NPORT-P false 0001444822 XXXXXXXX S000058563 C000192464 C000192465 C000192463 AQR Funds 811-22235 0001444822 549300V0TAB4ICSX2404 2 Greenwich Plaza 4th Floor Greenwich 06830 203-742-3600 AQR Alternative Risk Premia Fund S000058563 5493003TFOLYCKBNVM51 2021-12-31 2021-09-30 N 209685393.84 94759501.72 114925892.12 0.00000000 27195817.96000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1684067.26000000 AUD CAD EUR GBP JPY USD N N/A N/A N/A 1.00000000 NC N/A -2586.51000000 -0.00225058944 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 276384.51000000 USD 236000.00000000 EUR 2021-12-15 -2586.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.46000000 -0.00003259491 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6717.25000000 USD 500000.00000000 INR 2021-12-15 -37.46000000 N N N ANA Holdings, Inc. 5493008IRKIY0G3TE305 N/A -10300.00000000 NS -267773.75000000 -0.23299688613 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -78.12000000 -0.00006797423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70664.59000000 USD 617500.00000000 SEK 2021-12-15 -78.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -10262.41000000 -0.00892958915 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3877750.00000000 NOK 433053.93000000 USD 2021-12-15 -10262.41000000 N N N SKF AB 549300B6HWYEE57O8J84 N/A 5455.00000000 NS 128635.54000000 0.111929120259 Long EC CORP SE N 2 N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 867224107 -11261.00000000 NS -233470.60000000 -0.20314882546 Short EC CORP CA N 1 N N N Fluor Corp. CQ7WZ4NOFWT7FAE6Q943 343412102 -8338.00000000 NS USD -133157.86000000 -0.11586410820 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1160.50000000 0.001009781154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160062.00000000 SGD 119024.92000000 USD 2021-12-15 1160.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 692.90000000 0.000602910264 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142087.53000000 USD 10687500.00000000 INR 2021-12-15 692.90000000 N N N Werner Enterprises, Inc. 549300P6XRGOCHHJST37 950755108 4205.00000000 NS USD 186155.35000000 0.161978599048 Long EC CORP US N 1 N N N N/A N/A N/A 5400000.00000000 PA -162249.37000000 -0.14117738571 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-15 45905.17000000 USD 0.00000000 USD 5400000.00000000 EUR -162249.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -746.29000000 -0.00064936628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12873.97000000 USD 184500.00000000 ZAR 2021-12-15 -746.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -224.82000000 -0.00019562171 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47167.52000000 USD 1300500.00000000 TWD 2021-12-15 -224.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 5175.08000000 0.004502971353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2578876.00000000 SEK 299966.57000000 USD 2021-12-15 5175.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 47.16000000 0.000041035139 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179624.00000000 ILS 55802.10000000 USD 2021-12-15 47.16000000 N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491100 7288.00000000 NS 147935.01000000 0.128722089749 Long EC CORP CA N 1 N N N Franco-Nevada Corp. N/A 351858105 -484.00000000 NS -62878.73000000 -0.05471241409 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -241.98000000 -0.00021055307 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10621.88000000 USD 535000.00000000 PHP 2021-12-15 -241.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 481.56000000 0.000419017848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 232000.00000000 AUD 168265.72000000 USD 2021-12-15 481.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -979.73000000 -0.00085248848 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195957.64000000 USD 246963.00000000 CAD 2021-12-15 -979.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.97000000 -0.00044721862 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 158000.00000000 SGD 115832.06000000 USD 2021-12-15 -513.97000000 N N N Crocs, Inc. 549300B0J6YCXD63OG72 227046109 581.00000000 NS USD 83361.88000000 0.072535334259 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 320.77000000 0.000279110298 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3000000.00000000 INR 40399.49000000 USD 2021-12-15 320.77000000 N N N Koito Manufacturing Co. Ltd. N/A N/A -900.00000000 NS -54119.88000000 -0.04709111149 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3554.35000000 0.003092732137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 301948.10000000 USD 1981376.00000000 CNY 2021-12-15 3554.35000000 N N N STAAR Surgical Co. 5299006LRHI7OJ8BY308 852312305 -1156.00000000 NS USD -148580.68000000 -0.12928390396 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -236.06000000 -0.00020540192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9238.44000000 USD 464000.00000000 PHP 2021-12-15 -236.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 3798.87000000 0.003305495332 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1200000.00000000 ZAR 82678.08000000 USD 2021-12-15 3798.87000000 N N N Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 -337.00000000 NS USD -30319.89000000 -0.02638212281 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -397.64000000 -0.00034599687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49414.66000000 USD 195000.00000000 PLN 2021-12-15 -397.64000000 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 2755.00000000 NS USD 240043.15000000 0.208867771719 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -54.44000000 -0.00004736965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2321.38000000 USD 1850500.00000000 CLP 2021-12-15 -54.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -1849.71000000 -0.00160948065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260000.00000000 CAD 203420.95000000 USD 2021-12-15 -1849.71000000 N N N Nihon M&A Center Holdings, Inc. N/A N/A -15800.00000000 NS -463956.81000000 -0.40370085577 Short EC CORP JP N 2 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427108 5496.00000000 NS USD 258586.80000000 0.225003082621 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 156.19000000 0.000135904970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16044500.00000000 KRW 13689.44000000 USD 2021-12-15 156.19000000 N N N Virgin Galactic Holdings, Inc. N/A 92766K106 -6474.00000000 NS USD -163792.20000000 -0.14251984211 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -333.21000000 -0.00028993466 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55118.63000000 USD 64951500.00000000 KRW 2021-12-15 -333.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -4253.56000000 -0.00370113289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117297.46000000 USD 2358500.00000000 MXN 2021-12-15 -4253.56000000 N N N Orange SA 969500MCOONR8990S771 N/A 32223.00000000 NS 348487.41000000 0.303227935473 Long EC CORP FR N 2 N N N Imerys SA 54930075MZSSIB2TGC64 N/A -608.00000000 NS -26194.71000000 -0.02279269668 Short EC CORP FR N 2 N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 633067103 1664.00000000 NS 127801.93000000 0.111203774573 Long EC CORP CA N 1 N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 97650W108 880.00000000 NS USD 70725.60000000 0.061540179236 Long EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 1489.00000000 NS USD 222322.59000000 0.193448652778 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10787.88000000 -0.00938681423 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 444851.83000000 USD 9056126.00000000 MXN 2021-12-15 -10787.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.91000000 -0.00040366012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80554.54000000 USD 5995000.00000000 INR 2021-12-15 -463.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -541.13000000 -0.00047085125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96099.12000000 USD 138500.00000000 NZD 2021-12-15 -541.13000000 N N N Match Group, Inc. 15OMOPB0A8K0EFUVD031 57667L107 1011.00000000 NS USD 158716.89000000 0.138103683227 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6420.70000000 0.005586817627 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 257500.00000000 GBP 353419.25000000 USD 2021-12-15 6420.70000000 N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618M106 -774.00000000 NS USD -16780.32000000 -0.01460099172 Short EC CORP US N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 N/A 40080.00000000 NS 567018.28000000 0.493377314320 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -12.48000000 -0.00001085917 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724750.00000000 INR 9669.87000000 USD 2021-12-15 -12.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 174.96000000 0.000152237234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11500.00000000 EUR 13516.81000000 USD 2021-12-15 174.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -145.62000000 -0.00012670773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 281000.00000000 AUD 203075.72000000 USD 2021-12-15 -145.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 27592.24000000 0.024008723788 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1344000.00000000 NZD 954884.23000000 USD 2021-12-15 27592.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 2487.69000000 0.002164603601 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13522000.00000000 HUF 45956.81000000 USD 2021-12-15 2487.69000000 N N N WH Smith plc 2138001KJNGUJ34G7X91 N/A -2885.00000000 NS -66251.01000000 -0.05764672240 Short EC CORP GB N 2 N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 N/A -12200.00000000 NS -704980.48000000 -0.61342180338 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3631.30000000 -0.00315968832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 180092.57000000 USD 702000.00000000 PLN 2021-12-15 -3631.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 4876.92000000 0.004243534603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 307640.79000000 USD 4754374.00000000 ZAR 2021-12-15 4876.92000000 N N N Justsystems Corp. 5299006DS4ZV570NR192 N/A -600.00000000 NS -33738.59000000 -0.02935682236 Short EC CORP JP N 2 N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387108 1605.00000000 NS USD 243061.20000000 0.211493855315 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -12.45000000 -0.00001083306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7739.68000000 USD 111589375.00000000 IDR 2021-12-15 -12.45000000 N N N Mitsui & Co. Ltd. 2NRSB4GOU9DD6CNW5R48 N/A 9900.00000000 NS 216483.20000000 0.188367648061 Long EC CORP JP N 2 N N N N/A N/A N/A -1.00000000 NC USD 21354.62000000 0.018581208817 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-10-29 -223492.75000000 USD 21354.62000000 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 146229109 4700.00000000 NS USD 457028.00000000 0.397671918459 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4656.51000000 0.004051750144 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39645000.00000000 JPY 361110.18000000 USD 2021-12-15 4656.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -2772.66000000 -0.00241256339 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 300633.22000000 USD 404500.00000000 SGD 2021-12-15 -2772.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 631.98000000 0.000549902192 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59044.67000000 USD 522000.00000000 NOK 2021-12-15 631.98000000 N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483102 835.00000000 NS USD 50108.35000000 0.043600575184 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -570.23000000 -0.00049617191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40067.80000000 USD 2956500.00000000 INR 2021-12-15 -570.23000000 N N N N/A N/A N/A 3097917.21000000 PA -3186.06000000 -0.00277227345 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Sweden Net Return Index M7SE Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 3097917.21000000 SEK -3186.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -618.05000000 -0.00053778133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93844.23000000 USD 29000000.00000000 HUF 2021-12-15 -618.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2260.54000000 0.001966954494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 146437.00000000 EUR 172151.04000000 USD 2021-12-15 2260.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 393.34000000 0.000342255337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4163000.00000000 JPY 37823.45000000 USD 2021-12-15 393.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 10406.61000000 0.009055061316 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 540406.00000000 CHF 591384.51000000 USD 2021-12-15 10406.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -2408.37000000 -0.00209558521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 238583.33000000 USD 280000000.00000000 KRW 2021-12-15 -2408.37000000 N N N Eutelsat Communications SA 549300EFWH9UR17YSK05 N/A 7625.00000000 NS 104852.09000000 0.091234523453 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3238.25000000 0.002817685327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183046.00000000 EUR 215601.08000000 USD 2021-12-15 3238.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.92000000 0.000020813412 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4910.06000000 USD 32000.00000000 CNY 2021-12-15 23.92000000 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 344849104 6584.00000000 NS USD 300625.44000000 0.261581993800 Long EC CORP US N 1 N N N Penumbra, Inc. 549300RGE06P3ECANU72 70975L107 -183.00000000 NS USD -48769.50000000 -0.04243560706 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 587.45000000 0.000511155483 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 779000.00000000 SEK 89634.99000000 USD 2021-12-15 587.45000000 N N N Pan Pacific International Holdings Corp. 529900QLHJM2E18A5763 N/A -3100.00000000 NS -63963.36000000 -0.05565617879 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -37.47000000 -0.00003260361 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6717.26000000 USD 500000.00000000 INR 2021-12-15 -37.47000000 N N N Hain Celestial Group, Inc. (The) 5493000S8QXWHLIXDP75 405217100 -1781.00000000 NS USD -76191.18000000 -0.06629592217 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14.12000000 0.000012286178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294314.00000000 COP 1397.58000000 USD 2021-12-15 14.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -3509.56000000 -0.00305375919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 200559.34000000 USD 21916000.00000000 JPY 2021-12-15 -3509.56000000 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 167.00000000 NS USD 446477.84000000 0.388491950563 Long EC CORP US N 1 N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421M106 10774.00000000 NS USD 217311.58000000 0.189088442988 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -333.88000000 -0.00029051764 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45716.35000000 USD 3397000.00000000 INR 2021-12-15 -333.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 132.19000000 0.000115021948 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36000.00000000 CAD 28554.28000000 USD 2021-12-15 132.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -122.36000000 -0.00010646861 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25943.46000000 USD 372884000.00000000 IDR 2021-12-15 -122.36000000 N N N Ibiden Co. Ltd. 52990051DBFIQEY37C91 N/A -1400.00000000 NS -77007.42000000 -0.06700615377 Short EC CORP JP N 2 N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 91307C102 3280.00000000 NS USD 605422.40000000 0.526793735364 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3894.98000000 -0.00338912313 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260917.05000000 USD 221540.00000000 EUR 2021-12-15 -3894.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 6420.26000000 0.005586434772 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 257500.00000000 GBP 353418.81000000 USD 2021-12-15 6420.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -5413.35000000 -0.00471029626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 510751.05000000 USD 375000.00000000 GBP 2021-12-15 -5413.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.06000000 0.000079233668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8730.63000000 USD 33759500.00000000 COP 2021-12-15 91.06000000 N N N Idemitsu Kosan Co. Ltd. 549300P0R46FF6DUA630 N/A 2600.00000000 NS 68397.33000000 0.059514291112 Long EC CORP JP N 2 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 3076.00000000 NS USD 366443.88000000 0.318852325825 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1417.71000000 0.001233586247 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19362500.00000000 JPY 175508.62000000 USD 2021-12-15 1417.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.06000000 -0.00004007800 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39563.45000000 USD 127312.00000000 ILS 2021-12-15 -46.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.31000000 -0.00003942540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 695500.00000000 SEK 79457.34000000 USD 2021-12-15 -45.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 1639.77000000 0.001426806413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 300000.00000000 BRL 56037.52000000 USD 2021-12-15 1639.77000000 N N N Ingredion, Inc. PKSTQ48QDN0XSVS7YK88 457187102 1330.00000000 NS USD 118383.30000000 0.103008380284 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2421.00000000 0.002106574902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 354054.94000000 USD 3118500.00000000 SEK 2021-12-15 2421.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -789.06000000 -0.00068658157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29087.97000000 USD 21000.00000000 GBP 2021-12-15 -789.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 811.60000000 0.000706194213 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6226000.00000000 JPY 56790.43000000 USD 2021-12-15 811.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 318.73000000 0.000277335241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47500.00000000 PLN 12258.77000000 USD 2021-12-15 318.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 100.69000000 0.000087612980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26000.00000000 CAD 20627.76000000 USD 2021-12-15 100.69000000 N N N Canada Goose Holdings, Inc. 529900891XBE6RV8JR07 135086106 -3293.00000000 NS -117592.29000000 -0.10232010196 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -21952.30000000 -0.01910126568 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 940330.17000000 USD 3653500.00000000 PLN 2021-12-15 -21952.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -2234.44000000 -0.00194424420 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 241807.69000000 USD 206500.00000000 EUR 2021-12-15 -2234.44000000 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 211.00000000 NS USD 14890.27000000 0.012956410192 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6000.23000000 -0.00522095577 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 266857.79000000 USD 224846.00000000 EUR 2021-12-15 -6000.23000000 N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901J105 15476.00000000 NS USD 305186.72000000 0.265550881851 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4020.20000000 -0.00349808030 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 261042.27000000 USD 221540.00000000 EUR 2021-12-15 -4020.20000000 N N N Helen of Troy Ltd. N/A N/A 438.00000000 NS USD 98409.84000000 0.085628954611 Long EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5577.63000000 0.004853240551 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 174000.00000000 GBP 240054.32000000 USD 2021-12-15 5577.63000000 N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 -546.00000000 NS USD -17996.16000000 -0.01565892565 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 767.34000000 0.000667682439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 398500.88000000 USD 2201938.00000000 BRL 2021-12-15 767.34000000 N N N Mercury Systems, Inc. 549300P3B84SGK7HH679 589378108 -509.00000000 NS USD -24136.78000000 -0.02100203840 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -11035.45000000 -0.00960223131 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 256300.15000000 USD 76294836.00000000 HUF 2021-12-15 -11035.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -534.32000000 -0.00046492569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45780.80000000 USD 180000.00000000 PLN 2021-12-15 -534.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -314.19000000 -0.00027338486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28747.86000000 USD 21100.00000000 GBP 2021-12-15 -314.19000000 N N N Qube Holdings Ltd. 391200RT2MUFEO3RFW25 N/A 22800.00000000 NS 53354.35000000 0.046425003988 Long EC CORP AU N 2 N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 -5240.00000000 NS USD -275204.80000000 -0.23946283550 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 379.50000000 0.000330212794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 782500.00000000 PLN 197076.00000000 USD 2021-12-15 379.50000000 N N N H & M Hennes & Mauritz AB 529900O5RR7R39FRDM42 N/A -2172.00000000 NS -43964.80000000 -0.03825491296 Short EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1369.92000000 -0.00119200292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230443.67000000 USD 738000.00000000 ILS 2021-12-15 -1369.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -6338.47000000 -0.00551526717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 313781.13000000 USD 265000.00000000 EUR 2021-12-15 -6338.47000000 N N N N/A N/A N/A -13.00000000 NC 45.47000000 0.000039564626 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short N/A ASX 90 Day Bank Accepted Bill 2022-06-09 -12996154.60000000 AUD 45.47000000 N N N Liberty Global plc 549300BSGXG3QLIQYT84 N/A 3196.00000000 NS USD 94154.16000000 0.081925977047 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 11096.68000000 0.009655509124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 551214.00000000 CHF 603694.01000000 USD 2021-12-15 11096.68000000 N N N Oji Holdings Corp. 529900LVC9GIIYUGE243 N/A 41100.00000000 NS 207091.61000000 0.180195781977 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4644.47000000 -0.00404127382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 438708.32000000 USD 9056124.00000000 MXN 2021-12-15 -4644.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1075.26000000 0.000935611619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 304427.19000000 USD 1981376.00000000 CNY 2021-12-15 1075.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 112.09000000 0.000097532416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 582500.00000000 CAD 459997.31000000 USD 2021-12-15 112.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -1411.45000000 -0.00122813925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207750.00000000 NZD 141925.54000000 USD 2021-12-15 -1411.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1702.75000000 0.001481606945 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3977499.00000000 NOK 456422.70000000 USD 2021-12-15 1702.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 141.66000000 0.000123262040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 50000.00000000 BRL 9207.95000000 USD 2021-12-15 141.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -3895.31000000 -0.00338941027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260917.38000000 USD 221540.00000000 EUR 2021-12-15 -3895.31000000 N N N Coupa Software, Inc. 549300Q95ICR2GFL2K37 22266L106 -244.00000000 NS USD -53479.92000000 -0.04653426570 Short EC CORP US N 1 N N N Compass Group plc 2138008M6MH9OZ6U2T68 N/A -677.00000000 NS -13845.44000000 -0.01204727650 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 73.83000000 0.000064241398 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4915.00000000 USD 2021-12-15 73.83000000 N N N Getinge AB 5493003PZ4F570G3W735 N/A 10830.00000000 NS 431770.07000000 0.375694338356 Long EC CORP SE N 2 N N N Keisei Electric Railway Co. Ltd. 529900VNP95IIHXPCY17 N/A -3100.00000000 NS -102688.14000000 -0.08935161442 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -48.87000000 -0.00004252305 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15989.11000000 USD 230194000.00000000 IDR 2021-12-15 -48.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -1029.62000000 -0.00089589907 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 872500.00000000 ZAR 56322.14000000 USD 2021-12-15 -1029.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -604.60000000 -0.00052607814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1422630.00000000 ILS 440976.96000000 USD 2021-12-15 -604.60000000 N N N N/A N/A N/A 1.00000000 NC USD -3353.95000000 -0.00291835889 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-12-29 107619.00000000 USD -3353.95000000 N N N N/A N/A N/A -16.00000000 NC 3920.47000000 0.003411302647 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short MSCI Singapore Index SIMSCI Index 2021-10-28 -565600.00000000 SGD 3920.47000000 N N N T&D Holdings, Inc. 3538008ARJ1MACEWA242 N/A 19100.00000000 NS 262011.77000000 0.227983237864 Long EC CORP JP N 2 N N N Magellan Financial Group Ltd. 549300X5WFW6USQQ9U26 N/A -1169.00000000 NS -29342.78000000 -0.02553191405 Short EC CORP AU N 2 N N N Tourmaline Oil Corp. 549300EWGW5PUCV5A109 89156V106 16168.00000000 NS 564846.04000000 0.491487191946 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5415.04000000 -0.00471176677 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 262437.11000000 USD 221540.00000000 EUR 2021-12-15 -5415.