.00006970353
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11885.58000000
USD
100000.00000000
NOK
2021-12-15
-52.22000000
N
N
N
N/A
N/A
Migros Ticaret A/S
000000000
5444.00000000
NS
USD
-3992.44000000
-0.00532913056
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Migros Ticaret A/S
Y
2022-09-15
0.00000000
USD
0.00000000
USD
19932.00000000
USD
-3992.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.23000000
0.000068382081
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14996.35000000
USD
20000.00000000
AUD
2021-12-15
51.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.60000000
0.000030166602
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
111190.43000000
USD
150000.00000000
SGD
2021-12-15
22.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
954.92000000
0.001274632393
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
TRY
11138.54000000
USD
2021-12-15
954.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
466.28000000
0.000622393072
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1780000.00000000
JPY
16091.46000000
USD
2021-12-15
466.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.14000000
0.000032222202
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1060000.00000000
JPY
9329.02000000
USD
2021-12-15
24.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.71000000
0.000127754226
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
320000.00000000
JPY
2904.73000000
USD
2021-12-15
95.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-363.07000000
-0.00048462780
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5571.90000000
USD
80000.00000000
ZAR
2021-12-15
-363.07000000
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
5309.00000000
NS
USD
383044.35000000
0.511289675409
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44.53000000
-0.00005943888
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9511.22000000
USD
80000.00000000
NOK
2021-12-15
-44.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1500.98000000
-0.00200351624
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
AUD
73736.94000000
USD
2021-12-15
-1500.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1051.51000000
-0.00140356124
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
CHF
86437.05000000
USD
2021-12-15
-1051.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
174.87000000
0.000233417424
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
TRY
19523.76000000
USD
2021-12-15
174.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-204.31000000
-0.00027271409
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7876.43000000
USD
2021-12-15
-204.31000000
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
1276.00000000
NS
USD
295559.88000000
0.394514930475
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2617.36000000
-0.00349366632
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
315208.44000000
TRY
2021-12-15
-2617.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1084.04000000
-0.00144698247
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1590708.00000000
JPY
2021-12-15
-1084.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-297.06000000
-0.00039651729
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6864.11000000
USD
2021-12-15
-297.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.17000000
-0.00024850072
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
19635.42000000
EUR
90000.00000000
PLN
2021-12-15
-186.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-48.94000000
-0.00006532537
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15096.52000000
USD
20000.00000000
AUD
2021-12-15
-48.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-874.44000000
-0.00116720725
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30303.71000000
USD
610000.00000000
MXN
2021-12-15
-874.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-117.50000000
-0.00015683963
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15720000.00000000
KRW
13251.42000000
USD
2021-12-15
-117.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
417.07000000
0.000556707297
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5508.88000000
USD
2021-12-15
417.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.70000000
0.000024960861
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15028.88000000
USD
20000.00000000
AUD
2021-12-15
18.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.94000000
-0.00005064251
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23182.61000000
USD
20000.00000000
EUR
2021-12-15
-37.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-135.02000000
-0.00018022542
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7388.77000000
USD
2021-12-15
-135.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-164.07000000
-0.00021900152
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10772.00000000
USD
2021-12-15
-164.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2226.57000000
0.002972037709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
EUR
94805.24000000
USD
2021-12-15
2226.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
592.60000000
0.000791005693
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
18151.16000000
USD
2021-12-15
592.60000000
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
-5484.00000000
NS
USD
-659341.32000000
-0.88009236916
Short
EC
CORP
US
N
1
N
N
N
Magellan Health, Inc.
N/A
Magellan Health, Inc.
559079207
1700.00000000
NS
USD
161211.00000000
0.215185316954
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.35000000
0.000040511344
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2340000.00000000
JPY
20571.31000000
USD
2021-12-15
30.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-118.33000000
-0.00015794752
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7042.84000000
USD
2021-12-15
-118.33000000
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
-444.00000000
NS
USD
-371659.08000000
-0.49609255527
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-159.90000000
-0.00021343538
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10809.93000000
USD
90000.00000000
NOK
2021-12-15
-159.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
240.65000000
0.000321220924
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13959.38000000
USD
120000.00000000
NOK
2021-12-15
240.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
61.42000000
0.000081983749
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11633.75000000
USD
2021-12-15
61.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
811.02000000
0.001082553893
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
35528.02000000
USD
2021-12-15
811.02000000
N
N
N
Pan American Silver Corp.
549300MKTF5851TYIB83
Pan American Silver Corp., CVR
697900132
39600.00000000
NS
USD
29296.08000000
0.039104566439
Long
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102.47000000
0.000136777511
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14945.11000000
USD
20000.00000000
AUD
2021-12-15
102.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.38000000
-0.00002453372
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14340.73000000
USD
20000.00000000
NZD
2021-12-15
-18.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.67000000
0.000094330699
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
480000.00000000
THB
14531.66000000
USD
2021-12-15
70.67000000
N
N
N
Shanghai Pharmaceuticals Holding Co. Ltd.
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co. Ltd., Class H
N/A
13084.00000000
NS
23946.71000000
0.031964198357
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Schneider Electric SE
000000000
-1834.00000000
NS
-67637.53000000
-0.09028294180
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Schneider Electric SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
273083.00000000
EUR
-69263.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
528.33000000
0.000705217748
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1710000.00000000
JPY
15539.03000000
USD
2021-12-15
528.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-453.20000000
-0.00060493381
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
133908.84000000
USD
180000.00000000
SGD
2021-12-15
-453.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
381.27000000
0.000508921263
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40142.20000000
USD
47650000.00000000
KRW
2021-12-15
381.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2349.64000000
-0.00313631221
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
AUD
4017835.00000000
JPY
2021-12-15
-2349.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
590.05000000
0.000787601939
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2504085.00000000
JPY
30000.00000000
AUD
2021-12-15
590.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
219.88000000
0.000293497016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4060000.00000000
INR
54092.22000000
USD
2021-12-15
219.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.32000000
-0.00002445363
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2140000.00000000
INR
28377.45000000
USD
2021-12-15
-18.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
561.52000000
0.000749519940
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2980000.00000000
JPY
26720.52000000
USD
2021-12-15
561.52000000
N
N
N
Independent Bank Corp.
549300C5K3W8THR3GE10
Independent Bank Corp.
453836108
-977.00000000
NS
USD
-82556.50000000
-0.11019686385
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
68.99000000
0.000092088226
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
76829.70000000
USD
660000.00000000
SEK
2021-12-15
68.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-222.75000000
-0.00029732790
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7857.99000000
USD
2021-12-15
-222.75000000
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147K108
600.00000000
NS
USD
16896.00000000
0.022552872417
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2520.82000000
-0.00336480420
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
62475.85000000
USD
6830000.00000000
JPY
2021-12-15
-2520.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.20000000
0.000072346453
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22490.96000000
USD
26510000.00000000
KRW
2021-12-15
54.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-71.60000000
-0.00009557206
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5795.96000000
USD
4680000.00000000
CLP
2021-12-15
-71.60000000
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
-1912.00000000
NS
USD
-93649.76000000
-0.12500420745
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-262.88000000
-0.00035089364
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21609.26000000
USD
2021-12-15
-262.88000000
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
652.00000000
NS
USD
107540.88000000
0.143546149756
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.57000000
-0.00001143928
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
890000.00000000
JPY
7804.02000000
USD
2021-12-15
-8.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.56000000
0.000042126459
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
113326.78000000
TRY
10000.00000000
EUR
2021-12-15
31.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1030.61000000
0.001375663816
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
TRY
12232.60000000
USD
2021-12-15
1030.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-586.70000000
-0.00078313034
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
250000.00000000
NOK
28996.70000000
USD
2021-12-15
-586.70000000
N
N
N
N/A
N/A
FinTech Acquisition Corp. III
31811A119
1770.00000000
NS
USD
9150.90000000
0.012214670940
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
106.20000000
N
N
N
Forterra, Inc.
549300M8CB93DI1JD480
Forterra, Inc.
34960W106
3950.00000000
NS
USD
94089.00000000
0.125590507390
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-38.70000000
-0.00005165696
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8322.05000000
USD
70000.00000000
NOK
2021-12-15
-38.70000000
N
N
N
N/A
N/A
CBOE Volatility Index
N/A
-4.00000000
NC
USD
-411.84000000
-0.00054972626
N/A
DE
US
N
1
Options Clearing
549300CII6SLYGKNHA04
Short
CBOE Volatility Index
US12497K1007
2021-12-22
-84213.20000000
USD
-411.84000000
N
N
N
Sendas Distribuidora SA
N/A
Sendas Distribuidora SA
81689T104
1071.00000000
NS
USD
14447.79000000
0.019284988434
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
987.34000000
0.001317906785
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1601724.00000000
JPY
20000.00000000
AUD
2021-12-15
987.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
306.00000000
0.000408450459
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110631.82000000
TRY
10000.00000000
EUR
2021-12-15
306.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-119.69000000
-0.00015976286
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1450000.00000000
INR
19120.43000000
USD
2021-12-15
-119.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-498.15000000
-0.00066493332
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
800352.00000000
JPY
2021-12-15
-498.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-169.74000000
-0.00022656987
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7911.00000000
USD
2021-12-15
-169.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73.05000000
-0.00009750753
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23217.72000000
USD
20000.00000000
EUR
2021-12-15
-73.05000000
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
796050888
157.00000000
NS
USD
234401.00000000
0.312879725821
Long
EC
CORP
KR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.14000000
-0.00001753934
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11559.19000000
USD
2021-12-15
-13.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-39.00000000
-0.00005205741
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
SGD
7375.20000000
USD
2021-12-15
-39.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-100.53000000
-0.00013418798
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1170000.00000000
THB
35148.12000000
USD
2021-12-15
-100.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.07000000
-0.00024970205
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7893.67000000
USD
2021-12-15
-187.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
121.23000000
0.000161818461
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23265.90000000
USD
2021-12-15
121.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-261.43000000
-0.00034895818
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3710000.00000000
INR
48966.75000000
USD
2021-12-15
-261.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.08000000
-0.00002413328
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4846.08000000
USD
550000.00000000
JPY
2021-12-15
-18.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
182.47000000
0.000243561945
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11754.80000000
USD
2021-12-15
182.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1589.31000000
0.002121419605
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
EUR
71023.32000000
USD
2021-12-15
1589.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1605.16000000
0.002142576271
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
211511.24000000
TRY
20000.00000000
EUR
2021-12-15
1605.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
93.59000000
0.000124924439
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
ZAR
8557.94000000
USD
2021-12-15
93.59000000
N
N
N
Deluxe Entertainment Services Group, Inc.
N/A
Deluxe Entertainment Services Group, Inc., 1st Lien Term Loan
24802JAB4
15871.13000000
PA
USD
6348.45000000
0.008473945483
Long
LON
CORP
US
N
3
2024-03-25
Variable
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
446.75000000
0.000596324322
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
806207.00000000
JPY
10000.00000000
AUD
2021-12-15
446.75000000
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
-6404.00000000
NS
USD
-255839.80000000
-0.34149635231
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-206.58000000
-0.00027574410
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
SEK
10279.60000000
USD
2021-12-15
-206.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.05000000
0.000037441292
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7133.12000000
USD
10000.00000000
NZD
2021-12-15
28.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-133.23000000
-0.00017783612
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5993.17000000
USD
90000.00000000
ZAR
2021-12-15
-133.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
221.05000000
0.000295058738
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
51678.37000000
USD
70000.00000000
SGD
2021-12-15
221.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40.27000000
-0.00005375261
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13647.45000000
USD
2021-12-15
-40.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1324.43000000
0.001767856345
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
59186.10000000
USD
2021-12-15
1324.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
171.77000000
0.000229279527
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43572.51000000
USD
40000.00000000
CHF
2021-12-15
171.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.66000000
-0.00002757708
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8101.40000000
USD
10000.00000000
CAD
2021-12-15
-20.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1226.06000000
0.001636551536
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6110000.00000000
JPY
54860.79000000
USD
2021-12-15
1226.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
483.48000000
0.000645351725
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2980000.00000000
INR
40025.25000000
USD
2021-12-15
483.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
567.97000000
0.000758129435
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2050000.00000000
JPY
18563.26000000
USD
2021-12-15
567.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.89000000
0.000014536031
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13265.16000000
USD
4140000.00000000
HUF
2021-12-15
10.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
253.99000000
0.000339027229
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
828166.00000000
JPY
10000.00000000
AUD
2021-12-15
253.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-94.99000000
-0.00012679316
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13782.71000000
USD
10000.00000000
GBP
2021-12-15
-94.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-582.54000000
-0.00077757755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5674.35000000
USD
50000.00000000
TRY
2021-12-15
-582.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.31000000
0.000250022403
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15618.54000000
USD
50000.00000000
ILS
2021-12-15
187.31000000
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
20047.00000000
NS
69923.02000000
0.093333626248
Long
EC
CORP
MX
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.07000000
-0.00012022592
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11662.40000000
USD
10000.00000000
EUR
2021-12-15
-90.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.46000000
0.000015296870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4959.04000000
USD
1550000.00000000
HUF
2021-12-15
11.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.96000000
0.000043995186
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
790000.00000000
JPY
6967.73000000
USD
2021-12-15
32.96000000
N
N
N
Sinopharm Group Co. Ltd.
529900N54X78YH9JYK92
Sinopharm Group Co. Ltd., Class H
N/A
7345.00000000
NS
17440.81000000
0.023280087759
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-152.28000000
-0.00020326416
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4150000.00000000
HUF
13155.84000000
USD
2021-12-15
-152.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-265.97000000
-0.00035501819
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7257.82000000
USD
2021-12-15
-265.97000000
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV, Class A
N/A
235.00000000
NS
USD
19467.40000000
0.025985191080
Long
EC
CORP
NL
N
1
N
N
N
Social Capital Hedosophia Holdings Corp. VI
N/A
Social Capital Hedosophia Holdings Corp. VI, Class A
N/A
4800.00000000
NS
USD
49152.00000000
0.065608356123
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
209.69000000
0.000279895349
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21662.45000000
USD
20000.00000000
CHF
2021-12-15
209.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-234.46000000
-0.00031295847
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7846.28000000
USD
2021-12-15
-234.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41.04000000
-0.00005478041
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11613.37000000
USD
10000.00000000
EUR
2021-12-15
-41.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-79.46000000
-0.00010606363
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13608.26000000
USD
2021-12-15
-79.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
900.55000000
0.001202059023
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44242.20000000
USD
60000.00000000
AUD
2021-12-15
900.55000000
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
4390.00000000
NS
USD
149435.60000000
0.199467449183
Long
EC
CORP
NL
N
1
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310101
-348.00000000
NS
USD
-208177.08000000
-0.27787589520
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-182.93000000
-0.00024417595
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
ILS
12461.75000000
USD
2021-12-15
-182.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.93000000
0.000017259034
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8067.81000000
USD
10000.00000000
CAD
2021-12-15
12.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
212.70000000
0.000283913113
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15170.67000000
USD
130000.00000000
NOK
2021-12-15
212.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-70.37000000
-0.00009393025
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10865.70000000
USD
2021-12-15
-70.37000000
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
N/A
1400.00000000
NS
164979.70000000
0.220215798150
Long
EC
CORP
LU
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
43.76000000
0.000058411085
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
7555.96000000
USD
2021-12-15
43.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1076.75000000
0.001437251738
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1591539.00000000
JPY
20000.00000000
AUD
2021-12-15
1076.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.53000000
0.000032742777
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30070.64000000
USD
40000.00000000
AUD
2021-12-15
24.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-255.42000000
-0.00034093600
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41935.48000000
USD
49010000.00000000
KRW
2021-12-15
-255.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
598.97000000
0.000799508403
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3100000.00000000
INR
41733.02000000
USD
2021-12-15
598.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
458.35000000
0.000611808065
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
ZAR
10876.02000000
USD
2021-12-15
458.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.63000000
-0.00000217573
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11573.96000000
USD
10000.00000000
EUR
2021-12-15
-1.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
46.58000000
0.000062175236
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11618.91000000
USD
2021-12-15
46.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-128.20000000
-0.00017112205
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10807.87000000
USD
2021-12-15
-128.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-171.97000000
-0.00022954648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7351.82000000
USD
2021-12-15
-171.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-297.14000000
-0.00039662408
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
18069.00000000
GBP
24439.32000000
USD
2021-12-30
-297.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2512.27000000
-0.00335339161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4030000.00000000
THB
118899.75000000
USD
2021-12-15
-2512.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
518.69000000
0.000692350224
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5610.50000000
USD
2021-12-15
518.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
105.49000000
0.000140808624
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4627.85000000
USD
40000.00000000
NOK
2021-12-15
105.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-270.71000000
-0.00036134517
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
SGD
36800.30000000
USD
2021-12-15
-270.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1223.11000000
0.001632613860
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6040000.00000000
JPY
54243.37000000
USD
2021-12-15
1223.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-234.52000000
-0.00031303856
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10841.00000000
GBP
14606.81000000
USD
2021-12-30
-234.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
512.76000000
0.000684434828
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1780000.00000000
JPY
16137.94000000
USD
2021-12-15
512.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-142.64000000
-0.00019039664
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18530000.00000000
KRW
15616.01000000
USD
2021-12-15
-142.64000000
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc., CVR
284CVR016
15100.00000000
NS
USD
151.00000000
0.000201555618
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-498.65000000
-0.00066560072
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
NOK
13701.38000000
USD
2021-12-15
-498.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
420.52000000
0.000561312376
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
PLN
58014.02000000
USD
2021-12-15
420.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
158.76000000
0.000211913708
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7921.98000000
USD
10000.00000000
CAD
2021-12-15
158.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
349.81000000
0.000466928284
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
17908.37000000
USD
2021-12-15
349.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
171.10000000
0.000228385207
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11743.43000000
USD
2021-12-15
171.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-71.80000000
-0.00009583902
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8794.23000000
USD
2720000.00000000
HUF
2021-12-15
-71.80000000
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
-2314.00000000
NS
USD
-341199.30000000
-0.45543467576
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.45000000
0.000025961965
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8144.77000000
USD
9600000.00000000
KRW
2021-12-15
19.45000000
N
N
N
N/A
N/A
Foreign Exchange ZAR/USD
N/A
-5.00000000
NC
USD
3226.04000000
0.004306135684
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange ZAR/USD
2021-12-13
-163000.00000000
USD
3226.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
89.11000000
0.000118944511
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21783.03000000
USD
20000.00000000
CHF
2021-12-15
89.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-250.59000000
-0.00033448889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6910.58000000
USD
2021-12-15
-250.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-442.66000000
-0.00059086496
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
38122.07000000
USD
370000.00000000
TRY
2021-12-15
-442.66000000
N
N
N
Meridian Bancorp, Inc.
N/A
Meridian Bancorp, Inc.
58958U103
3500.00000000
NS
USD
81200.00000000
0.108386200300
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
894.38000000
0.001193823273
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
39509.30000000
USD
50000.00000000
CAD
2021-12-15
894.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.93000000
0.000042620337
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21451.59000000
USD
30000.00000000
NZD
2021-12-15
31.93000000
N
N
N
GXO Logistics, Inc.
5493007CNWMXN78JRN66
GXO Logistics, Inc.
36262G101
3145.00000000
NS
USD
279276.00000000
0.372779119153
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-179.00000000
-0.00023893017
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46468.34000000
USD
40000.00000000
EUR
2021-12-15
-179.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
422.72000000
0.000564248948
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6532.89000000
USD
2021-12-15
422.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-129.39000000
-0.00017271047
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
ILS
6192.95000000
USD
2021-12-15
-129.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-294.57000000
-0.00039319363
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6154.51000000
USD
90000.00000000
ZAR
2021-12-15
-294.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-397.14000000
-0.00053010462
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12117.01000000
USD
180000.00000000
ZAR
2021-12-15
-397.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
448.70000000
0.000598927193
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
805985.00000000
JPY
10000.00000000
AUD
2021-12-15
448.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.24000000
-0.00002701646
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13707.96000000
USD
10000.00000000
GBP
2021-12-15
-20.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
429.13000000
0.000572805050
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
808215.00000000
JPY
10000.00000000
AUD
2021-12-15
429.13000000
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-7.00000000
NC
USD
-25070.58000000
-0.03346434612
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2021-12-17
-1608950.00000000
USD
-25070.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.41000000
0.000252825495
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1000000.00000000
INR
13458.46000000
USD
2021-12-15
189.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.82000000
0.000045143119
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60553.03000000
USD
520000.00000000
SEK
2021-12-15
33.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.46000000
-0.00011006805
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
226463.70000000
TRY
2021-12-15
-82.46000000
N
N
N
Change Healthcare, Inc.
549300GS1BPJEDOZHM07
Change Healthcare, Inc.
15912K100
17900.00000000
NS
USD
385387.00000000
0.514416657332
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.78000000
-0.00024931495
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13874.50000000
USD
10000.00000000
GBP
2021-12-15
-186.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.88000000
-0.00004388840
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10195.64000000
USD
11950000.00000000
KRW
2021-12-15
-32.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
157.38000000
0.000210071677
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
48778.15000000
USD
420000.00000000
SEK
2021-12-15
157.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.37000000
0.000029859597
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11628.95000000
USD
100000.00000000
SEK
2021-12-15
22.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-85.56000000
-0.00011420595
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2610000.00000000
INR
34546.66000000
USD
2021-12-15
-85.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
75.35000000
0.000100577588
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5841.33000000
USD
50000.00000000
NOK
2021-12-15
75.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-129.30000000
-0.00017259034
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9595.99000000
USD
80000.00000000
NOK
2021-12-15
-129.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
104.26000000
0.000139166813
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10831.81000000
USD
10000.00000000
CHF
2021-12-15
104.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.10000000
0.000034838421
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13674.49000000
USD
16110000.00000000
KRW
2021-12-15
26.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.25000000
0.000108452940
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
25163.00000000
CAD
20416.92000000
USD
2021-12-30
81.25000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
2180.00000000
NS
USD
326564.00000000
0.435899397968
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-395.57000000
-0.00052800898
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
770000.00000000
MXN
36752.85000000
USD
2021-12-15
-395.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
171.57000000
0.000229012566
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9295.12000000
USD
80000.00000000
NOK
2021-12-15
171.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.38000000
-0.00006724749
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34767.38000000
USD
30000.00000000
EUR
2021-12-15
-50.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
354.62000000
0.000473348698
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
BRL
5622.19000000
USD
2021-12-15
354.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.19000000
0.000197804815
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
ZAR
7961.44000000
USD
2021-12-15
148.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-67.93000000
-0.00009067333
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
26929.19000000
USD
3060000.00000000
JPY
2021-12-15
-67.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
287.05000000
0.000383155896
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9452.31000000
USD
2021-12-15
287.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-160.08000000
-0.00021367565
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13847.80000000
USD
10000.00000000
GBP
2021-12-15
-160.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-455.58000000
-0.00060811065
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14592.00000000
USD
2021-12-15
-455.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-611.67000000
-0.00081646043
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
AUD
29483.50000000
USD
2021-12-15
-611.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1391.09000000
0.001856834475
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
BRL
25973.07000000
USD
2021-12-15
1391.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30.66000000
-0.00004092513
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
17527.90000000
USD
2021-12-15
-30.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-258.06000000
-0.00034445988
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7265.73000000
USD
2021-12-15
-258.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
909.82000000
0.001214432669
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
75642.67000000
USD
70000.00000000
CHF
2021-12-15
909.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21152.37000000
0.028234298173
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
760000.00000000
EUR
900649.78000000
USD
2021-12-15
21152.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1178.23000000
0.001572707792
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2437080.00000000
JPY
30000.00000000
AUD
2021-12-15
1178.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.99000000
-0.00000399106
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20550000.00000000
KRW
17473.55000000
USD
2021-12-15
-2.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-158.37000000
-0.00021139313
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7002.80000000
USD
2021-12-15
-158.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1129.37000000
-0.00150748919
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NZD
34676.50000000
USD
2021-12-15
-1129.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.16000000
-0.00025916582
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
ILS
9289.35000000
USD
2021-12-15
-194.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
441.91000000
0.000589863864
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3000000.00000000
INR
40249.06000000
USD
2021-12-15
441.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.27000000
0.000059091836
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13643.45000000
USD
10000.00000000
GBP
2021-12-15
44.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-195.21000000
-0.00026056736
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
BRL
12095.78000000
USD
2021-12-15
-195.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
129.11000000
0.000172336728
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46418.45000000
USD
2021-12-15
129.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.27000000
0.000028391311
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10914.80000000
USD
10000.00000000
CHF
2021-12-15
21.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.81000000
-0.00000241599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
856894.00000000
JPY
2021-12-15
-1.81000000
N
N
N
World Acceptance Corp.
N/A
World Acceptance Corp.
981419104
-962.00000000
NS
USD
-178345.18000000
-0.23805611332
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92.82000000
0.000123896639
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8164.95000000
USD
9710000.00000000
KRW
2021-12-15
92.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
180.41000000
0.000240812246
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7343.38000000
USD
10000.00000000
AUD
2021-12-15
180.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8467.01000000
-0.01130181085
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
608095.38000000
USD
45190000.00000000
INR
2021-12-15
-8467.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
438.06000000
0.000584724863
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
807197.00000000
JPY
10000.00000000
AUD
2021-12-15
438.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.30000000
0.000088497599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
326158.59000000
USD
440000.00000000
SGD
2021-12-15
66.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.77000000
-0.00006910287
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
THB
5672.37000000
USD
2021-12-15
-51.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.24000000
0.000252598578
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
5197.37000000
USD
2021-12-15
189.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4474.61000000
-0.00597273369
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44190.74000000
USD
390000.00000000
TRY
2021-12-15
-4474.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
256.75000000
0.000342711292
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
BRL
9036.03000000
USD
2021-12-15
256.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.36000000
0.000000480529
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
SGD
37071.37000000
USD
2021-12-15
0.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-142.64000000
-0.00019039664
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10793.43000000
USD
2021-12-15
-142.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.17000000
0.000045610301
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
690000.00000000
JPY
6091.12000000
USD
2021-12-15
34.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-615.67000000
-0.00082179965
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
NOK
18317.71000000
USD
2021-12-15
-615.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
678.09000000
0.000905118208
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
51988.45000000
USD
70000.00000000
AUD
2021-12-15
678.09000000
N
N
N
Kraton Corp.
N/A
Kraton Corp.
50077C106
1800.00000000
NS
USD
82170.00000000
0.109680961560
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
432.65000000
0.000577503566
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
807813.00000000
JPY
10000.00000000
AUD
2021-12-15
432.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
569.57000000
0.000760265124
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1710000.00000000
JPY
15580.27000000
USD
2021-12-15
569.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1176.22000000
0.001570024833
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
215723.30000000
TRY
20000.00000000
EUR
2021-12-15
1176.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-980.09000000
-0.00130822944
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23540.04000000
USD
2570000.00000000
JPY
2021-12-15
-980.09000000
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
-1656.00000000
NS
USD
-785208.96000000
-1.04810117754
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-437.40000000
-0.00058384389
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
CHF
32370.81000000
USD
2021-12-15
-437.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1057.56000000
-0.00141163682
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25724.27000000
USD
2810000.00000000
JPY
2021-12-15
-1057.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1765.30000000
-0.00235633201
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44076.17000000
USD
4820000.00000000
JPY
2021-12-15
-1765.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.42000000
-0.00000189542
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21873.56000000
USD
20000.00000000
CHF
2021-12-15
-1.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26.89000000
-0.00003589291
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12547.22000000
USD
50000.00000000
PLN
2021-12-15
-26.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
210.46000000
0.000280923149
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
ZAR
4768.19000000
USD
2021-12-15
210.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
90.76000000
0.000121146940
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6231.58000000
USD
20000.00000000
ILS
2021-12-15
90.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
438.30000000
0.000585045216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21045.22000000
USD
30000.00000000
NZD
2021-12-15
438.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.19000000
-0.00018445676
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10797.88000000
USD
2021-12-15
-138.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-492.14000000
-0.00065691114
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25096.94000000
USD
510000.00000000
MXN
2021-12-15
-492.14000000
N
N
N
Dova Pharmaceuticals, Inc.