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -1450.25000000 -0.00126190014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74118.12000000 USD 86152249.00000000 KRW 2021-12-15 -1450.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -396.95000000 -0.00034539649 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17103.38000000 USD 19806500.00000000 KRW 2021-12-15 -396.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.15000000 -0.00001753303 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25000000.00000000 KRW 21066.90000000 USD 2021-12-15 -20.15000000 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 N/A -99.00000000 NS -22067.36000000 -0.01920138238 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3134.75000000 -0.00272762729 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1796250.00000000 ILS 554417.72000000 USD 2021-12-15 -3134.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2309.66000000 -0.00200969508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 192458.74000000 USD 21148500.00000000 JPY 2021-12-15 -2309.66000000 N N N N/A N/A N/A -1.00000000 NC USD 3108.70000000 0.002704960512 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-12-29 -107619.00000000 USD 3108.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -121.55000000 -0.00010576380 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25100.92000000 USD 360728500.00000000 IDR 2021-12-15 -121.55000000 N N N SUMCO Corp. 353800SUSRUOM0V6KU92 N/A -7200.00000000 NS -143644.06000000 -0.12498842284 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1246.22000000 -0.00108436834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47127.86000000 USD 66500.00000000 NZD 2021-12-15 -1246.22000000 N N N Accor SA 969500QZC2Q0TK11NV07 N/A -11109.00000000 NS -396116.21000000 -0.34467098988 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3272.37000000 0.002847374024 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 213512.11000000 USD 2021-12-15 3272.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.43000000 0.000007335161 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6385.96000000 USD 24470500.00000000 COP 2021-12-15 8.43000000 N N N N/A N/A N/A 180.00000000 NC -408053.71000000 -0.35505811829 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2021-12-20 25788600.00000000 CAD -408053.71000000 N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 N/A -49224.00000000 NS -140151.77000000 -0.12194969072 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5328.47000000 0.004636439971 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 550000.00000000 BRL 105057.67000000 USD 2021-12-15 5328.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -1437.24000000 -0.00125057980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32760.95000000 USD 9743912.00000000 HUF 2021-12-15 -1437.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 148.17000000 0.000128926560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14106500.00000000 CLP 17429.22000000 USD 2021-12-15 148.17000000 N N N Cenovus Energy, Inc. 549300NKHFE6ZRF37I48 15135U109 -13172.00000000 NS -132801.55000000 -0.11555407362 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1211.19000000 -0.00105388783 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 188415.24000000 USD 1637500.00000000 NOK 2021-12-15 -1211.19000000 N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 74915M308 1728.00000000 NS USD 186883.20000000 0.162611920214 Long EP CORP US N 1 N N N Japan Airlines Co. Ltd. 3538002MH5L1QZZ93477 N/A -6500.00000000 NS -154743.68000000 -0.13464649013 Short EC CORP JP N 2 N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813109 867.00000000 NS USD 69732.81000000 0.060676326903 Long EC CORP US N 1 N N N IGO Ltd. 2549005DZO8VGXM5QN07 N/A -8291.00000000 NS -51961.62000000 -0.04521315348 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1299.28000000 -0.00113053723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 86382.42000000 USD 9463000.00000000 JPY 2021-12-15 -1299.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 1341.58000000 0.001167343559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44159.01000000 USD 398000.00000000 NOK 2021-12-15 1341.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -1015.12000000 -0.00088328224 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119938.43000000 USD 161500.00000000 SGD 2021-12-15 -1015.12000000 N N N Polaris, Inc. 549300QJSN8UVWN1EI78 731068102 181.00000000 NS USD 21658.46000000 0.018845587883 Long EC CORP US N 1 N N N N/A N/A N/A -16.00000000 NC -39974.01000000 -0.03478242305 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SPI 200 Index XC0006013624 2021-12-16 -2917200.00000000 AUD -39974.01000000 N N N United States of America 254900HROIFWPRGM1V77 912796N39 3264000.00000000 PA USD 3263097.40000000 2.839305695006 Long STIV UST US N 2 2022-03-31 None 0.00000000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 -4279.00000000 NS USD -316089.73000000 -0.27503787368 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16.87000000 -0.00001467902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66000.00000000 CNY 10159.47000000 USD 2021-12-15 -16.87000000 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A -432.00000000 NS USD -100422.72000000 -0.08738041371 Short EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -562.80000000 -0.00048970687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160063.00000000 SGD 117302.35000000 USD 2021-12-15 -562.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 174.98000000 0.000152254637 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11500.00000000 EUR 13516.83000000 USD 2021-12-15 174.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -16837.04000000 -0.01465034526 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1666585.98000000 USD 1422000.00000000 EUR 2021-12-15 -16837.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -1370.21000000 -0.00119225526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230443.96000000 USD 738000.00000000 ILS 2021-12-15 -1370.21000000 N N N Aviva plc YF0Y5B0IB8SM0ZFG9G81 N/A 103352.00000000 NS 547752.77000000 0.476613894306 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -757.82000000 -0.00065939884 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 69944.63000000 USD 7695000.00000000 JPY 2021-12-15 -757.82000000 N N N Informa plc 5493006VM2LKUPSEDU20 N/A -26300.00000000 NS -193409.22000000 -0.16829037950 Short EC CORP GB N 2 N N N Toromont Industries Ltd. 5493008W5EPRSLQ0B737 891102105 476.00000000 NS 39734.31000000 0.034573853869 Long EC CORP CA N 1 N N N Domino's Pizza Enterprises Ltd. 54930034RFI409JZ3179 N/A -380.00000000 NS -43463.77000000 -0.03781895376 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2377.05000000 0.002068332867 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1674500.00000000 MXN 82636.54000000 USD 2021-12-15 2377.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.65000000 -0.00004755238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000000.00000000 INR 13304.92000000 USD 2021-12-15 -54.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -1433.08000000 -0.00124696008 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74000.76000000 USD 67500.00000000 CHF 2021-12-15 -1433.08000000 N N N N/A N/A N/A 1.00000000 NC N/A 3553.97000000 0.003092401489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 301948.17000000 USD 1981374.00000000 CNY 2021-12-15 3553.97000000 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834107 -793.00000000 NS USD -29023.80000000 -0.02525436127 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1336.42000000 -0.00116285370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207750.00000000 NZD 142000.57000000 USD 2021-12-15 -1336.42000000 N N N Medipal Holdings Corp. 353800PJDODZEA4NP730 N/A 6900.00000000 NS 129858.77000000 0.112993484413 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 12379.24000000 0.010771497851 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1640000000.00000000 KRW 1395689.72000000 USD 2021-12-15 12379.24000000 N N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339100 467.00000000 NS USD 92834.93000000 0.080778080802 Long EC CORP US N 1 N N N Ballard Power Systems, Inc. 549300OHZ8BMF53YYS26 058586108 -18966.00000000 NS -266236.76000000 -0.23165951126 Short EC CORP CA N 1 N N N Cosmos Pharmaceutical Corp. N/A N/A -800.00000000 NS -135865.89000000 -0.11822043535 Short EC CORP JP N 2 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 343498101 1638.00000000 NS USD 38705.94000000 0.033679042455 Long EC CORP US N 1 N N N Kawasaki Heavy Industries Ltd. 5493008FFSI8SQ74AT93 N/A -4600.00000000 NS -105824.20000000 -0.09208038158 Short EC CORP JP N 2 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 2191.00000000 NS USD 143335.22000000 0.124719693148 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -52.37000000 -0.00004556849 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6531.76000000 USD 485000.00000000 INR 2021-12-15 -52.37000000 N N N Park24 Co. Ltd. 549300LFG2WZWCWM4M68 N/A -16800.00000000 NS -285880.92000000 -0.24875240446 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC USD 76.25000000 0.000066347102 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Wheat 2021-12-14 36275.00000000 USD 76.25000000 N N N Onex Corp. 894500LB8PNE5C7CEN88 68272K103 191.00000000 NS 13502.40000000 0.011748788502 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4982.05000000 0.004335010943 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 215221.79000000 USD 2021-12-15 4982.05000000 N N N Rakuten Group, Inc. 529900IMXUCQKUL1H943 N/A -34900.00000000 NS -339952.58000000 -0.29580155849 Short EC CORP JP N 2 N N N METRO AG 5299006EQ03K3SSUYS12 N/A 2278.00000000 NS 29555.61000000 0.025717102956 Long EC CORP DE N 2 N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P105 -26330.00000000 NS USD -637975.90000000 -0.55511938017 Short EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 6559.00000000 NS USD 382848.83000000 0.333126698377 Long EC CORP US N 1 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 87166B102 974.00000000 NS USD 85205.52000000 0.074139533248 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 970.15000000 0.000844152681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 156500.00000000 BRL 29347.64000000 USD 2021-12-15 970.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.01000000 -0.00004003449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39564.03000000 USD 127314.00000000 ILS 2021-12-15 -46.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -2035.17000000 -0.00177085421 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 155480.38000000 USD 132262.00000000 EUR 2021-12-15 -2035.17000000 N N N Just Eat Takeaway.com NV 724500FVZIBSSQ7SHI95 N/A -2992.00000000 NS -218607.55000000 -0.19021610010 Short EC CORP NL Y 2 N N N Benefit One, Inc. N/A N/A -3200.00000000 NS -150858.71000000 -0.13126607696 Short EC CORP JP N 2 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 -103.00000000 NS USD -29207.71000000 -0.02541438614 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 23.21000000 0.000020195623 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8667.93000000 USD 28000.00000000 ILS 2021-12-15 23.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -4520.04000000 -0.00393300405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144234.79000000 USD 202500.00000000 NZD 2021-12-15 -4520.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.68000000 0.000022344834 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181500.00000000 SGD 133676.34000000 USD 2021-12-15 25.68000000 N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 405024100 -419.00000000 NS USD -29577.21000000 -0.02573589767 Short EC CORP US N 1 N N N Trelleborg AB 213800XY16PAWG2PAD14 N/A 2490.00000000 NS 52860.81000000 0.045995562031 Long EC CORP SE N 2 N N N Olympus Corp. 5299000Y52IFDI1I2A21 N/A -3000.00000000 NS -65663.97000000 -0.05713592367 Short EC CORP JP N 2 N N N ICU Medical, Inc. 5493003NRW7LS2QZRH60 44930G107 39.00000000 NS USD 9101.82000000 0.007919729690 Long EC CORP US N 1 N N N Healthcare Services Group, Inc. 529900GVZ1D2FBYMS719 421906108 -772.00000000 NS USD -19292.28000000 -0.01678671328 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -804.96000000 -0.00070041657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45606.73000000 USD 391932.00000000 SEK 2021-12-15 -804.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 2208.32000000 0.001921516517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 212448.06000000 USD 2021-12-15 2208.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 366.98000000 0.000319318817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18000.00000000 GBP 24623.19000000 USD 2021-12-15 366.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -513.83000000 -0.00044709681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 158000.00000000 SGD 115832.20000000 USD 2021-12-15 -513.83000000 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229106 -10535.00000000 NS USD -233244.90000000 -0.20295243804 Short EC CORP US N 1 N N N JCR Pharmaceuticals Co. Ltd. N/A N/A -4700.00000000 NS -117579.52000000 -0.10230899045 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -288.68000000 -0.00025118795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28579.51000000 USD 20994.00000000 GBP 2021-12-15 -288.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1849.97000000 -0.00160970688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260000.00000000 CAD 203420.69000000 USD 2021-12-15 -1849.97000000 N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222401 4423.00000000 NS 332859.91000000 0.289630042334 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1122.27000000 0.000976516239 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160064.00000000 SGD 118988.16000000 USD 2021-12-15 1122.27000000 N N N CoStar Group, Inc. N/A 22160N109 -680.00000000 NS USD -58520.80000000 -0.05092046615 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -74.19000000 -0.00006455464 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45000000.00000000 KRW 37882.50000000 USD 2021-12-15 -74.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 676.50000000 0.000588640198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 148422.34000000 USD 967000.00000000 CNY 2021-12-15 676.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 98.26000000 0.000085498574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160062.00000000 SGD 117962.68000000 USD 2021-12-15 98.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -6018.19000000 -0.00523658323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259203.61000000 USD 218233.00000000 EUR 2021-12-15 -6018.19000000 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 N/A 1545.00000000 NS USD 169239.30000000 0.147259505128 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC USD 9757.47000000 0.008490227763 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-10-08 71101.25000000 USD 9757.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 285.21000000 0.000248168619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 605500.00000000 PHP 12032.93000000 USD 2021-12-15 285.21000000 N N N Okta, Inc. 549300N8J06I8MRHU620 679295105 -660.00000000 NS USD -156644.40000000 -0.13630035591 Short EC CORP US N 1 N N N Northland Power, Inc. 549300IT8CIDW8V5KX72 666511100 3511.00000000 NS 110325.12000000 0.095996748830 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -550.09000000 -0.00047864757 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 491000.00000000 CNY 75155.73000000 USD 2021-12-15 -550.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -4372.76000000 -0.00380485190 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 97440.27000000 USD 75970875.00000000 CLP 2021-12-15 -4372.76000000 N N N N/A N/A N/A 1.00000000 NC USD -496.70000000 -0.00043219155 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-12-16 71406.25000000 USD -496.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -6357.19000000 -0.00553155592 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 319488.12000000 USD 2739000.00000000 NOK 2021-12-15 -6357.19000000 N N N Hess Corp. UASVRYNXNK17ULIGK870 42809H107 -5480.00000000 NS USD -428042.80000000 -0.37245114404 Short EC CORP US N 1 N N N N/A N/A N/A -79.00000000 NC -48866.10000000 -0.04251966123 N/A DE ES N 1 BME Clearing 5299009QA8BBE2OOB349 Short IBEX 35 Index ES0SI0000005 2021-10-15 -6964956.00000000 EUR -48866.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 10460.52000000 0.009101969805 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 535003.00000000 CHF 585629.78000000 USD 2021-12-15 10460.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.31000000 0.000026373517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1548.70000000 USD 2000.00000000 CAD 2021-12-15 30.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -655.03000000 -0.00056995859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73322.90000000 USD 86152250.00000000 KRW 2021-12-15 -655.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -1404.67000000 -0.00122223980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117600.85000000 USD 1016500.00000000 SEK 2021-12-15 -1404.67000000 N N N N/A N/A N/A -64.00000000 NC USD 258787.71000000 0.225177899624 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 100 oz Gold 2021-12-29 -11244800.00000000 USD 258787.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -312.36000000 -0.00027179253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11792.84000000 USD 9371500.00000000 CLP 2021-12-15 -312.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -3170.95000000 -0.00275912585 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105902.99000000 USD 31957000.00000000 HUF 2021-12-15 -3170.95000000 N N N Argenx SE 7245009C5FZE6G9ODQ71 N/A -882.00000000 NS -266525.37000000 -0.23191063831 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 42.00000000 0.000036545289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1500.00000000 GBP 2063.35000000 USD 2021-12-15 42.00000000 N N N Yokohama Rubber Co. Ltd. (The) 52990036XNWY2FMYWB76 N/A 9400.00000000 NS 168699.13000000 0.146789489198 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6975.96000000 -0.00606996375 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 801970.16000000 USD 1152250.00000000 NZD 2021-12-15 -6975.96000000 N N N Sulzer AG 529900NZ6MAST5IJF669 N/A 900.00000000 NS 85418.12000000 0.074324522023 Long EC CORP CH N 2 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 754.00000000 NS USD 271553.10000000 0.236285396607 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1647.34000000 -0.00143339326 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37844.52000000 USD 144000.00000000 PLN 2021-12-15 -1647.34000000 N N N NN Group NV 724500OHYNDT9OY6Q215 N/A 4762.00000000 NS 249444.31000000 0.217047964909 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 342.92000000 0.000298383587 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113061.63000000 USD 735500.00000000 CNY 2021-12-15 342.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 539.76000000 0.000469659177 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4406000.00000000 JPY 40154.71000000 USD 2021-12-15 539.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 103.00000000 0.000089622971 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15351.46000000 USD 223178748.00000000 IDR 2021-12-15 103.00000000 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 481.00000000 NS USD 160899.31000000 0.140002663483 Long EC CORP US N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 231561101 1120.00000000 NS USD 141321.60000000 0.122967590151 Long EC CORP US N 1 N N N Jack in the Box, Inc. 5493002OJW26P0SUUP68 466367109 1727.00000000 NS USD 168088.91000000 0.146258520947 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 168.95000000 0.000147007777 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18389.68000000 USD 71021500.00000000 COP 2021-12-15 168.95000000 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 N/A 139400.00000000 NS 566292.19000000 0.492745524575 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1845.09000000 0.001605460672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84500.00000000 CHF 92689.07000000 USD 2021-12-15 1845.09000000 N N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 1788.00000000 NS USD 232815.48000000 0.202578788561 Long EC CORP IE N 1 N N N Subaru Corp. 549300N244BVAEE6HH86 N/A 31800.00000000 NS 587655.17000000 0.511334007645 Long EC CORP JP N 2 N N N BJ's Wholesale Club Holdings, Inc. 549300UCIWH1C93V0J03 05550J101 3093.00000000 NS USD 169867.56000000 0.147806170451 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14.40000000 0.000012529813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 738500.00000000 PHP 14342.54000000 USD 2021-12-15 14.40000000 N N N N/A N/A N/A -78.00000000 NC 15138.65000000 0.013172532073 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2023-06-19 -19568250.00000000 EUR 15138.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.18000000 -0.00003670191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13494.55000000 USD 194266500.00000000 IDR 2021-12-15 -42.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -4491.94000000 -0.00390855351 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 438555.79000000 USD 9056124.00000000 MXN 2021-12-15 -4491.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -74.14000000 -0.00006451113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45000000.00000000 KRW 37882.55000000 USD 2021-12-15 -74.14000000 N N N Quidel Corp. 549300X2FQ6S98OQLQ46 74838J101 595.00000000 NS USD 83984.25000000 0.073076874541 Long EC CORP US N 1 N N N Freenet AG 5299003GLDODCVP8DO20 N/A 1628.00000000 NS 42596.44000000 0.037064267428 Long EC CORP DE N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 3690.00000000 NS USD 218337.30000000 0.189980948568 Long EC CORP US N 1 N N N N/A N/A N/A -2.00000000 NC USD 24651.36000000 0.021449787811 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-16 -446712.50000000 USD 24651.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -26.46000000 -0.00002302353 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 677000.00000000 ZAR 44474.56000000 USD 2021-12-15 -26.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 3183.27000000 0.002769845803 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 163007.01000000 USD 210500.00000000 CAD 2021-12-15 3183.27000000 N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771108 3279.00000000 NS USD 82958.70000000 0.072184516882 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 98.60000000 0.000085794417 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74065.35000000 USD 481000.00000000 CNY 2021-12-15 98.60000000 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 N/A -6227.00000000 NS -353179.34000000 -0.30731050547 Short EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1209.97000000 0.001052826284 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 117750.00000000 PLN 30808.71000000 USD 2021-12-15 1209.97000000 N N N Shiseido Co. Ltd. 5299008QCD0YDT5OF506 N/A -6000.00000000 NS -403256.84000000 -0.35088423727 Short EC CORP JP N 2 N N N United States of America 254900HROIFWPRGM1V77 912796F38 1369000.00000000 PA USD 1368685.70000000 1.190928932333 Long STIV UST US N 2 2022-03-24 None 0.00000000 N N N N N N Sundrug Co. Ltd. N/A N/A -1000.00000000 NS -30504.03000000 -0.02654234780 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4988.37000000 0.004340510139 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181217.00000000 EUR 215229.27000000 USD 2021-12-15 4988.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 10021.09000000 0.008719610363 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 761502.00000000 AUD 560745.12000000 USD 2021-12-15 10021.09000000 N N N N/A N/A N/A -1.00000000 NC USD 1673.58000000 0.001456225371 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-12-13 -71468.75000000 USD 1673.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -180.20000000 -0.00015679669 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45989.04000000 USD 400742.00000000 SEK 2021-12-15 -180.20000000 N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 N/A -9193.00000000 NS -53740.25000000 -0.04676078558 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 7648.60000000 0.006655245270 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 482500.00000000 EUR 567426.28000000 USD 2021-12-15 7648.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.04000000 0.000015697071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500.00000000 GBP 691.82000000 USD 2021-12-15 18.04000000 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 870.00000000 NS USD 264862.80000000 0.230463993025 Long EC CORP US N 1 N N N N/A N/A N/A -108.00000000 NC USD 57215.42000000 0.049784621154 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Notes 2021-12-31 -13262906.25000000 USD 57215.42000000 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 159.00000000 NS USD 41931.48000000 0.036485668482 Long EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 -59.00000000 NS USD -35892.06000000 -0.03123061247 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -13986.88000000 -0.01217034711 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-10-07 223628.25000000 USD -13986.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 6057.76000000 0.005271014118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 269906.00000000 GBP 369774.23000000 USD 2021-12-15 6057.