5299002ZW0UYRIRJ3226
Dova Pharmaceuticals, Inc., CVR
259CVR017
8800.00000000
NS
USD
1100.00000000
0.001468285964
Long
CORP
US
N
3
N
N
N
N/A
N/A
Danone SA
000000000
9578.00000000
NS
-115250.52000000
-0.15383701903
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Danone SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
539720.00000000
EUR
-117047.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.05000000
-0.00008816389
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21660.39000000
USD
2460000.00000000
JPY
2021-12-15
-66.05000000
N
N
N
N/A
N/A
Soybean Meal
N/A
-8.00000000
NC
USD
-1790.16000000
-0.00238951527
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Soybean Meal
2021-12-14
-266080.00000000
USD
-1790.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-557.01000000
-0.00074349996
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
793647.00000000
JPY
2021-12-15
-557.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-139.22000000
-0.00018583161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3880000.00000000
INR
51344.69000000
USD
2021-12-15
-139.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-130.66000000
-0.00017440567
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10146.92000000
USD
40000.00000000
PLN
2021-12-15
-130.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-526.52000000
-0.00070280175
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14521.06000000
USD
2021-12-15
-526.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3314.94000000
0.004424799887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13690000.00000000
JPY
123488.35000000
USD
2021-12-15
3314.94000000
N
N
N
N/A
N/A
Air Liquide SA
000000000
-2304.00000000
NS
-25652.35000000
-0.03424089587
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Air Liquide SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
332329.00000000
EUR
-26185.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3563.49000000
0.004756565774
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107720000.00000000
CLP
135321.53000000
USD
2021-12-15
3563.49000000
N
N
N
N/A
N/A
Cocoa
N/A
1.00000000
NC
USD
-552.67000000
-0.00073770691
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Cocoa
2022-03-16
25800.00000000
USD
-552.67000000
N
N
N
N/A
N/A
Deutsche Post AG (Registered)
000000000
-5176.00000000
NS
-65592.03000000
-0.08755259731
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Deutsche Post AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
277020.00000000
EUR
-67658.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
261.07000000
0.000348477651
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1270000.00000000
JPY
11409.37000000
USD
2021-12-15
261.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-253.55000000
-0.00033843991
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7270.24000000
USD
2021-12-15
-253.55000000
N
N
N
Xilinx, Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx, Inc.
983919101
3700.00000000
NS
USD
666000.00000000
0.888980411335
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
-3552.00000000
NS
USD
-310302.72000000
-0.41419375324
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.73000000
0.000006313629
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20000.00000000
PLN
5012.86000000
USD
2021-12-15
4.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.10000000
0.000016151145
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
858479.00000000
JPY
2021-12-15
12.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-109.33000000
-0.00014593427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14213.02000000
USD
2021-12-15
-109.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-261.09000000
-0.00034850434
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6669.17000000
USD
730000.00000000
JPY
2021-12-15
-261.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-110.69000000
-0.00014774961
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13798.41000000
USD
10000.00000000
GBP
2021-12-15
-110.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
495.94000000
0.000661983401
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
TRY
16789.74000000
USD
2021-12-15
495.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.32000000
-0.00001644480
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10498.50000000
USD
90000.00000000
SEK
2021-12-15
-12.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7843.33000000
-0.01046931941
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
334942.42000000
USD
6780000.00000000
MXN
2021-12-15
-7843.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1558.88000000
0.002080801476
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
211965.70000000
TRY
20000.00000000
EUR
2021-12-15
1558.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-960.49000000
-0.00128206726
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
109993.52000000
USD
2260000.00000000
MXN
2021-12-15
-960.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1153.11000000
0.001539177480
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5920000.00000000
JPY
53119.99000000
USD
2021-12-15
1153.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
548.27000000
0.000731833768
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2720000.00000000
JPY
24424.94000000
USD
2021-12-15
548.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-251.42000000
-0.00033559677
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27626.86000000
USD
20000.00000000
GBP
2021-12-15
-251.42000000
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
-7.00000000
NC
15519.33000000
0.020715285836
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
N/A
Australia 10 Year Bond
2021-12-15
-943959.66000000
AUD
15519.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
339.09000000
0.000452619170
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
PLN
32750.58000000
EUR
2021-12-15
339.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
65.52000000
0.000087456451
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8015.22000000
USD
10000.00000000
CAD
2021-12-15
65.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1679.00000000
0.002241138304
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5500000.00000000
JPY
49959.04000000
USD
2021-12-15
1679.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
906.68000000
0.001210241380
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1610913.00000000
JPY
20000.00000000
AUD
2021-12-15
906.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166.48000000
0.000222218406
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54513.87000000
USD
50000.00000000
CHF
2021-12-15
166.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.20000000
-0.00002696306
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
970000.00000000
JPY
8494.64000000
USD
2021-12-15
-20.20000000
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
-143.00000000
NS
USD
-116387.70000000
-0.15535493306
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-666.32000000
-0.00088940754
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65490.92000000
EUR
300000.00000000
PLN
2021-12-15
-666.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
217.42000000
0.000290213394
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1689433.00000000
JPY
20000.00000000
AUD
2021-12-15
217.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
195.88000000
0.000261461686
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11637.48000000
USD
100000.00000000
NOK
2021-12-15
195.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-168.48000000
-0.00022488801
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23313.15000000
USD
20000.00000000
EUR
2021-12-15
-168.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1405.05000000
-0.00187546835
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
39765.74000000
USD
4370000.00000000
JPY
2021-12-15
-1405.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-110.92000000
-0.00014805661
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
PLN
38853.22000000
EUR
2021-12-15
-110.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-967.67000000
-0.00129165116
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
124700000.00000000
KRW
105082.20000000
USD
2021-12-15
-967.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6.61000000
0.000008823063
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7154.56000000
USD
10000.00000000
NZD
2021-12-15
6.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80.21000000
-0.00010706474
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11652.54000000
USD
10000.00000000
EUR
2021-12-15
-80.21000000
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
-635.00000000
NS
USD
-150291.80000000
-0.20061030958
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
267.34000000
0.000356846881
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65349.08000000
USD
60000.00000000
CHF
2021-12-15
267.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1741.36000000
-0.00232437677
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
210173.80000000
TRY
2021-12-15
-1741.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
72.59000000
0.000096893525
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1740000.00000000
JPY
15346.64000000
USD
2021-12-15
72.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-83.48000000
-0.00011142955
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16650.19000000
USD
140000.00000000
NOK
2021-12-15
-83.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
822.00000000
0.001097210057
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
23358.59000000
USD
2021-12-15
822.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-117.45000000
-0.00015677289
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21754.69000000
USD
2021-12-15
-117.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.08000000
0.000041485752
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8044.85000000
USD
920000.00000000
JPY
2021-12-15
31.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.06000000
0.000088177246
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7033.96000000
USD
60000.00000000
NOK
2021-12-15
66.06000000
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
6798.00000000
NS
413520.93000000
0.551969979650
Long
EC
CORP
KY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
515.07000000
0.000687518228
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72211.55000000
USD
90000.00000000
CAD
2021-12-15
515.07000000
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
2090.00000000
NS
USD
216586.70000000
0.289101101585
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
836.59000000
0.001116684868
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3333100.00000000
JPY
40000.00000000
AUD
2021-12-15
836.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.53000000
0.000127513962
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10147.67000000
USD
340000.00000000
THB
2021-12-15
95.53000000
N
N
N
N/A
N/A
NY Harbor ULSD
N/A
6.00000000
NC
USD
-11482.08000000
-0.01532634264
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
NY Harbor ULSD
2021-11-30
624632.40000000
USD
-11482.08000000
N
N
N
N/A
N/A
Vinci SA
000000000
-2560.00000000
NS
-4900.66000000
-0.00654142754
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Vinci SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
236467.00000000
EUR
-4863.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
372.31000000
0.000496961406
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65244.11000000
USD
60000.00000000
CHF
2021-12-15
372.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13.96000000
0.000018633883
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7316.83000000
USD
8620000.00000000
KRW
2021-12-15
13.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
246.03000000
0.000328402178
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13954.00000000
USD
120000.00000000
NOK
2021-12-15
246.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
245.63000000
0.000327868255
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7278.16000000
USD
10000.00000000
AUD
2021-12-15
245.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.14000000
0.000029552592
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12542.47000000
USD
2021-12-15
22.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.78000000
0.000189248712
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27517.22000000
USD
2021-12-15
141.78000000
N
N
N
N/A
N/A
NAVER Corp.
000000000
471.00000000
NS
USD
945.47000000
0.001262018482
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
NAVER Corp.
Y
2022-09-15
0.00000000
USD
0.00000000
USD
164047.00000000
USD
945.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-181.94000000
-0.00024285449
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13505.78000000
USD
2021-12-15
-181.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-225.99000000
-0.00030165267
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14060000.00000000
KRW
11731.20000000
USD
2021-12-15
-225.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-286.12000000
-0.00038191452
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14036.23000000
USD
2021-12-15
-286.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
117.73000000
0.000157146642
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5798.95000000
USD
50000.00000000
NOK
2021-12-15
117.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73.05000000
-0.00009750753
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23217.72000000
USD
20000.00000000
EUR
2021-12-15
-73.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
292.87000000
0.000390924464
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6160000.00000000
CLP
7827.49000000
USD
2021-12-15
292.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14170.10000000
-0.01891432631
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
713125.00000000
CAD
562147.39000000
USD
2021-12-30
-14170.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.77000000
0.000059759238
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7116.40000000
USD
10000.00000000
NZD
2021-12-15
44.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
331.06000000
0.000441900683
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1140000.00000000
JPY
10338.20000000
USD
2021-12-15
331.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
422.33000000
0.000563728374
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6532.50000000
USD
2021-12-15
422.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
966.99000000
0.001290743495
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29799.75000000
USD
260000.00000000
NOK
2021-12-15
966.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-241.61000000
-0.00032250233
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34958.61000000
USD
30000.00000000
EUR
2021-12-15
-241.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.84000000
-0.00001446929
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6480000.00000000
KRW
5500.01000000
USD
2021-12-15
-10.84000000
N
N
N
N/A
N/A
Engie SA
000000000
-13322.00000000
NS
2183.91000000
0.002915094910
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Engie SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
163807.00000000
EUR
2384.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-236.59000000
-0.00031580161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10699.48000000
USD
2021-12-15
-236.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-221.46000000
-0.00029560600
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5850000.00000000
HUF
18538.18000000
USD
2021-12-15
-221.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-791.08000000
-0.00105593787
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
CHF
42953.20000000
USD
2021-12-15
-791.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
204.45000000
0.000272900968
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54475.90000000
USD
50000.00000000
CHF
2021-12-15
204.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-116.14000000
-0.00015502430
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18817.32000000
USD
21990000.00000000
KRW
2021-12-15
-116.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.95000000
0.000144092245
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
310000.00000000
PLN
67172.25000000
EUR
2021-12-15
107.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-40.38000000
-0.00005389944
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
470000.00000000
THB
14119.33000000
USD
2021-12-15
-40.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1003.86000000
-0.00133995777
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27426.21000000
USD
3010000.00000000
JPY
2021-12-15
-1003.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
123.89000000
0.000165369043
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12644.22000000
USD
2021-12-15
123.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
252.75000000
0.000337372070
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
20285.27000000
USD
2021-12-15
252.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-86.27000000
-0.00011515366
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3509.76000000
USD
390000.00000000
JPY
2021-12-15
-86.27000000
N
N
N
Shaw Communications, Inc.
549300SCT0RG6178CI40
Shaw Communications, Inc., Class B
82028K200
14100.00000000
NS
406047.19000000
0.541993990972
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
226.69000000
0.000302587041
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12747.02000000
USD
2021-12-15
226.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21.43000000
-0.00002860488
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
EUR
69412.58000000
USD
2021-12-15
-21.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102.78000000
0.000137191301
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18877.26000000
USD
630000.00000000
THB
2021-12-15
102.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-789.89000000
-0.00105434945
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13080.88000000
USD
70000.00000000
BRL
2021-12-15
-789.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.69000000
0.000073000508
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30040.48000000
USD
40000.00000000
AUD
2021-12-15
54.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
195.15000000
0.000260487278
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
834869.00000000
JPY
10000.00000000
AUD
2021-12-15
195.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.45000000
0.000163446923
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13434.72000000
USD
450000.00000000
THB
2021-12-15
122.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13166.39000000
-0.01757456876
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
EUR
1461623.94000000
TRY
2021-12-15
-13166.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-348.92000000
-0.00046574030
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
48750.00000000
CAD
39048.77000000
USD
2021-12-30
-348.92000000
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
2536.00000000
NS
USD
820573.52000000
1.095305983994
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
218.24000000
0.000291307935
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7305.55000000
USD
10000.00000000
AUD
2021-12-15
218.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-214.12000000
-0.00028580853
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16780.83000000
USD
140000.00000000
NOK
2021-12-15
-214.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
178.92000000
0.000238823386
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10666.82000000
USD
360000.00000000
THB
2021-12-15
178.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
527.80000000
0.000704510301
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6637.97000000
USD
2021-12-15
527.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.34000000
0.000036493580
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15020.24000000
USD
20000.00000000
AUD
2021-12-15
27.34000000
N
N
N
Agnico Eagle Mines Ltd.
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd.
008474108
400.00000000
NS
USD
21220.00000000
0.028324571063
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28.88000000
-0.00003854918
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56440000.00000000
KRW
47969.95000000
USD
2021-12-15
-28.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.15000000
-0.00002689632
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7120.17000000
USD
60000.00000000
NOK
2021-12-15
-20.15000000
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
258.00000000
NS
USD
2254.92000000
0.003009879443
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.30000000
0.000044449020
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10902.77000000
USD
10000.00000000
CHF
2021-12-15
33.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-226.13000000
-0.00030183955
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7820000.00000000
HUF
24850.86000000
USD
2021-12-15
-226.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10.01000000
0.000013361402
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10926.06000000
USD
10000.00000000
CHF
2021-12-15
10.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.32000000
-0.00003913649
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7597.31000000
USD
2360000.00000000
HUF
2021-12-15
-29.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-230.74000000
-0.00030799300
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
510000.00000000
SEK
59190.97000000
USD
2021-12-15
-230.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4322.99000000
-0.00577035049
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
181170.31000000
EUR
820000.00000000
PLN
2021-12-15
-4322.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.87000000
-0.00001851375
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8094.61000000
USD
10000.00000000
CAD
2021-12-15
-13.87000000
N
N
N
N/A
N/A
AXA SA
000000000
-7357.00000000
NS
-20324.82000000
-0.02712967994
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
AXA SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
185102.00000000
EUR
-20548.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1249.75000000
-0.00166817307
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
CHF
75302.74000000
USD
2021-12-15
-1249.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
193.06000000
0.000257697534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
BRL
8972.34000000
USD
2021-12-15
193.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.40000000
0.000000533922
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
JPY
1053.78000000
USD
2021-12-15
0.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1003.67000000
-0.00133970415
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1599864.00000000
JPY
2021-12-15
-1003.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1188.78000000
-0.00158678999
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
122250000.00000000
KRW
102777.51000000
USD
2021-12-15
-1188.78000000
N
N
N
N/A
N/A
Foreign Exchange CAD/USD
N/A
-1.00000000
NC
USD
-1942.00000000
-0.00259219213
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange CAD/USD
2021-12-14
-80805.00000000
USD
-1942.00000000
N
N
N
Loral Space & Communications, Inc.
5299008CJ8NPI54F8D37
Loral Space & Communications, Inc.
543881106
1885.00000000
NS
USD
93910.70000000
0.125352511583
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-252.73000000
-0.00033734537
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34969.73000000
USD
30000.00000000
EUR
2021-12-15
-252.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-121.56000000
-0.00016225894
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29778.37000000
USD
40000.00000000
SGD
2021-12-15
-121.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
145.15000000
0.000193747007
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10790.92000000
USD
10000.00000000
CHF
2021-12-15
145.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
68.79000000
0.000091821265
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23213.46000000
USD
2021-12-15
68.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41.15000000
0.000054927243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23185.82000000
USD
2021-12-15
41.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.21000000
0.000040324471
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
853659.00000000
JPY
10000.00000000
AUD
2021-12-15
30.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6348.56000000
0.008474092312
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
255244.58000000
USD
323753.50000000
CAD
2021-12-01
6348.56000000
N
N
N
Neo Lithium Corp.
254900R0YJWNNUFEYU56
Neo Lithium Corp.
64047A108
13500.00000000
NS
68285.39000000
0.091147708844
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
138.61000000
0.000185017379
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
340000.00000000
THB
10381.81000000
USD
2021-12-15
138.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
86.20000000
0.000115060227
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10849.87000000
USD
10000.00000000
CHF
2021-12-15
86.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
282.67000000
0.000377309448
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
ZAR
10049.23000000
USD
2021-12-15
282.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-217.09000000
-0.00028977290
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7863.65000000
USD
2021-12-15
-217.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
401.44000000
0.000535844288
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
BRL
21471.71000000
USD
2021-12-15
401.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.85000000
0.000051857190
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7484.94000000
USD
10000.00000000
AUD
2021-12-15
38.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
210.84000000
0.000281430375
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1090000.00000000
JPY
9779.07000000
USD
2021-12-15
210.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.71000000
0.000022304598
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7507.08000000
USD
10000.00000000
AUD
2021-12-15
16.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-332.39000000
-0.00044367597
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9373.92000000
USD
1030000.00000000
JPY
2021-12-15
-332.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
57.90000000
0.000077285233
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
BRL
21128.17000000
USD
2021-12-15
57.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-61.32000000
-0.00008185026
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3130000.00000000
HUF
9975.89000000
USD
2021-12-15
-61.32000000
N
N
N
Sciplay Corp.
549300B8E2F1A3EW6869
Sciplay Corp., Class A
809087109
3700.00000000
NS
USD
74777.00000000
0.099812745072
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
H & M Hennes & Mauritz AB
000000000
-8421.00000000
NS
22670.10000000
0.030260172406
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
H & M Hennes & Mauritz AB
Y
2022-10-19
0.00000000
USD
0.00000000
USD
1355949.00000000
SEK
28850.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
130.73000000
0.000174499112
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2556410.00000000
JPY
30000.00000000
AUD
2021-12-15
130.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
112.67000000
0.000150392526
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
5972.61000000
USD
2021-12-15
112.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
241.74000000
0.000322675862
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7265.16000000
USD
2021-12-15
241.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-584.48000000
-0.00078016707
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
NOK
19532.23000000
USD
2021-12-15
-584.48000000
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
1500.00000000
NS
USD
363420.00000000
0.485094986617
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.01000000
0.000014696207
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5814.65000000
USD
50000.00000000
SEK
2021-12-15
11.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
615.04000000
0.000820958727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2540000.00000000
JPY
22911.64000000
USD
2021-12-15
615.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.85000000
-0.00025074319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34904.85000000
USD
30000.00000000
EUR
2021-12-15
-187.85000000
N
N
N
N/A
N/A
Z Energy Ltd.
000000000
37323.00000000
NS
702.42000000
0.000937594024
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Z Energy Ltd.
Y
2022-08-26
0.00000000
USD
0.00000000
USD
134363.00000000
NZD
635.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
173.30000000
0.000231321779
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14026.73000000
USD
120000.00000000
NOK
2021-12-15
173.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.28000000
-0.00000037374
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13687.44000000
USD
2021-12-15
-0.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
620.43000000
0.000828153328
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107544.21000000
TRY
10000.00000000
EUR
2021-12-15
620.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
224.93000000
0.000300237783
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14097.42000000
USD
20000.00000000
NZD
2021-12-15
224.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.25000000
-0.00010978774
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
ILS
6240.09000000
USD
2021-12-15
-82.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.63000000
0.000026202230
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1711965.00000000
JPY
20000.00000000
AUD
2021-12-15
19.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.71000000
0.000189155276
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10794.36000000
USD
10000.00000000
CHF
2021-12-15
141.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92.05000000
0.000122868839
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10844.02000000
USD
10000.00000000
CHF
2021-12-15
92.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-122.24000000
-0.00016316661
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
450000.00000000
THB
13434.93000000
USD
2021-12-15
-122.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
171.69000000
0.000229172742
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
6031.63000000
USD
2021-12-15
171.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1107.32000000
-0.00147805674
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
79527.41000000
USD
5910000.00000000
INR
2021-12-15
-1107.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-97.05000000
-0.00012954286
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
PLN
44976.12000000
USD
2021-12-15
-97.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
113.23000000
0.000151140017
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
740000.00000000
JPY
6609.09000000
USD
2021-12-15
113.23000000
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
20440T300
1071.00000000
NS
USD
4883.76000000
0.006518869329
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.05000000
-0.00006547220
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
THB
5373.82000000
USD
2021-12-15
-49.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.89000000
-0.00001987525
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2530000.00000000
HUF
8098.25000000
USD
2021-12-15
-14.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-172.80000000
-0.00023065437
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12693.13000000
USD
50000.00000000
PLN
2021-12-15
-172.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-232.85000000
-0.00031080944
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5500.42000000
USD
30000.00000000
BRL
2021-12-15
-232.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1184.68000000
0.001581317287
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
PLN
31233.46000000
USD
2021-12-15
1184.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
510.83000000
0.000681858653
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
320000.00000000
SGD
237765.30000000
USD
2021-12-15
510.83000000
N
N
N
N/A
N/A
Nokia OYJ
000000000
-22394.00000000
NS
-26126.06000000
-0.03487320655
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Nokia OYJ
Y
2021-12-09
0.00000000
USD
0.00000000
USD
111298.00000000
EUR
-26725.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
88.77000000
0.000118490677
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43655.51000000
USD
40000.00000000
CHF
2021-12-15
88.77000000
N
N
N
Syncora Holdings Ltd.
N/A
Syncora Holdings Ltd.
N/A
15303.00000000
NS
USD
2678.03000000
0.003574648965
Long
EC
CORP
BM
N
1
N
N
N
Dye & Durham Ltd.
N/A
Dye & Durham Ltd.
267488104
800.00000000
NS
24479.64000000
0.032675556211
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.89000000
-0.00002788408
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4300000.00000000
JPY
37725.32000000
USD
2021-12-15
-20.89000000
N
N
N
Marlin Business Services Corp.
N/A
Marlin Business Services Corp.
571157106
1000.00000000
NS
USD
22920.00000000
0.030593740281
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
758.39000000
0.001012303084
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
106189.46000000
TRY
10000.00000000
EUR
2021-12-15
758.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2831.90000000
-0.00378003547
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
236980000.00000000
KRW
198705.37000000
USD
2021-12-15
-2831.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-401.50000000
-0.00053592437
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23751.48000000
USD
2660000.00000000
JPY
2021-12-15
-401.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
304.59000000
0.000406568383
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
PLN
28393.10000000
EUR
2021-12-15
304.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-639.89000000
-0.00085412864
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
SGD
95744.74000000
USD
2021-12-15
-639.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
315.14000000
0.000420650580
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15490.71000000
USD
50000.00000000
ILS
2021-12-15
315.14000000
N
N
N
Ambit Biosciences Corp.
N/A
Ambit Biosciences Corp., CVR
N/A
70000.00000000
NS
USD
118300.00000000
0.157907481472
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19.53000000
-0.00002606874
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2573527.00000000
JPY
30000.00000000
AUD
2021-12-15
-19.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-140.44000000
-0.00018746007
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6360000.00000000
CLP
7638.81000000
USD
2021-12-15
-140.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.63000000
-0.00001952820
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13673.09000000
USD
2021-12-15
-14.63000000
N
N
N
SunEdison, Inc.
5493004W8FBXFVSWVZ87
SunEdison, Inc.
N/A
16689.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Gerresheimer AG
000000000
812.00000000
NS
12578.20000000
0.016789449564
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Gerresheimer AG
Y
2021-12-09
0.00000000
USD
0.00000000
USD
64392.00000000
EUR
13128.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-176.10000000
-0.00023505923
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
34893.10000000
USD
30000.00000000
EUR
2021-12-15
-176.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
586.44000000
0.000782783291
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107878.00000000
TRY
10000.00000000
EUR
2021-12-15
586.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31.87000000
-0.00004254024
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21904.01000000
USD
20000.00000000
CHF
2021-12-15
-31.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
112.89000000
0.000150686184
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6209.45000000
USD
20000.00000000
ILS
2021-12-15
112.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
798.82000000
0.001066269267
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3460000.00000000
JPY
31171.35000000
USD
2021-12-15
798.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-544.81000000
-0.00072721534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15116.60000000
USD
1660000.00000000
JPY
2021-12-15
-544.81000000
N
N
N
Sterling Bancorp
549300LQK6SKH5ZXO648
Sterling Bancorp
85917A100
4400.00000000
NS
USD
111980.00000000
0.149471511203
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
420.80000000
0.000561686121
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2170000.00000000
JPY
19469.47000000
USD
2021-12-15
420.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20.14000000
0.000026882981
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5685.68000000
USD
650000.00000000
JPY
2021-12-15
20.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.92000000
0.000066633486
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
30000.00000000
PLN
7562.12000000
USD
2021-12-15
49.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-100.95000000
-0.00013474860
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7613.15000000
USD
30000.00000000
PLN
2021-12-15
-100.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.08000000
-0.00012157407
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
SEK
5734.58000000
USD
2021-12-15
-91.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-203.39000000
-0.00027148607
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17515.55000000
USD
170000.00000000
TRY
2021-12-15
-203.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.86000000
0.000155985361
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32691.35000000
USD
30000.00000000
CHF
2021-12-15
116.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
796.25000000
0.001062838817
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2840000.00000000
JPY
25726.31000000
USD
2021-12-15
796.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-284.03000000
-0.00037912478
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7239.76000000
USD
2021-12-15
-284.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-257.09000000
-0.00034316512
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7266.70000000
USD
2021-12-15
-257.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.52000000
0.000028725012
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
5881.46000000
USD
2021-12-15
21.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-409.02000000
-0.00054596211
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9524.48000000
USD
140000.00000000
ZAR
2021-12-15
-409.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-95.46000000
-0.00012742052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7607.66000000
USD
30000.00000000
PLN
2021-12-15
-95.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-931.38000000
-0.00124321107
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
104490.76000000
TRY
2021-12-15
-931.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
30.90000000
0.000041245487
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8049.84000000
USD
10000.00000000
CAD
2021-12-15
30.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
838.94000000
0.001119821661
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
47128.28000000
USD
2021-12-15
838.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-647.72000000
-0.00086458016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
61147.17000000
EUR
280000.00000000
PLN
2021-12-15
-647.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
567.19000000
0.000757088287
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
PLN
39439.20000000
EUR
2021-12-15
567.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-364.12000000
-0.00048602935
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46653.46000000
USD
40000.00000000
EUR
2021-12-15
-364.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-77.54000000
-0.00010350081
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
35903.97000000
USD
2700000.00000000
INR
2021-12-15
-77.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-711.72000000
-0.00095000771
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
119338.95000000
USD
160000.00000000
SGD
2021-12-15
-711.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1223.44000000
0.001633054346
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
215259.62000000
TRY
20000.00000000
EUR
2021-12-15
1223.44000000
N
N
N
N/A
N/A
Brent Crude Oil
N/A
9.00000000
NC
USD
12538.48000000
0.016736431092
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Brent Crude Oil
2021-11-30
753480.00000000
USD
12538.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.78000000
-0.00006911622
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13739.50000000
USD
10000.00000000
GBP
2021-12-15
-51.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
897.83000000
0.001198428352
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4300000.00000000
JPY
38644.04000000
USD
2021-12-15
897.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2625.41000000
-0.00350441150
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60218.91000000
USD
230000.00000000
PLN
2021-12-15
-2625.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-135.76000000
-0.00018121318
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7647.96000000
USD
30000.00000000
PLN
2021-12-15
-135.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20.30000000
0.000027096550
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16334.26000000
USD
5100000.00000000
HUF
2021-12-15
20.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
139.58000000
0.000186312140
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
112265.99000000
TRY
10000.00000000
EUR
2021-12-15
139.58000000
N
N
N
Baidu, Inc.