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 5270.53000000 0.004586024874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 396500.00000000 AUD 292022.34000000 USD 2021-12-15 5270.53000000 N N N OC Oerlikon Corp. AG 529900I8VLAZR2FJ0M10 N/A -4550.00000000 NS -49579.24000000 -0.04314018284 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1200.67000000 0.001044734113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2578876.00000000 SEK 295992.16000000 USD 2021-12-15 1200.67000000 N N N Iida Group Holdings Co. Ltd. 35380051BV8PV1I4S949 N/A 8200.00000000 NS 210918.06000000 0.183525275383 Long EC CORP JP N 2 N N N Deckers Outdoor Corp. 5493008LG4W3I6K8J118 243537107 1665.00000000 NS USD 599733.00000000 0.521843240837 Long EC CORP US N 1 N N N CNP Assurances 969500QKVPV2H8UXM738 N/A 6253.00000000 NS 98691.95000000 0.085874425840 Long EC CORP FR N 2 N N N Hays plc 213800QC8AWD4BO8TH08 N/A 32671.00000000 NS 71181.81000000 0.061937139392 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 126.66000000 0.000110210151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7590.16000000 USD 111439000.00000000 IDR 2021-12-15 126.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 2429.50000000 0.002113970973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105000.00000000 GBP 143924.06000000 USD 2021-12-15 2429.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -462.45000000 -0.00040238974 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25990.58000000 USD 37000.00000000 NZD 2021-12-15 -462.45000000 N N N N/A N/A 000000000 1226200.00000000 PA 800.59000000 0.000696614126 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-10-28 0.00000000 USD 0.00000000 USD 1226200.00000000 HKD 800.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 413.09000000 0.000359440324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71500.00000000 PLN 18386.00000000 USD 2021-12-15 413.09000000 N N N J M Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 1367.00000000 NS USD 164081.01000000 0.142771143189 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -95.45000000 -0.00008305352 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-01 74607.50000000 USD -95.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -11.85000000 -0.00001031099 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7739.08000000 USD 111589375.00000000 IDR 2021-12-15 -11.85000000 N N N OCI NV 549300NCMRGIBJYUOE57 N/A -4916.00000000 NS -145235.97000000 -0.12637358503 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A 418.09000000 0.000363790954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24548500.00000000 CLP 30491.03000000 USD 2021-12-15 418.09000000 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 7692.00000000 NS USD 239990.40000000 0.208821872576 Long EC CORP US N 1 N N N Vifor Pharma AG 529900KO6CN2D9OE1F19 N/A -273.00000000 NS -35385.46000000 -0.03078980667 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -69.30000000 -0.00006029972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15579.24000000 USD 223980000.00000000 IDR 2021-12-15 -69.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -2234.14000000 -0.00194398316 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 241807.39000000 USD 206500.00000000 EUR 2021-12-15 -2234.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 393.39000000 0.000342298843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4163000.00000000 JPY 37823.50000000 USD 2021-12-15 393.39000000 N N N Terminix Global Holdings, Inc. 549300GS10644JGL8R77 88087E100 -1017.00000000 NS USD -42378.39000000 -0.03687453646 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -32.06000000 -0.00002789623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724750.00000000 INR 9650.29000000 USD 2021-12-15 -32.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -1902.43000000 -0.00165535369 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207603.39000000 USD 1799500.00000000 SEK 2021-12-15 -1902.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.51000000 -0.00017968970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13657.25000000 USD 1496000.00000000 JPY 2021-12-15 -206.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 2571.71000000 0.002237711583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122000.00000000 EUR 144111.35000000 USD 2021-12-15 2571.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 87.64000000 0.000076257837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4000.00000000 EUR 4728.28000000 USD 2021-12-15 87.64000000 N N N Medpace Holdings, Inc. 549300H8TYEUVTW14A54 58506Q109 344.00000000 NS USD 65112.32000000 0.056655918695 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1728.97000000 0.001504421647 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13000000.00000000 HUF 43520.02000000 USD 2021-12-15 1728.97000000 N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 -2028.00000000 NS USD -72014.28000000 -0.06266149313 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -46.55000000 -0.00004050436 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39564.25000000 USD 127313.00000000 ILS 2021-12-15 -46.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 8479.25000000 0.007378015383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 377869.00000000 GBP 517683.12000000 USD 2021-12-15 8479.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -762.21000000 -0.00066321869 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19820.03000000 USD 75816.00000000 PLN 2021-12-15 -762.21000000 N N N Sharp Corp. 353800YEPK9PD7QO3449 N/A -16100.00000000 NS -202955.02000000 -0.17659642771 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1940.84000000 -0.00168877523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 761501.00000000 AUD 548782.47000000 USD 2021-12-15 -1940.84000000 N N N N/A N/A N/A -1.00000000 NC USD 7664.19000000 0.006668810534 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-12-24 -107596.50000000 USD 7664.19000000 N N N N/A N/A N/A 1.00000000 NC USD -821.70000000 -0.00071498248 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-12-17 71381.25000000 USD -821.70000000 N N N Premier, Inc. N/A 74051N102 251.00000000 NS USD 9728.76000000 0.008465246447 Long EC CORP US N 1 N N N Odakyu Electric Railway Co. Ltd. N/A N/A -9400.00000000 NS -217563.64000000 -0.18930776693 Short EC CORP JP N 2 N N N N/A N/A N/A -1.00000000 NC USD 3054.05000000 0.002657408129 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-11-19 -107583.00000000 USD 3054.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -4491.39000000 -0.00390807494 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 438555.34000000 USD 9056126.00000000 MXN 2021-12-15 -4491.39000000 N N N N/A N/A N/A -15.00000000 NC 844.19000000 0.000734551617 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short N/A ASX 90 Day Bank Accepted Bill 2022-09-08 -14991498.00000000 AUD 844.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.76000000 0.000002401547 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 773.24000000 USD 2500.00000000 ILS 2021-12-15 2.76000000 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 -759.00000000 NS USD -47437.50000000 -0.04127659931 Short EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 1776.00000000 NS USD 398818.56000000 0.347022374717 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -295.65000000 -0.00025725273 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28587.82000000 USD 20995.00000000 GBP 2021-12-15 -295.65000000 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 8582.00000000 NS USD 457248.96000000 0.397864181487 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 80.06000000 0.000069662282 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7647.17000000 USD 111589375.00000000 IDR 2021-12-15 80.06000000 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 -2578.00000000 NS USD -210777.28000000 -0.18340277905 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7617.65000000 -0.00662831487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 285757.82000000 USD 1106500.00000000 PLN 2021-12-15 -7617.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -96.49000000 -0.00008395845 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27807.69000000 USD 400179000.00000000 IDR 2021-12-15 -96.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 124.73000000 0.000108530808 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6913.79000000 USD 26935500.00000000 COP 2021-12-15 124.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -39098.81000000 -0.03402088883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2841336.45000000 USD 311666626.00000000 JPY 2021-12-15 -39098.81000000 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 63.00000000 NS USD 33989.13000000 0.029574823717 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 233.00000000 NS USD 19921.50000000 0.017334213929 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 2395.00000000 NS USD 332737.35000000 0.289523399698 Long EC CORP US N 1 N N N OZ Minerals Ltd. 529900O2VBT5CL7EZT27 N/A -3544.00000000 NS -56900.42000000 -0.04951053148 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1603.58000000 -0.00139531655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89222.33000000 USD 81500.00000000 CHF 2021-12-15 -1603.58000000 N N N N/A N/A N/A 49.00000000 NC -12172.85000000 -0.01059191255 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2022-09-19 12125662.50000000 CAD -12172.85000000 N N N Mirati Therapeutics, Inc. 529900GYRW59IDQV6N54 60468T105 -1344.00000000 NS USD -237767.04000000 -0.20688726936 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -16521.96000000 -0.01437618598 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-10-26 223487.50000000 USD -16521.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1798.21000000 -0.00156466916 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153487.67000000 USD 1327000.00000000 SEK 2021-12-15 -1798.21000000 N N N Thomson Reuters Corp. 549300561UZND4C7B569 884903709 1963.00000000 NS 217052.07000000 0.188862636605 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6192.14000000 -0.00538794164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 440255.99000000 USD 9056124.00000000 MXN 2021-12-15 -6192.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -2773.04000000 -0.00241289403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 300633.60000000 USD 404500.00000000 SGD 2021-12-15 -2773.04000000 N N N Airbus SE MINO79WLOO247M1IL051 N/A -2368.00000000 NS -313939.79000000 -0.27316715511 Short EC CORP NL N 2 N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236101 -229.00000000 NS USD -12698.05000000 -0.01104890270 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 116.71000000 0.000101552398 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8160.41000000 USD 31675500.00000000 COP 2021-12-15 116.71000000 N N N Urban Outfitters, Inc. 549300N3DUFR5U6NRN38 917047102 4379.00000000 NS USD 130012.51000000 0.113127257575 Long EC CORP US N 1 N N N N/A N/A N/A 800000.00000000 PA USD 17744.03000000 0.015439540796 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-15 0.00000000 USD 31220.80000000 USD 800000.00000000 USD 17744.03000000 N N N HealthEquity, Inc. 529900LRJU1RAFQHM467 42226A107 -4001.00000000 NS USD -259104.76000000 -0.22545377305 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -232.80000000 -0.00020256531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11687.12000000 USD 8500.00000000 GBP 2021-12-15 -232.80000000 N N N Umpqua Holdings Corp. 5299002ENJ7CY215BW86 904214103 -7369.00000000 NS USD -149222.25000000 -0.12984215066 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9101.57000000 -0.00791951215 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622884.75000000 USD 529050.00000000 EUR 2021-12-15 -9101.57000000 N N N Brookfield Asset Management Reinsurance Partners Ltd. 9845004583U3B8E06924 N/A -14.00000000 NS -775.94000000 -0.00067516552 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC USD -12767.13000000 -0.01110901100 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-05 223485.50000000 USD -12767.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -3569.21000000 -0.00310566220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 167432.19000000 USD 237500.00000000 NZD 2021-12-15 -3569.21000000 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 578.00000000 NS USD 163568.22000000 0.142324951307 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -692.74000000 -0.00060277104 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42300.22000000 USD 30876.00000000 GBP 2021-12-15 -692.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -308.74000000 -0.00026864268 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28742.41000000 USD 21100.00000000 GBP 2021-12-15 -308.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 1117.38000000 0.000972261323 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52000.00000000 CHF 57021.37000000 USD 2021-12-15 1117.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -723.22000000 -0.00062929248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72144.32000000 USD 7943500.00000000 JPY 2021-12-15 -723.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -21953.47000000 -0.01910228373 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 940331.34000000 USD 3653500.00000000 PLN 2021-12-15 -21953.47000000 N N N Valeo 5493006IH2N2WMIBB742 N/A -8142.00000000 NS -227225.76000000 -0.19771502818 Short EC CORP FR N 2 N N N Ambu A/S 5299008W2A69WX355710 N/A -7603.00000000 NS -224833.26000000 -0.19563325187 Short EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -15.68000000 -0.00001364357 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31500.00000000 CNY 4841.21000000 USD 2021-12-15 -15.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2302.29000000 0.002003282252 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14676000.00000000 HUF 49481.17000000 USD 2021-12-15 2302.29000000 N N N ADT, Inc. N/A 00090Q103 -5895.00000000 NS USD -47690.55000000 -0.04149678468 Short EC CORP US N 1 N N N CyberAgent, Inc. 3538006T5KZABPGS8Q08 N/A -41500.00000000 NS -800638.37000000 -0.69665621491 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2514.04000000 -0.00218753142 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 765500.00000000 NOK 85000.28000000 USD 2021-12-15 -2514.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 104.13000000 0.000090606214 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1195494.00000000 ILS 371183.12000000 USD 2021-12-15 104.13000000 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 -179.00000000 NS USD -37081.64000000 -0.03226569689 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 17495.13000000 0.015222966450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 701757.00000000 GBP 963159.85000000 USD 2021-12-15 17495.13000000 N N N Asahi Kasei Corp. 353800GPI4Z3MGDGN142 N/A 1900.00000000 NS 20360.53000000 0.017716225320 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -68.47000000 -0.00005957752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34413.71000000 USD 951500.00000000 TWD 2021-12-15 -68.47000000 N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 -8000.00000000 NS USD -136800.00000000 -0.11903322869 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3341.92000000 0.002907891283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400000.00000000 BRL 75872.25000000 USD 2021-12-15 3341.92000000 N N N N/A N/A N/A -1.00000000 NC USD 1124.28000000 0.000978265192 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-22 -74662.50000000 USD 1124.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -0.66000000 -0.00000057428 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57.82000000 USD 500.00000000 NOK 2021-12-15 -0.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 914.53000000 0.000795756276 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 42940.98000000 USD 2021-12-15 914.53000000 N N N Solvay SA 549300MMVL80RTBP3O28 N/A 2386.00000000 NS 295977.39000000 0.257537604921 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -206.52000000 -0.00017969840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 138500.00000000 CNY 21148.38000000 USD 2021-12-15 -206.52000000 N N N Sanofi 549300E9PC51EN656011 N/A 186.00000000 NS 17905.11000000 0.015579700683 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 16.90000000 0.000014705128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18500.00000000 ILS 5759.26000000 USD 2021-12-15 16.90000000 N N N Howden Joinery Group plc 213800KC1LJOJTY3JP45 N/A 13817.00000000 NS 166339.43000000 0.144736253016 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3361.78000000 0.002925171985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183963.00000000 EUR 216788.48000000 USD 2021-12-15 3361.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 5523.94000000 0.004806523489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32625000.00000000 HUF 110403.40000000 USD 2021-12-15 5523.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.44000000 0.000007343862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6385.95000000 USD 24470500.00000000 COP 2021-12-15 8.44000000 N N N Safran SA 969500UIC89GT3UL7L24 N/A -3641.00000000 NS -460516.01000000 -0.40070692644 Short EC CORP FR N 2 N N N N/A N/A N/A -1.00000000 NC USD -1096.20000000 -0.00095383205 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-11-19 -74593.75000000 USD -1096.20000000 N N N Keihan Holdings Co. Ltd. 353800ADZSZ9AD39RL13 N/A -5400.00000000 NS -155119.66000000 -0.13497364008 Short EC CORP JP N 2 N N N Fortescue Metals Group Ltd. 529900VEJFORCO6I4826 N/A 15871.00000000 NS 169058.18000000 0.147101907917 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -788.81000000 -0.00068636404 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 55225.66000000 USD 6054500.00000000 JPY 2021-12-15 -788.81000000 N N N N/A N/A N/A -321.00000000 NC USD -48548.15000000 -0.04224300469 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-03-14 -80133637.50000000 USD -48548.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 6412.86000000 0.005579995840 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5681500.00000000 NOK 655939.46000000 USD 2021-12-15 6412.86000000 N N N Cracker Barrel Old Country Store, Inc. 8P4PHQIUWPIECBFBW745 22410J106 1628.00000000 NS USD 227659.52000000 0.198092454015 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604301 -4376.00000000 NS USD -450859.28000000 -0.39230435516 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2653.75000000 -0.00230909671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 280000.00000000 AUD 199844.38000000 USD 2021-12-15 -2653.75000000 N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 -240.00000000 NS USD -18009.60000000 -0.01567062014 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 922.19000000 0.000802421441 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44949500.00000000 HUF 145421.17000000 USD 2021-12-15 922.19000000 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 636.00000000 NS USD 159496.08000000 0.138781676659 Long EC CORP BM N 1 N N N CH Robinson Worldwide, Inc. 529900WNWN5L0OVDHA79 12541W209 990.00000000 NS USD 86130.00000000 0.074943947278 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -134.30000000 -0.00011685791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19589.98000000 USD 539000.00000000 TWD 2021-12-15 -134.30000000 N N N ICA Gruppen AB 549300ZEFN8VKPK9I111 N/A 4763.00000000 NS 218524.42000000 0.190143766534 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 37.67000000 0.000032777644 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10448.19000000 USD 290500.00000000 TWD 2021-12-15 37.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -3916.98000000 -0.00340826590 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 177361.05000000 USD 149500.00000000 EUR 2021-12-15 -3916.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -2536.80000000 -0.00220733548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 229928.36000000 USD 196000.00000000 EUR 2021-12-15 -2536.80000000 N N N Telenet Group Holding NV 213800FA3K4S56INQI67 N/A -1454.00000000 NS -55516.44000000 -0.04830629458 Short EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 510.79000000 0.000444451629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21379500.00000000 CLP 26701.58000000 USD 2021-12-15 510.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -4701.31000000 -0.00409073178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 268228.41000000 USD 245124.00000000 CHF 2021-12-15 -4701.31000000 N N N TransAlta Renewables, Inc. 529900U45A1JKZFABZ35 893463109 -912.00000000 NS -13673.52000000 -0.01189768445 Short EC CORP CA N 1 N N N Sumitomo Corp. V82KK8NH1P0JS71FJC05 N/A 23200.00000000 NS 326816.80000000 0.284371775560 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 177.74000000 0.000154656184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2800000.00000000 ZAR 184229.22000000 USD 2021-12-15 177.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 2487.63000000 0.002164551394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13522000.00000000 HUF 45956.75000000 USD 2021-12-15 2487.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.66000000 -0.00009802838 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5302.61000000 USD 267500.00000000 PHP 2021-12-15 -112.66000000 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 249.00000000 NS USD 35233.50000000 0.030657582334 Long EC CORP US N 1 N N N Software AG 529900M1LIO0SLOBAS50 N/A 818.00000000 NS 38018.99000000 0.033081309440 Long EC CORP DE N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 N/A 2086.00000000 NS 193778.30000000 0.168611525588 Long EC CORP DE N 2 N N N Asahi Intecc Co. Ltd. 353800J3AV2SCNIO8L39 N/A -9300.00000000 NS -254713.94000000 -0.22163320667 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 157.95000000 0.000137436392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29583000.00000000 KRW 25110.68000000 USD 2021-12-15 157.95000000 N N N Charles River Laboratories International, Inc. 549300BSQ0R4UZ5KX287 159864107 1640.00000000 NS USD 676778.80000000 0.588882790044 Long EC CORP US N 1 N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 928298108 4301.00000000 NS USD 86407.09000000 0.075185050475 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 961.03000000 0.000836217132 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 42987.52000000 USD 2021-12-15 961.03000000 N N N N/A N/A N/A -2.00000000 NC USD 445.01000000 0.000387214744 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-11-26 -149203.50000000 USD 445.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -333.28000000 -0.00028999557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55118.70000000 USD 64951500.00000000 KRW 2021-12-15 -333.28000000 N N N Cerner Corp. 549300L4UJ40IEVVI304 156782104 3039.00000000 NS USD 214310.28000000 0.186476934002 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9375.78000000 0.008158109392 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 540406.00000000 CHF 590353.68000000 USD 2021-12-15 9375.78000000 N N N Beazley plc 213800VTOMUWD41GIT12 N/A -7203.00000000 NS -36802.59000000 -0.03202288824 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6401.27000000 0.005569911080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 306116.57000000 USD 4754376.00000000 ZAR 2021-12-15 6401.27000000 N N N Scientific Games Corp. 529900JXALYBOHXKFM62 80874P109 -936.00000000 NS USD -77753.52000000 -0.06765535473 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1989.28000000 -0.00173092413 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191877.47000000 USD 163674.00000000 EUR 2021-12-15 -1989.28000000 N N N N/A N/A N/A 1.00000000 NC USD 6722.05000000 0.005849030080 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-11-12 71400.00000000 USD 6722.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 56.88000000 0.000049492763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3232.10000000 USD 12586500.00000000 COP 2021-12-15 56.88000000 N N N IHI Corp. 549300ETQIESIUQ2OE26 N/A -2100.00000000 NS -53087.34000000 -0.04619267166 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3259.14000000 -0.00283586225 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 148577.59000000 USD 172284000.00000000 KRW 2021-12-15 -3259.14000000 N N N Temenos AG 5067007NW6550481FH64 N/A -2633.00000000 NS -357262.77000000 -0.31086360384 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -639.76000000 -0.00055667177 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125621.81000000 USD 3462501.00000000 TWD 2021-12-15 -639.76000000 N N N Navient Corp. 54930067J0ZNOEBRW338 63938C108 8902.00000000 NS USD 175636.46000000 0.152825839991 Long EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 1401.05000000 0.001219089949 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-12-17 -71381.25000000 USD 1401.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.91000000 0.000039947481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 924000.00000000 TWD 33398.51000000 USD 2021-12-15 45.91000000 N N N LiveRamp Holdings, Inc. 254900GXS75LG1X7RF88 53815P108 -385.00000000 NS USD -18183.55000000 -0.01582197855 Short EC CORP US N 1 N N N N/A N/A 15135U117 -674.00000000 NS -3980.36000000 -0.00346341448 N/A DO CA N 1 Cenovus Energy, Inc. 549300NKHFE6ZRF37I48 Call Written Cenovus Energy, Inc. Cenovus Energy, Inc. 1.00000000 6.54000000 CAD 2026-01-01 XXXX -3980.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -717.63000000 -0.00062442847 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21622.36000000 USD 17064500.00000000 CLP 2021-12-15 -717.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -497.93000000 -0.00043326180 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36992.96000000 USD 4059000.00000000 JPY 2021-12-15 -497.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 337.38000000 0.000293563089 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8500.00000000 GBP 11791.70000000 USD 2021-12-15 337.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 25.84000000 0.000022484054 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1966.91000000 USD 7626000.00000000 COP 2021-12-15 25.84000000 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 N/A -82.00000000 NS -8959.70000000 -0.00779606739 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -787.41000000 -0.00068514586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195571.76000000 USD 1704000.00000000 SEK 2021-12-15 -787.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -769.68000000 -0.00066971853 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44383.94000000 USD 381500.00000000 NOK 2021-12-15 -769.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1211.43000000 -0.00105409666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 188415.48000000 USD 1637500.00000000 NOK 2021-12-15 -1211.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -1663.25000000 -0.00144723697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 618197.73000000 USD 852500.00000000 AUD 2021-12-15 -1663.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -1062.14000000 -0.00092419556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196043.21000000 USD 246967.00000000 CAD 2021-12-15 -1062.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 5168.86000000 0.004497559170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 500500.00000000 NZD 350488.53000000 USD 2021-12-15 5168.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -1437.57000000 -0.00125086694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33682.58000000 USD 10030500.00000000 HUF 2021-12-15 -1437.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -762.19000000 -0.00066320129 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19820.01000000 USD 75816.00000000 PLN 2021-12-15 -762.19000000 N N N Komatsu Ltd. 5493004LQ0B4T7QPQV17 N/A 1300.00000000 NS 31132.95000000 0.027089587407 Long EC CORP JP N 2 N N N Shift4 Payments, Inc. N/A 82452J109 -625.00000000 NS USD -48450.00000000 -0.04215760183 Short EC CORP US N 1 N N N Novocure Ltd. 213800YPP55UMHWA4826 N/A -1983.00000000 NS USD -230365.11000000 -0.20044665805 Short EC CORP JE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 163.44000000 0.000142213383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22500.00000000 BRL 4243.27000000 USD 2021-12-15 163.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 145.49000000 0.000126594623 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10500.00000000 AUD 7739.17000000 USD 2021-12-15 145.49000000 N N N N/A N/A N/A 1.00000000 NC USD -8721.38000000 -0.00758869897 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-10-21 223481.25000000 USD -8721.38000000 N N N N/A N/A N/A -3.00000000 NC USD 30310.86000000 0.026374265573 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-24 -670181.25000000 USD 30310.86000000 N N N Entain plc 213800GNI3K45LQR8L28 N/A 5193.00000000 NS 148320.46000000 0.129057479793 Long EC CORP IM N 2 N N N N/A N/A N/A 1.00000000 NC N/A 86.23000000 0.000075030959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202500.00000000 PHP 4015.07000000 USD 2021-12-15 86.23000000 N N N Inchcape plc 213800RGEH1MPPNM2T57 N/A 2547.00000000 NS 27832.12000000 0.024217449598 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -560.02000000 -0.00048728792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49449.33000000 USD 5437500.00000000 JPY 2021-12-15 -560.02000000 N N N N/A N/A N/A 1.00000000 NC USD -515.45000000 -0.00044850641 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-11-16 74606.25000000 USD -515.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -601.02000000 -0.00052296309 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1206000.00000000 CNY 185348.52000000 USD 2021-12-15 -601.02000000 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 889478103 1069.00000000 NS USD 59105.01000000 0.051428802430 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -789.09000000 -0.00068660767 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29088.00000000 USD 21000.00000000 GBP 2021-12-15 -789.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.75000000 0.000025886246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8500.00000000 SGD 6288.87000000 USD 2021-12-15 29.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 3832.02000000 0.003334340007 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 271255.00000000 GBP 369366.36000000 USD 2021-12-15 3832.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -3061.27000000 -0.00266369043 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78039.23000000 USD 23323500.00000000 HUF 2021-12-15 -3061.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 28.32000000 0.000024641966 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210162.00000000 ILS 65262.19000000 USD 2021-12-15 28.32000000 N N N Dai-ichi Life Holdings, Inc. 549300ZUFXI7JXZVTZ25 N/A 600.00000000 NS 13122.64000000 0.011418349475 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3569.42000000 -0.00310584493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 167432.40000000 USD 237500.00000000 NZD 2021-12-15 -3569.42000000 N N N NGK Insulators Ltd. 353800701BNCL25VYY16 N/A 1100.00000000 NS 18646.27000000 0.016224603225 Long EC CORP JP N 2 N N N N/A N/A N/A 66.00000000 NC -15706.16000000 -0.01366633724 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2022-06-13 16368000.00000000 CAD -15706.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -1031.96000000 -0.00089793516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84042.64000000 USD 9232500.00000000 JPY 2021-12-15 -1031.96000000 N N N JB Hi-Fi Ltd. 529900TPC8H040Y3ZQ65 N/A 7458.00000000 NS 242493.98000000 0.211000302479 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 47.23000000 0.000041096048 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179624.00000000 ILS 55802.17000000 USD 2021-12-15 47.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -2048.04000000 -0.00178205273 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68628.16000000 USD 96500.00000000 NZD 2021-12-15 -2048.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 391.08000000 0.000340288852 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49500.00000000 AUD 36189.86000000 USD 2021-12-15 391.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -1346.68000000 -0.00117178120 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54575.58000000 USD 39500.00000000 GBP 2021-12-15 -1346.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 3.63000000 0.000003158557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39513.76000000 USD 127312.00000000 ILS 2021-12-15 3.63000000 N N N Sonic Healthcare Ltd. 549300NQQ5L2NONWR862 N/A 1696.00000000 NS 49013.03000000 0.042647508838 Long EC CORP AU N 2 N N N Etsy, Inc. 54930089Q7XT501AEA40 29786A106 -420.00000000 NS USD -87343.20000000 -0.07599958407 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -933.94000000 -0.00081264542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85647.35000000 USD 741000.00000000 NOK 2021-12-15 -933.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -4252.54000000 -0.00370024536 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 267781.79000000 USD 245126.00000000 CHF 2021-12-15 -4252.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1427.44000000 -0.00124205257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104363.65000000 USD 900500.00000000 SEK 2021-12-15 -1427.44000000 N N N PeptiDream, Inc. N/A N/A -7400.00000000 NS -241567.46000000 -0.21019411339 Short EC CORP JP N 2 N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630102 2087.00000000 NS USD 141832.52000000 0.123412154897 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 989.91000000 0.000861346370 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160064.00000000 SGD 118855.80000000 USD 2021-12-15 989.91000000 N N N Centerra Gold, Inc. 549300K0HXTMP5JJ0E62 152006102 9262.00000000 NS 63253.04000000 0.055038110936 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -462.49000000 -0.00040242454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25990.62000000 USD 37000.00000000 NZD 2021-12-15 -462.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 418.05000000 0.000363756149 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24548500.00000000 CLP 30490.99000000 USD 2021-12-15 418.05000000 N N N Pegasystems, Inc. 549300FMCOKPL06FYN26 705573103 -71.00000000 NS USD -9024.10000000 -0.00785210350 Short EC CORP US N 1 N N N Amplifon SpA ZYXJDNVM2JI3VBM8G556 N/A -3629.00000000 NS -172470.18000000 -0.15007077762 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3703.93000000 -0.00322288557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 81390.27000000 USD 24166000.00000000 HUF 2021-12-15 -3703.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.50000000 -0.00004046085 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39564.20000000 USD 127313.00000000 ILS 2021-12-15 -46.50000000 N N N Cloudflare, Inc. 5493007DY18BGNLDWU14 18915M107 -890.00000000 NS USD -100258.50000000 -0.08723752163 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3832.50000000 0.003334757668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 271257.00000000 GBP 369369.54000000 USD 2021-12-15 3832.50000000 N N N N/A N/A N/A -67.00000000 NC 35298.75000000 0.030714358051 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2023-03-15 -8302975.00000000 GBP 35298.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -32347.42000000 -0.02814632925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2834585.06000000 USD 311666625.00000000 JPY 2021-12-15 -32347.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -298.56000000 -0.00025978480 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12717.65000000 USD 18000.00000000 NZD 2021-12-15 -298.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1285.63000000 -0.00111866001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 235048.89000000 USD 3556272.00000000 ZAR 2021-12-15 -1285.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -8863.97000000 -0.00771277023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 570812.25000000 USD 4916000.00000000 SEK 2021-12-15 -8863.97000000 N N N Food & Life Cos. Ltd. 529900CWF7GCVZKS5M87 N/A -1500.00000000 NS -68974.37000000 -0.06001638858 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4262.79000000 0.003709164159 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 311500.00000000 AUD 229541.96000000 USD 2021-12-15 4262.79000000 N N N Sony Group Corp. 529900R5WX9N2OI2N910 N/A -2900.00000000 NS -321954.38000000 -0.28014085778 Short EC CORP JP N 2 N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250104 541.00000000 NS USD 215280.13000000 0.187320825645 Long EC CORP US N 1 N N N Tosoh Corp. 529900YSLFVJF2MDBX02 N/A 15300.00000000 NS 277262.57000000 0.241253354562 Long EC CORP JP N 2 N N N Chugai Pharmaceutical Co. Ltd. 529900T9LAII161DCN95 N/A -4200.00000000 NS -153694.35000000 -0.13373344088 Short EC CORP JP N 2 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A -568.00000000 NS -424329.20000000 -0.36921984434 Short EC CORP NL N 2 N N N N/A N/A N/A 2.00000000 NC USD -23742.76000000 -0.02065919138 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-17 446687.50000000 USD -23742.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 11095.93000000 0.009654856529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 551214.00000000 CHF 603693.26000000 USD 2021-12-15 11095.93000000 N N N Suncorp Group Ltd. 549300BVOKRTHDIWVT46 N/A -3772.00000000 NS -33540.61000000 -0.02918455483 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 17749.86000000 0.015444613631 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 472867.77000000 USD 4291501.00000000 NOK 2021-12-15 17749.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -196.03000000 -0.00017057078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32989.00000000 USD 908496.00000000 TWD 2021-12-15 -196.03000000 N N N Nexon Co. Ltd. 5299005SFO0GAJFLKN43 N/A -1500.00000000 NS -24075.83000000 -0.02094900422 Short EC CORP JP N 2 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 -860.00000000 NS USD -83996.20000000 -0.07308727254 Short EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9127964W6 185000.00000000 PA USD 184986.90000000 0.160961900393 Long STIV UST US N 2 2021-11-04 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10007.05000000 0.008707393795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 585750.00000000 EUR 689571.36000000 USD 2021-12-15 10007.05000000 N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 N/A 223.00000000 NS 603681.10000000 0.525278585063 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1116.48000000 -0.00097147821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183743.63000000 USD 5059500.00000000 TWD 2021-12-15 -1116.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -2179.21000000 -0.00189618715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122271.70000000 USD 89118.00000000 GBP 2021-12-15 -2179.21000000 N N N Aurubis AG 5299005SHIN9ZK7GW242 N/A 1441.00000000 NS 108215.86000000 0.094161426988 Long EC CORP DE N 2 N N N GMO internet, Inc. 529900BFZEY3BESHBW90 N/A -3300.00000000 NS -83993.42000000 -0.07308485359 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1816.85000000 0.001580888315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183962.00000000 EUR 215242.39000000 USD 2021-12-15 1816.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 12641.88000000 0.011000027728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724146.00000000 CHF 791154.38000000 USD 2021-12-15 12641.88000000 N N N ABIOMED, Inc. 5493001EZN4ZTB4Z5887 003654100 50.00000000 NS USD 16276.00000000 0.014162169812 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 168.98000000 0.000147033881 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18389.65000000 USD 71021500.00000000 COP 2021-12-15 168.98000000 N N N Lifco AB 549300RTLL4VDQRCTW41 N/A -327.00000000 NS -8783.01000000 -0.00764232483 Short EC CORP SE N 2 N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 013091103 1048.00000000 NS USD 32624.24000000 0.028387197521 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 206.75000000 0.000179898538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32891.59000000 USD 2477500.00000000 INR 2021-12-15 206.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2140.72000000 -0.00186269600 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65108.74000000 USD 250500.00000000 PLN 2021-12-15 -2140.72000000 N N N NCR Corp. 549300YKTY8JX1DV2R67 62886E108 4229.00000000 NS USD 163916.04000000 0.142627598512 Long EC CORP US N 1 N N N Rohto Pharmaceutical Co. Ltd. N/A N/A 600.00000000 NS 18401.92000000 0.016011987952 Long EC CORP JP N 2 N N N Treasury Wine Estates Ltd. 529900LVOPJGAX6ILK66 N/A 19666.00000000 NS 173414.52000000 0.150892472358 Long EC CORP AU N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 N/A 2947.00000000 NS 147661.59000000 0.128484179914 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2571.53000000 0.002237554960 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 122000.00000000 EUR 144111.17000000 USD 2021-12-15 2571.53000000 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 833034101 1153.00000000 NS USD 240919.35000000 0.209630176068 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD 1154.47000000 0.001004534294 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-10-08 74415.75000000 USD 1154.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 1259.75000000 0.001096141153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71000.00000000 GBP 96937.02000000 USD 2021-12-15 1259.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -5484.11000000 -0.00477186637 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 258668.37000000 USD 218232.00000000 EUR 2021-12-15 -5484.11000000 N N N BayCurrent Consulting, Inc. N/A N/A -400.00000000 NS -200287.90000000 -0.17427569741 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1014.97000000 -0.00088315172 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119938.28000000 USD 161500.00000000 SGD 2021-12-15 -1014.97000000 N N N N/A N/A N/A -1.00000000 NC USD -8228.45000000 -0.00715978779 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-10-15 -71188.00000000 USD -8228.45000000 N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 477143101 8712.00000000 NS USD 133206.48000000 0.115906413726 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -13497.65000000 -0.01174465540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 412765.69000000 USD 2201937.00000000 BRL 2021-12-15 -13497.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 140.86000000 0.000122565940 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 691874.00000000 TWD 25114.67000000 USD 2021-12-15 140.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 1200.30000000 0.001044412166 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2578874.00000000 SEK 295991.56000000 USD 2021-12-15 1200.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 325.04000000 0.000282825735 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49939.93000000 USD 326000.00000000 CNY 2021-12-15 325.04000000 N N N N/A N/A N/A -1.00000000 NC 161.68000000 0.000140681962 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euroswiss 2022-06-13 -251700.00000000 CHF 161.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 132.15000000 0.000114987143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36000.00000000 CAD 28554.24000000 USD 2021-12-15 132.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 516.26000000 0.000449211218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 124465.76000000 USD 3462500.00000000 TWD 2021-12-15 516.26000000 N N N TBS Holdings, Inc. N/A N/A 700.00000000 NS 10696.13000000 0.009306980178 Long EC CORP JP N 2 N N N N/A N/A N/A 8.00000000 NC USD 47709.47000000 0.041513247467 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cotton No. 2 2021-12-08 423200.00000000 USD 47709.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -637.08000000 -0.00055433983 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37220.47000000 USD 320000.00000000 NOK 2021-12-15 -637.08000000 N N N Yamada Holdings Co. Ltd. 353800MDZ4K1DQKLO464 N/A 26900.00000000 NS 112968.67000000 0.098296970261 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -44.59000000 -0.00003879891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25623.84000000 USD 369391500.00000000 IDR 2021-12-15 -44.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -11893.51000000 -0.01034885157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325504.09000000 USD 4771000.00000000 ZAR 2021-12-15 -11893.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -585.57000000 -0.00050951964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38870.88000000 USD 33000.00000000 EUR 2021-12-15 -585.57000000 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 10691.00000000 NS USD 432237.13000000 0.376100739377 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 24.36000000 0.000021196267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25500.00000000 CAD 20156.67000000 USD 2021-12-15 24.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 10020.34000000 0.008718957769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 761498.00000000 AUD 560741.48000000 USD 2021-12-15 10020.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -1415.06000000 -0.00123128041 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96628.08000000 USD 138000.00000000 NZD 2021-12-15 -1415.06000000 N N N DISH Network Corp. 529900U350CWHH15G169 25470M109 528.00000000 NS USD 22946.88000000 0.019966675547 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4574.40000000 -0.00398030410 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 264202.12000000 USD 2271000.00000000 NOK 2021-12-15 -4574.40000000 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 2295.00000000 NS USD 292176.45000000 0.254230308427 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -327.67000000 -0.00028511416 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48128.97000000 USD 154000.00000000 ILS 2021-12-15 -327.67000000 N N N Cameco Corp. N4BHALMXL3GMZKCUON55 13321L108 -4920.00000000 NS -106899.10000000 -0.09301567995 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 100.72000000 0.000087639084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26000.00000000 CAD 20627.79000000 USD 2021-12-15 100.72000000 N N N ITV plc ZLECI7ED2QMWFGYCXZ59 N/A -28087.00000000 NS -40169.23000000 -0.03495228904 Short EC CORP GB N 2 N N N Spectrum Brands Holdings, Inc. 549300JM0MJETDD30O20 84790A105 1784.00000000 NS USD 170675.28000000 0.148508988576 Long EC CORP US N 1 N N N Obic Co. Ltd. N/A N/A -400.00000000 NS -76063.19000000 -0.06618455475 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1414.94000000 -0.00123117599 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96627.96000000 USD 138000.00000000 NZD 2021-12-15 -1414.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 4631.59000000 0.004030066606 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183960.00000000 EUR 218054.81000000 USD 2021-12-15 4631.59000000 N N N Inter Pipeline Ltd. QQTTPMZD0WKQL0H5S472 45833V109 -648.00000000 NS -10206.54000000 -0.00888097521 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 25.51000000 0.000022196912 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181500.00000000 SGD 133676.17000000 USD 2021-12-15 25.51000000 N N N Marks & Spencer Group plc 213800EJP14A79ZG1X44 N/A 102526.00000000 NS 251662.63000000 0.218978182685 Long EC CORP GB N 2 N N N N/A N/A N/A -228.00000000 NC USD 19088.99000000 0.016609825382 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Notes 2021-12-31 -50177812.50000000 USD 19088.99000000 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 -4486.00000000 NS USD -573131.36000000 -0.49869646380 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 622.57000000 0.000541714306 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12459000.00000000 JPY 112643.16000000 USD 2021-12-15 622.57000000 N N N Man Group plc 2549003YWC1DW6LALB09 N/A 16121.00000000 NS 44376.89000000 0.038613483159 Long EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3300.58000000 -0.00287192027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 316547.33000000 USD 34839500.00000000 JPY 2021-12-15 -3300.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 4981.06000000 0.004334149518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 186708.00000000 EUR 221592.40000000 USD 2021-12-15 4981.06000000 N N N United States of America 254900HROIFWPRGM1V77 912796L98 1301000.00000000 PA USD 1300758.09000000 1.131823356778 Long STIV UST US N 2 2022-03-03 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3886.43000000 0.003381683559 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24182500.00000000 HUF 81625.82000000 USD 2021-12-15 3886.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 6.38000000 0.000005551403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3500.00000000 SEK 406.47000000 USD 2021-12-15 6.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 200.38000000 0.000174355836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 353000.00000000 MXN 17119.82000000 USD 2021-12-15 200.38000000 N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376100 532.00000000 NS USD 57120.84000000 0.049702324642 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5236.14000000 -0.00455610124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 231467.53000000 USD 195000.00000000 EUR 2021-12-15 -5236.14000000 N N N Tokyo Gas Co. Ltd. 353800678EIJLOQSWZ83 N/A 5800.00000000 NS 107922.31000000 0.093906001519 Long EC CORP JP N 2 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 5090.00000000 NS USD 382309.90000000 0.332657761404 Long EC CORP US N 1 N N N Tobu Railway Co. Ltd. N/A N/A -600.00000000 NS -16155.48000000 -0.01405730223 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 12380.98000000 0.010773011870 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1640000000.00000000 KRW 1395691.46000000 USD 2021-12-15 12380.98000000 N N N Singapore Telecommunications Ltd. 2549003XJKIQO8YDYD89 N/A -345700.00000000 NS -622352.39000000 -0.54152495884 Short EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 249.55000000 0.000217139928 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77500.00000000 PLN 19730.67000000 USD 2021-12-15 249.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 21453.39000000 0.018667151156 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1597808.43000000 USD 2239000.00000000 AUD 2021-12-15 21453.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 4508.30000000 0.003922788778 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 214748.04000000 USD 2021-12-15 4508.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 12464.66000000 0.010845824008 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 713336.00000000 CHF 779355.58000000 USD 2021-12-15 12464.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.57000000 -0.00001354786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4825.60000000 USD 2021-12-15 -15.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 752.24000000 0.000654543537 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 115500.00000000 AUD 84282.72000000 USD 2021-12-15 752.