254900AL64IANZYI1E02
Baidu, Inc.
056752108
166.00000000
NS
USD
26931.84000000
0.035948766067
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Marks & Spencer Group plc
000000000
-15653.00000000
NS
8897.02000000
0.011875790539
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Marks & Spencer Group plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
28739.00000000
GBP
9112.46000000
N
N
N
N/A
N/A
Santos Ltd.
000000000
-24826.00000000
NS
-2643.66000000
-0.00352877170
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Santos Ltd.
Y
2022-09-16
0.00000000
USD
0.00000000
USD
173285.00000000
AUD
-2303.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-656.29000000
-0.00087601945
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
CHF
43087.99000000
USD
2021-12-15
-656.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
247.49000000
0.000330350993
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
828907.00000000
JPY
10000.00000000
AUD
2021-12-15
247.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.68000000
-0.00003961702
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16191.15000000
USD
20000.00000000
CAD
2021-12-15
-29.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-244.67000000
-0.00032658684
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13443.05000000
USD
2021-12-15
-244.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.62000000
0.000068902655
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4975.54000000
USD
4110000.00000000
CLP
2021-12-15
51.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
69.46000000
0.000092715584
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6633.42000000
USD
5480000.00000000
CLP
2021-12-15
69.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
296.87000000
0.000396263685
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1550000.00000000
INR
20863.90000000
USD
2021-12-15
296.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-95.35000000
-0.00012727369
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10840.72000000
USD
2021-12-15
-95.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
89.58000000
0.000119571869
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
4405.08000000
EUR
2021-12-15
89.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-665.18000000
-0.00088788587
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41135.78000000
USD
3050000.00000000
INR
2021-12-15
-665.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.17000000
0.000009570554
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
294.10000000
USD
10000.00000000
THB
2021-12-15
7.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-71.76000000
-0.00009578563
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13615.96000000
USD
2021-12-15
-71.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
94.02000000
0.000125498405
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
JPY
4834.24000000
USD
2021-12-15
94.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.62000000
-0.00012096006
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9557.31000000
USD
80000.00000000
NOK
2021-12-15
-90.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-303.71000000
-0.00040539375
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1530000.00000000
PHP
29910.51000000
USD
2021-12-15
-303.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.77000000
-0.00002371949
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15990000.00000000
KRW
13580.77000000
USD
2021-12-15
-17.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-225.87000000
-0.00030149250
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6935.30000000
USD
2021-12-15
-225.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.99000000
0.000089418615
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1706570.00000000
JPY
20000.00000000
AUD
2021-12-15
66.99000000
N
N
N
Santander Consumer USA Holdings, Inc.
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings, Inc.
80283M101
300.00000000
NS
USD
12510.00000000
0.016698415834
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
57.23000000
0.000076390914
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8023.51000000
USD
10000.00000000
CAD
2021-12-15
57.23000000
N
N
N
Dorel Industries, Inc.
549300BB7CUPIUJSMH15
Dorel Industries, Inc., Class B
25822C205
3100.00000000
NS
55858.11000000
0.074559708114
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.93000000
0.000026602672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7141.24000000
USD
10000.00000000
NZD
2021-12-15
19.93000000
N
N
N
Trex Co., Inc.
N/A
Trex Co., Inc.
89531P105
-1533.00000000
NS
USD
-163111.20000000
-0.21772171421
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
155.19000000
0.000207148453
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13532.53000000
USD
10000.00000000
GBP
2021-12-15
155.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.95000000
0.000156105494
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7044.22000000
USD
10000.00000000
NZD
2021-12-15
116.95000000
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
984.00000000
NS
USD
361482.24000000
0.482508454062
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-334.84000000
-0.00044694624
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
SGD
44150.37000000
USD
2021-12-15
-334.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64.29000000
0.000085814640
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
PLN
10080.55000000
USD
2021-12-15
64.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
256.44000000
0.000342297502
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
58118.11000000
USD
2021-12-15
256.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-197.77000000
-0.00026398446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10738.30000000
USD
2021-12-15
-197.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25.66000000
-0.00003425110
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16187.13000000
USD
20000.00000000
CAD
2021-12-15
-25.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.49000000
-0.00002735016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10036.75000000
USD
40000.00000000
PLN
2021-12-15
-20.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-191.41000000
-0.00025549510
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7889.33000000
USD
2021-12-15
-191.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.12000000
0.000058891615
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21828.02000000
USD
20000.00000000
CHF
2021-12-15
44.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
87.75000000
0.000117129175
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10895.02000000
EUR
2021-12-15
87.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-483.29000000
-0.00064509811
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14564.29000000
USD
2021-12-15
-483.29000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
2224.00000000
NS
322190.70000000
0.430061893415
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.80000000
0.000034437979
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
590000.00000000
JPY
5204.93000000
USD
2021-12-15
25.80000000
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
2499.00000000
NS
USD
410860.59000000
0.548418943392
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-48.19000000
-0.00006432427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14248.22000000
USD
120000.00000000
NOK
2021-12-15
-48.19000000
N
N
N
Welbilt, Inc.
549300UR3W71YLZWI068
Welbilt, Inc.
949090104
8100.00000000
NS
USD
191646.00000000
0.255810119986
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-254.80000000
-0.00034010842
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17783.26000000
USD
70000.00000000
PLN
2021-12-15
-254.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
644.12000000
0.000859774868
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
35161.75000000
USD
50000.00000000
NZD
2021-12-15
644.12000000
N
N
N
N/A
N/A
Canada 10 Year Bond
N/A
-20.00000000
NC
32497.28000000
0.043377545558
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Short
Canada
Canada 10 Year Bond
2021-12-20
-2819000.00000000
CAD
32497.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-971.75000000
-0.00129709716
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1603501.00000000
JPY
2021-12-15
-971.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
156.82000000
0.000209324186
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32651.39000000
USD
30000.00000000
CHF
2021-12-15
156.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
62.83000000
0.000083865824
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14984.75000000
USD
20000.00000000
AUD
2021-12-15
62.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-162.14000000
-0.00021642535
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
ILS
12482.54000000
USD
2021-12-15
-162.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-144.36000000
-0.00019269251
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
600000.00000000
PHP
11704.35000000
USD
2021-12-15
-144.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.38000000
-0.00006724749
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32373.32000000
USD
40000.00000000
CAD
2021-12-15
-50.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-166.57000000
-0.00022233853
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
410000.00000000
MXN
19613.76000000
USD
2021-12-15
-166.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.11000000
0.000048199823
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7125.06000000
USD
10000.00000000
NZD
2021-12-15
36.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
600.17000000
0.000801110170
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
221379.96000000
TRY
20000.00000000
EUR
2021-12-15
600.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-288.21000000
-0.00038470427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
19395.64000000
USD
1440000.00000000
INR
2021-12-15
-288.21000000
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
-2493.00000000
NS
USD
-306289.98000000
-0.40883752613
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120.16000000
0.000160390219
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34725.23000000
EUR
2021-12-15
120.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-316.61000000
-0.00042261274
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21016.33000000
USD
1560000.00000000
INR
2021-12-15
-316.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
200.09000000
0.000267081216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43544.19000000
USD
40000.00000000
CHF
2021-12-15
200.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1714.31000000
-0.00228827028
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24540.43000000
USD
130000.00000000
BRL
2021-12-15
-1714.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.30000000
0.000088497599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14981.28000000
USD
20000.00000000
AUD
2021-12-15
66.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.58000000
0.000088871345
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32741.63000000
USD
30000.00000000
CHF
2021-12-15
66.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.93000000
-0.00012137385
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5358.50000000
USD
30000.00000000
BRL
2021-12-15
-90.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.88000000
0.000037214375
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4870000.00000000
CLP
5984.64000000
USD
2021-12-15
27.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.93000000
0.000026602672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7141.24000000
USD
10000.00000000
NZD
2021-12-15
19.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
479.03000000
0.000639411841
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
802530.00000000
JPY
10000.00000000
AUD
2021-12-15
479.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-219.01000000
-0.00029233573
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24180000.00000000
KRW
20344.63000000
USD
2021-12-15
-219.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
223.54000000
0.000298382404
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1160000.00000000
JPY
10406.24000000
USD
2021-12-15
223.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.43000000
0.000019261242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
855457.00000000
JPY
10000.00000000
AUD
2021-12-15
14.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.77000000
0.000037067546
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13715.49000000
USD
2021-12-15
27.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58.64000000
0.000078272989
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8850000.00000000
KRW
7585.03000000
USD
2021-12-15
58.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-302.73000000
-0.00040408564
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5511.56000000
USD
80000.00000000
ZAR
2021-12-15
-302.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
715.65000000
0.000955253500
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
42251.40000000
USD
60000.00000000
NZD
2021-12-15
715.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
422.08000000
0.000563394672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6532.25000000
USD
2021-12-15
422.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
106.55000000
0.000142223517
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2559165.00000000
JPY
30000.00000000
AUD
2021-12-15
106.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-227.56000000
-0.00030374832
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7296.23000000
USD
2021-12-15
-227.56000000
N
N
N
Deluxe Entertainment Services Group, Inc.
N/A
Deluxe Entertainment Services Group, Inc., 2nd Lien Term Loan
24802JAD0
145963.42000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
3
2024-09-25
Variable
7.00000000
N
N
N
N
N
N
Actua Corp.
549300Z58VWYRMOUS305
Actua Corp.
005094107
6700.00000000
NS
USD
67.00000000
0.000089431963
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.06000000
0.000024106585
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7505.73000000
USD
10000.00000000
AUD
2021-12-15
18.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
259.66000000
0.000346595575
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7283.08000000
USD
2021-12-15
259.66000000
N
N
N
ExOne Co. (The)
529900QK9MVKUHEQBX79
ExOne Co. (The)
302104104
500.00000000
NS
USD
11510.00000000
0.015363610412
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3179.02000000
0.004243373133
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
300000.00000000
TRY
33729.89000000
USD
2021-12-15
3179.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-414.27000000
-0.00055296984
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
809907.00000000
JPY
2021-12-15
-414.27000000
N
N
N
N/A
N/A
3 Month Sterling
N/A
-32.00000000
NC
6785.22000000
0.009056948448
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2022-06-15
-3952000.00000000
GBP
6785.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36.05000000
-0.00004811973
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5044.18000000
USD
20000.00000000
PLN
2021-12-15
-36.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-326.15000000
-0.00043534678
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5593.72000000
USD
30000.00000000
BRL
2021-12-15
-326.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.73000000
0.000143798588
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1701928.00000000
JPY
20000.00000000
AUD
2021-12-15
107.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
350.17000000
0.000467408814
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24474.17000000
USD
29190000.00000000
KRW
2021-12-15
350.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-178.54000000
-0.00023831616
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10757.53000000
USD
2021-12-15
-178.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2418.16000000
0.003227773080
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
771711.29000000
TRY
70000.00000000
EUR
2021-12-15
2418.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.62000000
0.000132973316
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10836.45000000
USD
10000.00000000
CHF
2021-12-15
99.62000000
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
6008.00000000
NS
321634.44000000
0.429319394550
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-92.38000000
-0.00012330932
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13595.34000000
USD
2021-12-15
-92.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-541.27000000
-0.00072249013
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13781.08000000
USD
2021-12-15
-541.27000000
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
N/A
33487.00000000
NS
506339.52000000
0.675864736884
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.96000000
0.000066686878
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23194.63000000
USD
2021-12-15
49.96000000
N
N
N
State Auto Financial Corp.
N/A
State Auto Financial Corp.
855707105
1700.00000000
NS
USD
87227.00000000
0.116431072581
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.20000000
0.000249875575
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46476.54000000
USD
2021-12-15
187.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-254.10000000
-0.00033917405
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7269.69000000
USD
2021-12-15
-254.10000000
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
6353.00000000
NS
USD
355577.41000000
0.474626654960
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-330.50000000
-0.00044115319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7193.29000000
USD
2021-12-15
-330.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
223.84000000
0.000298782845
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14098.51000000
USD
20000.00000000
NZD
2021-12-15
223.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-510.23000000
-0.00068105777
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
58371.90000000
USD
50000.00000000
EUR
2021-12-15
-510.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2551.68000000
-0.00340599630
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
62067.80000000
USD
6780000.00000000
JPY
2021-12-15
-2551.68000000
N
N
N
N/A
N/A
Anima Holding SpA
000000000
85159.00000000
NS
29533.14000000
0.039420995413
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Anima Holding SpA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
390880.00000000
EUR
29436.28000000
N
N
N
N/A
N/A
Ocean Yield ASA
000000000
9783.00000000
NS
-47.48000000
-0.00006337656
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Ocean Yield ASA
Y
2022-09-15
0.00000000
USD
0.00000000
USD
401103.00000000
NOK
-46.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-219.11000000
-0.00029246921
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10730000.00000000
CLP
12905.32000000
USD
2021-12-15
-219.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
498.43000000
0.000665307066
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14549.15000000
USD
20000.00000000
AUD
2021-12-15
498.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
112.04000000
0.000149551599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6210.30000000
USD
20000.00000000
ILS
2021-12-15
112.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-191.82000000
-0.00025604237
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4932.04000000
USD
540000.00000000
JPY
2021-12-15
-191.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.75000000
0.000109120343
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6240.59000000
USD
20000.00000000
ILS
2021-12-15
81.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-368.30000000
-0.00049160883
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
NOK
12648.40000000
USD
2021-12-15
-368.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1266.61000000
-0.00169067789
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
CHF
195582.66000000
USD
2021-12-15
-1266.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.70000000
-0.00023719492
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29460000.00000000
HUF
94293.92000000
USD
2021-12-15
-177.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.51000000
-0.00002470724
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
820000.00000000
JPY
7179.60000000
USD
2021-12-15
-18.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-54.43000000
-0.00007265345
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16215.90000000
USD
20000.00000000
CAD
2021-12-15
-54.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
251.05000000
0.000335102901
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
TRY
20618.30000000
USD
2021-12-15
251.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.02000000
-0.00001737916
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1715684.00000000
JPY
20000.00000000
AUD
2021-12-15
-13.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
281.90000000
0.000376281648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25340000.00000000
PHP
500692.55000000
USD
2021-12-15
281.90000000
N
N
N
N/A
N/A
Solarpack Corp. Tecnologica SA
000000000
1595.00000000
NS
504.93000000
0.000673983301
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Solarpack Corp. Tecnologica SA
Y
2022-06-20
0.00000000
USD
0.00000000
USD
42188.00000000
EUR
508.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-819.50000000
-0.00109387304
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
CHF
53860.85000000
USD
2021-12-15
-819.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.92000000
0.000015910880
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13699.64000000
USD
2021-12-15
11.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
126.31000000
0.000168599272
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
7638.51000000
USD
2021-12-15
126.31000000
N
N
N
N/A
N/A
Allianz SE (Registered)
000000000
-1435.00000000
NS
5018.09000000
0.006698173742
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Allianz SE (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
288650.00000000
EUR
5424.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.73000000
0.000037014154
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
853941.00000000
JPY
10000.00000000
AUD
2021-12-15
27.73000000
N
N
N
Media General, Inc.
N/A
Media General, Inc., CVR
584CVR997
76116.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1097.13000000
0.001464455073
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5017620.00000000
JPY
60000.00000000
AUD
2021-12-15
1097.13000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-32.00000000
NC
USD
9068.36000000
0.012104496100
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2023-09-18
-7886800.00000000
USD
9068.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
393.36000000
0.000525059060
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1669390.00000000
JPY
20000.00000000
AUD
2021-12-15
393.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-227.70000000
-0.00030393519
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
MXN
25824.44000000
USD
2021-12-15
-227.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-406.47000000
-0.00054255836
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13915.88000000
USD
2021-12-15
-406.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
157.30000000
0.000209964892
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21326.22000000
USD
30000.00000000
NZD
2021-12-15
157.30000000
N
N
N
N/A
N/A
Meggitt plc
000000000
60840.00000000
NS
14709.14000000
0.019633839831
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Meggitt plc
Y
2022-08-04
0.00000000
USD
0.00000000
USD
456300.00000000
GBP
14973.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
108.82000000
0.000145253526
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16052.65000000
USD
20000.00000000
CAD
2021-12-15
108.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-563.62000000
-0.00075232303
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14483.96000000
USD
2021-12-15
-563.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
317.37000000
0.000423627196
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1520000.00000000
JPY
13660.22000000
USD
2021-12-15
317.37000000
N
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
2379.00000000
NS
USD
254553.00000000
0.339778724694
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1255.97000000
0.001676475566
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
240000.00000000
EUR
278787.60000000
USD
2021-11-19
1255.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.43000000
-0.00003928332
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9246.53000000
USD
1050000.00000000
JPY
2021-12-15
-29.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-190.68000000
-0.00025452069
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7890.06000000
USD
2021-12-15
-190.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.15000000
-0.00004291399
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7132.17000000
USD
60000.00000000
NOK
2021-12-15
-32.15000000
N
N
N
N/A
N/A
Brenntag SE
000000000
2423.00000000
NS
60046.37000000
0.080150220272
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Brenntag SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
199268.00000000
EUR
61662.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
233.72000000
0.000311970723
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65382.70000000
USD
60000.00000000
CHF
2021-12-15
233.72000000
N
N
N
N/A
N/A
Avast plc
000000000
65544.00000000
NS
USD
-23107.93000000
-0.03084459026
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Avast plc
Y
2022-07-22
0.00000000
USD
0.00000000
USD
501963.00000000
USD
-23107.93000000
N
N
N
N/A
N/A
3 Month Euro Euribor
N/A
-9.00000000
NC
6685.53000000
0.008923881695
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euro Euribor
2024-03-18
-2246062.50000000
EUR
6685.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-163.32000000
-0.00021800042
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6997.85000000
USD
2021-12-15
-163.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
274.15000000
0.000365936906
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
880000.00000000
JPY
7998.96000000
USD
2021-12-15
274.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-454.29000000
-0.00060638875
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12380000.00000000
HUF
39245.60000000
USD
2021-12-15
-454.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-226.28000000
-0.00030203977
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12746.61000000
USD
50000.00000000
PLN
2021-12-15
-226.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
550.18000000
0.000734383247
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2508627.00000000
JPY
30000.00000000
AUD
2021-12-15
550.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-202.77000000
-0.00027065849
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7321.02000000
USD
2021-12-15
-202.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-576.26000000
-0.00076919497
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
300000.00000000
SEK
34377.69000000
USD
2021-12-15
-576.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.84000000
0.000075870340
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43687.44000000
USD
40000.00000000
CHF
2021-12-15
56.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85.95000000
0.000114726526
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2100000.00000000
HKD
270004.12000000
USD
2021-11-19
85.95000000
N
N
N
N/A
N/A
Sugar No. 11
N/A
15.00000000
NC
USD
-10489.80000000
-0.01400184192
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Sugar No. 11
2022-02-28
323736.00000000
USD
-10489.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-684.54000000
-0.00091372770
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16573.06000000
USD
1810000.00000000
JPY
2021-12-15
-684.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2339.95000000
0.003123377948
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9670000.00000000
JPY
87225.04000000
USD
2021-12-15
2339.95000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
5767.00000000
NS
USD
592732.26000000
0.791182234694
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
90.85000000
0.000121267072
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
TRY
13329.56000000
USD
2021-12-15
90.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-135.46000000
-0.00018081274
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
115483.49000000
USD
990000.00000000
SEK
2021-12-15
-135.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.16000000
-0.00000154837
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15048.74000000
USD
20000.00000000
AUD
2021-12-15
-1.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
311.38000000
0.000415631712
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23456.05000000
USD
2021-12-15
311.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
296.43000000
0.000395676371
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1470000.00000000
INR
19801.93000000
USD
2021-12-15
296.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
982.70000000
0.001311713288
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
444897.00000000
TRY
40000.00000000
EUR
2021-12-15
982.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1167.81000000
0.001558799120
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
TRY
15424.88000000
USD
2021-12-15
1167.81000000
N
N
N
N/A
N/A
Euro-OAT
N/A
-8.00000000
NC
19361.01000000
0.025843181131
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
French Republic
Euro-OAT
2021-12-08
-1312000.00000000
EUR
19361.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
351.10000000
0.000468650183
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23495.77000000
USD
2021-12-15
351.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
348.11000000
0.000464659115
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23492.78000000
USD
2021-12-15
348.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-260.81000000
-0.00034813060
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12551.80000000
USD
70000.00000000
BRL
2021-12-15
-260.81000000
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
2421.00000000
NS
USD
278487.63000000
0.371726798602
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99.71000000
-0.00013309344
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
17224.54000000
EUR
2021-12-15
-99.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
185.17000000
0.000247165920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
836006.00000000
JPY
10000.00000000
AUD
2021-12-15
185.17000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
4605.00000000
NS
USD
558494.40000000
0.745481353514
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-493.57000000
-0.00065881991
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
SEK
21643.93000000
USD
2021-12-15
-493.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-508.44000000
-0.00067866846
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14832.73000000
USD
220000.00000000
ZAR
2021-12-15
-508.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
224.48000000
0.000299637121
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13975.55000000
USD
120000.00000000
NOK
2021-12-15
224.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.33000000
-0.00000044048
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1420000.00000000
JPY
12464.70000000
USD
2021-12-15
-0.33000000
N
N
N
Hill-Rom Holdings, Inc.
JLZ01A0E2071OH26RE45
Hill-Rom Holdings, Inc.
431475102
2000.00000000
NS
USD
309800.00000000
0.413522719867
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
644.26000000
0.000859961741
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32495.50000000
USD
1100000.00000000
THB
2021-12-15
644.26000000
N
N
N
N/A
N/A
Spire Healthcare Group plc
000000000
10915.00000000
NS
-1360.75000000
-0.00181633647
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Spire Healthcare Group plc
Y
2022-06-20
0.00000000
USD
0.00000000
USD
25650.00000000
GBP
-1314.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.21000000
0.000068355385
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NOK
5967.89000000
USD
2021-12-15
51.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-77.99000000
-0.00010410147
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7178.01000000
USD
60000.00000000
NOK
2021-12-15
-77.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
226.94000000
0.000302920742
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15156.43000000
USD
130000.00000000
NOK
2021-12-15
226.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-172.43000000
-0.00023016049
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
ILS
12472.25000000
USD
2021-12-15
-172.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
163.67000000
0.000218467603
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
470000.00000000
PLN
101841.80000000
EUR
2021-12-15
163.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
151.41000000
0.000202102889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
750000.00000000
JPY
6735.05000000
USD
2021-12-15
151.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-642.46000000
-0.00085755909
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16530.98000000
USD
1810000.00000000
JPY
2021-12-15
-642.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-799.15000000
-0.00106670975
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40359.81000000
USD
820000.00000000
MXN
2021-12-15
-799.15000000
N
N
N
Raven Industries, Inc.
ZN4TZXB8X0VUOSZJ5442
Raven Industries, Inc.
754212108
4000.00000000
NS
USD
231280.00000000
0.308713798098
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.99000000
0.000104101474
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34794.99000000
USD
2021-12-15
77.99000000
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
-5045.00000000
NS
USD
-200488.30000000
-0.26761286997
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
239.14000000
0.000319205368
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1130000.00000000
JPY
10158.49000000
USD
2021-12-15
239.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
543.79000000
0.000725853840
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
40608.83000000
USD
2021-12-15
543.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-233.99000000
-0.00031233112
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21534.04000000
USD
180000.00000000
NOK
2021-12-15
-233.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-397.45000000
-0.00053051841
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5665.02000000
USD
30000.00000000
BRL
2021-12-15
-397.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
130.97000000
0.000174819466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21741.17000000
USD
20000.00000000
CHF
2021-12-15
130.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
119.08000000
0.000158948629
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34724.30000000
EUR
2021-12-15
119.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
326.12000000
0.000435306744
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3070000.00000000
INR
41062.10000000
USD
2021-12-15
326.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9890.25000000
-0.01320155932
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
141579.42000000
USD
750000.00000000
BRL
2021-12-15
-9890.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
536.90000000
0.000716657031
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
TRY
8683.80000000
USD
2021-12-15
536.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
42.62000000
0.000056889407
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27418.06000000
USD
2021-12-15
42.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
485.41000000
0.000647927900
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72241.21000000
USD
90000.00000000
CAD
2021-12-15
485.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.12000000
-0.00006690044
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29950000.00000000
KRW
25420.56000000
USD
2021-12-15
-50.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172.49000000
0.000230240587
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
PLN
23951.27000000
EUR
2021-12-15
172.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-265.22000000
-0.00035401709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11048.38000000
EUR
50000.00000000
PLN
2021-12-15
-265.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1013.25000000
-0.00135249159
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
52152.64000000
USD
1060000.00000000
MXN
2021-12-15
-1013.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-681.06000000
-0.00090908258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
SGD
80875.16000000
USD
2021-12-15
-681.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-659.72000000
-0.00088059783
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41395.70000000
USD
3070000.00000000
INR
2021-12-15
-659.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-204.86000000
-0.00027344823
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46494.20000000
USD
40000.00000000
EUR
2021-12-15
-204.86000000
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
464.00000000
NS
USD
4055.36000000
0.005413116517
Long
EC
CORP
IL
N
1
N
N
N
Frasers Group plc
213800JEGHHEAXIJDX34
Frasers Group plc
N/A
9144.00000000
NS
80527.73000000
0.107488850659
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
689.59000000
0.000920468471
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
86798.97000000
USD
80000.00000000
CHF
2021-12-15
689.59000000
N
N
N
N/A
N/A
3 Month Sterling
N/A
-43.00000000
NC
18286.47000000
0.024408879313
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2023-09-20
-5297600.00000000
GBP
18286.47000000
N
N
N
Five9, Inc.
254900MXP6EWY0SFFR59
Five9, Inc.
338307101
300.00000000
NS
USD
47403.00000000
0.063273781439
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
760.65000000
0.001015319744
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
106167.29000000
TRY
10000.00000000
EUR
2021-12-15
760.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
463.74000000
0.000619002666
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
ZAR
12834.72000000
USD
2021-12-15
463.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-270.75000000
-0.00036139856
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
SGD
36800.26000000
USD
2021-12-15
-270.75000000
N
N
N
Alder Biopharmaceuticals, Inc.
529900946SFXHRCYLD85
Alder Biopharmaceuticals, Inc., CVR
014CVR013
35400.00000000
NS
USD
35400.00000000
0.047252111953
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-56.65000000
-0.00007561672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
45660000.00000000
KRW
38774.44000000
USD
2021-12-15
-56.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1075.98000000
0.001436223938
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
58937.65000000
USD
2021-12-15
1075.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-822.26000000
-0.00109755710
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
NOK
19294.45000000
USD
2021-12-15
-822.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-213.71000000
-0.00028526126
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15238.10000000
USD
60000.00000000
PLN
2021-12-15
-213.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
159.43000000
0.000212808028
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8923.27000000
USD
10680000.00000000
KRW
2021-12-15
159.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
436.50000000
0.000582642566
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
807375.00000000
JPY
10000.00000000
AUD
2021-12-15
436.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-275.81000000
-0.00036815268
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7247.98000000
USD
2021-12-15
-275.81000000
N
N
N
N/A
N/A
100 oz Gold
N/A
1.00000000
NC
USD
98.02000000
0.000130837627
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
100 oz Gold
2021-12-29
178390.00000000
USD
98.02000000
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
-5.00000000
NC
-3635.03000000
-0.00485205775
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Short
Japan
Japan 10 Year Bond
2021-12-13
-756600000.00000000
JPY
-3635.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-457.52000000
-0.00061070017
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13864.83000000
USD
2021-12-15
-457.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.39000000
0.000025881877
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
690000.00000000
JPY
6076.34000000
USD
2021-12-15
19.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-883.39000000
-0.00117915376
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1613566.00000000
JPY
2021-12-15
-883.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.59000000
0.000068862611
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
19962.68000000
USD
2280000.00000000
JPY
2021-12-15
51.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.01000000
0.000142837528
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7973.73000000
USD
10000.00000000
CAD
2021-12-15
107.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
640.92000000
0.000855503491
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
PLN
18169.38000000
USD
2021-12-15
640.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8595.28000000
-0.01147302635
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
367053.42000000
USD
7430000.00000000
MXN
2021-12-15
-8595.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
193.36000000
0.000258097976
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12823.34000000
USD
110000.00000000
NOK
2021-12-15
193.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
218.07000000
0.000291081018
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
832258.00000000
JPY
10000.00000000
AUD
2021-12-15
218.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
101.01000000
0.000134828695
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16060.46000000
USD
20000.00000000
CAD
2021-12-15
101.01000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
1819.00000000
NS
703382.43000000
0.938878681602
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
72.65000000
0.000096973613
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
PLN
49831.04000000
EUR
2021-12-15
72.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.01000000
-0.00000668737
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27968.17000000
USD
240000.00000000
SEK
2021-12-15
-5.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.28000000
0.000067114016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
851373.00000000
JPY
10000.00000000
AUD
2021-12-15
50.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
633.44000000
0.000845519146
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
BRL
12924.43000000
USD
2021-12-15
633.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1590.42000000
-0.00212290123
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
530000.00000000
CHF
577520.09000000
USD
2021-11-19
-1590.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
926.93000000
0.001237271190
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
TRY
12128.92000000
USD
2021-12-15
926.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2264.94000000
0.003023254193
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3090000.00000000
MXN
151341.07000000
USD
2021-12-15
2264.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-234.84000000
-0.00031346570
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17984.88000000
USD
150000.00000000
NOK
2021-12-15
-234.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1473.99000000
0.001967489844
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4770000.00000000
JPY
43345.95000000
USD
2021-12-15
1473.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-455.18000000
-0.00060757673
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
640000.00000000
THB
18826.13000000
USD
2021-12-15
-455.18000000
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
2866.00000000
NS
USD
472718.04000000
0.630986603070
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.45000000
-0.00004464924
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13721.17000000
USD
10000.00000000
GBP
2021-12-15
-33.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14310.34000000
0.019101519428
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1787627.12000000
EUR
2081489.78000000
USD
2021-11-19
14310.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-586.05000000
-0.00078226271
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8399.30000000
USD
120000.00000000
ZAR
2021-12-15
-586.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
392.28000000
0.000523617471
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32415.93000000
USD
30000.00000000
CHF
2021-12-15
392.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
490.14000000
0.000654241529
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
61261.84000000
USD
530000.00000000
SEK
2021-12-15
490.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.06000000
0.000038789445
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6115.67000000
USD
700000.00000000
JPY
2021-12-15
29.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
475.29000000
0.000634419669
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
240000.00000000
PLN
52342.82000000
EUR
2021-12-15
475.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.08000000
0.000252385009
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9294.43000000
USD
30000.00000000
ILS
2021-12-15
189.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-164.23000000
-0.00021921509
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13180.93000000
USD
110000.00000000
NOK
2021-12-15
-164.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
125.73000000
0.000167825085
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
650000.00000000
JPY
5831.55000000
USD
2021-12-15
125.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43.40000000
-0.00005793055
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2610000.00000000
INR
34588.82000000
USD
2021-12-15
-43.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.32000000
-0.00000710116
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
856495.00000000
JPY
2021-12-15
-5.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.28000000
-0.00006577921
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21532.80000000
USD
30000.00000000
NZD
2021-12-15
-49.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.34000000
0.000005793055
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
17314.45000000
EUR
2021-12-15
4.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.67000000
0.000031594844
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4979.90000000
USD
570000.00000000
JPY
2021-12-15
23.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1362.67000000
-0.00181889930
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NZD
34443.20000000
USD
2021-12-15
-1362.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-65.63000000
-0.00008760327
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2080000.00000000
INR
27533.99000000
USD
2021-12-15
-65.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-254.80000000
-0.00034010842
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17783.26000000
USD
70000.00000000
PLN
2021-12-15
-254.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.65000000
0.000110321668
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
PLN
30365.14000000
EUR
2021-12-15
82.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.76000000
-0.00025996670
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7885.98000000
USD
2021-12-15
-194.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
95.57000000
0.000127567354
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34812.57000000
USD
2021-12-15
95.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1511.88000000
0.002018065622
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3256172.00000000
JPY
40000.00000000
AUD
2021-12-15
1511.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-263.34000000
-0.00035150765
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5458.32000000
USD
1620000.00000000
HUF
2021-12-15
-263.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-283.68000000
-0.00037865760
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22767.07000000
USD
190000.00000000
NOK
2021-12-15
-283.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
263.40000000
0.000351587748
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2900000.00000000
INR
38743.64000000
USD
2021-12-15
263.40000000
N
N
N
51job, Inc.
52990088ZF32Q8YHCJ53
51job, Inc.
316827104
700.00000000
NS
USD
41692.00000000
0.055650707671
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
GCP Student Living plc
000000000
18309.00000000
NS
-302.12000000
-0.00040327141
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
GCP Student Living plc
Y
2022-10-18
0.00000000
USD
0.00000000
USD
38540.00000000
GBP
-303.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
892.99000000
0.001191967894
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2550000.00000000
JPY
23277.37000000
USD
2021-12-15
892.99000000
N
N
N
N/A
N/A
Brent Crude Oil
N/A
5.00000000
NC
USD
14283.60000000
0.019065826731
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Brent Crude Oil
2021-12-30
412750.00000000
USD
14283.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
115.02000000
0.000153529319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
530000.00000000
JPY
4767.46000000
USD
2021-12-15
115.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-297.41000000
-0.00039698448
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56094.78000000
USD
65610000.00000000
KRW
2021-12-15
-297.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
174.30000000
0.000232656585
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21697.84000000
USD
20000.00000000
CHF
2021-12-15
174.30000000
N
N
N
N/A
N/A
GlaxoSmithKline plc
000000000
-4245.00000000
NS
-1716.73000000
-0.00229150051
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
GlaxoSmithKline plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
64040.00000000
GBP
-1713.45000000
N
N
N
PNM Resources, Inc.
5493003JOBJGLZSDDQ28
PNM Resources, Inc.
69349H107
14500.00000000
NS
USD
721375.00000000
0.962895261602
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
636.73000000
0.000849910656
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
BRL
12927.72000000
USD
2021-12-15
636.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2359.42000000
0.003149366609
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
69530000.00000000
CLP
87405.25000000
USD
2021-12-15
2359.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
579.14000000
0.000773039212
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
PLN
35636.05000000
USD
2021-12-15
579.14000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2210000.00000000
PHP
43327.11000000
USD
2021-12-15
-315.65000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
-76.91000000
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
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EUR
2021-12-15
-76.91000000
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Forward Foreign Currency Contract
N/A
1.00000000
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N/A
-190.55000000
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10022.12000000
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1120000.00000000
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2021-12-15
-190.55000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
49.89000000
0.000066593442
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8084.00000000
GBP
11116.88000000
USD
2021-12-30
49.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
463.35000000
0.000618482092
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15698.12000000
USD
20000.00000000
CAD
2021-12-15
463.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
866.71000000
0.001156889207
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29228.46000000
USD
40000.00000000
AUD
2021-12-15
866.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
176.08000000
0.000235032538
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DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7355.68000000
USD
250000.00000000
THB
2021-12-15
176.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.33000000
-0.00026206234
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28810000.00000000
KRW
24304.85000000
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2021-12-15
-196.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
197.73000000
0.000263931076
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21930.45000000
USD
70000.00000000
ILS
2021-12-15
197.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
493.43000000
0.000658633039
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9658.69000000
USD
2021-12-15
493.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
421.50000000
0.000562620485
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
809084.00000000
JPY
10000.00000000
AUD
2021-12-15
421.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
252.64000000
0.000337225241
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
PLN
15277.03000000
USD
2021-12-15
252.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.42000000
-0.00000189542
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21873.56000000
USD
20000.00000000
CHF
2021-12-15
-1.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
237.47000000
0.000316976243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
740000.00000000
JPY
6733.33000000
USD
2021-12-15
237.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
661.05000000
0.000882373124
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2730000.00000000
JPY
24625.51000000
USD
2021-12-15
661.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.59000000
0.000143611715
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10912.16000000
EUR
2021-12-15
107.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
154.50000000
0.000206227437
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10781.57000000
USD
10000.00000000
CHF
2021-12-15
154.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-447.11000000
-0.00059680485
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
806166.00000000
JPY
2021-12-15
-447.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.08000000
0.000065512250
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14998.50000000
USD
20000.00000000
AUD
2021-12-15
49.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.00000000
0.000029365719
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
6510.53000000
EUR
2021-12-15
22.00000000
N
N
N
N/A
N/A
Corn
N/A
8.00000000
NC
USD
9130.08000000
0.012186880291
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Corn
2021-12-14
227300.00000000
USD
9130.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1034.37000000
-0.00138068268
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25349.95000000
USD
2770000.00000000
JPY
2021-12-15
-1034.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.90000000
0.000051923930
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7122.27000000
USD
10000.00000000
NZD
2021-12-15
38.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4294.56000000
-0.00573240197
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
102698.06000000
USD
11210000.00000000
JPY
2021-12-15
-4294.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.83000000
0.000005112304
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7519.96000000
USD
10000.00000000
AUD
2021-12-15
3.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5.33000000
0.000007114512
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4450000.00000000
CLP
5448.36000000
USD
2021-12-15
5.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
399.00000000
0.000532587363
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8930000.00000000
CLP
11321.76000000
USD
2021-12-15
399.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-583.90000000
-0.00077939288
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46734.01000000
USD
390000.00000000
NOK
2021-12-15
-583.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.02000000
0.000188234260
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7164.44000000
USD
2021-12-15
141.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
819.70000000
0.001094140004
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1620822.00000000
JPY
20000.00000000
AUD
2021-12-15
819.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
212.60000000
0.000283779632
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14834.98000000
USD
20000.00000000
AUD
2021-12-15
212.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.89000000
-0.00023744853
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
650000.00000000
THB
19404.69000000
USD
2021-12-15
-177.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-64.68000000
-0.00008633521
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32601.90000000
USD
1080000.00000000
THB
2021-12-15
-64.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
306.57000000
0.000409211298
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
48177.84000000
USD
60000.00000000
CAD
2021-12-15
306.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-374.20000000
-0.00049948418
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25414.85000000
USD
100000.00000000
PLN
2021-12-15
-374.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1220.85000000
-0.00162959719
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
33700.15000000
USD
3700000.00000000
JPY
2021-12-15
-1220.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-130.10000000
-0.00017365818
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7393.69000000
USD
2021-12-15
-130.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-183.47000000
-0.00024489675
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
77011.27000000
USD
5790000.00000000
INR
2021-12-15
-183.47000000
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1509.00000000
NS
USD
215968.08000000
0.288275364254
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
623.00000000
NS
USD
11961.60000000
0.015966408540
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.28000000
0.000031074270
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
130000.00000000
ZAR
8487.63000000
USD
2021-12-15
23.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
264.89000000
0.000353576608
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11837.22000000
USD
2021-12-15
264.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
570.12000000
0.000760999267
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14477.46000000
USD
20000.00000000
AUD
2021-12-15
570.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-479.53000000
-0.00064007924
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13842.82000000
USD
2021-12-15
-479.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1851.02000000
0.002470751533
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
BRL
31700.56000000
USD
2021-12-15
1851.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
436.92000000
0.000583203185
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
130000.00000000
PLN
28507.45000000
EUR
2021-12-15
436.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-307.96000000
-0.00041106667
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7215.83000000
USD
2021-12-15
-307.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1011.78000000
-0.00135052943
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
52151.17000000
USD
1060000.00000000
MXN
2021-12-15
-1011.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.21000000
0.000059011747
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
260000.00000000
THB
7877.24000000
USD
2021-12-15
44.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.12000000
0.000012173425
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13696.84000000
USD
2021-12-15
9.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-114.74000000
-0.00015315557
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21757.40000000
USD
2021-12-15
-114.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
331.42000000
0.000442381213
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
17889.98000000
USD
2021-12-15
331.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
357.85000000
0.000477660120
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8000000.00000000
CLP
10143.07000000
USD
2021-12-15
357.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.95000000
0.000033303395
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7126.16000000
USD
2230000.00000000
HUF
2021-12-15
24.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-51.22000000
-0.00006836873
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11623.55000000
USD
10000.00000000
EUR
2021-12-15
-51.22000000
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-21.00000000
NC
USD
10594.53000000
0.014141636092
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2021-12-21
-2744765.63000000
USD
10594.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1219.41000000
-0.00162767508
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
NZD
41747.64000000
USD
2021-12-15
-1219.41000000
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
N/A
234.00000000
NS
51950.29000000
0.069343528788
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.98000000
-0.00005069590
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5810000.00000000
KRW
4903.08000000
USD
2021-12-15
-37.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84.46000000
0.000112737665
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12604.79000000
USD
2021-12-15
84.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.46000000
-0.00000728803
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11566.87000000
USD
2021-12-15
-5.46000000
N
N
N
N/A
N/A
Daily Mail & General Trust plc
000000000
2192.00000000
NS
-480.10000000
-0.00064084008
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Daily Mail & General Trust plc
Y
2022-07-14
0.00000000
USD
0.00000000
USD
22797.00000000
GBP
-473.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2428.67000000
-0.00324180188
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
CAD
94540.15000000
USD
2021-12-15
-2428.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.48000000
0.000038015258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1160000.00000000
JPY
10211.18000000
USD
2021-12-15
28.48000000
N
N
N
QAD, Inc.
N/A
QAD, Inc., Class A
74727D306
2300.00000000
NS
USD
201572.00000000
0.269059398609
Long
EC
CORP
US
N
1
N
N
N
Triple-S Management Corp.
N/A
Triple-S Management Corp.
896749108
700.00000000
NS
USD
24703.00000000
0.032973698350
Long
EC
CORP
PR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-865.24000000
-0.00115492704
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
NOK
26351.49000000
USD
2021-12-15
-865.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.32000000
-0.00003246246
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14224.35000000
USD
120000.00000000
NOK
2021-12-15
-24.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-393.35000000
-0.00052504571
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12936.97000000
USD
260000.00000000
MXN
2021-12-15
-393.35000000
N
N
N
Kirkland Lake Gold Ltd.
5493000QHU254ST8A805
Kirkland Lake Gold Ltd.
49741E100
-504.00000000
NS
USD
-21253.68000000
-0.02836952731
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
218.89000000
0.000292175558
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21653.25000000
USD
20000.00000000
CHF
2021-12-15
218.89000000
N
N
N
N/A
N/A
Hannover Rueck SE
000000000
-621.00000000
NS
3094.19000000
0.004130141590
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Hannover Rueck SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
98118.00000000
EUR
3234.89000000
N
N
N
Magnachip Semiconductor Corp.
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp.
55933J203
4000.00000000
NS
USD
75840.00000000
0.101231643236
Long
EC
CORP
US
N
1
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
20440T300
593.00000000
NS
USD
2704.08000000
0.003609420646
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-986.66000000
-0.00131699911
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
NOK
22680.06000000
USD
2021-12-15
-986.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-246.35000000
-0.00032882931
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21625.79000000
USD
2021-12-15
-246.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1048.77000000
-0.00139990388
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65250000.00000000
KRW
54442.44000000
USD
2021-12-15
-1048.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28.40000000
-0.00003790847
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2438.56000000
USD
80000.00000000
THB
2021-12-15
-28.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.18000000
0.000132386001
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7424.61000000
USD
10000.00000000
AUD
2021-12-15
99.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-406.47000000
-0.00054255836
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13915.88000000
USD
2021-12-15
-406.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
607.16000000
0.000810440460
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56682.24000000
USD
80000.00000000
NZD
2021-12-15
607.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.46000000
-0.00025956626
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21677.68000000
USD
2021-12-15
-194.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31.47000000
-0.00004200632
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14821.56000000
USD
18301.00000000
CAD
2021-12-30
-31.47000000
N
N
N
N/A
N/A
3 Month Eurodollar
N/A
-10.00000000
NC
USD
-2792.70000000
-0.00372771110
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month Eurodollar
2025-03-17
-2458500.00000000
USD
-2792.70000000
N
N
N
N/A
N/A
Euro-BTP
N/A
-2.00000000
NC
5118.94000000
0.006832788869
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Republic of Italy
Euro-BTP
2021-12-08
-296520.00000000
EUR
5118.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
244.08000000
0.000325799307
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
790000.00000000
JPY
7178.85000000
USD
2021-12-15
244.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1869.05000000
0.002494818074
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
TRY
56860.62000000
USD
2021-12-15
1869.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-644.20000000
-0.00085988165
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
300000.00000000
SEK
34309.75000000
USD
2021-12-15
-644.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
892.42000000
0.001191207055
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2540000.00000000
JPY
23189.02000000
USD
2021-12-15
892.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-566.38000000
-0.00075600709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
350000.00000000
SGD
258930.70000000
USD
2021-12-15
-566.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-454.23000000
-0.00060630866
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13868.12000000
USD
2021-12-15
-454.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
239.46000000
0.000319632506
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
SGD
111452.49000000
USD
2021-12-15
239.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
79.45000000
0.000106050290
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
PLN
41181.57000000
EUR
2021-12-15
79.45000000
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
-4358.00000000
NS
USD
-267145.40000000
-0.35658712849
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1049.92000000
-0.00140143890
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NZD
34755.95000000
USD
2021-12-15
-1049.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
282.49000000
0.000377069183
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
ZAR
15257.89000000
USD
2021-12-15
282.49000000
N
N
N
N/A
N/A
Euro-Bobl
N/A
-37.00000000
NC
46654.25000000
0.062274345879
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
Federal Republic of Germany
Euro-Bobl
2021-12-08
-4949120.00000000
EUR
46654.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39.34000000
0.000052511245
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11611.67000000
USD
2021-12-15
39.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
105.07000000
0.000140248005
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
BRL
35222.18000000
USD
2021-12-15
105.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2340.99000000
0.003124766145
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60490000.00000000
HUF
196318.87000000
USD
2021-12-15
2340.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.03000000
0.000188247608
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
810000.00000000
JPY
7251.36000000
USD
2021-12-15
141.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.93000000
0.000030607088
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
854488.00000000
JPY
10000.00000000
AUD
2021-12-15
22.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-205.23000000
-0.00027394211
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7875.51000000
USD
2021-12-15
-205.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
827.35000000
0.001104351266
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
PLN
50908.65000000
USD
2021-12-15
827.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.18000000
-0.00002426676
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
990000.00000000
JPY
8672.23000000
USD
2021-12-15
-18.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-183.14000000
-0.00024445626
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
NOK
5733.54000000
USD
2021-12-15
-183.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.57000000
0.000024787336
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
5878.51000000
USD
2021-12-15
18.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
153.75000000
0.000205226333
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
800000.00000000
JPY
7176.30000000
USD
2021-12-15
153.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.62000000
0.000022184466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5776.98000000
USD
660000.00000000
JPY
2021-12-15
16.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-350.36000000
-0.00046766242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
67078.18000000
USD
90000.00000000
SGD
2021-12-15
-350.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3117.35000000
-0.00416105568
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1160000.00000000
SEK
132037.92000000
USD
2021-12-15
-3117.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-967.23000000
-0.00129106384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23527.18000000
USD
2570000.00000000
JPY
2021-12-15
-967.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-369.52000000
-0.00049323729
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
CHF
32438.69000000
USD
2021-12-15
-369.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-53.62000000
-0.00007157226
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
35859.49000000
USD
50000.00000000
NZD
2021-12-15
-53.62000000
N
N
N
N/A
N/A
FTSE/JSE Top 40 Index
N/A
1.00000000
NC
85.48000000
0.000114099167
N/A
DE
ZA
N
1
JSE Clear
213800PJDCEXAVMM3J32
Long
FTSE/JSE Top 40 Index
GB0031823254
2021-12-15
611170.00000000
ZAR
85.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-195.52000000
-0.00026098115
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7885.22000000
USD
2021-12-15
-195.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.46000000
0.000009957648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27367.98000000
USD
20000.00000000
GBP
2021-12-15
7.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
178.20000000
0.000237862326
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
610000.00000000
THB
18555.70000000
USD
2021-12-15
178.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84.24000000
0.000112444008
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14963.34000000
USD
20000.00000000
AUD
2021-12-15
84.24000000
N
N
N
N/A
N/A
Valmet OYJ
000000000
-717.00000000
NS
-1441.47000000
-0.00192408197
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Valmet OYJ
Y
2022-07-08
0.00000000
USD
0.00000000
USD
25167.00000000
EUR
-1441.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.71000000
0.000105062534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6243.63000000
USD
20000.00000000
ILS
2021-12-15
78.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-406.28000000
-0.00054230474
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
NOK
12610.42000000
USD
2021-12-15
-406.28000000
N
N
N
N/A
N/A
Swisscom AG (Registered)
000000000
-213.00000000
NS
5305.85000000
0.007082277350
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Swisscom AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
106159.00000000
CHF
5380.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
794.26000000
0.001060182554
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3490000.00000000
JPY
31430.14000000
USD
2021-12-15
794.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
445.64000000
0.000594842688
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
PLN
43661.84000000
EUR
2021-12-15
445.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-158.63000000
-0.00021174018
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7365.16000000
USD
2021-12-15
-158.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-135.69000000
-0.00018111974
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7945.05000000
USD
2021-12-15
-135.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1008.95000000
0.001346751930
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
26049.60000000
USD
2021-12-15
1008.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.94000000
-0.00003729446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
SEK
10458.24000000
USD
2021-12-15
-27.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
238.83000000
0.000318791579
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21633.31000000
USD
20000.00000000
CHF
2021-12-15
238.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1935.40000000
-0.00258338241
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20265.92000000
USD
180000.00000000
TRY
2021-12-15
-1935.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-395.70000000
-0.00052818250
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
340000.00000000
SEK
39218.78000000
USD
2021-12-15
-395.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44.06000000
-0.00005881152
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
SEK
13937.52000000
USD
2021-12-15
-44.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
94.69000000
0.000126392725
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46840000.00000000
KRW
39929.30000000
USD
2021-12-15
94.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-204.92000000
-0.00027352832
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7875.82000000
USD
2021-12-15
-204.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
269.81000000
0.000360143851
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11842.14000000
USD
2021-12-15
269.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
481.15000000
0.000642241629
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28745.68000000
USD
1480000.00000000
PHP
2021-12-15
481.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2056.28000000
0.002744733694
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
TRY
25478.62000000
USD
2021-12-15
2056.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-623.32000000
-0.00083201091
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
NOK
17126.72000000
USD
2021-12-15
-623.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.67000000
-0.00012236161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13596.05000000
USD
2021-12-15
-91.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
16.70000000
0.000022291250
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40386.98000000
USD
50000.00000000
CAD
2021-12-15
16.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
42.17000000
0.000056288744
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
852297.00000000
JPY
10000.00000000
AUD
2021-12-15
42.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-337.57000000
-0.00045059026
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22820.96000000
USD
190000.00000000
NOK
2021-12-15
-337.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.32000000
-0.00001777960
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5280.23000000
USD
600000.00000000
JPY
2021-12-15
-13.32000000
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
2900.00000000
NS
USD
899725.00000000
1.200957808691
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SOHO China Ltd.
000000000
76917.00000000
NS
-23881.43999999
-0.03187707560
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
SOHO China Ltd.