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.82000000 0.000000713503 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37211.34000000 USD 325500.00000000 NOK 2021-12-15 0.82000000 N N N Toho Gas Co. Ltd. 353800BCVTE4F8012906 N/A -500.00000000 NS -21746.95000000 -0.01892258532 Short EC CORP JP N 2 N N N Rexel SA 969500N6AVPA51648T62 N/A 9730.00000000 NS 187478.87000000 0.163130228133 Long EC CORP FR N 2 N N N N/A N/A N/A -2.00000000 NC USD -8991.22000000 -0.00782349376 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-12-01 -142880.50000000 USD -8991.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 464.58000000 0.000404243109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 649524.00000000 NOK 74720.17000000 USD 2021-12-15 464.58000000 N N N Rakus Co. Ltd. N/A N/A -5800.00000000 NS -205496.86000000 -0.17880814863 Short EC CORP JP N 2 N N N Nabtesco Corp. 529900DVHQXYRTGW7739 N/A 400.00000000 NS 15123.94000000 0.013159732520 Long EC CORP JP N 2 N N N N/A N/A N/A -1.00000000 NC USD 841.30000000 0.000732036953 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-11-16 -74606.25000000 USD 841.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 593.86000000 0.000516732991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 42620.31000000 USD 2021-12-15 593.86000000 N N N Methanex Corp. 549300TSJHRXT9QXRD13 59151K108 -2149.00000000 NS -99034.53000000 -0.08617251358 Short EC CORP CA N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 4091.00000000 NS USD 175953.91000000 0.153102061471 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 1820.00000000 NS 116444.88000000 0.101321710758 Long EC CORP FR N 2 N N N Lumentum Holdings, Inc. 549300JLWRRC38DWEF52 55024U109 187.00000000 NS USD 15621.98000000 0.013593090044 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -20713.18000000 -0.01802307523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 419981.59000000 USD 2201939.00000000 BRL 2021-12-15 -20713.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 328.45000000 0.000285792865 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74500.00000000 PLN 19055.47000000 USD 2021-12-15 328.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -13233.29000000 -0.01151462891 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 261317.12000000 USD 77171786.00000000 HUF 2021-12-15 -13233.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 4656.96000000 0.004052141701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39645000.00000000 JPY 361110.63000000 USD 2021-12-15 4656.96000000 N N N Ferrovial SA 95980020140005757903 N/A -16108.00000000 NS -470171.35000000 -0.40910828824 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1245.02000000 -0.00108332419 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 230487.57000000 USD 25496500.00000000 JPY 2021-12-15 -1245.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -820.55000000 -0.00071398184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43105.67000000 USD 369916.00000000 SEK 2021-12-15 -820.55000000 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 -38550.00000000 NS -703980.34000000 -0.61255155562 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 572.51000000 0.000498155802 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5957500.00000000 JPY 54137.21000000 USD 2021-12-15 572.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -247.04000000 -0.00021495591 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13987.98000000 USD 19000.00000000 AUD 2021-12-15 -247.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 7606.27000000 0.006618412839 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71269251.00000000 JPY 648397.94000000 USD 2021-12-15 7606.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 229.43000000 0.000199632994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12294000.00000000 JPY 110766.48000000 USD 2021-12-15 229.43000000 N N N Bio-Techne Corp. 54930073RLKQ51TILZ35 09073M104 442.00000000 NS USD 214179.94000000 0.186363521787 Long EC CORP US N 1 N N N Acceleron Pharma, Inc. 529900TQRID2UY164805 00434H108 -637.00000000 NS USD -109627.70000000 -0.09538990559 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -96.06000000 -0.00008358429 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5896.86000000 USD 5000.00000000 EUR 2021-12-15 -96.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 2208.60000000 0.001921760152 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181217.00000000 EUR 212449.50000000 USD 2021-12-15 2208.60000000 N N N BP plc 213800LH1BZH3DI6G760 N/A -24114.00000000 NS -109835.76000000 -0.09557094400 Short EC CORP GB N 2 N N N SSAB AB 529900329VS14ZIML164 N/A 17867.00000000 NS 87650.91000000 0.076267330523 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 475.38000000 0.000413640469 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84500.00000000 AUD 61586.42000000 USD 2021-12-15 475.38000000 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005N100 192.00000000 NS USD 9801.60000000 0.008528626421 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2884.46000000 0.002509843471 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 93500.00000000 GBP 128881.99000000 USD 2021-12-15 2884.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 367.01000000 0.000319344921 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18000.00000000 GBP 24623.22000000 USD 2021-12-15 367.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 931.16000000 0.000810226471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166125.00000000 PHP 42957.63000000 USD 2021-12-15 931.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.17000000 -0.00018374449 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 120875.00000000 CNY 18426.19000000 USD 2021-12-15 -211.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -559.96000000 -0.00048723572 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49449.27000000 USD 5437500.00000000 JPY 2021-12-15 -559.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -1062.38000000 -0.00092440439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196042.66000000 USD 246966.00000000 CAD 2021-12-15 -1062.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -2791.51000000 -0.00242896526 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 107832.32000000 USD 1598000.00000000 ZAR 2021-12-15 -2791.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 49.39000000 0.000042975520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210970.00000000 ILS 65534.06000000 USD 2021-12-15 49.39000000 N N N Nippon Sanso Holdings Corp. 353800F1K6653B4VPY57 N/A -2200.00000000 NS -55134.35000000 -0.04797382816 Short EC CORP JP N 2 N N N Insperity, Inc. 5299000Q0KW7HY5DB751 45778Q107 -89.00000000 NS USD -9855.86000000 -0.00857583945 Short EC CORP US N 1 N N N Exelixis, Inc. 254900PJQB59O2O95R37 30161Q104 -2452.00000000 NS USD -51835.28000000 -0.04510322177 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 559.02000000 0.000486417803 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 143525.19000000 USD 182500.00000000 CAD 2021-12-15 559.02000000 N N N N/A N/A N/A -1.00000000 NC USD -119.50000000 -0.00010398004 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P Midcap 400 E-Mini Index XC0009692283 2021-12-17 -263320.00000000 USD -119.50000000 N N N N/A N/A N/A -70.00000000 NC USD 3792.50000000 0.003299952630 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2023-03-13 -17391500.00000000 USD 3792.50000000 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370860 -2576.00000000 NS USD -36476.16000000 -0.03173885303 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2202.81000000 -0.00191672212 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 255388.23000000 USD 218233.00000000 EUR 2021-12-15 -2202.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 44.36000000 0.000038598786 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2274.50000000 USD 8874000.00000000 COP 2021-12-15 44.36000000 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 -332.00000000 NS USD -202632.88000000 -0.17631612534 Short EC CORP US N 1 N N N Cinemark Holdings, Inc. 549300LL2QMPTYIE0K55 17243V102 -17144.00000000 NS USD -329336.24000000 -0.28656400566 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -216.54000000 -0.00018841707 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3986500.00000000 INR 53041.39000000 USD 2021-12-15 -216.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 1074.88000000 0.000935280971 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 304427.57000000 USD 1981376.00000000 CNY 2021-12-15 1074.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.87000000 -0.00027484668 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 72415.58000000 USD 104500.00000000 NZD 2021-12-15 -315.87000000 N N N Cogeco Communications, Inc. 549300XHH6LJM6IAXV57 19239C106 956.00000000 NS 84957.65000000 0.073923855132 Long EC CORP CA N 1 N N N LHC Group, Inc. 5299009NPLWAMRQYZX73 50187A107 -100.00000000 NS USD -15691.00000000 -0.01365314613 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 74.04000000 0.000064424124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4915.21000000 USD 2021-12-15 74.04000000 N N N Toyota Boshoku Corp. 529900KS87U6EY7PWG26 N/A 7700.00000000 NS 136213.19000000 0.118522630094 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3124.96000000 0.002719108759 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 283227000.00000000 KRW 242021.84000000 USD 2021-12-15 3124.96000000 N N N Nomura Research Institute Ltd. 5299005F1HCVF4M4QN79 N/A -500.00000000 NS -18378.35000000 -0.01599147908 Short EC CORP JP N 2 N N N Taylor Morrison Home Corp. 5299009UDLLGLKOOJE30 87724P106 5406.00000000 NS USD 139366.68000000 0.121266563547 Long EC CORP US N 1 N N N Sumitomo Mitsui Trust Holdings, Inc. 353800P843RLCDBLNT17 N/A 7500.00000000 NS 258300.28000000 0.224753774136 Long EC CORP JP N 2 N N N Cie de Saint-Gobain NFONVGN05Z0FMN5PEC35 N/A 8901.00000000 NS 599010.97000000 0.521214983804 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 855.73000000 0.000744592871 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 163500.00000000 PLN 41954.62000000 USD 2021-12-15 855.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -752.57000000 -0.00065483067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 529500.00000000 ZAR 34052.88000000 USD 2021-12-15 -752.57000000 N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 -1011.00000000 NS USD -23788.83000000 -0.02069927808 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8.31000000 0.000007230746 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179500.00000000 ILS 55724.76000000 USD 2021-12-15 8.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -1624.98000000 -0.00141393725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38273.73000000 USD 11400378.00000000 HUF 2021-12-15 -1624.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.89000000 -0.00014608544 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42237.65000000 USD 1165500.00000000 TWD 2021-12-15 -167.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 380.19000000 0.000330813181 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 392000.00000000 MXN 19168.92000000 USD 2021-12-15 380.19000000 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 4091.00000000 NS 496646.26000000 0.432144794213 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1976.62000000 -0.00171990833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34448.56000000 USD 494000.00000000 ZAR 2021-12-15 -1976.62000000 N N N N/A N/A N/A 1.00000000 NC N/A 3894.80000000 0.003388966514 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32625000.00000000 HUF 108774.26000000 USD 2021-12-15 3894.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 2070.89000000 0.001801935109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 186708.00000000 EUR 218682.23000000 USD 2021-12-15 2070.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -813.82000000 -0.00070812589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 101010.61000000 USD 7500000.00000000 INR 2021-12-15 -813.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.31000000 -0.00007074994 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 53291.91000000 USD 809500.00000000 ZAR 2021-12-15 -81.31000000 N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 9813.00000000 NS 615371.41000000 0.535450627050 Long EC CORP DE N 2 N N N N/A N/A N/A -336.00000000 NC 1511180.36000000 1.314917232421 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2021-12-29 -42137760.00000000 GBP 1511180.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.53000000 -0.00001786368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294312.00000000 COP 1362.93000000 USD 2021-12-15 -20.53000000 N N N N/A N/A N/A 15.00000000 NC 397.20000000 0.000345614023 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2021-12-13 3731812.50000000 CAD 397.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 261.78000000 0.000227781568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 361000.00000000 SEK 41527.71000000 USD 2021-12-15 261.78000000 N N N Hydro One Ltd. 5493007QZDXTP1W2VL44 448811208 4360.00000000 NS 103062.06000000 0.089676971915 Long EC CORP CA Y 1 N N N N/A N/A N/A 1.00000000 NC N/A 3770.10000000 0.003280461809 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 271256.00000000 GBP 369305.79000000 USD 2021-12-15 3770.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -402.10000000 -0.00034987764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34584.70000000 USD 299000.00000000 NOK 2021-12-15 -402.10000000 N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A 5586.00000000 NS 39642.76000000 0.034494193839 Long EC CORP IT N 2 N N N Regions Financial Corp. CW05CS5KW59QTC0DG824 7591EP100 604.00000000 NS USD 12871.24000000 0.011199599813 Long EC CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 48666K109 5162.00000000 NS USD 200905.04000000 0.174812686935 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1528.96000000 -0.00133038775 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144309.39000000 USD 10687500.00000000 INR 2021-12-15 -1528.96000000 N N N Swiss Life Holding AG 5493000KUC3Z24U77V93 N/A 433.00000000 NS 218174.70000000 0.189839466090 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -15026.86000000 -0.01307526069 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 414295.08000000 USD 2201938.00000000 BRL 2021-12-15 -15026.86000000 N N N N/A N/A N/A -60.00000000 NC 4727.96000000 0.004113920642 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2022-09-19 -15067500.00000000 EUR 4727.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.58000000 -0.00024065943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14778.59000000 USD 12500.00000000 EUR 2021-12-15 -276.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.31000000 -0.00004377603 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2071.66000000 USD 1500.00000000 GBP 2021-12-15 -50.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -4253.70000000 -0.00370125471 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117297.60000000 USD 2358500.00000000 MXN 2021-12-15 -4253.70000000 N N N Shimizu Corp. 353800BRAE0QFP3ZLY22 N/A 3800.00000000 NS 28444.32000000 0.024750140699 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 213.32000000 0.000185615265 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36500.00000000 PLN 9388.30000000 USD 2021-12-15 213.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -3171.73000000 -0.00275980455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96239.24000000 USD 75970874.00000000 CLP 2021-12-15 -3171.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 5010.84000000 0.004360061869 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 231626.78000000 USD 3600000.00000000 ZAR 2021-12-15 5010.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.95000000 -0.00001474863 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27323.49000000 USD 756500.00000000 TWD 2021-12-15 -16.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1780.30000000 -0.00154908521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35609.92000000 USD 10523426.00000000 HUF 2021-12-15 -1780.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -6338.07000000 -0.00551491912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 313780.73000000 USD 265000.00000000 EUR 2021-12-15 -6338.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -14705.93000000 -0.01279601117 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1007198.14000000 USD 1438500.00000000 NZD 2021-12-15 -14705.93000000 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 N/A 722.00000000 NS USD 33796.82000000 0.029407489797 Long EC CORP BM N 1 N N N N/A N/A N/A 27600000.00000000 PA 46817.36000000 0.040736999414 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-15 15775.65000000 USD 0.00000000 USD 27600000.00000000 EUR 46817.36000000 N N N N/A N/A N/A 1.00000000 NC N/A -269.23000000 -0.00023426400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41521.61000000 USD 627578.00000000 ZAR 2021-12-15 -269.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -40.53000000 -0.00003526620 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110500.00000000 CNY 16997.14000000 USD 2021-12-15 -40.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -327.61000000 -0.00028506195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48128.91000000 USD 154000.00000000 ILS 2021-12-15 -327.61000000 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 255.00000000 NS USD 62684.10000000 0.054543061483 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -933.02000000 -0.00081184490 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198866.04000000 USD 250706.00000000 CAD 2021-12-15 -933.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.74000000 0.000017176286 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77500.00000000 ZAR 5114.02000000 USD 2021-12-15 19.74000000 N N N Mercury General Corp. 5493001Q9EXPCEL4W527 589400100 344.00000000 NS USD 19150.48000000 0.016663329426 Long EC CORP US N 1 N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 1287.00000000 NS USD 126756.63000000 0.110294231927 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2626.18000000 -0.00228510734 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201392.34000000 USD 147500.00000000 GBP 2021-12-15 -2626.18000000 N N N Fancl Corp. 3538004V8SS9O9BA8I42 N/A -600.00000000 NS -19802.35000000 -0.01723053842 Short EC CORP JP N 2 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 N/A 13600.00000000 NS 418115.85000000 0.363813447333 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -973.35000000 -0.00084693708 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125955.40000000 USD 3462501.00000000 TWD 2021-12-15 -973.35000000 N N N Juniper Networks, Inc. AUHIXNGG7U2U7JEHM527 48203R104 3281.00000000 NS USD 90293.12000000 0.078566385985 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -227.66000000 -0.00019809287 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16982.65000000 USD 1863500.00000000 JPY 2021-12-15 -227.66000000 N N N Ageas SA/NV 5493005DJBML6LY3RV36 N/A 4949.00000000 NS 245076.70000000 0.213247594148 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 202.87000000 0.000176522449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96500.00000000 CAD 76389.86000000 USD 2021-12-15 202.87000000 N N N Twilio, Inc. 5493004W8TRGD63APX93 90138F102 -629.00000000 NS USD -200682.45000000 -0.17461900560 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12463.68000000 0.010844971285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 713336.00000000 CHF 779354.60000000 USD 2021-12-15 12463.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 9687.37000000 0.008429231934 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 543109.00000000 CHF 593571.20000000 USD 2021-12-15 9687.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.59000000 0.000024006774 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47500.00000000 CAD 37528.96000000 USD 2021-12-15 27.59000000 N N N Imperial Oil Ltd. 549300JZNB745JT5WY51 453038408 5930.00000000 NS 187413.47000000 0.163073321897 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 601.51000000 0.000523389454 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113875.00000000 CAD 90506.11000000 USD 2021-12-15 601.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 23.93000000 0.000020822113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4910.05000000 USD 32000.00000000 CNY 2021-12-15 23.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1450.16000000 -0.00126182183 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74118.03000000 USD 86152251.00000000 KRW 2021-12-15 -1450.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -1427.31000000 -0.00124193945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104363.52000000 USD 900500.00000000 SEK 2021-12-15 -1427.31000000 N N N AltaGas Ltd. 549300D7A8QA85Z2MH11 021361100 -5081.00000000 NS -100248.06000000 -0.08722843751 Short EC CORP CA N 1 N N N DeNA Co. Ltd. 529900T9JQP7I5LDY154 N/A 4800.00000000 NS 89033.88000000 0.077470688595 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20.53000000 -0.00001786368 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1362.93000000 USD 2021-12-15 -20.53000000 N N N N/A N/A N/A 303.00000000 NC -125266.22000000 -0.10899738752 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-03-16 37691306.25000000 GBP -125266.22000000 N N N Cie Generale des Etablissements Michelin SCA 549300SOSI58J6VIW052 N/A 262.00000000 NS 40175.20000000 0.034957483695 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 521.18000000 0.000453492237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 306002.61000000 USD 1988000.00000000 CNY 2021-12-15 521.18000000 N N N Tilray, Inc. 549300Y4V60733TO1478 88688T100 -15401.00000000 NS -174364.71000000 -0.15171925732 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -434.84000000 -0.00037836556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181199.69000000 USD 2750000.00000000 ZAR 2021-12-15 -434.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -1394.86000000 -0.00121370386 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95225.81000000 USD 7023500.00000000 INR 2021-12-15 -1394.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 5405.12000000 0.004703135124 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 275304.00000000 GBP 376395.76000000 USD 2021-12-15 5405.12000000 N N N N/A N/A N/A 1.00000000 NC USD -6127.66000000 -0.00533183592 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-10-15 107691.00000000 USD -6127.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -2599.62000000 -0.00226199679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 148033.16000000 USD 2212500.00000000 ZAR 2021-12-15 -2599.62000000 N N N N/A N/A N/A -21.00000000 NC 41067.52000000 0.035733914475 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bund 2021-12-08 -3569790.00000000 EUR 41067.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.26000000 -0.00027431590 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27396.57000000 USD 3012000.00000000 JPY 2021-12-15 -315.26000000 N N N MS&AD Insurance Group Holdings, Inc. 529900CXROT5S2HMMP26 N/A 17800.00000000 NS 595351.95000000 0.518031175584 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 7.27000000 0.000006325815 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 277000.00000000 PHP 5381.54000000 USD 2021-12-15 7.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.80000000 -0.00029218829 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12911.69000000 USD 3912000.00000000 HUF 2021-12-15 -335.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -122.51000000 -0.00010659912 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18280.79000000 USD 58500.00000000 ILS 2021-12-15 -122.51000000 N N N Tryg A/S 213800ZRS8AC4LSTCE39 N/A -1242.00000000 NS -28154.70000000 -0.02449813482 Short EC CORP DK N 2 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 149150104 1339.00000000 NS USD 55421.21000000 0.048223432489 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -295.70000000 -0.00025729624 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28589.22000000 USD 20996.00000000 GBP 2021-12-15 -295.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -412.45000000 -0.00035888344 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125394.43000000 USD 3462499.00000000 TWD 2021-12-15 -412.45000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 9133.00000000 NS 145777.43000000 0.126844723422 Long EC CORP CH N 2 N N N IMCD NV 724500NSJPNFJPDAUP02 N/A -279.00000000 NS -53395.04000000 -0.04646040941 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC -3282.61000000 -0.00285628411 N/A DE CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long S&P/TSX 60 Index XC0009654721 2021-12-16 239220.00000000 CAD -3282.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.37000000 0.000000321946 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2000.00000000 CAD 1579.38000000 USD 2021-12-15 0.37000000 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267D107 -2042.00000000 NS USD -179308.02000000 -0.15602055959 Short EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 1997.05000000 0.001737685010 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-16 -74662.50000000 USD 1997.05000000 N N N Lasertec Corp. N/A N/A -4000.00000000 NS -910630.23000000 -0.79236298557 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -293.71000000 -0.00025556469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 239500.00000000 CNY 36634.08000000 USD 2021-12-15 -293.71000000 N N N Mitsubishi Logistics Corp. 529900GJKGNRLQBJUH32 N/A 1100.00000000 NS 32643.15000000 0.028403651603 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1232.08000000 -0.00107206476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 651462.00000000 NOK 73245.06000000 USD 2021-12-15 -1232.08000000 N N N SEEK Ltd. 549300209NEKXBC8QO27 N/A -6728.00000000 NS -147903.32000000 -0.12869451545 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -296.85000000 -0.00025829688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11598.33000000 USD 582500.00000000 PHP 2021-12-15 -296.85000000 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 -300.00000000 NS USD -19932.00000000 -0.01734335025 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12518.10000000 0.010892323539 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 606000.00000000 NZD 430627.44000000 USD 2021-12-15 12518.10000000 N N N American Express Co. R4PP93JZOLY261QX3811 025816109 -1188.00000000 NS USD -199025.64000000 -0.17317737224 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -439.44000000 -0.00038236814 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26800.55000000 USD 19562.00000000 GBP 2021-12-15 -439.44000000 N N N N/A N/A N/A 55.00000000 NC USD 292578.70000000 0.254580316587 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A WTI Crude Oil 2021-10-20 4126650.00000000 USD 292578.70000000 N N N Knight-Swift Transportation Holdings, Inc. N/A 499049104 1529.00000000 NS USD 78208.35000000 0.068051114119 Long EC CORP US N 1 N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119100 8016.00000000 NS USD 468775.68000000 0.407893879571 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4355.01000000 -0.00378940717 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 261377.08000000 USD 221540.00000000 EUR 2021-12-15 -4355.01000000 N N N Jackson Financial, Inc. 213800WXW2KG1N4CO374 46817M107 -398.97500000 NS USD -10373.35000000 -0.00902612092 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1.48000000 0.000001287786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66000.00000000 AUD 47733.18000000 USD 2021-12-15 1.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -592.27000000 -0.00051534949 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34457.19000000 USD 31500.00000000 CHF 2021-12-15 -592.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -1486.68000000 -0.00129359883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 262067.91000000 USD 2279600.00000000 SEK 2021-12-15 -1486.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 1142.47000000 0.000994092783 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160063.00000000 SGD 119007.62000000 USD 2021-12-15 1142.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 4876.53000000 0.004243195253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 307641.11000000 USD 4754373.00000000 ZAR 2021-12-15 4876.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 3419.10000000 0.002975047604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183046.00000000 EUR 215781.93000000 USD 2021-12-15 3419.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.34000000 0.001101875283 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1938876.00000000 NOK 222924.62000000 USD 2021-12-15 1266.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 615.88000000 0.000535893164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1456000.00000000 PHP 28864.73000000 USD 2021-12-15 615.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.70000000 0.000047595888 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4895.87000000 USD 2021-12-15 54.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 10007.93000000 0.008708159506 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 585751.00000000 EUR 689573.40000000 USD 2021-12-15 10007.93000000 N N N N/A N/A N/A 3.00000000 NC USD -16215.38000000 -0.01410942277 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Copper 2021-12-29 306675.00000000 USD -16215.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 1196.34000000 0.001040966467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1401000.00000000 SEK 161344.74000000 USD 2021-12-15 1196.34000000 N N N Vroom, Inc. N/A 92918V109 -14310.00000000 NS USD -315821.70000000 -0.27480465382 Short EC CORP US N 1 N N N N/A N/A N/A 7949178.48000000 PA 97340.55000000 0.084698537644 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Spain Net Return Index M7ES Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 7949178.48000000 EUR 97340.55000000 N N N US Foods Holding Corp. 549300UGOZSO64CFPR97 912008109 1219.00000000 NS USD 42250.54000000 0.036763290865 Long EC CORP US N 1 N N N Ryohin Keikaku Co. Ltd. 549300PMNF56J66BY371 N/A -14200.00000000 NS -315851.85000000 -0.27483088812 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 9983.39000000 0.008686806615 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 535002.00000000 CHF 585151.58000000 USD 2021-12-15 9983.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -4079.93000000 -0.00355005292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 257264.19000000 USD 218232.00000000 EUR 2021-12-15 -4079.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -698.28000000 -0.00060759154 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41740.27000000 USD 359000.00000000 NOK 2021-12-15 -698.28000000 N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 -2761.00000000 NS USD -243520.20000000 -0.21189324312 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -605.15000000 -0.00052655671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1422630.00000000 ILS 440976.41000000 USD 2021-12-15 -605.15000000 N N N APA Group 549300T9RBSX164T8H40 N/A -31663.00000000 NS -197222.45000000 -0.17160836984 Short EC CORP AU N 2 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 2191.00000000 NS USD 71996.26000000 0.062645813464 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 682.00000000 NS USD 46430.56000000 0.040400434700 Long EC CORP IE N 1 N N N N/A N/A N/A 3800000.00000000 PA USD -2185.02000000 -0.00190124258 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-15 5274.40000000 USD 0.00000000 USD 3800000.00000000 USD -2185.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -939.13000000 -0.00081716137 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35302.09000000 USD 25500.00000000 GBP 2021-12-15 -939.13000000 N N N Publicis Groupe SA 2138004KW8BV57III342 N/A 974.00000000 NS 65431.18000000 0.056933367053 Long EC CORP FR N 2 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 1698.00000000 NS USD 185370.66000000 0.161295819924 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7600.10000000 0.006613044162 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71269252.00000000 JPY 648391.78000000 USD 2021-12-15 7600.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.95000000 0.000016488886 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179624.00000000 ILS 55773.89000000 USD 2021-12-15 18.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -714.69000000 -0.00062187030 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82958.06000000 USD 76500.00000000 CHF 2021-12-15 -714.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 4497.54000000 0.003913426223 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183964.00000000 EUR 217925.40000000 USD 2021-12-15 4497.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 752.52000000 0.000654787172 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 42778.97000000 USD 2021-12-15 752.52000000 N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 761.00000000 NS USD 206466.91000000 0.179652214302 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1394.98000000 -0.00121380828 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95225.93000000 USD 7023500.00000000 INR 2021-12-15 -1394.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -42.16000000 -0.00003668450 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13494.53000000 USD 194266500.00000000 IDR 2021-12-15 -42.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -516.26000000 -0.00044921121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80052.60000000 USD 1148589000.00000000 IDR 2021-12-15 -516.26000000 N N N UniCredit SpA 549300TRUWO2CD2G5692 N/A -12038.00000000 NS -159307.12000000 -0.13861725766 Short EC CORP IT N 2 N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 -21.00000000 NS USD -9901.71000000 -0.00861573472 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 380.22000000 0.000330839285 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 392000.00000000 MXN 19168.95000000 USD 2021-12-15 380.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.94000000 0.000007778925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1672.98000000 USD 6436500.00000000 COP 2021-12-15 8.94000000 N N N Panasonic Corp. 254900GE1G59KGWPHX32 N/A 9400.00000000 NS 116516.76000000 0.101384255410 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -347.46000000 -0.00030233395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100493.41000000 USD 136000.00000000 SGD 2021-12-15 -347.46000000 N N N N/A N/A N/A -4.00000000 NC USD 182.45000000 0.000158754477 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-15 -298700.00000000 USD 182.45000000 N N N N/A N/A N/A -3.00000000 NC 18935.83000000 0.016476556893 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Buxl 2021-12-08 -611040.00000000 EUR 18935.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.68000000 -0.00017722725 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37705.81000000 USD 570525.00000000 ZAR 2021-12-15 -203.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -3804.74000000 -0.00331060297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 256990.16000000 USD 218233.00000000 EUR 2021-12-15 -3804.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -17.16000000 -0.00001493136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 193996.00000000 ILS 60198.82000000 USD 2021-12-15 -17.16000000 N N N NS Solutions Corp. N/A N/A 1800.00000000 NS 61071.24000000 0.053139670159 Long EC CORP JP N 2 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 1737.00000000 NS USD 122024.25000000 0.106176465328 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -151.66000000 -0.00013196330 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12665.75000000 USD 645000.00000000 PHP 2021-12-15 -151.66000000 N N N BlackBerry Ltd. 549300HJD8NEGT71RF07 09228F103 -18084.00000000 NS -176042.73000000 -0.15317934605 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -267.61000000 -0.00023285440 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 190000.00000000 CNY 29027.92000000 USD 2021-12-15 -267.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -266.85000000 -0.00023219310 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 559500.00000000 CNY 86000.79000000 USD 2021-12-15 -266.85000000 N N N N/A N/A N/A 100000.00000000 PA -2064.69000000 -0.00179654032 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-11 288.19000000 USD 0.00000000 USD 100000.00000000 AUD -2064.69000000 N N N Mineral Resources Ltd. 5299007V1ACKFFX2P066 N/A -3422.00000000 NS -108601.01000000 -0.09449655599 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.78000000 0.000000678698 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37211.38000000 USD 325500.00000000 NOK 2021-12-15 0.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.58000000 0.000000504673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19000.00000000 ZAR 1249.50000000 USD 2021-12-15 0.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 9746.43000000 0.008480621572 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 859500.00000000 AUD 631343.36000000 USD 2021-12-15 9746.43000000 N N N CommScope Holding Co., Inc. 254900AW4CEPCQWSRI58 20337X109 -6413.00000000 NS USD -87152.67000000 -0.07583379897 Short EC CORP US N 1 N N N N/A N/A N/A -5.00000000 NC USD -4047.57000000 -0.00352189565 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Oil 2021-12-14 -176070.00000000 USD -4047.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 666.68000000 0.000580095562 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1454962.00000000 ILS 452284.02000000 USD 2021-12-15 666.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1976.67000000 -0.00171995184 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34448.61000000 USD 494000.00000000 ZAR 2021-12-15 -1976.67000000 N N N N/A N/A N/A 1.00000000 NC USD 197.26000000 0.000171641043 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-11-03 74525.00000000 USD 197.26000000 N N N N/A N/A N/A 3.00000000 NC USD -43107.39000000 -0.03750885827 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-12 670398.00000000 USD -43107.39000000 N N N Azbil Corp. N/A N/A -1000.00000000 NS -43055.57000000 -0.03746376835 Short EC CORP JP N 2 N N N Mapfre SA 95980020140005693107 N/A 53424.00000000 NS 116434.84000000 0.101312974693 Long EC CORP ES N 2 N N N N/A N/A N/A 2300000.00000000 PA 14105.13000000 0.012273239510 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-15 0.00000000 USD 11867.61000000 USD 2300000.00000000 CAD 14105.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 1166.03000000 0.001014592950 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10000000.00000000 HUF 33312.99000000 USD 2021-12-15 1166.03000000 N N N HelloFresh SE 391200ZAF4V6XD2M9G57 N/A 2452.00000000 NS 225993.73000000 0.196643006924 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 20.73000000 0.000018037710 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37500.95000000 USD 1039500.00000000 TWD 2021-12-15 20.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 38.32000000 0.000033343226 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2578874.00000000 SEK 294829.58000000 USD 2021-12-15 38.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -247.03000000 -0.00021494721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13987.97000000 USD 19000.00000000 AUD 2021-12-15 -247.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -1281.40000000 -0.00111497938 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113874.00000000 CAD 88622.41000000 USD 2021-12-15 -1281.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.75000000 0.000184249167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33500.00000000 CHF 36226.82000000 USD 2021-12-15 211.75000000 N N N Edison International 549300I7ROF15MAEVP56 281020107 -7920.00000000 NS USD -439322.40000000 -0.38226581660 Short EC CORP US N 1 N N N Worldline SA 549300CJMQNCA0U4TS33 N/A -4461.00000000 NS -340044.39000000 -0.29588144475 Short EC CORP FR Y 2 N N N Square, Inc. 549300OHIIUWSTIZME52 852234103 -757.00000000 NS USD -181558.88000000 -0.15797909126 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -6782.63000000 -0.00590174230 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-23 223393.75000000 USD -6782.63000000 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 917.00000000 NS USD 301014.42000000 0.261920455388 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3379.60000000 0.002940677629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 348995.58000000 USD 3082626.00000000 SEK 2021-12-15 3379.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -864.47000000 -0.00075219777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198797.49000000 USD 250706.00000000 CAD 2021-12-15 -864.47000000 N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 1302.00000000 NS USD 77885.64000000 0.067770315777 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 17493.91000000 0.015221904896 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 701756.00000000 GBP 963157.28000000 USD 2021-12-15 17493.91000000 N N N N/A N/A N/A -1.00000000 NC USD -66.03000000 -0.00005745441 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-01 -74607.50000000 USD -66.03000000 N N N iA Financial Corp., Inc. 549300ZXLJVHQAIXV215 45075E104 3001.00000000 NS 170260.43000000 0.148148016830 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1297.25000000 -0.00112877087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37562.42000000 USD 200000.00000000 BRL 2021-12-15 -1297.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -601.54000000 -0.00052341555 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38203.78000000 USD 54500.00000000 NZD 2021-12-15 -601.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -779.74000000 -0.00067847200 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23153.91000000 USD 18264000.00000000 CLP 2021-12-15 -779.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -75.39000000 -0.00006559879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10952.55000000 USD 41625500.00000000 COP 2021-12-15 -75.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -719.32000000 -0.00062589899 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95308.60000000 USD 2620500.00000000 TWD 2021-12-15 -719.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -11110.27000000 -0.00966733413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2605847.00000000 NOK 286798.20000000 USD 2021-12-15 -11110.27000000 N N N N/A N/A N/A -1.00000000 NC USD 6018.05000000 0.005236461417 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-10-15 -107691.00000000 USD 6018.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 7052.74000000 0.006136772027 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 787941.46000000 USD 1152250.00000000 NZD 2021-12-15 7052.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 27591.04000000 0.024007679636 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1344000.00000000 NZD 954883.03000000 USD 2021-12-15 27591.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -1293.17000000 -0.00112522076 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207750.00000000 NZD 142043.82000000 USD 2021-12-15 -1293.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 564.66000000 0.000491325313 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35500.00000000 GBP 48403.30000000 USD 2021-12-15 564.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 3240.71000000 0.002819825837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183963.00000000 EUR 216667.41000000 USD 2021-12-15 3240.71000000 N N N N/A N/A N/A -13.00000000 NC USD 11918.02000000 0.010370178364 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Live Cattle 2021-12-31 -653770.00000000 USD 11918.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 464.91000000 0.000404530251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142315.52000000 USD 10687500.00000000 INR 2021-12-15 464.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 960.18000000 0.000835477525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9503500.00000000 JPY 86407.46000000 USD 2021-12-15 960.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -15027.37000000 -0.01307570445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 414295.41000000 USD 2201937.00000000 BRL 2021-12-15 -15027.37000000 N N N CNH Industrial NV 549300WGC2HZ5J67V817 N/A -3843.00000000 NS -64597.22000000 -0.05620771682 Short EC CORP NL N 2 N N N IAC/InterActiveCorp 549300TO56L57RP6P031 44891N208 732.00000000 NS USD 95372.28000000 0.082985894858 Long EC CORP US N 1 N N N Taiyo Yuden Co. Ltd. 353800V9G3X5PLB9AD43 N/A -200.00000000 NS -11714.82000000 -0.01019336877 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5413.99000000 -0.00471085314 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 510751.69000000 USD 375000.00000000 GBP 2021-12-15 -5413.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -2034.30000000 -0.00177009720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209302.05000000 USD 1813000.00000000 NOK 2021-12-15 -2034.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1088.53000000 -0.00094715819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103910.43000000 USD 899500.00000000 SEK 2021-12-15 -1088.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.42000000 -0.00000297583 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325500.00000000 CNY 50184.45000000 USD 2021-12-15 -3.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 4603.21000000 0.004005372431 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183048.00000000 EUR 216968.36000000 USD 2021-12-15 4603.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -655.12000000 -0.00057003690 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73322.99000000 USD 86152250.00000000 KRW 2021-12-15 -655.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.84000000 -0.00030353473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19667.42000000 USD 28000.00000000 NZD 2021-12-15 -348.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -32343.88000000 -0.02814324901 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2834581.52000000 USD 311666625.00000000 JPY 2021-12-15 -32343.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 235.60000000 0.000205001671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16225.23000000 USD 62993500.00000000 COP 2021-12-15 235.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 93.82000000 0.000081635215 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22000.00000000 CAD 17462.88000000 USD 2021-12-15 93.82000000 N N N Sartorius Stedim Biotech 52990006IVXY7GCSSR39 N/A -16.00000000 NS -8940.88000000 -0.00777969162 Short EC CORP FR N 2 N N N EPAM Systems, Inc. 549300XCR4R530HJP604 29414B104 359.00000000 NS USD 204802.32000000 0.178203811362 Long EC CORP US N 1 N N N Progyny, Inc. N/A 74340E103 -6099.00000000 NS USD -341544.00000000 -0.29718629431 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 652.00000000 0.000567322113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 304500.00000000 BRL 55865.71000000 USD 2021-12-15 652.00000000 N N N Idorsia Ltd. 506700XOVZUB107S5720 N/A -5767.00000000 NS -139043.16000000 -0.12098506040 Short EC CORP CH N 2 N N N Harmonic Drive Systems, Inc. 353800XFIX2EUARGOE85 N/A -3400.00000000 NS -163055.51000000 -0.14187882903 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3272.11000000 0.002847147792 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 213511.85000000 USD 2021-12-15 3272.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 202.96000000 0.000176600760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96500.00000000 CAD 76389.95000000 USD 2021-12-15 202.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 285.22000000 0.000248177320 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 605500.00000000 PHP 12032.94000000 USD 2021-12-15 285.22000000 N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186106 -83.00000000 NS USD -12147.88000000 -0.01057018551 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1798.40000000 -0.00156483449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153487.86000000 USD 1327000.00000000 SEK 2021-12-15 -1798.40000000 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779103 272.00000000 NS USD 11451.20000000 0.009963986172 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -785.13000000 -0.00068316197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 64379.45000000 USD 7073000.00000000 JPY 2021-12-15 -785.13000000 N N N Medmix AG N/A N/A 900.00000000 NS 42491.55000000 0.036972999918 Long EC CORP CH Y 2 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751Y106 223.00000000 NS USD 46582.47000000 0.040532615532 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 265.75000000 0.000231235968 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 137942.15000000 USD 163854000.00000000 KRW 2021-12-15 265.75000000 N N N N/A N/A N/A -78.00000000 NC 13369.76000000 0.011633374997 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2023-03-13 -19575075.00000000 EUR 13369.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -789.13000000 -0.00068664248 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43457.42000000 USD 373268.00000000 SEK 2021-12-15 -789.13000000 N N N Nexi SpA 5493000P70CQRQG8SN85 N/A -22348.00000000 NS -416738.24000000 -0.36261475313 Short EC CORP IT Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -1699.36000000 -0.00147865721 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46097.53000000 USD 13811000.00000000 HUF 2021-12-15 -1699.36000000 N N N Greif, Inc. 54930070FVGKR0Z1FI24 397624107 2183.00000000 NS USD 141021.80000000 0.122706726394 Long EC CORP US N 1 N N N Kamigumi Co. Ltd. N/A N/A 4400.00000000 NS 92213.35000000 0.080237227920 Long EC CORP JP N 2 N N N M&G plc 254900TWUJUQ44TQJY84 N/A 101689.00000000 NS 277835.59000000 0.241751954128 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1059.71000000 -0.00092208116 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45906.42000000 USD 65000.00000000 NZD 2021-12-15 -1059.71000000 N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 5592.00000000 NS USD 434330.64000000 0.377922356736 Long EC CORP PR N 1 N N N Iliad SA 969500FZ9BTRZS3JNB97 N/A -548.00000000 NS -122252.12000000 -0.10637474092 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -19.77000000 -0.00001720238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33178.88000000 USD 42000.00000000 CAD 2021-12-15 -19.77000000 N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088M102 1729.00000000 NS USD 284904.62000000 0.247902900507 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 425.00000000 NS USD 73376.25000000 0.063846578561 Long EC CORP IE N 1 N N N N/A N/A N/A -1.00000000 NC USD -1077.99000000 -0.00093798706 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-11-23 -74598.25000000 USD -1077.99000000 N N N N/A N/A N/A 5.00000000 NC USD 1530.01000000 0.001331301390 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Cocoa 2021-12-15 132600.00000000 USD 1530.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 116.70000000 0.000101543697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8160.42000000 USD 31675500.00000000 COP 2021-12-15 116.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -476.84000000 -0.00041491085 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49292.80000000 USD 427000.00000000 NOK 2021-12-15 -476.