Y
2022-06-23
0.00000000
USD
0.00000000
USD
151527.00000000
HKD
-23898.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.23000000
0.000065712470
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
480000.00000000
INR
6418.37000000
USD
2021-12-15
49.23000000
N
N
N
N/A
N/A
Deutsche Wohnen SE
000000000
1584.00000000
NS
-15401.49000000
-0.02055799236
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Deutsche Wohnen SE
Y
2022-10-20
0.00000000
USD
0.00000000
USD
70155.00000000
EUR
-15494.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.18000000
-0.00004962806
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11870.54000000
USD
100000.00000000
NOK
2021-12-15
-37.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
307.08000000
0.000409892049
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
58168.75000000
USD
2021-12-15
307.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.80000000
0.000033103174
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1080000.00000000
JPY
9505.24000000
USD
2021-12-15
24.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-56.29000000
-0.00007513619
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4972.08000000
USD
560000.00000000
JPY
2021-12-15
-56.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-718.80000000
-0.00095945813
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
106578.31000000
TRY
2021-12-15
-718.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
92.30000000
0.000123202540
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6230.04000000
USD
20000.00000000
ILS
2021-12-15
92.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-88.02000000
-0.00011748957
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
390000.00000000
THB
11661.53000000
USD
2021-12-15
-88.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-170.30000000
-0.00022731736
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10765.77000000
USD
2021-12-15
-170.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
658.15000000
0.000878502188
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
BRL
9437.43000000
USD
2021-12-15
658.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.85000000
0.000146628375
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8097.51000000
USD
6710000.00000000
CLP
2021-12-15
109.85000000
N
N
N
N/A
N/A
MSCI Singapore Index
N/A
4.00000000
NC
-114.04000000
-0.00015222121
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
SIMSCI Index
2021-11-29
147200.00000000
SGD
-114.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-70.16000000
-0.00009364994
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16231.63000000
USD
20000.00000000
CAD
2021-12-15
-70.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-130.93000000
-0.00017476607
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
BRL
13915.91000000
USD
2021-12-15
-130.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
196.27000000
0.000261982260
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
ZAR
7358.42000000
USD
2021-12-15
196.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-271.78000000
-0.00036277341
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
31640000.00000000
KRW
26636.14000000
USD
2021-12-15
-271.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-142.56000000
-0.00019028986
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10793.51000000
USD
2021-12-15
-142.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
79.96000000
0.000106731041
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65536.46000000
USD
60000.00000000
CHF
2021-12-15
79.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
150.95000000
0.000201488878
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
720000.00000000
JPY
6471.25000000
USD
2021-12-15
150.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1245.51000000
-0.00166251350
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
208843.17000000
USD
280000.00000000
SGD
2021-12-15
-1245.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
345.46000000
0.000461121881
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4630000.00000000
HUF
15192.83000000
USD
2021-12-15
345.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
104.55000000
0.000139553906
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21767.59000000
USD
20000.00000000
CHF
2021-12-15
104.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.18000000
0.000104355087
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12598.51000000
USD
2021-12-15
78.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1523.71000000
0.002033856370
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
212311.02000000
TRY
20000.00000000
EUR
2021-12-15
1523.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1234.09000000
0.001647270023
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
18792.65000000
USD
2021-12-15
1234.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
589.66000000
0.000787081365
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72136.96000000
USD
90000.00000000
CAD
2021-12-15
589.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-124.78000000
-0.00016655702
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2070000.00000000
INR
27342.15000000
USD
2021-12-15
-124.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-88.61000000
-0.00011827710
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44915.30000000
USD
52710000.00000000
KRW
2021-12-15
-88.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
133.67000000
0.000178423440
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32674.54000000
USD
30000.00000000
CHF
2021-12-15
133.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
261.70000000
0.000349318579
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
73880.32000000
USD
100000.00000000
SGD
2021-12-15
261.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-165.71000000
-0.00022119060
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13182.41000000
USD
110000.00000000
NOK
2021-12-15
-165.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2375.83000000
-0.00317127076
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
62155.30000000
USD
6810000.00000000
JPY
2021-12-15
-2375.83000000
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
-1906.00000000
NS
USD
-164678.40000000
-0.21981362127
Short
EC
CORP
US
N
1
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
822.00000000
NS
USD
160602.36000000
0.214372900982
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
192.18000000
0.000256522906
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
52370000.00000000
KRW
44729.72000000
USD
2021-12-15
192.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-67.47000000
-0.00009005932
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4360000.00000000
JPY
38205.43000000
USD
2021-12-15
-67.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-175.70000000
-0.00023452531
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
440000.00000000
SEK
51090.09000000
USD
2021-12-15
-175.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6.90000000
0.000009210157
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11579.23000000
USD
2021-12-15
6.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.92000000
-0.00026284988
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5463.83000000
USD
600000.00000000
JPY
2021-12-15
-196.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
120.32000000
0.000160603788
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
750000.00000000
JPY
6703.96000000
USD
2021-12-15
120.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.80000000
-0.00000106784
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24243.01000000
USD
30000.00000000
CAD
2021-12-15
-0.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.78000000
0.000031741672
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7530000.00000000
KRW
6427.59000000
USD
2021-12-15
23.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
175.20000000
0.000233857910
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15986.27000000
USD
20000.00000000
CAD
2021-12-15
175.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1049.86000000
-0.00140135882
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
26769.95000000
USD
2930000.00000000
JPY
2021-12-15
-1049.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.93000000
0.000110695413
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4650.41000000
USD
40000.00000000
NOK
2021-12-15
82.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
96.74000000
0.000129129076
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16121.15000000
USD
19070000.00000000
KRW
2021-12-15
96.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
602.03000000
0.000803592908
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7730.57000000
USD
2021-12-15
602.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
678.87000000
0.000906159357
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4900000.00000000
MXN
237077.91000000
USD
2021-12-15
678.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41.13000000
0.000054900547
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8039.61000000
USD
10000.00000000
CAD
2021-12-15
41.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.79000000
0.000015737355
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7088.23000000
USD
60000.00000000
NOK
2021-12-15
11.79000000
N
N
N
N/A
N/A
Avast plc
000000000
2243.00000000
NS
-705.41000000
-0.00094158509
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Avast plc
Y
2022-07-22
0.00000000
USD
0.00000000
USD
12552.00000000
GBP
-705.19000000
N
N
N
Perdoceo Education Corp.
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
-30327.00000000
NS
USD
-322072.74000000
-0.42990443976
Short
EC
CORP
US
N
1
N
N
N
MKS Instruments, Inc.
549300KEQATBHAGVF505
MKS Instruments, Inc.
55306N104
-302.00000000
NS
USD
-45315.10000000
-0.06048684119
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-103.68000000
-0.00013839262
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7615.88000000
USD
30000.00000000
PLN
2021-12-15
-103.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
777.44000000
0.001037731127
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
PLN
50858.74000000
USD
2021-12-15
777.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
88.01000000
0.000117476225
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
910000.00000000
INR
12162.85000000
USD
2021-12-15
88.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3674.73000000
-0.00490504952
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
918768.74000000
CHF
1000228.34000000
USD
2021-11-19
-3674.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-351.83000000
-0.00046962459
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
CHF
54328.52000000
USD
2021-12-15
-351.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.64000000
-0.00001420232
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10590000.00000000
CLP
12942.55000000
USD
2021-12-15
-10.64000000
N
N
N
Apollo Global Management, Inc.
54930054P2G7ZJB0KM79
Apollo Global Management, Inc.
03768E105
6254.00000000
NS
USD
481245.30000000
0.642368835956
Long
EC
CORP
US
N
1
N
N
N
Dune Acquisition Corp.
N/A
Dune Acquisition Corp., Class A
265334102
1800.00000000
NS
USD
17838.00000000
0.023810259125
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.36000000
0.000048533525
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2220000.00000000
JPY
19523.94000000
USD
2021-12-15
36.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
76.46000000
0.000102059222
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10859.61000000
USD
10000.00000000
CHF
2021-12-15
76.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
244.40000000
0.000326226445
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11816.73000000
USD
2021-12-15
244.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
136.51000000
0.000182214288
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40994.95000000
EUR
190000.00000000
PLN
2021-12-15
136.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-165.30000000
-0.00022064333
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6485.60000000
USD
720000.00000000
JPY
2021-12-15
-165.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.82000000
0.000089191698
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2910000.00000000
JPY
25611.35000000
USD
2021-12-15
66.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1111.04000000
0.001483022216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5016036.00000000
JPY
60000.00000000
AUD
2021-12-15
1111.04000000
N
N
N
Acceleron Pharma, Inc.
529900TQRID2UY164805
Acceleron Pharma, Inc.
00434H108
2100.00000000
NS
USD
365778.00000000
0.488242457803
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.17000000
0.000020248998
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15032.41000000
USD
20000.00000000
AUD
2021-12-15
15.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.70000000
0.000170454652
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
660000.00000000
JPY
5921.30000000
USD
2021-12-15
127.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35.58000000
0.000047492376
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10849.94000000
EUR
2021-12-15
35.58000000
N
N
N
N/A
N/A
Givaudan SA (Registered)
000000000
-36.00000000
NS
-49962.28000000
-0.06668992226
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Givaudan SA (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
155124.00000000
CHF
-50135.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1221.52000000
0.001630491519
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
113357.28000000
USD
160000.00000000
NZD
2021-12-15
1221.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-191.94000000
-0.00025620255
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7331.85000000
USD
2021-12-15
-191.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
57.20000000
0.000076350870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8270000.00000000
CLP
10172.68000000
USD
2021-12-15
57.20000000
N
N
N
N/A
N/A
Oil Search Ltd.
000000000
39561.00000000
NS
3306.82000000
0.004413961266
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Oil Search Ltd.
Y
2022-09-16
0.00000000
USD
0.00000000
USD
169717.00000000
AUD
2963.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-403.13000000
-0.00053810010
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
811176.00000000
JPY
2021-12-15
-403.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-351.71000000
-0.00046946441
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22835.10000000
USD
190000.00000000
NOK
2021-12-15
-351.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-114.61000000
-0.00015298204
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
560000.00000000
MXN
26902.42000000
USD
2021-12-15
-114.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-122.21000000
-0.00016312657
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
843178.00000000
JPY
2021-12-15
-122.21000000
N
N
N
N/A
N/A
Daimler AG (Registered)
000000000
-1007.00000000
NS
-1953.32000000
-0.00260730212
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Daimler AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
85912.00000000
EUR
-1948.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.31000000
0.000276718512
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21664.83000000
USD
20000.00000000
CHF
2021-12-15
207.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.06000000
-0.00010953413
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23226.73000000
USD
20000.00000000
EUR
2021-12-15
-82.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
253.41000000
0.000338253042
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7270.38000000
USD
10000.00000000
AUD
2021-12-15
253.41000000
N
N
N
Flexion Therapeutics, Inc.
549300X8HYW1HZKCDG90
Flexion Therapeutics, Inc.
33938J106
3200.00000000
NS
USD
29600.00000000
0.039510240503
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-394.86000000
-0.00052706126
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6550000.00000000
INR
86517.42000000
USD
2021-12-15
-394.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
374.32000000
0.000499644365
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16192.39000000
USD
140000.00000000
NOK
2021-12-15
374.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
220.87000000
0.000294818473
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7302.92000000
USD
10000.00000000
AUD
2021-12-15
220.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
134.36000000
0.000179344456
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34851.36000000
USD
2021-12-15
134.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-87.30000000
-0.00011652851
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13775.02000000
USD
10000.00000000
GBP
2021-12-15
-87.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-168.58000000
-0.00022502149
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13519.14000000
USD
2021-12-15
-168.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1388.49000000
0.001853363980
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2413128.00000000
JPY
30000.00000000
AUD
2021-12-15
1388.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
385.39000000
0.000514420661
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5207787.09000000
HKD
669755.08000000
USD
2021-11-19
385.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
146.42000000
0.000195442209
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7385.34000000
USD
250000.00000000
THB
2021-12-15
146.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
89.67000000
0.000119692002
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8060000.00000000
PHP
159257.38000000
USD
2021-12-15
89.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-493.05000000
-0.00065812581
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
800933.00000000
JPY
2021-12-15
-493.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-712.49000000
-0.00095103551
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
270000.00000000
CHF
294561.41000000
USD
2021-12-15
-712.49000000
N
N
N
Falcon Minerals Corp.
549300OILIONON7XK623
Falcon Minerals Corp.
30607B109
3400.00000000
NS
USD
19992.00000000
0.026685430005
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
179.14000000
0.000239117043
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46468.48000000
USD
2021-12-15
179.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.09000000
0.000050842738
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10897.98000000
USD
10000.00000000
CHF
2021-12-15
38.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
121.59000000
0.000162298991
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20430000.00000000
KRW
17496.08000000
USD
2021-12-15
121.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
762.51000000
0.001017802482
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
106149.02000000
TRY
10000.00000000
EUR
2021-12-15
762.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-900.46000000
-0.00120193889
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21880.33000000
USD
2390000.00000000
JPY
2021-12-15
-900.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
655.82000000
0.000875392092
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2060000.00000000
JPY
18738.89000000
USD
2021-12-15
655.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-84.14000000
-0.00011231052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
36617.67000000
USD
1850000.00000000
PHP
2021-12-15
-84.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.33000000
-0.00000577970
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
227315.96000000
TRY
20000.00000000
EUR
2021-12-15
-4.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
423.72000000
0.000565583753
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
BRL
21493.99000000
USD
2021-12-15
423.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.64000000
0.000133000012
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18542.47000000
USD
160000.00000000
SEK
2021-12-15
99.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
447.59000000
0.000597445559
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72279.03000000
USD
90000.00000000
CAD
2021-12-15
447.59000000
N
N
N
N/A
N/A
Spark Infrastructure Group
000000000
78195.00000000
NS
-1434.18000000
-0.00191435124
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Spark Infrastructure Group
Y
2022-08-26
0.00000000
USD
0.00000000
USD
219728.00000000
AUD
-1413.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-299.26000000
-0.00039945387
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30348.04000000
USD
120000.00000000
PLN
2021-12-15
-299.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.65000000
0.000031568148
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4130000.00000000
CLP
5075.27000000
USD
2021-12-15
23.65000000
N
N
N
N/A
N/A
Siemens AG (Registered)
000000000
-2134.00000000
NS
-47655.51999999
-0.06361084650
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Siemens AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
299358.00000000
EUR
-49102.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
169.57000000
0.000226342955
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
840000.00000000
JPY
7543.25000000
USD
2021-12-15
169.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.48000000
0.000039350063
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
THB
5151.08000000
USD
2021-12-15
29.48000000
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
2584.00000000
NS
USD
185014.40000000
0.246958224346
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.46000000
-0.00012208130
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
ILS
6230.88000000
USD
2021-12-15
-91.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
162.30000000
0.000216638920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
22698.89000000
USD
2021-12-15
162.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
304.60000000
0.000406581731
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110645.53000000
TRY
10000.00000000
EUR
2021-12-15
304.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-967.36000000
-0.00129123737
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
NOK
22699.36000000
USD
2021-12-15
-967.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-203.18000000
-0.00027120576
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14268.37000000
USD
1060000.00000000
INR
2021-12-15
-203.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.37000000
0.000065899343
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4683.97000000
USD
40000.00000000
NOK
2021-12-15
49.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.75000000
-0.00012113359
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5663.75000000
USD
420000.00000000
INR
2021-12-15
-90.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1868.39000000
0.002493937103
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3215559.00000000
JPY
40000.00000000
AUD
2021-12-15
1868.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-132.07000000
-0.00017628775
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5399.64000000
USD
30000.00000000
BRL
2021-12-15
-132.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-499.17000000
-0.00066629482
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
810000.00000000
PLN
174839.50000000
EUR
2021-12-15
-499.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1448.44000000
-0.00193338556
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
39282.43000000
USD
4310000.00000000
JPY
2021-12-15
-1448.44000000
N
N
N
Athene Holding Ltd.
549300H316CT32FQXI76
Athene Holding Ltd., Class A
N/A
5200.00000000
NS
USD
452452.00000000
0.603935382987
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85.55000000
0.000114192603
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5831.13000000
USD
50000.00000000
NOK
2021-12-15
85.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
931.40000000
0.001243237770
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3540000.00000000
JPY
32006.19000000
USD
2021-12-15
931.40000000
N
N
N
APA Corp.
N/A
APA Corp.
03743Q108
-7066.00000000
NS
USD
-185199.86000000
-0.24720577736
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-340.49000000
-0.00045448789
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
69774.50000000
USD
60000.00000000
EUR
2021-12-15
-340.49000000
N
N
N
Dr Reddy's Laboratories Ltd.
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd.
256135203
731.00000000
NS
USD
44912.64000000
0.059949635407
Long
EC
CORP
IN
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-87.89000000
-0.00011731604
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32410.83000000
USD
40000.00000000
CAD
2021-12-15
-87.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
247.76000000
0.000330711391
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
46537.10000000
USD
2021-12-15
247.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.24000000
-0.00001366840
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5018.37000000
USD
20000.00000000
PLN
2021-12-15
-10.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
169.55000000
0.000226316259
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11741.88000000
USD
2021-12-15
169.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-221.19000000
-0.00029524561
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7302.60000000
USD
2021-12-15
-221.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1301.09000000
-0.00173670198
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
42791.53000000
USD
860000.00000000
MXN
2021-12-15
-1301.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-694.23000000
-0.00092666196
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
NOK
18239.15000000
USD
2021-12-15
-694.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3189.13000000
0.004256868016
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
423230.60000000
TRY
40000.00000000
EUR
2021-12-15
3189.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32.90000000
0.000043915098
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24972.55000000
USD
830000.00000000
THB
2021-12-15
32.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.29000000
0.000011065536
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
610000.00000000
THB
18385.79000000
USD
2021-12-15
8.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.40000000
0.000024560419
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22552.98000000
USD
30000.00000000
AUD
2021-12-15
18.40000000
N
N
N
N/A
N/A
Atrium European Real Estate Ltd.
000000000
34422.00000000
NS
14641.87000000
0.019544047470
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Atrium European Real Estate Ltd.
Y
2022-07-27
0.00000000
USD
0.00000000
USD
122198.00000000
EUR
14795.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-252.42000000
-0.00033693158
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
52319.21000000
USD
440000.00000000
NOK
2021-12-15
-252.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
145.15000000
0.000193747007
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10790.92000000
USD
10000.00000000
CHF
2021-12-15
145.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34.96000000
-0.00004666479
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23179.63000000
USD
20000.00000000
EUR
2021-12-15
-34.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16.45000000
-0.00002195754
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11555.88000000
USD
2021-12-15
-16.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.71000000
-0.00003164823
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1050000.00000000
JPY
9193.39000000
USD
2021-12-15
-23.71000000
N
N
N
Deliveroo plc
984500F6537F74DDEE77
Deliveroo plc
N/A
11689.00000000
NS
43239.84000000
0.057716772896
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1050.83000000
0.001402653582
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
TRY
16326.27000000
USD
2021-12-15
1050.83000000
N
N
N
BGC Partners, Inc.
TF1LXM1YNB81WKUH5G19
BGC Partners, Inc., Class A
05541T101
57914.00000000
NS
USD
310998.18000000
0.415122057028
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
582.85000000
0.000777991340
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29512.32000000
USD
40000.00000000
AUD
2021-12-15
582.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20.34000000
-0.00002714994
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16181.81000000
USD
20000.00000000
CAD
2021-12-15
-20.34000000
N
N
N
Strategic Education, Inc.
0PYXF82EO1UCNGL5I740
Strategic Education, Inc.
86272C103
-6059.00000000
NS
USD
-413284.39000000
-0.55165424477
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13.36000000
0.000017833000
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32309.58000000
USD
40000.00000000
CAD
2021-12-15
13.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-314.58000000
-0.00041990308
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30565.56000000
EUR
140000.00000000
PLN
2021-12-15
-314.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.20000000
0.000072346453
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16107.27000000
USD
20000.00000000
CAD
2021-12-15
54.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-236.52000000
-0.00031570817
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3748.23000000
USD
20000.00000000
BRL
2021-12-15
-236.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.22000000
0.000010972100
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17374.77000000
USD
20440000.00000000
KRW
2021-12-15
8.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-158.37000000
-0.00021139313
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7002.80000000
USD
2021-12-15
-158.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
256.87000000
0.000342871468
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
73885.15000000
USD
100000.00000000
SGD
2021-12-15
256.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.68000000
-0.00001158611
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13679.04000000
USD
2021-12-15
-8.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.74000000
-0.00008908491
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1260000.00000000
INR
16652.26000000
USD
2021-12-15
-66.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
48.80000000
0.000065138504
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54053.77000000
EUR
250000.00000000
PLN
2021-12-15
48.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-354.66000000
-0.00047340209
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9835.10000000
USD
1080000.00000000
JPY
2021-12-15
-354.66000000
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
866.00000000
NS
USD
280869.78000000
0.374906505339
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
WTI Crude Oil
N/A
12.00000000
NC
USD
31976.24000000
0.042682058540
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
WTI Crude Oil
2021-11-19
1002840.00000000
USD
31976.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34.78000000
-0.00004642453
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28679.48000000
USD
40000.00000000
NZD
2021-12-15
-34.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.32000000
-0.00000309674
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8083.06000000
USD
10000.00000000
CAD
2021-12-15
-2.32000000
N
N
N
N/A
N/A
Publicis Groupe SA
000000000
1639.00000000
NS
11788.28000000
0.015735060065
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Publicis Groupe SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
94964.00000000
EUR
12012.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.06000000
0.000154917517
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
ZAR
12487.04000000
USD
2021-12-15
116.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135.28000000
0.000180572477
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10800.79000000
USD
10000.00000000
CHF
2021-12-15
135.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-438.63000000
-0.00058548570
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27374.80000000
USD
2030000.00000000
INR
2021-12-15
-438.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
179.99000000
0.000240251627
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11752.32000000
USD
2021-12-15
179.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
472.69000000
0.000630949175
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22010.70000000
USD
190000.00000000
NOK
2021-12-15
472.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.17000000
-0.00004294069
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21515.69000000
USD
30000.00000000
NZD
2021-12-15
-32.17000000
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
-1388.00000000
NS
USD
-248007.84000000
-0.33104220963
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
261.19000000
0.000348637828
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
73880.83000000
USD
100000.00000000
SGD
2021-12-15
261.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
81.76000000
0.000109133691
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12602.09000000
USD
2021-12-15
81.76000000
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
25.00000000
NS
USD
84310.75000000
0.112538446268
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
393.53000000
0.000525285977
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23848.68000000
USD
30000.00000000
CAD
2021-12-15
393.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37.89000000
-0.00005057577
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1240000.00000000
INR
16415.73000000
USD
2021-12-15
-37.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1528.44000000
0.002040169999
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
63847.27000000
USD
2170000.00000000
THB
2021-12-15
1528.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-823.90000000
-0.00109974618
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28805.83000000
USD
580000.00000000
MXN
2021-12-15
-823.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-461.22000000
-0.00061563895
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
730000.00000000
PLN
157561.59000000
EUR
2021-12-15
-461.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64.54000000
0.000086148341
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6257.80000000
USD
20000.00000000
ILS
2021-12-15
64.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-193.54000000
-0.00025833824
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7330.25000000
USD
2021-12-15
-193.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
47.05000000
0.000062802595
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7367.15000000
USD
10000.00000000
SGD
2021-12-15
47.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.01000000
0.000162859609
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
21743.81000000
EUR
2021-12-15
122.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
66.59000000
0.000088884693
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21805.55000000
USD
20000.00000000
CHF
2021-12-15
66.59000000
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
763.00000000
NS
USD
315386.05000000
0.420979009697
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
501.10000000
0.000668870997
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21982.29000000
USD
190000.00000000
NOK
2021-12-15
501.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-696.57000000
-0.00092978541
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
67680.89000000
EUR
310000.00000000
PLN
2021-12-15
-696.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
581.26000000
0.000775868999
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2990000.00000000
JPY
26828.05000000
USD
2021-12-15
581.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
200.02000000
0.000266987780
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7880.72000000
USD
10000.00000000
CAD
2021-12-15
200.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.50000000
0.000155504831
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17411.07000000
USD
20610000.00000000
KRW
2021-12-15
116.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-476.03000000
-0.00063540742
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10893.70000000
USD
160000.00000000
ZAR
2021-12-15
-476.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.23000000
-0.00002299869
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8097.97000000
USD
10000.00000000
CAD
2021-12-15
-17.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-633.98000000
-0.00084623994
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
NOK
20666.07000000
USD
2021-12-15
-633.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-96.21000000
-0.00012842162
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10839.86000000
USD
2021-12-15
-96.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
41.23000000
0.000055034027
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21442.29000000
USD
30000.00000000
NZD
2021-12-15
41.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172.54000000
0.000230307327
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
560000.00000000
JPY
5088.33000000
USD
2021-12-15
172.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8.92000000
0.000011906464
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
155689.33000000
USD
210000.00000000
SGD
2021-12-15
8.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-69.75000000
-0.00009310267
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10866.32000000
USD
2021-12-15
-69.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-219.47000000
-0.00029294974
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15790000.00000000
HUF
50415.52000000
USD
2021-12-15
-219.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21.12000000
-0.00002819109
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
SEK
6969.67000000
USD
2021-12-15
-21.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
463.97000000
0.000619309671
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
ZAR
12834.95000000
USD
2021-12-15
463.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
39.97000000
0.000053352172
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11283.89000000
USD
1290000.00000000
JPY
2021-12-15
39.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.89000000
0.000049240972
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8741.30000000
USD
1000000.00000000
JPY
2021-12-15
36.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.67000000
0.000105009142
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32729.54000000
USD
30000.00000000
CHF
2021-12-15
78.67000000
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
1.00000000
NC
USD
217.41000000
0.000290200046
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2021-12-21
160843.75000000
USD
217.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.70000000
-0.00000226916
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23199.53000000
USD
770000.00000000
THB
2021-12-15
-1.70000000
N
N
N
N/A
N/A
Etablissements Franz Colruyt NV
000000000
-2920.00000000
NS
52520.85000000
0.070105115370
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Etablissements Franz Colruyt NV
Y
2021-12-09
0.00000000
USD
0.00000000
USD
123925.00000000
EUR
53472.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
69.19000000
0.000092355187
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5890000.00000000
CLP
7273.56000000
USD
2021-12-15
69.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.92000000
0.000010571658
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
PLN
7520.12000000
USD
2021-12-15
7.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-96.98000000
-0.00012944942
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
114588.94000000
TRY
10000.00000000
EUR
2021-12-15
-96.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1316.26000000
0.001756950985
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4560000.00000000
THB
138695.62000000
USD
2021-12-15
1316.26000000
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
-2375.00000000
NS
USD
-161690.00000000
-0.21582468875
Short
EC
CORP
US
N
1
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
1251.00000000
NS
USD
211506.57000000
0.282320116514
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-153.84000000
-0.00020534646
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
740000.00000000
THB
22140.18000000
USD
2021-12-15
-153.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298.72000000
0.000398733075
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7225.07000000
USD
10000.00000000
AUD
2021-12-15
298.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
663.83000000
0.000886083883
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1638578.00000000
JPY
20000.00000000
AUD
2021-12-15
663.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.35000000
0.000041846149
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
853529.00000000
JPY
10000.00000000
AUD
2021-12-15
31.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10.25000000
-0.00001368175
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
720000.00000000
JPY
6310.05000000
USD
2021-12-15
-10.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-514.17000000
-0.00068631690
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32759.00000000
GBP
44332.89000000
USD
2021-12-30
-514.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.18000000
-0.00001759273
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6641.13000000
USD
220000.00000000
THB
2021-12-15
-13.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27.46000000
0.000036653756
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8631.62000000
EUR
40000.00000000
PLN
2021-12-15
27.46000000
N
N
N
N/A
N/A
Bayerische Motoren Werke AG
000000000
-2094.00000000
NS
-28674.76000000
-0.03827522513
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Bayerische Motoren Werke AG
Y
2021-12-09
0.00000000
USD
0.00000000
USD
182681.00000000
EUR
-29282.92000000
N
N
N
N/A
N/A
Playtech plc
000000000
1539.00000000
NS
436.64000000
0.000582829439
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Playtech plc
Y
2022-10-20
0.00000000
USD
0.00000000
USD
10711.00000000
GBP
438.38000000
N
N
N
Kadmon Holdings, Inc.
549300BBVICD23L50606
Kadmon Holdings, Inc.