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -2586.85000000 -0.00225088528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 276384.85000000 USD 236000.00000000 EUR 2021-12-15 -2586.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 10405.87000000 0.009054417423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 540406.00000000 CHF 591383.77000000 USD 2021-12-15 10405.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.51000000 -0.00004743056 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24529.09000000 USD 31000.00000000 CAD 2021-12-15 -54.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -206.49000000 -0.00017967230 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 138500.00000000 CNY 21148.41000000 USD 2021-12-15 -206.49000000 N N N Globus Medical, Inc. 5299003M2P4CIK0RF205 379577208 2412.00000000 NS USD 184807.44000000 0.160805747591 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3599.31000000 -0.00313185299 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 182806.40000000 USD 1567728.00000000 SEK 2021-12-15 -3599.31000000 N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130H105 -1150.00000000 NS USD -26254.50000000 -0.02284472151 Short EC CORP US N 1 N N N Rheinmetall AG 5299001OU9CSE29O6S05 N/A 106.00000000 NS 10353.90000000 0.009009196978 Long EC CORP DE N 2 N N N N/A N/A N/A 122800000.00000000 PA -855997.20000000 -0.74482536894 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-15 0.00000000 USD 236378.50000000 USD 122800000.00000000 GBP -855997.20000000 N N N Associated British Foods plc GBQKSY6W7G0OHCQ8OQ72 N/A -1201.00000000 NS -29896.15000000 -0.02601341564 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -442.82000000 -0.00038530916 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13061.98000000 USD 10301000.00000000 CLP 2021-12-15 -442.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 265.58000000 0.000231088047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137942.32000000 USD 163854000.00000000 KRW 2021-12-15 265.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -2824.35000000 -0.00245754020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108608.38000000 USD 78500.00000000 GBP 2021-12-15 -2824.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 578.53000000 0.000503393960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1670500.00000000 MXN 80646.30000000 USD 2021-12-15 578.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 1729.03000000 0.001504473855 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13000000.00000000 HUF 43520.08000000 USD 2021-12-15 1729.03000000 N N N Kirby Corp. I7NO6FZO5GUCG585T325 497266106 -1713.00000000 NS USD -82155.48000000 -0.07148561432 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7.28000000 0.000006334516 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 277000.00000000 PHP 5381.55000000 USD 2021-12-15 7.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 91.08000000 0.000079251070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8730.61000000 USD 33759500.00000000 COP 2021-12-15 91.08000000 N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343E102 605.00000000 NS USD 124031.05000000 0.107922634066 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2966.57000000 -0.00258128951 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245268.75000000 USD 26949000.00000000 JPY 2021-12-15 -2966.57000000 N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440101 816.00000000 NS USD 60228.96000000 0.052406780481 Long EC CORP US N 1 N N N SiteOne Landscape Supply, Inc. 5299008LX7SBD4HIAU03 82982L103 -184.00000000 NS USD -36702.48000000 -0.03193577993 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -979.97000000 -0.00085269731 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195957.09000000 USD 246962.00000000 CAD 2021-12-15 -979.97000000 N N N James Hardie Industries plc 635400NSGXKTVOO7JU45 N/A -1362.00000000 NS -48311.79000000 -0.04203734172 Short EC CORP IE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5583.35000000 -0.00485821767 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 262605.42000000 USD 221540.00000000 EUR 2021-12-15 -5583.35000000 N N N Hankyu Hanshin Holdings, Inc. N/A N/A -500.00000000 NS -15736.75000000 -0.01369295439 Short EC CORP JP N 2 N N N Old Republic International Corp. 549300IV6O2YY2A1KH37 680223104 3133.00000000 NS USD 72466.29000000 0.063054798760 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -141.15000000 -0.00012281827 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7096.65000000 USD 358500.00000000 PHP 2021-12-15 -141.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -303.31000000 -0.00026391789 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26026.96000000 USD 2861000.00000000 JPY 2021-12-15 -303.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -221.81000000 -0.00019300263 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10970.34000000 USD 554000.00000000 PHP 2021-12-15 -221.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1651.33000000 -0.00143686506 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85763.00000000 USD 72500.00000000 EUR 2021-12-15 -1651.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 578.42000000 0.000503298246 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1670500.00000000 MXN 80646.19000000 USD 2021-12-15 578.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 2070.62000000 0.001801700175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 186708.00000000 EUR 218681.96000000 USD 2021-12-15 2070.62000000 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 N/A 143700.00000000 NS 574802.17000000 0.500150278929 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2179.89000000 -0.00189677883 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144960.32000000 USD 10687500.00000000 INR 2021-12-15 -2179.89000000 N N N Aon plc 635400FALWQYX5E6QC64 N/A -566.00000000 NS USD -161745.82000000 -0.14073923379 Short EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -117.56000000 -0.00010229200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 905000.00000000 TWD 32549.22000000 USD 2021-12-15 -117.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -11035.77000000 -0.00960250975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 256300.47000000 USD 76294834.00000000 HUF 2021-12-15 -11035.77000000 N N N N/A N/A N/A 1.00000000 NC N/A -1662.48000000 -0.00144656697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 618196.96000000 USD 852500.00000000 AUD 2021-12-15 -1662.48000000 N N N Lightspeed Commerce, Inc. 254900T8MDWRTGMFZ257 53229C107 -4919.00000000 NS -474656.70000000 -0.41301110763 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 70.20000000 0.000061082841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 208500.00000000 PHP 4115.45000000 USD 2021-12-15 70.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -5583.68000000 -0.00485850481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 262605.75000000 USD 221540.00000000 EUR 2021-12-15 -5583.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 37.68000000 0.000032786345 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10448.18000000 USD 290500.00000000 TWD 2021-12-15 37.68000000 N N N Hitachi Ltd. 549300T6IPOCDWLKC615 N/A 4800.00000000 NS 283971.40000000 0.247090881577 Long EC CORP JP N 2 N N N United States of America 254900HROIFWPRGM1V77 912796L80 677000.00000000 PA USD 676875.84000000 0.588967227065 Long STIV UST US N 2 2022-02-17 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -206.93000000 -0.00018005516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10313.68000000 USD 7500.00000000 GBP 2021-12-15 -206.93000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.22000000 0.000428293390 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 639828.00000000 NOK 73639.33000000 USD 2021-12-15 492.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3941.99000000 -0.00343002775 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 257127.41000000 USD 218233.00000000 EUR 2021-12-15 -3941.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 450.30000000 0.000391817711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 153000.00000000 PLN 38909.81000000 USD 2021-12-15 450.30000000 N N N N/A N/A N/A 1600000.00000000 PA 1190.90000000 0.001036232982 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-07 0.00000000 USD 2210.23000000 USD 1600000.00000000 AUD 1190.90000000 N N N Dufry AG 549300X53WDBVW7TIF57 N/A -4515.00000000 NS -253636.11000000 -0.22069535882 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -283.75000000 -0.00024689823 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24847.54000000 USD 2732000.00000000 JPY 2021-12-15 -283.75000000 N N N Regal Beloit Corp. QH78R09VCJGQKPBPYU33 758750103 2970.00000000 NS USD 446509.80000000 0.388519759789 Long EC CORP US N 1 N N N Mitsubishi HC Capital, Inc. 353800MZ3QX9RLMH7B09 N/A 44300.00000000 NS 231639.85000000 0.201555842401 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 809.85000000 0.000704671493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5661500.00000000 JPY 51713.18000000 USD 2021-12-15 809.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.45000000 -0.00002562520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57978500.00000000 IDR 3985.39000000 USD 2021-12-15 -29.45000000 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 -287.00000000 NS USD -36305.50000000 -0.03159035734 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 281.70000000 0.000245114477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10500.00000000 GBP 14431.16000000 USD 2021-12-15 281.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.95000000 0.000000826619 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15453.51000000 USD 223178751.00000000 IDR 2021-12-15 0.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -643.86000000 -0.00056023928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41833.60000000 USD 30566.00000000 GBP 2021-12-15 -643.86000000 N N N Qantas Airways Ltd. YLXNW6TI6QSK1H8H0N82 N/A -7339.00000000 NS -29598.28000000 -0.02575423123 Short EC CORP AU N 2 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 -2153.00000000 NS USD -71328.89000000 -0.06206511751 Short EC CORP US N 1 N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638109 -208.00000000 NS USD -22634.56000000 -0.01969491781 Short EC CORP US N 1 N N N United Internet AG 3VEKWPJHTD4NKMBVG947 N/A -2780.00000000 NS -107540.02000000 -0.09357336107 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 10958.91000000 0.009535631873 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 540406.00000000 CHF 591936.81000000 USD 2021-12-15 10958.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 957.07000000 0.000832771434 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 600000.00000000 MXN 29715.32000000 USD 2021-12-15 957.07000000 N N N Delivery Hero SE 529900C3EX1FZGE48X78 N/A -1200.00000000 NS -153066.23000000 -0.13318689737 Short EC CORP DE Y 2 N N N Swedish Match AB 529900YVXCGNWAUYZG78 N/A -3619.00000000 NS -31690.64000000 -0.02757484794 Short EC CORP SE N 2 N N N Chipotle Mexican Grill, Inc. N/A 169656105 34.00000000 NS USD 61795.68000000 0.053770024195 Long EC CORP US N 1 N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 208.00000000 NS USD 119749.76000000 0.104197372577 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A 00508Y102 1165.00000000 NS USD 201976.05000000 0.175744600519 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2395.82000000 -0.00208466513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 620440.00000000 NOK 68534.79000000 USD 2021-12-15 -2395.82000000 N N N N/A N/A N/A 42.00000000 NC -56900.75000000 -0.04951081862 N/A DE IT N 1 Cassa di Compensazione e Garanzia 8156006407E264D2C725 Long FTSE/MIB Index IT0003465736 2021-12-17 5328330.00000000 EUR -56900.75000000 N N N Japan Post Insurance Co. Ltd. 54930042SK2Z708BA841 N/A 14800.00000000 NS 268444.18000000 0.233580244667 Long EC CORP JP N 2 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 -322.00000000 NS USD -8977.36000000 -0.00781143381 Short EC CORP US N 1 N N N A2A SpA 81560076E3944316DB24 N/A 111525.00000000 NS 228530.20000000 0.198850055269 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -204.74000000 -0.00017814958 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 245000.00000000 BRL 44220.09000000 USD 2021-12-15 -204.74000000 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147K108 635.00000000 NS USD 18465.80000000 0.016067571597 Long EC CORP US N 1 N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A -5627.00000000 NS -196689.15000000 -0.17114433168 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1136.00000000 -0.00098846306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 264250.46000000 USD 2301499.00000000 NOK 2021-12-15 -1136.00000000 N N N Toyota Industries Corp. 35380000WKGEAHEMW830 N/A -200.00000000 NS -16455.98000000 -0.01431877507 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2429.68000000 0.002114127595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105000.00000000 GBP 143924.24000000 USD 2021-12-15 2429.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -585.54000000 -0.00050949354 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15291.56000000 USD 12004500.00000000 CLP 2021-12-15 -585.54000000 N N N N/A N/A N/A -2.00000000 NC USD 24555.21000000 0.021366125202 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-17 -446687.50000000 USD 24555.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.67000000 0.000184179557 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38874.74000000 USD 253500.00000000 CNY 2021-12-15 211.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.69000000 -0.00011023625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6054.42000000 USD 38000.00000000 DKK 2021-12-15 -126.69000000 N N N N/A N/A N/A 1.00000000 NC USD -1784.59000000 -0.00155281805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-10-08 107688.36000000 USD -1784.59000000 N N N Alteryx, Inc. 549300XWZG0JHL7I0827 02156B103 -1403.00000000 NS USD -102559.30000000 -0.08923950739 Short EC CORP US N 1 N N N Chegg, Inc. 549300AKX7O8JG0O3G77 163092109 -9057.00000000 NS USD -616057.14000000 -0.53604729851 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -3052.00000000 -0.00265562437 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-24 74667.75000000 USD -3052.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 57.61000000 0.000050127955 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42500.00000000 NOK 4916.34000000 USD 2021-12-15 57.61000000 N N N Spire, Inc. 549300NXSY15DRY2R511 84857L101 -618.00000000 NS USD -37809.24000000 -0.03289880052 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -150.40000000 -0.00013086694 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21719.09000000 USD 450000.00000000 MXN 2021-12-15 -150.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 699.54000000 0.000608687900 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 216500.00000000 BRL 39956.58000000 USD 2021-12-15 699.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 1252.64000000 0.001089954558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 62000.00000000 CHF 67907.40000000 USD 2021-12-15 1252.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -241.96000000 -0.00021053567 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10621.86000000 USD 535000.00000000 PHP 2021-12-15 -241.96000000 N N N PerkinElmer, Inc. 549300IKL1SDPFI7N655 714046109 832.00000000 NS USD 144177.28000000 0.125452391397 Long EC CORP US N 1 N N N Venture Corp. Ltd. 254900B1NLZC3J1MAE72 N/A 13400.00000000 NS 176125.25000000 0.153251148849 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3418.93000000 0.002974899682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183962.00000000 EUR 216844.47000000 USD 2021-12-15 3418.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -789.18000000 -0.00068668598 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43457.47000000 USD 373268.00000000 SEK 2021-12-15 -789.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 4263.07000000 0.003709407794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 311500.00000000 AUD 229542.24000000 USD 2021-12-15 4263.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -849.35000000 -0.00073904146 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83092.72000000 USD 76500.00000000 CHF 2021-12-15 -849.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 3220.93000000 0.002802614746 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183048.00000000 EUR 215586.08000000 USD 2021-12-15 3220.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1603.47000000 -0.00139522084 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 89222.22000000 USD 81500.00000000 CHF 2021-12-15 -1603.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.13000000 -0.00001751563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25000000.00000000 KRW 21066.92000000 USD 2021-12-15 -20.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 10153.55000000 0.008834867245 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 535002.00000000 CHF 585321.74000000 USD 2021-12-15 10153.55000000 N N N N/A N/A N/A 1.00000000 NC USD -10745.63000000 -0.00935005141 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-10-14 223590.75000000 USD -10745.63000000 N N N Grocery Outlet Holding Corp. N/A 39874R101 -6640.00000000 NS USD -143224.80000000 -0.12462361384 Short EC CORP US N 1 N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92556H206 -4496.00000000 NS USD -177636.96000000 -0.15456652693 Short EC CORP US N 1 N N N Demant A/S 213800RM6L9LN78BVA56 N/A -1987.00000000 NS -100127.29000000 -0.08712335240 Short EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 957.03000000 0.000832736629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 600000.00000000 MXN 29715.28000000 USD 2021-12-15 957.03000000 N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652100 856.00000000 NS USD 21357.20000000 0.018583453742 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -32136.63000000 -0.02796291541 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2834374.27000000 USD 311666626.00000000 JPY 2021-12-15 -32136.63000000 N N N N/A N/A N/A -65.00000000 NC USD 633.75000000 0.000551442314 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-12-19 -16169562.50000000 USD 633.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 308.00000000 0.000267998789 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 379000.00000000 BRL 69030.49000000 USD 2021-12-15 308.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -2492.55000000 -0.00216883241 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217511.79000000 USD 292000.00000000 SGD 2021-12-15 -2492.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -67.66000000 -0.00005887272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 94000.00000000 CHF 100989.55000000 USD 2021-12-15 -67.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -1615.61000000 -0.00140578417 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 226106.76000000 USD 193500.00000000 EUR 2021-12-15 -1615.61000000 N N N LendingTree, Inc. 549300ISY5YHUJZTON08 52603B107 -3472.00000000 NS USD -485489.76000000 -0.42243723415 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 93.79000000 0.000081609111 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22000.00000000 CAD 17462.85000000 USD 2021-12-15 93.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 252.13000000 0.000219384853 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44749.51000000 USD 57000.00000000 CAD 2021-12-15 252.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 413.07000000 0.000359422922 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71500.00000000 PLN 18385.98000000 USD 2021-12-15 413.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -159.54000000 -0.00013881989 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 276000.00000000 ZAR 17982.68000000 USD 2021-12-15 -159.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 3334.61000000 0.002901530663 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183962.00000000 EUR 216760.15000000 USD 2021-12-15 3334.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.49000000 -0.00001086787 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724750.00000000 INR 9669.86000000 USD 2021-12-15 -12.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 4852.02000000 0.004221868467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35634625.00000000 JPY 325247.85000000 USD 2021-12-15 4852.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 9514.87000000 0.008279135210 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 535002.00000000 CHF 584683.06000000 USD 2021-12-15 9514.87000000 N N N Daiwa Securities Group, Inc. 353800WRC7Y23PWFJG38 N/A 35800.00000000 NS 208668.97000000 0.181568283831 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -96.06000000 -0.00008358429 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5896.86000000 USD 5000.00000000 EUR 2021-12-15 -96.06000000 N N N Izumi Co. Ltd. N/A N/A -600.00000000 NS -19962.08000000 -0.01736952363 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 917.33000000 0.000798192629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 141863.10000000 USD 10687500.00000000 INR 2021-12-15 917.33000000 N N N Casio Computer Co. Ltd. 353800JRMIABSXKHV344 N/A -3200.00000000 NS -52979.61000000 -0.04609893299 Short EC CORP JP N 2 N N N N/A N/A N/A -18.00000000 NC -3674.80000000 -0.00319753880 N/A DE ZA N 1 JSE Clear 213800PJDCEXAVMM3J32 Short FTSE/JSE Top 40 Index GB0031823254 2021-12-15 -10472580.00000000 ZAR -3674.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -463.81000000 -0.00040357311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80554.44000000 USD 5995000.00000000 INR 2021-12-15 -463.81000000 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 871.00000000 NS USD 170742.13000000 0.148567156495 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 1061.00000000 NS USD 225080.54000000 0.195848416617 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -112.32000000 -0.00009773254 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 691874.00000000 TWD 24861.49000000 USD 2021-12-15 -112.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 699.49000000 0.000608644394 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 216500.00000000 BRL 39956.53000000 USD 2021-12-15 699.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 1824.89000000 0.001587884128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 91000.00000000 CHF 99656.87000000 USD 2021-12-15 1824.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -719.44000000 -0.00062600340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95308.72000000 USD 2620500.00000000 TWD 2021-12-15 -719.44000000 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 895.00000000 NS USD 99380.80000000 0.086473812094 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5081.60000000 0.004421631980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 328000.00000000 EUR 385614.41000000 USD 2021-12-15 5081.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -195.99000000 -0.00017053598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32989.25000000 USD 908504.00000000 TWD 2021-12-15 -195.99000000 N N N Sysmex Corp. 5299001ZO4CKWACMZI55 N/A -800.00000000 NS -99366.85000000 -0.08646167383 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3124.65000000 0.002718839020 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 283227000.00000000 KRW 242021.53000000 USD 2021-12-15 3124.65000000 N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572207 524.00000000 NS USD 390877.80000000 0.340112913451 Long EC CORP US N 1 N N N N/A N/A N/A 9.00000000 NC USD -7666.30000000 -0.00667064649 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-15 672075.00000000 USD -7666.30000000 N N N N/A N/A N/A -73.00000000 NC 2800.58000000 0.002436857307 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2022-06-13 -18338512.50000000 EUR 2800.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -39.64000000 -0.00003449179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724750.00000000 INR 9642.71000000 USD 2021-12-15 -39.64000000 N N N Yokogawa Electric Corp. 529900MV0U7C9WWF4L22 N/A -7100.00000000 NS -123835.05000000 -0.10775208938 Short EC CORP JP N 2 N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934105 -3199.00000000 NS -59226.71000000 -0.05153469675 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4252.84000000 -0.00370050640 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 267779.94000000 USD 245124.00000000 CHF 2021-12-15 -4252.84000000 N N N Huntsman Corp. 5299000V56320A7RIQ67 447011107 2896.00000000 NS USD 85692.64000000 0.074563388997 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 110.95000000 0.000096540473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37500.00000000 CAD 29717.29000000 USD 2021-12-15 110.95000000 N N N N/A N/A N/A 10.00000000 NC USD 76196.68000000 0.066300707868 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A NY Harbor ULSD 2021-10-29 982170.00000000 USD 76196.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -656.06000000 -0.00057085482 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 79043.35000000 USD 5867500.00000000 INR 2021-12-15 -656.06000000 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 1160.00000000 NS USD 160509.20000000 0.139663218652 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -7851.63000000 -0.00683190694 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-29 223401.00000000 USD -7851.