48283N106
37100.00000000
NS
USD
350595.00000000
0.467976107075
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
512.37000000
0.000683914254
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
EUR
127808.05000000
USD
2021-12-15
512.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
547.41000000
0.000730685836
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28097.29000000
USD
40000.00000000
NZD
2021-12-15
547.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-123.68000000
-0.00016508873
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
339695.55000000
TRY
2021-12-15
-123.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
624.81000000
0.000833999775
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2530000.00000000
JPY
22833.63000000
USD
2021-12-15
624.81000000
N
N
N
Smiths Group plc
213800MJL6IPZS3ASA11
Smiths Group plc
N/A
1961.00000000
NS
36377.92000000
0.048557444872
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
266.36000000
0.000355538772
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11838.69000000
USD
2021-12-15
266.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-246.98000000
-0.00032967024
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
900000.00000000
PHP
17526.09000000
USD
2021-12-15
-246.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-243.95000000
-0.00032562578
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6754.99000000
USD
100000.00000000
ZAR
2021-12-15
-243.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-127.26000000
-0.00016986733
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7953.48000000
USD
2021-12-15
-127.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
855.10000000
0.001141392116
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
105239.83000000
TRY
10000.00000000
EUR
2021-12-15
855.10000000
N
N
N
N/A
N/A
Daimler AG (Registered)
000000000
-2137.00000000
NS
-84719.16000000
-0.11308359415
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Daimler AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
183226.00000000
EUR
-86285.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-916.45000000
-0.00122328242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
104637.37000000
TRY
2021-12-15
-916.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
59.77000000
0.000079781320
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11632.10000000
USD
2021-12-15
59.77000000
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
1212.00000000
NS
USD
401923.44000000
0.536489587111
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Eurofins Scientific SE
000000000
1353.00000000
NS
32851.26999999
0.043850053329
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Eurofins Scientific SE
Y
2021-12-09
0.00000000
USD
0.00000000
USD
137925.00000000
EUR
33925.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-295.75000000
-0.00039476870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14026.60000000
USD
2021-12-15
-295.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.79000000
0.000030420215
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12931.84000000
USD
430000.00000000
THB
2021-12-15
22.79000000
N
N
N
Trupanion, Inc.
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
-2302.00000000
NS
USD
-235724.80000000
-0.31464674124
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.84000000
0.000277425958
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
PLN
23981.82000000
EUR
2021-12-15
207.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
302.58000000
0.000403885424
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
335133.36000000
EUR
1550000.00000000
PLN
2021-12-15
302.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11.79000000
-0.00001573735
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13675.93000000
USD
2021-12-15
-11.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
421.53000000
0.000562660529
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21061.99000000
USD
30000.00000000
NZD
2021-12-15
421.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.31000000
0.000003083400
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
500000.00000000
INR
6636.83000000
USD
2021-12-15
2.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-63.44000000
-0.00008468005
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
36182.52000000
USD
310000.00000000
SEK
2021-12-15
-63.44000000
N
N
N
N/A
N/A
Deutsche Telekom AG (Registered)
000000000
-8368.00000000
NS
-4535.21000000
-0.00605362289
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Deutsche Telekom AG (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
134541.00000000
EUR
-4851.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-95.29000000
-0.00012719360
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
PLN
15064.52000000
EUR
2021-12-15
-95.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6.99000000
0.000009330289
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
JPY
1323.72000000
USD
2021-12-15
6.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14.31000000
0.000019101065
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7114.23000000
USD
70000.00000000
TRY
2021-12-15
14.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
240.26000000
0.000320700350
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2210000.00000000
INR
29564.86000000
USD
2021-12-15
240.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
296.78000000
0.000396143553
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
190000.00000000
ZAR
12667.76000000
USD
2021-12-15
296.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
54.91000000
0.000073294165
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34668.85000000
EUR
2021-12-15
54.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.66000000
-0.00000622019
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
960000.00000000
JPY
8422.40000000
USD
2021-12-15
-4.66000000
N
N
N
Columbia Property Trust, Inc.
549300J5GYF2C9BGCC39
Columbia Property Trust, Inc.
198287203
7500.00000000
NS
USD
143775.00000000
0.191911649609
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-617.94000000
-0.00082482966
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23775.40000000
USD
480000.00000000
MXN
2021-12-15
-617.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-937.89000000
-0.00125190065
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
104426.85000000
TRY
2021-12-15
-937.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
184.04000000
0.000245657589
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
630000.00000000
THB
19164.08000000
USD
2021-12-15
184.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
137.98000000
0.000184176452
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6962.04000000
USD
60000.00000000
NOK
2021-12-15
137.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-191.31000000
-0.00025536162
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16758.02000000
USD
140000.00000000
NOK
2021-12-15
-191.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-589.37000000
-0.00078669427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13732.98000000
USD
2021-12-15
-589.37000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
7950.00000000
NS
USD
379851.00000000
0.507027174513
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-221.53000000
-0.00029569944
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
76774.02000000
USD
70000.00000000
CHF
2021-12-15
-221.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-209.82000000
-0.00028006887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21662.32000000
USD
2021-12-15
-209.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-219.39000000
-0.00029284296
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6188.56000000
USD
680000.00000000
JPY
2021-12-15
-219.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.32000000
0.000033797273
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7348.36000000
USD
840000.00000000
JPY
2021-12-15
25.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-561.06000000
-0.00074890593
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14486.52000000
USD
2021-12-15
-561.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-52.34000000
-0.00006986371
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2250000.00000000
INR
29803.02000000
USD
2021-12-15
-52.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.17000000
-0.00006696718
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
270000.00000000
PLN
58380.26000000
EUR
2021-12-15
-50.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
477.13000000
0.000636875711
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24812.22000000
USD
80000.00000000
ILS
2021-12-15
477.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33.43000000
0.000044622545
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
740000.00000000
JPY
6529.29000000
USD
2021-12-15
33.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
209.74000000
0.000279962089
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11782.07000000
USD
2021-12-15
209.74000000
N
N
N
Sanderson Farms, Inc.
529900KZGVFTWHUO2759
Sanderson Farms, Inc.
800013104
1300.00000000
NS
USD
246285.00000000
0.328742553462
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp.
XYSIJOU3HNVROZWNA008
Domtar Corp.
257559203
2850.00000000
NS
USD
155581.50000000
0.207671029829
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.04000000
0.000033423527
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27400.48000000
USD
2021-12-15
25.04000000
N
N
N
N/A
N/A
Nikkei 225 Mini Index
N/A
1.00000000
NC
-200.45000000
-0.00026756174
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
Nikkei 225 Mini Index
JP9010C00002
2021-12-09
2878000.00000000
JPY
-200.45000000
N
N
N
CAI International, Inc.
549300XR4I3ZRKKVBZ43
CAI International, Inc.
12477X106
3200.00000000
NS
USD
178976.00000000
0.238898135284
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-197.77000000
-0.00026398446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10738.30000000
USD
2021-12-15
-197.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
212.26000000
0.000283325798
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7311.53000000
USD
10000.00000000
AUD
2021-12-15
212.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
222.97000000
0.000297621565
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11795.30000000
USD
2021-12-15
222.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
102.80000000
0.000137217997
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10833.27000000
USD
10000.00000000
CHF
2021-12-15
102.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3.80000000
0.000005072260
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8076.94000000
USD
10000.00000000
CAD
2021-12-15
3.80000000
N
N
N
N/A
N/A
AEX Index
N/A
1.00000000
NC
-1368.60000000
-0.00182681470
N/A
DE
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
AEX Index
NL0000000107
2021-11-19
161744.00000000
EUR
-1368.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.80000000
0.000143892024
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3340000.00000000
HUF
10818.43000000
USD
2021-12-15
107.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6.70000000
0.000008943196
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14315.65000000
USD
20000.00000000
NZD
2021-12-15
6.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
351.57000000
0.000469277542
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
26180000.00000000
CLP
32373.72000000
USD
2021-12-15
351.57000000
N
N
N
N/A
N/A
KC HRW Wheat
N/A
7.00000000
NC
USD
15632.57000000
0.020866439202
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
KC HRW Wheat
2021-12-14
275012.50000000
USD
15632.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-86.17000000
-0.00011502018
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23230.84000000
USD
20000.00000000
EUR
2021-12-15
-86.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
517.63000000
0.000690935330
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14529.95000000
USD
20000.00000000
AUD
2021-12-15
517.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
481.51000000
0.000642722158
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46607.35000000
USD
55370000.00000000
KRW
2021-12-15
481.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-313.57000000
-0.00041855493
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4871.30000000
USD
70000.00000000
ZAR
2021-12-15
-313.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34.32000000
-0.00004581052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16608.04000000
USD
13550000.00000000
CLP
2021-12-15
-34.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-120.30000000
-0.00016057709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7040.87000000
USD
2021-12-15
-120.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
385.68000000
0.000514807755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9250000.00000000
CLP
11699.85000000
USD
2021-12-15
385.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2168.74000000
-0.00289484591
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7670000.00000000
PHP
149297.31000000
USD
2021-12-15
-2168.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7.94000000
0.000010598355
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16153.53000000
USD
20000.00000000
CAD
2021-12-15
7.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
659.47000000
0.000880264131
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4760000.00000000
MXN
230304.26000000
USD
2021-12-15
659.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35.67000000
0.000047612509
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13723.39000000
USD
2021-12-15
35.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-253.35000000
-0.00033817295
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6907.82000000
USD
2021-12-15
-253.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
255.44000000
0.000340962697
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54424.91000000
USD
50000.00000000
CHF
2021-12-15
255.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-268.86000000
-0.00035887578
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4460000.00000000
INR
58911.10000000
USD
2021-12-15
-268.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
163.59000000
0.000218360819
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13851.31000000
USD
2021-12-15
163.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
267.56000000
0.000357140538
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15893.91000000
USD
20000.00000000
CAD
2021-12-15
267.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
977.58000000
0.001304879084
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
47266.92000000
USD
2021-12-15
977.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
111.65000000
0.000149031025
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10915.67000000
EUR
2021-12-15
111.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.25000000
-0.00000567292
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
65620.67000000
USD
60000.00000000
CHF
2021-12-15
-4.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
119.08000000
0.000158948629
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
34724.30000000
EUR
2021-12-15
119.08000000
N
N
N
Ferro Corp.
1YTO5R7OHOPE81ZNYD08
Ferro Corp.
315405100
15700.00000000
NS
USD
330014.00000000
0.440504476676
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.89000000
-0.00001053161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7169.06000000
USD
10000.00000000
NZD
2021-12-15
-7.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
116.48000000
0.000155478135
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
70000.00000000
PLN
17644.94000000
USD
2021-12-15
116.48000000
N
N
N
N/A
N/A
Holcim Ltd.
000000000
2955.00000000
NS
-14858.55000000
-0.01983327310
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Holcim Ltd.
Y
2021-12-09
0.00000000
USD
0.00000000
USD
135073.00000000
CHF
-14664.04000000
N
N
N
Webster Financial Corp.
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp.
947890109
-2036.00000000
NS
USD
-113934.56000000
-0.15208046848
Short
EC
CORP
US
N
1
N
N
N
Playtech plc
21380068TTB6Z9ZEU548
Playtech plc
N/A
1200.00000000
NS
11430.13000000
0.015256999503
Long
EC
CORP
IM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
19.83000000
0.000026469191
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
JPY
4760.05000000
USD
2021-12-15
19.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-691.02000000
-0.00092237724
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
21880.36000000
USD
2021-12-15
-691.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
136.11000000
0.000181680366
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8147.24000000
USD
70000.00000000
NOK
2021-12-15
136.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-124.90000000
-0.00016671719
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7398.89000000
USD
2021-12-15
-124.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-542.10000000
-0.00072359801
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
SGD
110670.93000000
USD
2021-12-15
-542.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
393.12000000
0.000524738707
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21744.38000000
USD
190000.00000000
SEK
2021-12-15
393.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-93.37000000
-0.00012463078
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23238.04000000
USD
20000.00000000
EUR
2021-12-15
-93.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-223.83000000
-0.00029876949
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
14098.52000000
USD
2021-12-15
-223.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-913.45000000
-0.00121927801
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9530000.00000000
INR
125540.60000000
USD
2021-12-15
-913.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1113.24000000
0.001485958788
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2444484.00000000
JPY
30000.00000000
AUD
2021-12-15
1113.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
87.74000000
0.000117115827
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120000.00000000
ZAR
7900.99000000
USD
2021-12-15
87.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13.53000000
0.000018059917
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14308.82000000
USD
20000.00000000
NZD
2021-12-15
13.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64.72000000
0.000086388606
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14982.86000000
USD
20000.00000000
AUD
2021-12-15
64.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
260.56000000
0.000347796900
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
BRL
17819.12000000
USD
2021-12-15
260.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20.75000000
0.000027697212
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1070000.00000000
JPY
9413.41000000
USD
2021-12-15
20.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
219.24000000
0.000292642740
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14828.34000000
USD
20000.00000000
AUD
2021-12-15
219.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-117.08000000
-0.00015627901
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10133.34000000
USD
40000.00000000
PLN
2021-12-15
-117.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-566.60000000
-0.00075630075
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5658.41000000
USD
50000.00000000
TRY
2021-12-15
-566.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98.17000000
0.000131037848
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5818.51000000
USD
50000.00000000
NOK
2021-12-15
98.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.42000000
-0.00005662244
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14364.77000000
USD
20000.00000000
NZD
2021-12-15
-42.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
118.07000000
0.000157600476
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6981.95000000
USD
60000.00000000
NOK
2021-12-15
118.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
582.03000000
0.000776896800
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
PLN
35124.35000000
EUR
2021-12-15
582.03000000
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
31852.00000000
NS
356965.72000000
0.476479778676
Long
EC
CORP
HK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
24.23000000
0.000032342335
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5920000.00000000
INR
78577.01000000
USD
2021-12-15
24.23000000
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
3195.00000000
NS
USD
124541.10000000
0.166238135594
Long
EC
CORP
US
N
1
N
N
N
Gerresheimer AG
5299006GD4UWSYZOKC28
Gerresheimer AG
N/A
350.00000000
NS
32084.78000000
0.042826938321
Long
EC
CORP
DE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5935.15000000
0.007922270402
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
477723.73000000
USD
1530000.00000000
ILS
2021-12-15
5935.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
21.14000000
0.000028217786
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
PLN
20053.66000000
USD
2021-12-15
21.14000000
N
N
N
II-VI, Inc.
549300O5C25A0MMHHU33
II-VI, Inc.
902104108
-1101.00000000
NS
USD
-66621.51000000
-0.08892675279
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1583.39000000
0.002113517557
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
TRY
19913.91000000
USD
2021-12-15
1583.39000000
N
N
N
N/A
N/A
Blue Prism Group plc
000000000
611.00000000
NS
-1.07000000
-0.00000142824
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Blue Prism Group plc
Y
2022-10-19
0.00000000
USD
0.00000000
USD
6898.00000000
GBP
-0.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-838.66000000
-0.00111944791
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
NOK
19278.05000000
USD
2021-12-15
-838.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.86000000
0.000250756546
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11645.50000000
USD
100000.00000000
NOK
2021-12-15
187.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.54000000
-0.00000339040
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8083.28000000
USD
10000.00000000
CAD
2021-12-15
-2.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-331.87000000
-0.00044298187
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7191.92000000
USD
2021-12-15
-331.87000000
N
N
N
N/A
N/A
Tesla, Inc.
000000000
-188.00000000
NS
USD
-62242.97000000
-0.08308225386
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Tesla, Inc.
Y
2021-12-14
0.00000000
USD
0.00000000
USD
209432.00000000
USD
-62242.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-476.75000000
-0.00063636848
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
CHF
54203.60000000
USD
2021-12-15
-476.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10345.02000000
-0.01380858879
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
EUR
1148418.81000000
TRY
2021-12-15
-10345.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1390.87000000
-0.00185654081
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
198120.55000000
USD
170000.00000000
EUR
2021-12-15
-1390.87000000
N
N
N
Echo Global Logistics, Inc.
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc.
27875T101
2300.00000000
NS
USD
110929.00000000
0.148068630704
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
182.87000000
0.000244095867
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14139.48000000
USD
20000.00000000
NZD
2021-12-15
182.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
135.30000000
0.000180599173
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4090000.00000000
CLP
5138.00000000
USD
2021-12-15
135.30000000
N
N
N
N/A
N/A
ITV plc
000000000
77461.00000000
NS
-3614.40000000
-0.00482452071
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
ITV plc
Y
2022-12-02
0.00000000
USD
0.00000000
USD
83387.00000000
GBP
-3478.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
79.75000000
0.000106450732
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1010000.00000000
PHP
20025.08000000
USD
2021-12-15
79.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-145.72000000
-0.00019450784
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12666.05000000
USD
50000.00000000
PLN
2021-12-15
-145.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
165.93000000
0.000221484263
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27541.37000000
USD
2021-12-15
165.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-228.69000000
-0.00030525665
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
54979.58000000
USD
40000.00000000
GBP
2021-12-15
-228.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-150.27000000
-0.00020058121
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6207.22000000
USD
690000.00000000
JPY
2021-12-15
-150.27000000
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
135.00000000
NS
USD
199937.70000000
0.266877926107
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
192.83000000
0.000257390529
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4670000.00000000
CLP
5904.95000000
USD
2021-12-15
192.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-573.67000000
-0.00076573782
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5665.48000000
USD
50000.00000000
TRY
2021-12-15
-573.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.10000000
-0.00018433662
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13825.82000000
USD
10000.00000000
GBP
2021-12-15
-138.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3432.91000000
0.004582266882
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
340000.00000000
BRL
63132.00000000
USD
2021-12-15
3432.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
772.41000000
0.001031017056
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9937.67000000
USD
2021-12-15
772.41000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
5525.00000000
NS
729063.46000000
0.973157859700
Long
EC
CORP
CH
N
1
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
63.00000000
NS
186330.28000000
0.248714668106
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.90000000
-0.00008929848
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
270000.00000000
PLN
58365.80000000
EUR
2021-12-15
-66.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-196.66000000
-0.00026250283
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28596.73000000
USD
240000.00000000
NOK
2021-12-15
-196.66000000
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X804
-3222.00000000
NS
USD
-225765.54000000
-0.30135306698
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-308.81000000
-0.00041220126
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13817.33000000
USD
280000.00000000
MXN
2021-12-15
-308.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1768.11000000
-0.00236008281
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
NZD
41198.94000000
USD
2021-12-15
-1768.11000000
N
N
N
N/A
N/A
Stroeer SE & Co. KGaA
000000000
724.00000000
NS
-3933.63000000
-0.00525063065
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Stroeer SE & Co. KGaA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
53069.00000000
EUR
-4116.49000000
N
N
N
GreenSky, Inc.
N/A
GreenSky, Inc., Class A
39572G100
4300.00000000
NS
USD
52632.00000000
0.070253478993
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
743.93000000
0.000993001797
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6480000.00000000
INR
86727.37000000
USD
2021-12-15
743.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
70.16000000
0.000093649948
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
440000.00000000
JPY
3932.56000000
USD
2021-12-15
70.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.63000000
-0.00003955028
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11601.96000000
USD
10000.00000000
EUR
2021-12-15
-29.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22.21000000
-0.00002964602
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6079.16000000
USD
690000.00000000
JPY
2021-12-15
-22.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18.24000000
0.000024346850
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27393.68000000
USD
2021-12-15
18.24000000
N
N
N
N/A
N/A
Natural Gas
N/A
2.00000000
NC
USD
1136.04000000
0.001516392352
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Natural Gas
2021-11-26
108520.00000000
USD
1136.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.95000000
-0.00025087667
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10748.12000000
USD
2021-12-15
-187.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
195.62000000
0.000261114636
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1210000.00000000
JPY
10817.23000000
USD
2021-12-15
195.62000000
N
N
N
Phenomix Corp.
N/A
Phenomix Corp., CVR, Series A5
717CVR013
13900.00000000
NS
USD
10425.00000000
0.013915346528
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9368.54000000
0.012505177992
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
33050000.00000000
JPY
299487.69000000
USD
2021-12-15
9368.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-255.60000000
-0.00034117626
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2380000.00000000
MXN
114566.79000000
USD
2021-12-15
-255.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57.04000000
-0.00007613730
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40460.72000000
USD
50000.00000000
CAD
2021-12-15
-57.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.90000000
0.000046584709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11607.23000000
USD
2021-12-15
34.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-208.65000000
-0.00027850715
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
370000.00000000
THB
10938.36000000
USD
2021-12-15
-208.65000000
N
N
N
N/A
N/A
RBOB Gasoline
N/A
5.00000000
NC
USD
-18128.70000000
-0.02419828706
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
RBOB Gasoline
2021-11-30
497637.00000000
USD
-18128.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-113.15000000
-0.00015103323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
570000.00000000
PHP
11143.13000000
USD
2021-12-15
-113.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.01000000
0.000022705040
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20400000.00000000
KRW
17365.99000000
USD
2021-12-15
17.01000000
N
N
N
N/A
N/A
Foreign Exchange MXN/USD
N/A
-3.00000000
NC
USD
799.42000000
0.001067070150
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange MXN/USD
2021-12-13
-72405.00000000
USD
799.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.28000000
0.000041752713
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
5039.41000000
USD
2021-12-15
31.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-482.75000000
-0.00064437731
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
802106.00000000
JPY
2021-12-15
-482.75000000
N
N
N
Hikma Pharmaceuticals plc
549300BNS685UXH4JI75
Hikma Pharmaceuticals plc
N/A
3332.00000000
NS
109759.41000000
0.146507455630
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1011.24000000
0.001349808635
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
TRY
12213.23000000
USD
2021-12-15
1011.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
15.77000000
0.000021049881
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5338.93000000
USD
610000.00000000
JPY
2021-12-15
15.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
446.38000000
0.000595830444
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
806250.00000000
JPY
10000.00000000
AUD
2021-12-15
446.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15.64000000
-0.00002087635
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11556.69000000
USD
2021-12-15
-15.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44.94000000
-0.00005998615
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4366.51000000
EUR
20000.00000000
PLN
2021-12-15
-44.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.03000000
0.000132185780
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2730000.00000000
HUF
8853.53000000
USD
2021-12-15
99.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
507.98000000
0.000678054458
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1656333.00000000
JPY
20000.00000000
AUD
2021-12-15
507.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-186.01000000
-0.00024828715
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7894.73000000
USD
2021-12-15
-186.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
435.20000000
0.000580907319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
BRL
9214.48000000
USD
2021-12-15
435.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
636.73000000
0.000849910656
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
BRL
12927.72000000
USD
2021-12-15
636.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4265.77000000
-0.00569397292
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
420869.81000000
USD
360000.00000000
EUR
2021-12-15
-4265.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31.62000000
0.000042206547
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11603.95000000
USD
2021-12-15
31.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
49.26000000
0.000065752515
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
PLN
49810.83000000
EUR
2021-12-15
49.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
121.64000000
0.000162365731
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9198.79000000
USD
7620000.00000000
CLP
2021-12-15
121.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-50.51000000
-0.00006742102
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11622.84000000
USD
10000.00000000
EUR
2021-12-15
-50.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-128.74000000
-0.00017184285
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4953.21000000
USD
100000.00000000
MXN
2021-12-15
-128.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1169.78000000
0.001561428687
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
TRY
18481.94000000
USD
2021-12-15
1169.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
489.68000000
0.000653627519
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72236.94000000
USD
90000.00000000
CAD
2021-12-15
489.68000000
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
629.00000000
NS
USD
273696.77000000
0.365331932696
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Canola
N/A
10.00000000
NC
4903.84000000
0.006545672222
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Canola
2022-01-14
191960.00000000
CAD
4903.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
845.22000000
0.001128204239
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
35307.24000000
USD
1200000.00000000
THB
2021-12-15
845.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1273.58000000
0.001699981489
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43869.17000000
USD
60000.00000000
AUD
2021-12-15
1273.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-163.64000000
-0.00021842755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23308.31000000
USD
20000.00000000
EUR
2021-12-15
-163.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
503.24000000
0.000671727480
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
210000.00000000
TRY
21888.85000000
USD
2021-12-15
503.24000000
N
N
N
Southcross Energy Partners LP
N/A
Southcross Energy Partners LP
N/A
49092.65000000
NS
USD
1472.78000000
0.001965874730
Long
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
560.34000000
0.000747944870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
108134.31000000
TRY
10000.00000000
EUR
2021-12-15
560.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
59.98000000
0.000080061629
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
PLN
15198.70000000
EUR
2021-12-15
59.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-88.09000000
-0.00011758300
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
847065.00000000
JPY
2021-12-15
-88.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
398.60000000
0.000532053441
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
72328.02000000
USD
90000.00000000
CAD
2021-12-15
398.60000000
N
N
N
N/A
N/A
Foreign Exchange JPY/USD
N/A
-5.00000000
NC
USD
-450.75000000
-0.00060166354
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange JPY/USD
2021-12-13
-548750.00000000
USD
-450.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14.74000000
-0.00001967503
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2410000.00000000
HUF
7713.59000000
USD
2021-12-15
-14.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-122.41000000
-0.00016339353
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
843156.00000000
JPY
2021-12-15
-122.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.47000000
0.000003296969
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
320000.00000000
JPY
2811.49000000
USD
2021-12-15
2.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1879.63000000
-0.00250894031
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
45507.23000000
USD
4970000.00000000
JPY
2021-12-15
-1879.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
329.34000000
0.000439604817
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8510000.00000000
HUF
27619.00000000
USD
2021-12-15
329.34000000
N
N
N
N/A
N/A
Neles OYJ
000000000
2514.00000000
NS
975.69000000
0.001302356302
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Neles OYJ
Y
2022-07-08
0.00000000
USD
0.00000000
USD
32581.00000000
EUR
973.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1334.03000000
0.001780670477
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
236680000.00000000
KRW
202616.17000000
USD
2021-12-15
1334.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
859.14000000
0.001146784730
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
EUR
47148.48000000
USD
2021-12-15
859.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
133.96000000
0.000178810534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
56097.13000000
USD
66120000.00000000
KRW
2021-12-15
133.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
343.18000000
0.000458078524
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
980000.00000000
JPY
8945.81000000
USD
2021-12-15
343.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60.03000000
0.000080128369
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
19515.33000000
USD
2230000.00000000
JPY
2021-12-15
60.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-347.87000000
-0.00046433876
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14699.71000000
USD
2021-12-15
-347.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
175.75000000
0.000234592052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7904.99000000
USD
10000.00000000
CAD
2021-12-15
175.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-76.30000000
-0.00010184565
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7176.32000000
USD
60000.00000000
NOK
2021-12-15
-76.30000000
N
N
N
Soliton, Inc.
N/A
Soliton, Inc.
834251100
2700.00000000
NS
USD
55593.00000000
0.074205837848
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-235.14000000
-0.00031386614
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7288.65000000
USD
2021-12-15
-235.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-276.93000000
-0.00036964766
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11849.26000000
USD
10000.00000000
EUR
2021-12-15
-276.93000000
N
N
N
Afterpay Ltd.
529900P6ROPAX0QTB720
Afterpay Ltd.
00832J102
3200.00000000
NS
USD
296480.00000000
0.395743111640
Long
EC
CORP
AU
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1560.76000000
0.002083310911
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
EUR
82567.10000000
USD
2021-12-15
1560.76000000
N
N
N
Sohu.com Ltd.
N/A
Sohu.com Ltd.
83410S108
3900.00000000
NS
USD
79014.00000000
0.105468315647
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58.14000000
0.000077605587
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7041.88000000
USD
60000.00000000
NOK
2021-12-15
58.14000000
N
N
N
Western Union Co. (The)
28ID94QU1140NC23S047
Western Union Co. (The)
959802109
-7440.00000000
NS
USD
-135556.80000000
-0.18094195168
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Hypera SA
000000000
6035.00000000
NS
USD
-11867.70000000
-0.01584107031
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Hypera SA
Y
2021-12-07
0.00000000
USD
0.00000000
USD
29962.00000000
USD
-12574.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-65.46000000
-0.00008737636
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
6957.96000000
USD
2021-12-15
-65.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.85000000
-0.00000780861
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
12928.00000000
CAD
10442.01000000
USD
2021-12-30
-5.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2309.84000000
-0.00308318695
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
NZD
76463.08000000
USD
2021-12-15
-2309.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
364.59000000
0.000486656708
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2020000.00000000
INR
27168.07000000
USD
2021-12-15
364.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-89.11000000
-0.00011894451
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13598.61000000
USD
2021-12-15
-89.11000000
N
N
N
N/A
N/A
Stock Spirits Group plc
000000000
21470.00000000
NS
-903.99000000
-0.00120665075
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Stock Spirits Group plc
Y
2022-08-19
0.00000000
USD
0.00000000
USD
80405.00000000
GBP
-911.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
637.18000000
0.000850511319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1790000.00000000
JPY
16350.14000000
USD
2021-12-15
637.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-484.68000000
-0.00064695349
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14562.90000000
USD
2021-12-15
-484.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7.21000000
-0.00000962394
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8087.95000000
USD
10000.00000000
CAD
2021-12-15
-7.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-348.52000000
-0.00046520638
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
41411.69000000
USD
30000.00000000
GBP
2021-12-15
-348.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
44.56000000
0.000059478929
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29545.42000000
USD
2230000.00000000
INR
2021-12-15
44.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-160.23000000
-0.00021387587
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7363.56000000
USD
2021-12-15
-160.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
296.15000000
0.000395302625
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60290.70000000
USD
520000.00000000
SEK
2021-12-15
296.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.70000000
-0.00004498294
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9500.39000000
USD
80000.00000000
NOK
2021-12-15
-33.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
62.95000000
0.000084026001
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7098.22000000
USD
10000.00000000
NZD
2021-12-15
62.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
187.15000000
0.000249808834
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2000000.00000000
INR
26725.25000000
USD
2021-12-15
187.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.60000000
0.000068875959
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
51847.82000000
USD
70000.00000000
SGD
2021-12-15
51.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-565.30000000
-0.00075456550
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
792702.00000000
JPY
2021-12-15
-565.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.34000000
0.000000453833
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22571.04000000
USD
30000.00000000
AUD
2021-12-15
0.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
324.48000000
0.000433117663
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
64321.40000000
USD
80000.00000000
CAD
2021-12-15
324.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166.59000000
0.000222365235
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10769.48000000
USD
10000.00000000
CHF
2021-12-15
166.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
666.79000000
0.000890034907
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2700000.00000000
JPY
24367.90000000
USD
2021-12-15
666.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1294.20000000
-0.00172750517
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
79016.51000000
EUR
360000.00000000
PLN
2021-12-15
-1294.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
13.31000000
0.000017766260
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28136.25000000
USD
33100000.00000000
KRW
2021-12-15
13.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-130.17000000
-0.00017375162
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5339.00000000
USD
80000.00000000
ZAR
2021-12-15
-130.17000000
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
-83.00000000
NC
USD
202999.02000000
0.270964192643
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
Foreign Exchange EUR/USD
2021-12-13
-12002318.75000000
USD
202999.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
111.99000000
0.000149484859
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
ZAR
5971.93000000
USD
2021-12-15
111.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
121.23000000
0.000161818461
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
PLN
23906.97000000
EUR
2021-12-15
121.23000000
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
643.00000000
NS
USD
411481.42000000
0.549247630643
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.20000000
0.000163113222
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8161.15000000
USD
70000.00000000
NOK
2021-12-15
122.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
914.87000000
0.001221173436
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29180.30000000
USD
40000.00000000
AUD
2021-12-15
914.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
870.84000000
0.001162401954
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1614996.00000000
JPY
20000.00000000
AUD
2021-12-15
870.84000000
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
231.00000000
NS
USD
559200.18000000
0.746423432485
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
444.32000000
0.000593080745
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5536.13000000
USD
2021-12-15
444.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
486.44000000
0.000649302749
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
TRY
8633.34000000
USD
2021-12-15
486.44000000
N
N
N
Discovery, Inc.
5493006ZCRFWKF6B1K26
Discovery, Inc., Class C
25470F302
903.00000000
NS
USD
20371.68000000
0.027192228927
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-379.26000000
-0.00050623830
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14668.32000000
USD
2021-12-15
-379.26000000
N
N
N
Wright Medical Group NV
549300JGCCQ1HTDOXU32
Wright Medical Group NV Escrow
N/A
400.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
NL
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-166.32000000
-0.00022200483
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4906.54000000
USD
540000.00000000
JPY
2021-12-15
-166.32000000
N
N
N
N/A
N/A
Siltronic AG
000000000
1034.00000000
NS
-824.80000000
-0.00110094751
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Siltronic AG
Y
2022-03-01
0.00000000
USD
0.00000000
USD
139383.00000000
EUR
-825.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.64000000
-0.00000085427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14322.99000000
USD
20000.00000000
NZD
2021-12-15
-0.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.83000000
-0.00001712555
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8940000.00000000
CLP
10922.16000000
USD
2021-12-15
-12.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
374.63000000
0.000500058155
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1671524.00000000
JPY
20000.00000000
AUD
2021-12-15
374.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-194.46000000
-0.00025956626
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21677.68000000
USD
2021-12-15
-194.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
525.52000000
0.000701466945
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2350000.00000000
JPY
21154.26000000
USD
2021-12-15
525.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
357.86000000
0.000477673468
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18609.16000000
USD
60000.00000000
ILS
2021-12-15
357.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.10000000
-0.00018433662
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13825.82000000
USD
10000.00000000
GBP
2021-12-15
-138.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19.23000000
-0.00002566830
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
PLN
8638.73000000
EUR
2021-12-15
-19.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2688.60000000
-0.00358875785
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
64574.83000000
USD
7050000.00000000
JPY
2021-12-15
-2688.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84.28000000
0.000112497401
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1704600.00000000
JPY
20000.00000000
AUD
2021-12-15
84.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-851.10000000
-0.00113605289
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
CAD
23391.11000000
USD
2021-12-15
-851.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
409.81000000
0.000547016610
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1330000.00000000
JPY
12084.80000000
USD
2021-12-15
409.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1467.88000000
0.001959334183
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
212859.28000000
TRY
20000.00000000
EUR
2021-12-15
1467.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
255.69000000
0.000341296398
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1500000.00000000
INR
20159.26000000
USD
2021-12-15
255.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-82.94000000
-0.00011070876
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
660000.00000000
INR
8674.63000000
USD
2021-12-15
-82.94000000
N
N
N
N/A
N/A
OMXS30 Index
N/A
3.00000000
NC
-686.13000000
-0.00091585004
N/A
DE
US
N
1
NASDAQ OMX Commodities Clearing
5493008EIVLUXM0PQX05
Long
OMXS30 Index
SE0000337842
2021-11-19
686250.00000000
SEK
-686.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-285.28000000
-0.00038079329
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21586.86000000
USD
2021-12-15
-285.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
406.54000000
0.000542651796
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4480000.00000000
HUF
14772.90000000
USD
2021-12-15
406.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.48000000
-0.00000731473
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8086.22000000
USD
10000.00000000
CAD
2021-12-15
-5.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-118.88000000
-0.00015868166
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29775.69000000
USD
40000.00000000
SGD
2021-12-15
-118.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3937.75000000
0.005256130052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
390000.00000000
BRL
72416.12000000
USD
2021-12-15
3937.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
148.30000000
0.000197951644
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22423.08000000
USD
30000.00000000
AUD
2021-12-15
148.30000000
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
103.00000000
NS
USD
304974.76000000
0.407081963350
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-475.36000000
-0.00063451310
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
15686.11000000
USD
2021-12-15
-475.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
710.37000000
0.000948205727
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3770000.00000000
JPY
33804.14000000
USD
2021-12-15
710.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-755.87000000
-0.00100893937
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
106214.20000000
TRY
2021-12-15
-755.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
101.05000000
0.000134882087
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
57562.69000000
USD
2920000.00000000
PHP
2021-12-15
101.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1635.84000000
-0.00218352810
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
39118.71000000
USD
4270000.00000000
JPY
2021-12-15
-1635.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-116.93000000
-0.00015607879
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10819.14000000
USD
2021-12-15
-116.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.49000000
-0.00000732808
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1714826.00000000
JPY
20000.00000000
AUD
2021-12-15
-5.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.15000000
-0.00003623996
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
SEK
9293.90000000
USD
2021-12-15
-27.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
182.85000000
0.000244069171
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
836270.00000000
JPY
10000.00000000
AUD
2021-12-15
182.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1516.80000000
0.002024632864
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
212378.92000000
TRY
20000.00000000
EUR
2021-12-15
1516.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1279.78000000
0.001708257283
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2425512.00000000
JPY
30000.00000000
AUD
2021-12-15
1279.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1311.88000000
-0.00175110453
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
31508.85000000
USD
3440000.00000000
JPY
2021-12-15
-1311.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
885.19000000
0.001181556411
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
104944.40000000
TRY
10000.00000000
EUR
2021-12-15
885.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
644.69000000
0.000860535707
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29450.48000000
USD
40000.00000000
AUD
2021-12-15
644.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-352.21000000
-0.00047013181
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14399.05000000
USD
80000.00000000
BRL
2021-12-15
-352.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.93000000
-0.00001725903
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
810000.00000000
MXN
39065.28000000
USD
2021-12-15
-12.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.97000000
-0.00003733450
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110000.00000000
MXN
5278.95000000
USD
2021-12-15
-27.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26.91000000
0.000035919613
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
PLN
5035.04000000
USD
2021-12-15
26.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
438.30000000
0.000585045216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21045.22000000
USD
30000.00000000
NZD
2021-12-15
438.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-94.47000000
-0.00012609906
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8377.82000000
USD
70000.00000000
NOK
2021-12-15
-94.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
213.54000000
0.000285034349
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
12733.87000000
USD
2021-12-15
213.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
741.37000000
0.000989584696
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
BRL
11276.50000000
USD
2021-12-15
741.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
231.19000000
0.000308593665
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15527.46000000
USD
18530000.00000000
KRW
2021-12-15
231.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-509.73000000
-0.00068039036
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7671.88000000
USD
110000.00000000
ZAR
2021-12-15
-509.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.28000000
0.000045757129
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1760000.00000000
JPY
15483.89000000
USD
2021-12-15
34.28000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
10156.00000000
NS
USD
552791.08000000
0.737868531052
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-421.53000000
-0.00056266052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
809080.00000000
JPY
2021-12-15
-421.53000000
N
N
N
Dr Reddy's Laboratories Ltd.
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd.
256135203
591.00000000
NS
USD
36311.04000000
0.048468173085
Long
EC
CORP
IN
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6859.42000000
-0.00915599101
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
492639.34000000
USD
36610000.00000000
INR
2021-12-15
-6859.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-259.05000000
-0.00034578134
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6902.12000000
USD
2021-12-15
-259.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1811.06000000
-0.00241741270
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107593.04000000
EUR
490000.00000000
PLN
2021-12-15
-1811.06000000
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
432.00000000
NS
USD
273486.24000000
0.365050916110
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
-1698.00000000
NS
-206034.79000000
-0.27501635490
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Bureau Veritas SA
000000000
11393.00000000
NS
95060.47000000
0.126887230814
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Bureau Veritas SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
312852.00000000
EUR
97644.23000000
N
N
N
N/A
N/A
Koninklijke Ahold Delhaize NV
000000000
-10112.00000000
NS
-58000.85000000
-0.07741984908
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Koninklijke Ahold Delhaize NV
Y
2021-12-09
0.00000000
USD
0.00000000
USD
284451.00000000
EUR
-59352.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
272.28000000
0.000363440820
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
18694.74000000
USD
60000.00000000
ILS
2021-12-15
272.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.93000000
0.000038615920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
16190.40000000
USD
2021-12-15
28.93000000
N
N
N
N/A
N/A
Southcross Energy Partners LP
N/A
303095.28000000
NS
USD
157609.55000000
0.210378081966
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
15154.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46.34000000
-0.00006185488
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11618.67000000
USD
10000.00000000
EUR
2021-12-15
-46.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
302.82000000
0.000404205778
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
76440.89000000
USD
90240000.00000000
KRW
2021-12-15
302.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-64.90000000
-0.00008662887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16226.37000000
USD
20000.00000000
CAD
2021-12-15
-64.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
586.02000000
0.000782222673
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9751.28000000
USD
2021-12-15
586.02000000
N
N
N
N/A
N/A
Zardoya Otis SA
000000000
3023.00000000
NS
-316.69000000
-0.00042271952
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Zardoya Otis SA
Y
2022-09-27
0.00000000
USD
0.00000000
USD
20980.00000000
EUR
-316.46000000
N
N
N
N/A
N/A
Merck & Co., Inc.
000000000
-852.00000000
NS
USD
-6566.03000000
-0.00876437244
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Merck & Co., Inc.
Y
2021-12-14
0.00000000
USD
0.00000000
USD
75019.00000000
USD
-6566.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.84000000
-0.00001713890
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
539.53000000
USD
60000.00000000
JPY
2021-12-15
-12.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97.84000000
0.000130597362
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
TRY
14354.91000000
USD
2021-12-15
97.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.55000000
0.000068809219
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
750000.00000000
JPY
6635.19000000
USD
2021-12-15
51.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-236.59000000
-0.00031580161
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10699.48000000
USD
2021-12-15
-236.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-591.81000000
-0.00078995119
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8405.06000000
USD
120000.00000000
ZAR
2021-12-15
-591.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.29000000
0.000012400342
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7514.50000000
USD
10000.00000000
AUD
2021-12-15
9.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
119.06000000
0.000158921933
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2770000.00000000
INR
36874.33000000
USD
2021-12-15
119.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-76.30000000
-0.00010184565
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7176.32000000
USD
60000.00000000
NOK
2021-12-15
-76.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-79.84000000
-0.00010657086
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2530000.00000000
INR
33490.86000000
USD
2021-12-15
-79.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1080.10000000
-0.00144172333
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30399.25000000
USD
3340000.00000000
JPY
2021-12-15
-1080.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4.02000000
-0.00000536591
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11576.35000000
USD
10000.00000000
EUR
2021-12-15
-4.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
138.93000000
0.000185444517
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8007.97000000
USD
80000.00000000
TRY
2021-12-15
138.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.53000000
0.000146201237
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16676.15000000
USD
850000.00000000
PHP
2021-12-15
109.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
455.46000000
0.000607950477
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20934.75000000
USD
710000.00000000
THB
2021-12-15
455.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-107.21000000
-0.00014310448
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4449.23000000
USD
90000.00000000
MXN
2021-12-15
-107.21000000
N
N
N
N/A
N/A
Telefonica SA
000000000
-19091.00000000
NS
13140.88000000
0.017540517879
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Telefonica SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
71868.00000000
EUR
13388.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
53.83000000
0.000071852575
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
PLN
10070.09000000
USD
2021-12-15
53.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-780.64000000
-0.00104200250
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
360000.00000000
SEK
41164.10000000
USD
2021-12-15
-780.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.88000000
0.000013187877
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1850000.00000000
KRW
1583.19000000
USD
2021-12-15
9.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-559.97000000
-0.00074745099
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
793309.00000000
JPY
2021-12-15
-559.97000000
N
N
N
N/A
N/A
Ryanair Holdings plc
000000000
6389.00000000
NS
34328.62999999
0.045822041468
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Ryanair Holdings plc
Y
2021-12-09
0.00000000
USD
0.00000000
USD
108325.00000000
EUR
35173.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
78.93000000
0.000105356191
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7021.09000000
USD
60000.00000000
NOK
2021-12-15
78.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-185.32000000
-0.00024736614
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
46474.66000000
USD
40000.00000000
EUR
2021-12-15
-185.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80.33000000
-0.00010722491
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4960.71000000
USD
3990000.00000000
CLP
2021-12-15
-80.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
457.25000000
0.000610339779
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7585.79000000
USD
2021-12-15
457.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1383.20000000
0.001846302860
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
200000.00000000
PLN
51464.50000000
USD
2021-12-15
1383.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
157.78000000
0.000210605599
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21714.36000000
USD
20000.00000000
CHF
2021-12-15
157.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
782.32000000
0.001044244978
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1625080.00000000
JPY
20000.00000000
AUD
2021-12-15
782.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.18000000
0.000132386001
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7424.61000000
USD
10000.00000000
AUD
2021-12-15
99.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
774.46000000
0.001033753407
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1625975.00000000
JPY
20000.00000000
AUD
2021-12-15
774.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-73.87000000
-0.00009860207
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NOK
2292.80000000
USD
2021-12-15
-73.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-411.68000000
-0.00054951269
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
SEK
17065.29000000
USD
2021-12-15
-411.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17.41000000
-0.00002323896
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
227130.57000000
SEK
26433.51000000
USD
2021-11-19
-17.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-118.22000000
-0.00015780069
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7640000.00000000
JPY
66947.14000000
USD
2021-12-15
-118.22000000
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
2080.00000000
NS
USD
440481.60000000
0.587957228158
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp, Inc.
529900HVXOTLY61GL030
New York Community Bancorp, Inc.
649445103
-1205.00000000
NS
USD
-14978.15000000
-0.01999291583
Short
EC
CORP
US
N
1
N
N
N
CIT Group, Inc.
N8O96ZZJQRFYQUJY7K79
CIT Group, Inc.
125581801
2300.00000000
NS
USD
113919.00000000
0.152059698917
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
305.38000000
0.000407622879
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
28339.32000000
USD
40000.00000000
NZD
2021-12-15
305.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
883.54000000
0.001179353982
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4300000.00000000
JPY
38629.75000000
USD
2021-12-15
883.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
184.25000000
0.000245937899
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34901.25000000
USD
2021-12-15
184.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-166.67000000
-0.00022247201
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10769.40000000
USD
2021-12-15
-166.67000000
N
N
N
N/A
N/A
Suez SA
000000000
19570.00000000
NS
734.86000000
0.000980895112
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Suez SA
Y
2022-09-02
0.00000000
USD
0.00000000
USD
385235.00000000
EUR
752.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
607.16000000
0.000810440460
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7735.70000000
USD
2021-12-15
607.16000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-189.97000000
-0.00025357298
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5398.80000000
USD
80000.00000000
ZAR
2021-12-15
-189.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
258.13000000
0.000344553323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25031.22000000
USD
80000.00000000
ILS
2021-12-15
258.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2546.89000000
-0.00339960258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
61887.45000000
USD
6760000.00000000
JPY
2021-12-15
-2546.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-559.90000000
-0.00074735755
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CAD
15601.57000000
USD
2021-12-15
-559.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
107.50000000
0.000143491582
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
360000.00000000
THB
10953.24000000
USD
2021-12-15
107.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
139.85000000
0.000186672538
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
ZAR
15115.25000000
USD
2021-12-15
139.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.89000000
0.000001187976
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
JPY
703.15000000
USD
2021-12-15
0.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.26000000
0.000031047574
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7390.94000000
USD
10000.00000000
SGD
2021-12-15
23.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36.66000000
0.000048933966
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11608.99000000
USD
2021-12-15
36.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
174.06000000
0.000232336231
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11746.39000000
USD
2021-12-15
174.06000000
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22282E102
2700.00000000
NS
USD
54486.00000000
0.072728208246
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-932.85000000
-0.00124517323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
91687.28000000
EUR
420000.00000000
PLN
2021-12-15
-932.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-342.86000000
-0.00045765138
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6202.80000000
USD
90000.00000000
ZAR
2021-12-15
-342.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.65000000
-0.00000220242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8082.39000000
USD
10000.00000000
CAD
2021-12-15
-1.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-820.20000000
-0.00109480740
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1620765.00000000
JPY
2021-12-15
-820.20000000
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
398438408
4900.00000000
NS
USD
64239.00000000
0.085746565531
Long
EC
CORP
ES
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1404.50000000
-0.00187473421
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
83439.50000000
EUR
380000.00000000
PLN
2021-12-15
-1404.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-323.35000000
-0.00043160933
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7872.59000000
USD
860000.00000000
JPY
2021-12-15
-323.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-505.45000000
-0.00067467740
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
799520.00000000
JPY
2021-12-15
-505.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.26000000
-0.00003104757
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1030000.00000000
JPY
9018.27000000
USD
2021-12-15
-23.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-438.76000000
-0.00058565922
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
807118.00000000
JPY
2021-12-15
-438.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-216.84000000
-0.00028943920
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10719.23000000
USD
2021-12-15
-216.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
184.89000000
0.000246792174
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
PLN
21798.14000000
EUR
2021-12-15
184.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
391.65000000
0.000522776543
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
24897.70000000
USD
80000.00000000
ILS
2021-12-15
391.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.95000000
0.000001268065
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
769.64000000
USD
630000.00000000
CLP
2021-12-15
0.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
119.27000000
0.000159202242
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6229.44000000
USD
2021-12-15
119.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-516.12000000
-0.00068891977
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14531.46000000
USD
2021-12-15
-516.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-80.21000000
-0.00010706474
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11652.54000000
USD
10000.00000000
EUR
2021-12-15
-80.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-232.11000000
-0.00030982168
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7394.26000000
USD
110000.00000000
ZAR
2021-12-15
-232.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19.87000000
-0.00002652258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8100.61000000
USD
10000.00000000
CAD
2021-12-15
-19.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
692.20000000
0.000923952313
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
TRY
8839.10000000
USD
2021-12-15
692.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
109.32000000
0.000145920928
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7051.85000000
USD
10000.00000000
NZD
2021-12-15
109.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2.14000000
-0.00000285648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
JPY
1577.93000000
USD
2021-12-15
-2.14000000
N
N
N
Garrett Motion, Inc.
549300LS5WT7EMBNV724
Garrett Motion, Inc., Series A
366505204
5000.00000000
NS
USD
38700.00000000
0.051656969847
Long
EP
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
156.42000000
0.000208790264
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11728.75000000
USD
2021-12-15
156.42000000
N
N
N
ASOS plc
213800H8DBB8JSKDW630
ASOS plc
N/A
468.00000000
NS
15896.75000000
0.021219068098
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.07000000
0.000169613725
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6195.27000000
USD
20000.00000000
ILS
2021-12-15
127.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-440.14000000
-0.00058750125
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11325.09000000
USD
1240000.00000000
JPY
2021-12-15
-440.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-876.91000000
-0.00117050422
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1614304.00000000
JPY
2021-12-15
-876.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1080.70000000
-0.00144252422
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6280000.00000000
PHP
122935.83000000
USD
2021-12-15
-1080.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45.96000000
0.000061347657
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14276.39000000
USD
20000.00000000
NZD
2021-12-15
45.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
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N/A
DFE
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2
Societe Generale
O2RNE8IBXP4R0TD8PU41
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EUR
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2021-12-15
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N
N
N/A
N/A
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N/A
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DFE
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O2RNE8IBXP4R0TD8PU41
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2021-12-15
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
-1333.38000000
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
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2021-12-15
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N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
660.17000000
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DFE
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2
Societe Generale
O2RNE8IBXP4R0TD8PU41
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2021-12-15
660.17000000
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N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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0.002231087219
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
430000.00000000
PLN
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2021-12-15
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8118.82000000
USD
10000.00000000
CAD
2021-12-15
-38.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45.76000000
0.000061080696
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1708988.00000000
JPY
20000.00000000
AUD
2021-12-15
45.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.85000000
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
210000.00000000
JPY
1841.57000000
USD
2021-12-15
-1.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
128.34000000
0.000171308927
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13559.38000000
USD
10000.00000000
GBP
2021-12-15
128.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-159.87000000
-0.00021339534
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10776.20000000
USD
2021-12-15
-159.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1104.12000000
-0.00147378536
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
68908.97000000
USD
5110000.00000000
INR
2021-12-15
-1104.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-178.08000000
-0.00023770214
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7345.71000000
USD
2021-12-15
-178.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-281.14000000
-0.00037526719
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27656.58000000
USD
20000.00000000
GBP
2021-12-15
-281.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-91.38000000
-0.00012197451
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
7069.79000000
USD
2021-12-15
-91.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
207.34000000
0.000276758556
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14840.24000000
USD
20000.00000000
AUD
2021-12-15
207.34000000
N
N
N
People's United Financial, Inc.
ROPY7PEPIPIDJNF0BO69
People's United Financial, Inc.
712704105
5800.00000000
NS
USD
99412.00000000
0.132695676654
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-270.65000000
-0.00036126508
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7253.14000000
USD
2021-12-15
-270.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1466.93000000
0.001958066118
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
182623.87000000
USD
1580000.00000000
SEK
2021-12-15
1466.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6652.17000000
0.008879352586
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
710000.00000000
TRY
78955.90000000
USD
2021-12-15
6652.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2.55000000
0.000003403753
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
57864.22000000
USD
2021-12-15
2.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-503.68000000
-0.00067231479
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
370000.00000000
PLN
79626.74000000
EUR
2021-12-15
-503.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.98000000
-0.00005736993
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22998.44000000
USD
1730000.00000000
INR
2021-12-15
-42.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-75.07000000
-0.00010020384
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
ILS
6247.27000000
USD
2021-12-15
-75.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-312.02000000
-0.00041648598
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
970000.00000000
PHP
18843.40000000
USD
2021-12-15
-312.02000000
N
N
N
RR Donnelley & Sons Co.
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co.
257867200
2400.00000000
NS
USD
15360.00000000
0.020502611288
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1761.55000000
-0.00235132649
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
107550.25000000
EUR
490000.00000000
PLN
2021-12-15
-1761.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
443.00000000
0.000591318802
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
TRY
5534.81000000
USD
2021-12-15
443.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13.67000000
-0.00001824679
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
GBP
27361.77000000
USD
2021-12-15
-13.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
359.63000000
0.000480036074
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
816132.00000000
JPY
10000.00000000
AUD
2021-12-15
359.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
543.09000000
0.000724919476
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43713.28000000
USD
140000.00000000
ILS
2021-12-15
543.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.36000000
0.000005819751
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
10100.00000000
CAD
8166.75000000
USD
2021-12-30
4.36000000
N
N
N
N/A
N/A
Amundi SA
000000000
4660.00000000
NS
84094.24000000
0.112249447546
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Amundi SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
359053.00000000
EUR
86194.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
38.29000000
0.000051109699
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6200000.00000000
KRW
5311.02000000
USD
2021-12-15
38.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
62.98000000
0.000084066045
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13750.70000000
USD
2021-12-15
62.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
161.88000000
0.000216078301
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
12482.80000000
USD
40000.00000000
ILS
2021-12-15
161.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
455.37000000
0.000607830345
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
42511.68000000
USD
60000.00000000
NZD
2021-12-15
455.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24.86000000
-0.00003318326
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7124.88000000
USD
60000.00000000
NOK
2021-12-15
-24.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-316.05000000
-0.00042186525
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4873.78000000
USD
70000.00000000
ZAR
2021-12-15
-316.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-511.93000000
-0.00068332693
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13328.09000000
USD
1460000.00000000
JPY
2021-12-15
-511.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-197.92000000
-0.00026418468
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10819.53000000
USD
1210000.00000000
JPY
2021-12-15
-197.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29.63000000
-0.00003955028
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11601.96000000
USD
10000.00000000
EUR
2021-12-15
-29.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
190.18000000
0.000253853295
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
920000.00000000
JPY
8266.11000000
USD
2021-12-15
190.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
170.27000000
0.000227277319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
225601.42000000
TRY
20000.00000000
EUR
2021-12-15
170.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-272.32000000
-0.00036349421
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7251.47000000
USD
2021-12-15
-272.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-171.18000000
-0.00022849199
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7352.61000000
USD
2021-12-15
-171.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-271.04000000
-0.00036178566
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11849.77000000
USD
240000.00000000
MXN
2021-12-15
-271.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-234.73000000
-0.00031331887
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7846.01000000
USD
2021-12-15
-234.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
521.73000000
0.000696408033
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
TRY
10705.35000000
USD
2021-12-15
521.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-133.98000000
-0.00017883723
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27509.42000000
USD
20000.00000000
GBP
2021-12-15
-133.98000000
N
N
N
N/A
N/A
Rapeseed
N/A
5.00000000
NC
531.61000000
0.000709595910
N/A
DCO
GB
N
1
LCH Clearnet
F226TOH6YD6XJB17KS62
Long
N/A
Rapeseed
2022-01-31
169562.50000000
EUR
531.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33.59000000
-0.00004483611
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23178.26000000
USD
20000.00000000
EUR
2021-12-15
-33.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.41000000
0.000163393531
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
800000.00000000
JPY
7144.96000000
USD
2021-12-15
122.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-270.88000000
-0.00036157209
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
NOK
9195.81000000
USD
2021-12-15
-270.88000000
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
1100.00000000
NS
USD
120989.00000000
0.161496773253
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6.72000000
-0.00000896989
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14329.07000000
USD
20000.00000000
NZD
2021-12-15
-6.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
91.04000000
0.000121520685
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
EUR
34808.04000000
USD
2021-12-15
91.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
311.68000000
0.000416032154
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21171.84000000
USD
30000.00000000
NZD
2021-12-15
311.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-372.49000000
-0.00049720167
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9501.81000000
USD
1040000.00000000
JPY
2021-12-15
-372.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
278.18000000
0.000371316172
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1640000.00000000
JPY
14674.41000000
USD
2021-12-15
278.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1269.47000000
0.001694495439
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
214807.64000000
TRY
20000.00000000
EUR
2021-12-15
1269.47000000
N
N
N
Sendas Distribuidora SA
N/A
Sendas Distribuidora SA
81689T104
593.00000000
NS
USD
7999.57000000
0.010677869413
Long
EC
CORP
BR
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.87000000
0.000067901551
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
28871.10000000
USD
960000.00000000
THB
2021-12-15
50.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
305.57000000
0.000407876492
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1590000.00000000
JPY
14262.89000000
USD
2021-12-15
305.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4305.90000000
0.005747538668
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
346583.88000000
USD
1110000.00000000
ILS
2021-12-15
4305.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1097.75000000
-0.00146528265
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30397.44000000
USD
450000.00000000
ZAR
2021-12-15
-1097.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-169.32000000
-0.00022600925
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10766.75000000
USD
2021-12-15
-169.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-577.82000000
-0.00077127726
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
910000.00000000
MXN
43324.86000000
USD
2021-12-15
-577.82000000
N
N
N
N/A
N/A
3 Month Sterling
N/A
-36.00000000
NC
18175.66000000
0.024260969524
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Sterling
2024-03-20
-4439250.00000000
GBP
18175.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-46.07000000
-0.00006149448
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13641.65000000
USD
2021-12-15
-46.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
386.54000000
0.000515955687
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23413.83000000
USD
790000.00000000
THB
2021-12-15
386.54000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1223.92000000
0.001633695052
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2431875.00000000
JPY
30000.00000000
AUD
2021-12-15
1223.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
281.02000000
0.000375107019
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14041.33000000
USD
20000.00000000
NZD
2021-12-15
281.02000000
N
N
N
Itamar Medical Ltd.
N/A
Itamar Medical Ltd.
465437101
1400.00000000
NS
USD
42700.00000000
0.056996191537
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-76.92000000
-0.00010267323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
SEK
19730.32000000
USD
2021-12-15
-76.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
637.18000000
0.000850511319
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1790000.00000000
JPY
16350.14000000
USD
2021-12-15
637.18000000
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
2447.00000000
NS
USD
325548.88000000
0.434544410288
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
476.46000000
0.000635981391
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1440000.00000000
JPY
13117.05000000
USD
2021-12-15
476.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1348.50000000
0.001799985112
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
9780000.00000000
HUF
32710.77000000
USD
2021-12-15
1348.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-964.51000000
-0.00128743317
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23436.67000000
USD
2560000.00000000
JPY
2021-12-15
-964.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-653.34000000
-0.00087208177
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14394.24000000
USD
2021-12-15
-653.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
90.80000000
0.000121200332
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10845.27000000
USD
10000.00000000
CHF
2021-12-15
90.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
100.76000000
0.000134494994
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16060.71000000
USD
20000.00000000
CAD
2021-12-15
100.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-563.28000000
-0.00075186919
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14484.30000000
USD
2021-12-15
-563.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-101.50000000
-0.00013548275
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
THB
5321.37000000
USD
2021-12-15
-101.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15531.18000000
-0.02073110328
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150973.38000000
USD
1330000.00000000
TRY
2021-12-15
-15531.18000000
N
N
N
N/A
N/A
Coffee 'C'
N/A
4.00000000
NC
USD
15851.82000000
0.021159095291
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Coffee 'C'
2021-12-20
305925.00000000
USD
15851.82000000
N
N
N
N/A
N/A
Rhipe Ltd.
000000000
29256.00000000
NS
-3163.95000000
-0.00422325761
N/A
DE
US
N
3
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Rhipe Ltd.
Y
2022-07-15
0.00000000
USD
0.00000000
USD
69337.00000000
AUD
-3127.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28.86000000
0.000038522484
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13716.58000000
USD
2021-12-15
28.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
265.82000000
0.000354817977
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
TRY
9431.08000000
USD
2021-12-15
265.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-108.88000000
-0.00014533361
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
630000.00000000
MXN
30285.28000000
USD
2021-12-15
-108.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
246.73000000
0.000329336541
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
48237.68000000
USD
60000.00000000
CAD
2021-12-15
246.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32.91000000
-0.00004392844
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
EUR
23111.76000000
USD
2021-12-15
-32.91000000
N
N
N
Artemis Gold, Inc.
N/A
Artemis Gold, Inc.
04302L100
605.00000000
NS
2967.32000000
0.003960794826
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
236.13000000
0.000315187604
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13963.90000000
USD
120000.00000000
NOK
2021-12-15
236.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.02000000
-0.00001070513
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7169.19000000
USD
10000.00000000
NZD
2021-12-15
-8.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-209.14000000
-0.00027916120
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7314.65000000
USD
2021-12-15
-209.14000000
N
N
N
Pershing Square Tontine Holdings Ltd.
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd., Class A
71531R109
6000.00000000
NS
USD
119160.00000000
0.159055414136
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-845.53000000
-0.00112861802
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
AUD
21725.85000000
USD
2021-12-15
-845.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3415.87000000
0.004559521798
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
320000.00000000
TRY
36003.47000000
USD
2021-12-15
3415.87000000
N
N
N
N/A
N/A
Orange Belgium SA
000000000
1002.00000000
NS
-2565.78000000
-0.00342481705
N/A
DE
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N/A
Orange Belgium SA
Y
2021-12-09
0.00000000
USD
0.00000000
USD
19679.00000000
EUR
-2638.75000000
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
55953Q202
1638.00000000
NS
USD
30335.76000000
0.040492336941
Long
EC
CORP
RU
N
1
N
N
N
Morgan Stanley Institutional Liquidity Funds Treasury Portfolio
549300OJY9IZ31SGS926
Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class
61747C525
30832373.66000000
NS
USD
30832373.66000000
41.15521954762
Long
STIV
RF
US
N
2
N
N
N
N/A
N/A
Euro-Schatz
N/A
-82.00000000
NC
18249.59000000
0.024359651689
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Schatz
2021-12-08
-9180720.00000000
EUR
18249.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-166.60000000
-0.00022237858
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10816.63000000
USD
90000.00000000
NOK
2021-12-15
-166.60000000
N
N
N
Achillion Pharmaceuticals, Inc.
529900LZPJ796VSWZM38
Achillion Pharmaceuticals, Inc., CVR
004CVR031
23300.00000000
NS
USD
11650.00000000
0.015550483171
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1211.43000000
0.001617023332
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
EUR
70645.44000000
USD
2021-12-15
1211.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-769.85000000
-0.00102759995
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1626501.00000000
JPY
2021-12-15
-769.85000000
N
N
N
Atotech Ltd.
N/A
Atotech Ltd.
N/A
6100.00000000
NS
USD
147315.00000000
0.196636860804
Long
EC
CORP
JE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-107.85000000
-0.00014395876
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6584.71000000
EUR
30000.00000000
PLN
2021-12-15
-107.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-123.36000000
-0.00016466159
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
7400.43000000
USD
2021-12-15
-123.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.67000000
0.000046277703
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
700000.00000000
JPY
6179.40000000
USD
2021-12-15
34.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-470.51000000
-0.00062803929
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6981.55000000
USD
100000.00000000
ZAR
2021-12-15
-470.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
11.86000000
0.000015830792
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
MXN
494.31000000
USD
2021-12-15
11.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
253.34000000
0.000338159605
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
32554.87000000
USD
30000.00000000
CHF
2021-12-15
253.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-263.88000000
-0.00035222845
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
100000.00000000
CHF
109096.82000000
USD
2021-12-15
-263.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
91.00000000
0.000121467293
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
3530000.00000000
HUF
11410.92000000
USD
2021-12-15
91.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64.72000000
0.000086388606
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14982.86000000
USD
20000.00000000
AUD
2021-12-15
64.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.64000000
0.000006193497
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16156.83000000
USD
20000.00000000
CAD
2021-12-15
4.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8.81000000
-0.00001175963
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
THB
4510.25000000
USD
2021-12-15
-8.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.92000000
-0.00025083663
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1760000.00000000
INR
23165.61000000
USD
2021-12-15
-187.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
280.99000000
0.000375066975
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11853.32000000
USD
2021-12-15
280.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
545.37000000
0.000727962833
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1770000.00000000
JPY
16082.76000000
USD
2021-12-15
545.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-370.08000000
-0.00049398479
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14677.50000000
USD
2021-12-15
-370.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
97.58000000
0.000130250313
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
GBP
13785.30000000
USD
2021-12-15
97.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
300.74000000
0.000401429382
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21571.40000000
USD
20000.00000000
CHF
2021-12-15
300.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-420.44000000
-0.00056120559
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
AUD
809204.00000000
JPY
2021-12-15
-420.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1215.04000000
-0.00162184198
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
620000.00000000
SEK
71023.12000000
USD
2021-12-15
-1215.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
271.97000000
0.000363027030
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
90000.00000000
PLN
22808.56000000
USD
2021-12-15
271.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-421.81000000
-0.00056303427
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13900.54000000
USD
2021-12-15
-421.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.36000000
-0.00023674108
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7903.38000000
USD
2021-12-15
-177.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-297.37000000
-0.00039693108
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
14750.21000000
USD
2021-12-15
-297.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-511.90000000
-0.00068328689
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13950000.00000000
HUF
44222.63000000
USD
2021-12-15
-511.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1301.73000000
0.001737556262
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
TRY
15558.80000000
USD
2021-12-15
1301.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1816.03000000
-0.00242404669
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
44214.68000000
USD
4830000.00000000
JPY
2021-12-15
-1816.03000000
N
N
N
HyreCar, Inc.
549300Y900ZKQQLV6S25
HyreCar, Inc.
44916T107
12564.00000000
NS
USD
85309.56000000
0.113871663272
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50.77000000
0.000067768071
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7473.02000000
USD
10000.00000000
AUD
2021-12-15
50.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
399.09000000
0.000532707496
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
250000.00000000
SGD
185754.14000000
USD
2021-12-15
399.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-178.20000000
-0.00023786232
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2420000.00000000
INR
31932.90000000
USD
2021-12-15
-178.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-74.60000000
-0.00009957648
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27450.04000000
USD
20000.00000000
GBP
2021-12-15
-74.60000000
N
N
N
N/A
N/A
Nestle SA (Registered)
000000000
1238.00000000
NS
28401.04000000
0.037909862194
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Nestle SA (Registered)
Y
2021-12-09
0.00000000
USD
0.00000000
USD
149575.00000000
CHF
28361.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
482.79000000
0.000644430709
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60104.06000000
USD
520000.00000000
SEK
2021-12-15
482.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-659.55000000
-0.00088037091
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
38476.34000000
USD
2850000.00000000
INR
2021-12-15
-659.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-160.49000000
-0.00021422292
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23940.90000000
EUR
110000.00000000
PLN
2021-12-15
-160.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
640.48000000
0.000854916176
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
TRY
6750.65000000
USD
2021-12-15
640.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
123.18000000
0.000164421331
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1560000.00000000
PHP
30929.83000000
USD
2021-12-15
123.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-255.21000000
-0.00034065569
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
930000.00000000
PHP
18110.30000000
USD
2021-12-15
-255.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
384.28000000
0.000512939027
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23402.53000000
USD
27970000.00000000
KRW
2021-12-15
384.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-68.00000000
-0.00009076676
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10868.07000000
USD
2021-12-15
-68.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
173.19000000
0.000231174951
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
19377.19000000
USD
990000.00000000
PHP
2021-12-15
173.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-309.33000000
-0.00041289536
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21562.81000000
USD
2021-12-15
-309.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
171.55000000
0.000228985870
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
550000.00000000
JPY
4999.55000000
USD
2021-12-15
171.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-334.35000000
-0.00044629219
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
SGD
110878.68000000
USD
2021-12-15
-334.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
326.86000000
0.000436294500
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
110427.02000000
TRY
10000.00000000
EUR
2021-12-15
326.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-123.41000000
-0.00016472833
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14610000.00000000
KRW
12301.52000000
USD
2021-12-15
-123.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-940.88000000
-0.00125589172
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
104397.49000000
TRY
2021-12-15
-940.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
123.12000000
0.000164341243
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
710000.00000000
THB
21513.33000000
USD
2021-12-15
123.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-95.79000000
-0.00012786101
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
350000.00000000
THB
10448.68000000
USD
2021-12-15
-95.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
763.36000000
0.001018937067
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
36855.60000000
USD
50000.00000000
AUD
2021-12-15
763.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-545.88000000
-0.00072864358
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
950000.00000000
MXN
45286.59000000
USD
2021-12-15
-545.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
169.07000000
0.000225675552
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
810000.00000000
JPY
7279.40000000
USD
2021-12-15
169.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-810.85000000
-0.00108232697
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
27827.88000000
USD
560000.00000000
MXN
2021-12-15
-810.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
72.86000000
0.000097253923
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
770000.00000000
INR
10290.03000000
USD
2021-12-15
72.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.24000000
0.000188527917
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15664.61000000
USD
50000.00000000
ILS
2021-12-15
141.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-514.31000000
-0.00068650377
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
48048.86000000
EUR
220000.00000000
PLN
2021-12-15
-514.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-880.79000000
-0.00117568326
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1613862.00000000
JPY
2021-12-15
-880.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25.45000000
-0.00003397079
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14347.80000000
USD
20000.00000000
NZD
2021-12-15
-25.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.36000000
0.000103260547
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10858.71000000
USD
10000.00000000
CHF
2021-12-15
77.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
201.93000000
0.000269537258
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29021.31000000
USD
970000.00000000
THB
2021-12-15
201.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
277.99000000
0.000371062559
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
PLN
42847.10000000
USD
2021-12-15
277.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
104.18000000
0.000139060028
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7419.61000000
USD
10000.00000000
AUD
2021-12-15
104.18000000
N
N
N
Omthera Pharmaceuticals, Inc.
5493007G7UTDFV38SP78
Omthera Pharmaceuticals, Inc., CVR
N/A
100.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1.20000000
-0.00000160176
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11573.53000000
USD
10000.00000000
EUR
2021-12-15
-1.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18.38000000
-0.00002453372
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14340.73000000
USD
20000.00000000
NZD
2021-12-15
-18.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-21.97000000
-0.00002932567
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8102.71000000
USD
10000.00000000
CAD
2021-12-15
-21.97000000
N
N
N
salesforce.com, Inc.
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc.
79466L302
768.00000000
NS
USD
230161.92000000
0.307221378851
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
368.14000000
0.000491395268
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
170000.00000000
ZAR
11436.91000000
USD
2021-12-15
368.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-159.21000000
-0.00021251437
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
250000.00000000
SEK
28969.08000000
USD
2021-12-15
-159.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
158.26000000
0.000211246306
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
22084.35000000
USD
30000.00000000
SGD
2021-12-15
158.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
22.20000000
0.000029632680
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7138.97000000
USD
10000.00000000
NZD
2021-12-15
22.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1468.63000000
0.001960335287
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
150000.00000000
BRL
27806.46000000
USD
2021-12-15
1468.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-195.83000000
-0.00026139494
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CAD
7884.91000000
USD
2021-12-15
-195.83000000
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
2835.00000000
NS
USD
313947.90000000
0.419059359279
Long
EC
CORP
US
N
1
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
111.00000000
NS
USD
164393.22000000
0.219432961466
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-66.21000000
-0.00008837746
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
180000.00000000
PLN
45006.96000000
USD
2021-12-15
-66.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90.29000000
-0.00012051958
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5098.42000000
USD
20000.00000000
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2021-12-15
-90.29000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
874.51000000
0.001167300689
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
29220.66000000
USD
40000.00000000
AUD
2021-12-15
874.51000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-78.52000000
-0.00010480892
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
730000.00000000
THB
21914.23000000
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2021-12-15
-78.52000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-400.16000000
-0.00053413573
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5270000.00000000
INR
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2021-12-15
-400.16000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
25.80000000
0.000034437979
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
21846.34000000
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20000.00000000
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2021-12-15
25.80000000
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N
N
N/A
N/A
Anheuser-Busch InBev SA/NV
000000000
-3238.00000000
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3451.28000000
0.004606787258
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
Anheuser-Busch InBev SA/NV
Y
2021-12-09
0.00000000
USD
0.00000000
USD
170869.00000000
EUR
3637.68000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-323.60000000
-0.00043194303
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
ILS
15482.25000000
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2021-12-15
-323.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
127.09000000
0.000169640421
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
230000.00000000
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2021-12-15
127.09000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
738.95000000
0.000986354466
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2560000.00000000
THB
77864.21000000
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2021-12-15
738.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
51.92000000
0.000069303097
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
113126.78000000
TRY
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EUR
2021-12-15
51.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-78.78000000
-0.00010515597
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
290000.00000000
THB
8658.07000000
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2021-12-15
-78.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-409.25000000
-0.00054626911
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
CHF
21462.89000000
USD
2021-12-15
-409.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
193.74000000
0.000258605202
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14853.84000000
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20000.00000000
AUD
2021-12-15
193.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-551.27000000
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23695.94000000
USD
20000.00000000
EUR
2021-12-15
-551.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1391.61000000
0.001857528573
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
EUR
59253.28000000
USD
2021-12-15
1391.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-201.75000000
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N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
178142.60000000
USD
240000.00000000
SGD
2021-12-15
-201.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
165.56000000
0.000220990385
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1810000.00000000
INR
24182.54000000
USD
2021-12-15
165.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.81000000
-0.00018528434
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10797.26000000
USD
2021-12-15
-138.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-582.85000000
-0.00077799134
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
22710.00000000
GBP
30507.13000000
USD
2021-12-30
-582.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112.19000000
-0.00014975182
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
15010000.00000000
KRW
12652.91000000
USD
2021-12-15
-112.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-48.07000000
-0.00006416409
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
43015.12000000
USD
60000.00000000
NZD
2021-12-15
-48.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6289.73000000
-0.00839556570
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120194.41000000
USD
35520000.00000000
HUF
2021-12-15
-6289.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
288.47000000
0.000385051320
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
120008.30000000
USD
110000.00000000
CHF
2021-12-15
288.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-327.39000000
-0.00043700194
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
260000.00000000
SEK
29966.03000000
USD
2021-12-15
-327.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-696.35000000
-0.00092949175
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
25450.84000000
USD
2820000.00000000
JPY
2021-12-15
-696.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-84.24000000
-0.00011244400
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
11656.57000000
USD
10000.00000000
EUR
2021-12-15
-84.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
508.75000000
0.000679082258
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23733.46000000
USD
30000.00000000
CAD
2021-12-15
508.75000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
IHS Markit Ltd.
N/A
5850.00000000
NS
USD
764712.00000000
1.020741724193
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-130.66000000
-0.00017440567
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10146.92000000
USD
40000.00000000
PLN
2021-12-15
-130.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
201.47000000
0.000268923248
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
BRL
14248.31000000
USD
2021-12-15
201.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
527.83000000
0.000704550346
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DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
108453.52000000
TRY
10000.00000000
EUR
2021-12-15
527.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
64.67000000
0.000086321866
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
2840000.00000000
JPY
24994.73000000
USD
2021-12-15
64.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-940.88000000
-0.00125589172
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
104397.49000000
TRY
2021-12-15
-940.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
75.64000000
0.000100964682
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4410000.00000000
CLP
5469.74000000
USD
2021-12-15
75.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
333.46000000
0.000445104216
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1140000.00000000
JPY
10340.60000000
USD
2021-12-15
333.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-224.58000000
-0.00029977060
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17974.62000000
USD
150000.00000000
NOK
2021-12-15
-224.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-131.41000000
-0.00017540678
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1060000.00000000
PHP
20801.32000000
USD
2021-12-15
-131.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-149.33000000
-0.00019932649
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
140000.00000000
SGD
103649.50000000
USD
2021-12-15
-149.33000000
N
N
N
Aralez Pharmaceuticals, Inc.
N/A
Aralez Pharmaceuticals, Inc.
03852X100
345.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
CA
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
87.88000000
0.000117302700
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
540000.00000000
JPY
4828.10000000
USD
2021-12-15
87.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-995.69000000
-0.00132905241
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
AUD
29099.48000000
USD
2021-12-15
-995.69000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-112.25000000
-0.00014983190
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7624.45000000
USD
30000.00000000
PLN
2021-12-15
-112.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1231.84000000
-0.00164426671
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
80000.00000000
CHF
86256.72000000
USD
2021-12-15
-1231.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
382.61000000
0.000510709902
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
13939.74000000
USD
20000.00000000
NZD
2021-12-15
382.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-145.67000000
-0.00019444110
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10790.40000000
USD
2021-12-15
-145.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
226.23000000
0.000301973030
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7354.77000000
USD
2021-12-15
226.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
471.70000000
0.000629627717
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14575.88000000
USD
20000.00000000
AUD
2021-12-15
471.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-83.76000000
-0.00011180330
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
4641.49000000
USD
70000.00000000
ZAR
2021-12-15
-83.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
212.88000000
0.000284153378
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
60000.00000000
BRL
10748.01000000
USD
2021-12-15
212.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-216.78000000
-0.00028935911
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
NZD
6944.39000000
USD
2021-12-15
-216.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.92000000
0.000164074282
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1700198.00000000
JPY
20000.00000000
AUD
2021-12-15
122.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-724.15000000
-0.00096659934
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
106525.74000000
TRY
2021-12-15
-724.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-28.15000000
-0.00003757477
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1280000.00000000
INR
16956.23000000
USD
2021-12-15
-28.15000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
515.83000000
0.000688532681
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14531.75000000
USD
20000.00000000
AUD
2021-12-15
515.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
85.13000000
0.000113631985
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
112800.71000000
TRY
10000.00000000
EUR
2021-12-15
85.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56.78000000
0.000075790251
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
6872.44000000
USD
230000.00000000
THB
2021-12-15
56.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1039.27000000
-0.00138722323
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
AUD
1595809.00000000
JPY
2021-12-15
-1039.27000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
380.75000000
0.000508227164
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40000.00000000
BRL
7404.17000000
USD
2021-12-15
380.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
152.48000000
0.000203531130
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
670000.00000000
JPY
6033.87000000
USD
2021-12-15
152.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-553.13000000
-0.00073832092
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
740000.00000000
PLN
159646.01000000
EUR
2021-12-15
-553.13000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-529.43000000
-0.00070668603
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
20000.00000000
NZD
13792.92000000
USD
2021-12-15
-529.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.76000000
0.000046397836
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
50000.00000000
PLN
10849.23000000
EUR
2021-12-15
34.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2265.36000000
-0.00302381481
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
23650.97000000
USD
210000.00000000
TRY
2021-12-15
-2265.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35.06000000
0.000046798278
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
EUR
11607.39000000
USD
2021-12-15
35.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
353.09000000
0.000471306446
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
30000.00000000
BRL
5620.66000000
USD
2021-12-15
353.09000000
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
1233.00000000
NS
USD
94595.76000000
0.126266933386
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2625.18000000
0.003504104498
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
260000.00000000
BRL
48277.42000000
USD
2021-12-15
2625.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
34.34000000
0.000045837218
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
14794.06000000
USD
20000.00000000
SGD
2021-12-15
34.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-305.32000000
-0.00040754279
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8769.67000000
USD
130000.00000000
ZAR
2021-12-15
-305.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
306.86000000
0.000409598391
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
PLN
17835.32000000
USD
2021-12-15
306.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-34.74000000
-0.00004637114
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7150000.00000000
JPY
62729.31000000
USD
2021-12-15
-34.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
88.58000000
0.000118237064
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
16072.89000000
USD
20000.00000000
CAD
2021-12-15
88.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57.04000000
-0.00007613730
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
40460.72000000
USD
50000.00000000
CAD
2021-12-15
-57.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3117.76000000
0.004161602953
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
423931.40000000
TRY
40000.00000000
EUR
2021-12-15
3117.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17.57000000
0.000023452531
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5951.60000000
USD
680000.00000000
JPY
2021-12-15
17.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-145.67000000
-0.00019444110
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10790.40000000
USD
2021-12-15
-145.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-448.62000000
-0.00059882040
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8912.97000000
USD
130000.00000000
ZAR
2021-12-15
-448.62000000
N
N
N
Sportsman's Warehouse Holdings, Inc.
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings, Inc.
84920Y106
12000.00000000
NS
USD
207120.00000000
0.276464899092
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-151.90000000
-0.00020275694
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
10000.00000000
CHF
10784.17000000
USD
2021-12-15
-151.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
189.39000000
0.000252798798
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
7891.35000000
USD
10000.00000000
CAD
2021-12-15
189.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-357.40000000
-0.00047705945
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
160000.00000000
SEK
18284.71000000
USD
2021-12-15
-357.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
53.18000000
0.000070984952
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
70000.00000000
TRY
7181.72000000
USD
2021-12-15
53.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
174.01000000
0.000232269491
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
1050000.00000000
JPY
9391.11000000
USD
2021-12-15
174.01000000
N
N
N
Lealand Finance Company BV
N/A
Lealand Finance Company BV, Term Loan
N5200EAC5
29012.41000000
PA
USD
15956.83000000
0.021299263208
Long
LON
CORP
US
N
3
2024-06-28
Variable
3.08413000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.88000000
-0.00018537777
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
8650000.00000000
KRW
7217.43000000
USD
2021-12-15
-138.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
181.09000000
0.000241719913
N/A
DFE
N/A
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
17456.78000000
USD
14420000.00000000
CLP
2021-12-15
181.09000000
N
N
N
2021-11-30
Neuberger Berman Alternative Funds
John McGovern
John McGovern
Treasurer