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -3629.89000000 -0.00315846145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96697.40000000 USD 75970875.00000000 CLP 2021-12-15 -3629.89000000 N N N Wynn Resorts Ltd. 254900CEKKWIHTEAB172 983134107 -2272.00000000 NS USD -192552.00000000 -0.16754449014 Short EC CORP US N 1 N N N Credit Acceptance Corp. N/A 225310101 -16.00000000 NS USD -9364.80000000 -0.00814855541 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -46.10000000 -0.00004011280 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39563.49000000 USD 127312.00000000 ILS 2021-12-15 -46.10000000 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 67018T105 5333.00000000 NS USD 215826.51000000 0.187796245057 Long EC CORP US N 1 N N N Eurofins Scientific SE 529900JEHFM47DYY3S57 N/A 2440.00000000 NS 313275.29000000 0.272588956431 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -476.90000000 -0.00041496306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49292.86000000 USD 427000.00000000 NOK 2021-12-15 -476.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -662.16000000 -0.00057616259 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43076.02000000 USD 371000.00000000 NOK 2021-12-15 -662.16000000 N N N Pernod Ricard SA 52990097YFPX9J0H5D87 N/A -44.00000000 NS -9700.38000000 -0.00844055227 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 525.81000000 0.000457520920 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4199000.00000000 JPY 38279.60000000 USD 2021-12-15 525.81000000 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 -615.00000000 NS USD -13296.30000000 -0.01156945554 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2002.78000000 -0.00174267083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191893.29000000 USD 163676.00000000 EUR 2021-12-15 -2002.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 60.53000000 0.000052668723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 161662.00000000 ILS 50240.10000000 USD 2021-12-15 60.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -9124.30000000 -0.00793929012 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 360073.00000000 USD 302500.00000000 EUR 2021-12-15 -9124.30000000 N N N IGM Financial, Inc. 254900RYHLVJNTUFDA95 449586106 1918.00000000 NS 68521.63000000 0.059622447766 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -442.80000000 -0.00038529176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13061.96000000 USD 10301000.00000000 CLP 2021-12-15 -442.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 1281.56000000 0.001115118600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 127170.00000000 PLN 33248.20000000 USD 2021-12-15 1281.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 809.90000000 0.000704714999 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26000.00000000 GBP 35846.65000000 USD 2021-12-15 809.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 229.57000000 0.000199754812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12294000.00000000 JPY 110766.62000000 USD 2021-12-15 229.57000000 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 N/A 13023.00000000 NS 131017.03000000 0.114001316485 Long EC CORP ES N 2 N N N Randstad NV 7245009EAAUUQJ0U4T57 N/A 4158.00000000 NS 279946.01000000 0.243588285316 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3912.33000000 -0.00340421982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260934.40000000 USD 221540.00000000 EUR 2021-12-15 -3912.33000000 N N N N/A N/A N/A 1.00000000 NC USD -7366.45000000 -0.00640973923 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-12-24 107596.50000000 USD -7366.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -322.74000000 -0.00028082444 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47968.84000000 USD 153500.00000000 ILS 2021-12-15 -322.74000000 N N N M3, Inc. N/A N/A -11400.00000000 NS -812458.83000000 -0.70694150379 Short EC CORP JP N 2 N N N J.P. Morgan U.S. Treasury Plus Money Market Fund 549300WIC5LVF25Z1127 4812C2262 230002.10000000 NS USD 230002.10000000 0.200130793642 Long STIV RF US N 1 N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001A102 -6351.00000000 NS USD -269917.50000000 -0.23486221861 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2202.48000000 -0.00191643498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 255386.74000000 USD 218232.00000000 EUR 2021-12-15 -2202.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 5783.68000000 0.005032530001 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 233500.00000000 EUR 276681.27000000 USD 2021-12-15 5783.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 3241.00000000 0.002820078174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183964.00000000 EUR 216668.86000000 USD 2021-12-15 3241.00000000 N N N Kyocera Corp. N/A N/A 600.00000000 NS 37506.78000000 0.032635622232 Long EC CORP JP N 2 N N N Renault SA 969500F7JLTX36OUI695 N/A -1231.00000000 NS -43672.08000000 -0.03800020969 Short EC CORP FR N 2 N N N Ritchie Bros Auctioneers, Inc. 5493002H8U24DJXQ4886 767744105 897.00000000 NS 55352.53000000 0.048163672240 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7051.75000000 0.006135910602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 787942.45000000 USD 1152250.00000000 NZD 2021-12-15 7051.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -13232.96000000 -0.01151434176 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 261316.80000000 USD 77171788.00000000 HUF 2021-12-15 -13232.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.15000000 -0.00030206422 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61097.45000000 USD 82500.00000000 SGD 2021-12-15 -347.15000000 N N N N/A N/A N/A 7.00000000 NC USD -39428.65000000 -0.03430789117 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-12-15 753333.00000000 USD -39428.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 465.81000000 0.000405313364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27000.00000000 CHF 29492.88000000 USD 2021-12-15 465.81000000 N N N N/A N/A N/A 5.00000000 NC USD 15694.42000000 0.013656121967 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Lean Hogs 2021-12-14 170800.00000000 USD 15694.42000000 N N N Leroy Seafood Group ASA 5967007LIEEXZXJ2JK50 N/A 8407.00000000 NS 69491.62000000 0.060466461228 Long EC CORP NO N 2 N N N N/A N/A N/A 1.00000000 NC N/A -206.53000000 -0.00017970711 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13657.27000000 USD 1496000.00000000 JPY 2021-12-15 -206.53000000 N N N N/A N/A N/A 16.00000000 NC -24692.69000000 -0.02148575011 N/A DE KR N 1 Market Operation Department of KOFEX 549300TJ3RRV6Q1UEW14 Long KOSPI 200 Index KRD020020016 2021-12-09 1606000000.00000000 KRW -24692.69000000 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851108 -2006.00000000 NS USD -58294.36000000 -0.05072343483 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -11893.11000000 -0.01034850352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325503.69000000 USD 4771000.00000000 ZAR 2021-12-15 -11893.11000000 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506101 -443.00000000 NS USD -59237.96000000 -0.05154448567 Short EC CORP US N 1 N N N Bright Horizons Family Solutions, Inc. N/A 109194100 -1210.00000000 NS USD -168698.20000000 -0.14678867998 Short EC CORP US N 1 N N N CarMax, Inc. N/A 143130102 -166.00000000 NS USD -21241.36000000 -0.01848265835 Short EC CORP US N 1 N N N Italgas SpA 815600F25FF44EF1FA76 N/A 15212.00000000 NS 97268.98000000 0.084636262730 Long EC CORP IT N 2 N N N N/A N/A N/A -1.00000000 NC USD 147.05000000 0.000127952019 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-11-03 -74525.00000000 USD 147.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.42000000 0.000384961118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1373500.00000000 PHP 27090.63000000 USD 2021-12-15 442.42000000 N N N N/A N/A N/A 65.00000000 NC USD 268587.25000000 0.233704733585 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Brent Crude Oil 2021-10-29 5090150.00000000 USD 268587.25000000 N N N Norwegian Cruise Line Holdings Ltd. N/A N/A -17517.00000000 NS USD -467879.07000000 -0.40711371595 Short EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A -643.91000000 -0.00056028279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41833.65000000 USD 30566.00000000 GBP 2021-12-15 -643.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -81.25000000 -0.00007069773 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 53291.85000000 USD 809500.00000000 ZAR 2021-12-15 -81.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 391.03000000 0.000340245346 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49500.00000000 AUD 36189.81000000 USD 2021-12-15 391.03000000 N N N N/A N/A N/A 3752500000.00000000 PA -133684.06000000 -0.11632196847 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-17 0.00000000 USD 275604.72000000 USD 3752500000.00000000 JPY -133684.06000000 N N N Acom Co. Ltd. N/A N/A -7900.00000000 NS -28867.87000000 -0.02511868254 Short EC CORP JP N 2 N N N N/A N/A N/A -52.00000000 NC USD 376277.66000000 0.327408952899 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2021-12-17 -11174150.00000000 USD 376277.66000000 N N N N/A N/A N/A -1.00000000 NC USD 2529.80000000 0.002201244604 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-13 -74667.25000000 USD 2529.80000000 N N N Electric Power Development Co. Ltd. 549300KMHPUAQI8VEH90 N/A 12400.00000000 NS 177781.64000000 0.154692416757 Long EC CORP JP N 2 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 4073.00000000 NS USD 388034.71000000 0.337639067091 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -877.93000000 -0.00076390966 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195855.05000000 USD 246962.00000000 CAD 2021-12-15 -877.93000000 N N N Kinsale Capital Group, Inc. 529900QTUQHNZ6HOA508 49714P108 -561.00000000 NS USD -90713.70000000 -0.07893234355 Short EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 15704.58000000 0.013664962446 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-10 -223431.25000000 USD 15704.58000000 N N N Nemetschek SE 529900R0S2IX1S358J38 N/A -645.00000000 NS -67370.18000000 -0.05862054125 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 126.66000000 0.000110210151 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7590.16000000 USD 111439000.00000000 IDR 2021-12-15 126.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -372.72000000 -0.00032431334 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74713.05000000 USD 239500.00000000 ILS 2021-12-15 -372.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3907.30000000 0.003399843088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 267206.00000000 GBP 363985.34000000 USD 2021-12-15 3907.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -585.52000000 -0.00050947614 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15291.54000000 USD 12004500.00000000 CLP 2021-12-15 -585.52000000 N N N Renesas Electronics Corp. 5299000EPC47VJQOFB81 N/A -9300.00000000 NS -114458.47000000 -0.09959328388 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 79.85000000 0.000069479556 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7647.38000000 USD 111589375.00000000 IDR 2021-12-15 79.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 18456.63000000 0.016059592542 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1140000.00000000 NZD 804998.95000000 USD 2021-12-15 18456.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -820.49000000 -0.00071392963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43105.61000000 USD 369916.00000000 SEK 2021-12-15 -820.49000000 N N N N/A N/A N/A 1.00000000 NC N/A -3150.18000000 -0.00274105333 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 437214.03000000 USD 9056124.00000000 MXN 2021-12-15 -3150.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -1106.92000000 -0.00096315980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87630.07000000 USD 117500.00000000 SGD 2021-12-15 -1106.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 502.91000000 0.000437595036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1219500.00000000 PHP 24163.26000000 USD 2021-12-15 502.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -622.08000000 -0.00054128794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43059.67000000 USD 31492.00000000 GBP 2021-12-15 -622.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.48000000 -0.00000302803 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325500.00000000 CNY 50184.39000000 USD 2021-12-15 -3.48000000 N N N Uniper SE 549300UXRTWGIBZQ4J67 N/A 751.00000000 NS 31263.82000000 0.027203460789 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -0.66000000 -0.00000057428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57.82000000 USD 500.00000000 NOK 2021-12-15 -0.66000000 N N N Pinterest, Inc. N/A 72352L106 -1242.00000000 NS USD -63279.90000000 -0.05506148251 Short EC CORP US N 1 N N N Teijin Ltd. 3538000RF6UCIMPKCO54 N/A 14200.00000000 NS 201836.14000000 0.175622861199 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2309.90000000 -0.00200990391 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 192458.98000000 USD 21148500.00000000 JPY 2021-12-15 -2309.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -12460.92000000 -0.01084256973 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 787274.10000000 USD 1123000.00000000 NZD 2021-12-15 -12460.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 564.72000000 0.000491377521 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35500.00000000 GBP 48403.36000000 USD 2021-12-15 564.72000000 N N N Hiscox Ltd. 5493007JXOLJ0QCY2D70 N/A -9572.00000000 NS -107899.51000000 -0.09388616264 Short EC CORP BM N 2 N N N N/A N/A N/A 1.00000000 NC N/A -103.29000000 -0.00008987530 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12466.67000000 USD 11500.00000000 CHF 2021-12-15 -103.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.37000000 0.000069932021 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7646.86000000 USD 111589375.00000000 IDR 2021-12-15 80.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -125.26000000 -0.00010899197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2069500.00000000 INR 27522.37000000 USD 2021-12-15 -125.26000000 N N N Pembina Pipeline Corp. 5493002W3L9YICM6FU21 706327103 -5992.00000000 NS -189940.63000000 -0.16527226936 Short EC CORP CA N 1 N N N Simpson Manufacturing Co., Inc. 529900EJUNNL15LZ8056 829073105 446.00000000 NS USD 47708.62000000 0.041512507860 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 95.49000000 0.000083088326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7500.00000000 EUR 8796.70000000 USD 2021-12-15 95.49000000 N N N Restaurant Brands International, Inc. 5299009RXTX9DN9AKJ98 76131D103 -2702.00000000 NS -165541.77000000 -0.14404218835 Short EC CORP CA N 1 N N N Fox Factory Holding Corp. 529900GE1HSV0617R721 35138V102 -404.00000000 NS USD -58394.16000000 -0.05081027340 Short EC CORP US N 1 N N N Mitsubishi Gas Chemical Co., Inc. 529900G5O4J27ZPLJJ89 N/A 8200.00000000 NS 161700.87000000 0.140700121632 Long EC CORP JP N 2 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 1509.00000000 NS USD 141619.65000000 0.123226931188 Long EC CORP NL N 1 N N N Enagas SA 213800OU3FQKGM4M2U23 N/A 13775.00000000 NS 306137.67000000 0.266378328114 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 989.74000000 0.000861198448 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160062.00000000 SGD 118854.16000000 USD 2021-12-15 989.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -476.71000000 -0.00041479773 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21280.77000000 USD 24664500.00000000 KRW 2021-12-15 -476.71000000 N N N Hera SpA 8156009414FD99443B48 N/A 38027.00000000 NS 155037.03000000 0.134901741583 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 609.29000000 0.000530159034 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92500.00000000 SGD 68723.26000000 USD 2021-12-15 609.29000000 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671D857 -6466.00000000 NS USD -210338.98000000 -0.18302140285 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2140.64000000 -0.00186262639 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65108.66000000 USD 250500.00000000 PLN 2021-12-15 -2140.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 9686.60000000 0.008428561937 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 543108.00000000 CHF 593569.36000000 USD 2021-12-15 9686.60000000 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 969904101 1811.00000000 NS USD 321144.63000000 0.279436273302 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1989.52000000 -0.00173113296 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 191877.71000000 USD 163674.00000000 EUR 2021-12-15 -1989.52000000 N N N Chiba Bank Ltd. (The) FGJPAKKCTZVSKZXNBS63 N/A 19800.00000000 NS 128308.11000000 0.111644214922 Long EC CORP JP N 2 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 -557.00000000 NS USD -94227.69000000 -0.08198995740 Short EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 -1004.00000000 NS USD -97980.36000000 -0.08525525292 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 786.34000000 0.000684214832 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 42812.79000000 USD 2021-12-15 786.34000000 N N N Atlas Arteria Ltd. N/A N/A -20949.00000000 NS -96595.35000000 -0.08405011979 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -622.02000000 -0.00054123573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43059.61000000 USD 31492.00000000 GBP 2021-12-15 -622.02000000 N N N East Japan Railway Co. 353800SENYJ2DSM6PS44 N/A -3600.00000000 NS -254423.44000000 -0.22138043508 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -271.48000000 -0.00023622179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9353.33000000 USD 7413500.00000000 CLP 2021-12-15 -271.48000000 N N N United States of America 254900HROIFWPRGM1V77 912796H69 329000.00000000 PA USD 328987.39000000 0.286260462225 Long STIV UST US N 2 2021-11-18 None 0.00000000 N N N N N N NET One Systems Co. Ltd. N/A N/A -2000.00000000 NS -65631.71000000 -0.05710785340 Short EC CORP JP N 2 N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 00737L103 2326.00000000 NS USD 87946.06000000 0.076524148194 Long EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658300 -13111.00000000 NS USD -327906.11000000 -0.28531961244 Short EC CORP PA N 1 N N N MercadoLibre, Inc. 549300DKPDN9M5S8GB14 58733R102 -55.00000000 NS USD -92367.00000000 -0.08037092277 Short EC CORP US N 1 N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 154.00000000 NS 13458.94000000 0.011710972829 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6960.97000000 -0.00605692056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 441024.92000000 USD 9056126.00000000 MXN 2021-12-15 -6960.97000000 N N N American Water Works Co., Inc. 549300DXHIJQMD5WFW18 030420103 -3057.00000000 NS USD -516755.28000000 -0.44964217415 Short EC CORP US N 1 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414H103 -2338.00000000 NS USD -74558.82000000 -0.06487556339 Short EC CORP US N 1 N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047109 -5684.00000000 NS USD -270387.88000000 -0.23527150845 Short EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 -708.00000000 NS USD -41644.56000000 -0.03623601194 Short EC CORP US N 1 N N N SYNNEX Corp. 5493004HI6PFLF46NS53 87162W100 3730.00000000 NS USD 388293.00000000 0.337863811920 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -575.89000000 -0.00050109682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24832.10000000 USD 18000.00000000 GBP 2021-12-15 -575.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -224.76000000 -0.00019556950 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47167.46000000 USD 1300500.00000000 TWD 2021-12-15 -224.76000000 N N N N/A N/A N/A 43.00000000 NC -11180.16000000 -0.00972814723 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 3 Year Bond 2021-12-15 5006837.01000000 AUD -11180.16000000 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 -8292.00000000 NS USD -215094.48000000 -0.18715928676 Short EC CORP US N 1 N N N Ramsay Health Care Ltd. 549300QBX122KF2JPI10 N/A -247.00000000 NS -12240.50000000 -0.01065077657 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1281.52000000 0.001115083795 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 127170.00000000 PLN 33248.16000000 USD 2021-12-15 1281.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -180.14000000 -0.00015674448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45988.98000000 USD 400742.00000000 SEK 2021-12-15 -180.14000000 N N N Arrowhead Pharmaceuticals, Inc. 549300O3CSB8T7OZ3D66 04280A100 -3793.00000000 NS USD -236796.99000000 -0.20604320369 Short EC CORP US N 1 N N N Omron Corp. 549300ZHW0TR2QZ0NY83 N/A -200.00000000 NS -19790.52000000 -0.01722024483 Short EC CORP JP N 2 N N N FireEye, Inc. 549300E9D2UJUFLLY524 31816Q101 -3231.00000000 NS USD -57511.80000000 -0.05004250908 Short EC CORP US N 1 N N N N/A N/A N/A 24900000.00000000 PA 1108721.58000000 0.964727407851 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-15 0.00000000 USD 499802.25000000 USD 24900000.00000000 GBP 1108721.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 56.88000000 0.000049492763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3232.10000000 USD 12586500.00000000 COP 2021-12-15 56.88000000 N N N N/A N/A N/A 69.00000000 NC USD -85566.40000000 -0.07445354429 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Long FTSE Taiwan Index Equity Index FTCRTWRP Index 2021-10-28 4082040.00000000 USD -85566.40000000 N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 74915M100 31652.00000000 NS USD 322533.88000000 0.280645095765 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14.11000000 0.000012277477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1397.57000000 USD 2021-12-15 14.11000000 N N N Sunrun, Inc. 54930007SJ77CI66U531 86771W105 -6301.00000000 NS USD -277244.00000000 -0.24123719632 Short EC CORP US N 1 N N N N/A N/A N/A -15.00000000 NC USD 23300.46000000 0.020274334677 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean Meal 2021-12-14 -493050.00000000 USD 23300.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -1647.97000000 -0.00143394144 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45400.43000000 USD 665612.00000000 ZAR 2021-12-15 -1647.97000000 N N N N/A N/A N/A 2.00000000 NC USD -17471.67000000 -0.01520255329 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-23 446687.50000000 USD -17471.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -211.19000000 -0.00018376189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 120875.00000000 CNY 18426.17000000 USD 2021-12-15 -211.19000000 N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 198516106 3076.00000000 NS USD 294803.84000000 0.256516468623 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 1484.00000000 NS USD 245765.24000000 0.213846710664 Long EC CORP US N 1 N N N FinecoBank Banca Fineco SpA 549300L7YCATGO57ZE10 N/A -6786.00000000 NS -122567.92000000 -0.10664952669 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -54.64000000 -0.00004754368 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000000.00000000 INR 13304.93000000 USD 2021-12-15 -54.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -30525.64000000 -0.02656115122 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1649787.46000000 USD 2239000.00000000 AUD 2021-12-15 -30525.64000000 N N N Pilbara Minerals Ltd. 5299000VV1CZVF5K9C16 N/A -64159.00000000 NS -92457.50000000 -0.08044966916 Short EC CORP AU N 2 N N N White Mountains Insurance Group Ltd. 549300N3FL068JERBG02 N/A 36.00000000 NS USD 38505.96000000 0.033505034670 Long EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 406.43000000 0.000353645286 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 154500.00000000 AUD 112142.00000000 USD 2021-12-15 406.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.42000000 0.000001235578 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66000.00000000 AUD 47733.12000000 USD 2021-12-15 1.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -161.92000000 -0.00014089079 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28514.04000000 USD 248000.00000000 NOK 2021-12-15 -161.92000000 N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 N/A 1375.00000000 NS 54688.46000000 0.047585847706 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3912.66000000 -0.00340450696 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260934.73000000 USD 221540.00000000 EUR 2021-12-15 -3912.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 9745.64000000 0.008479934173 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 859500.00000000 AUD 631342.57000000 USD 2021-12-15 9745.64000000 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 81.00000000 NS USD 137537.19000000 0.119674676839 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6356.79000000 -0.00553120787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 319487.72000000 USD 2739000.00000000 NOK 2021-12-15 -6356.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -314.23000000 -0.00027341967 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28747.90000000 USD 21100.00000000 GBP 2021-12-15 -314.23000000 N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 131193104 -3126.00000000 NS USD -86371.38000000 -0.07515397827 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3.58000000 0.000003115050 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39513.81000000 USD 127312.00000000 ILS 2021-12-15 3.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 3563.97000000 0.003101102749 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 213803.71000000 USD 2021-12-15 3563.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.28000000 -0.00006028232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15579.22000000 USD 223980000.00000000 IDR 2021-12-15 -69.28000000 N N N Equitrans Midstream Corp. 549300RH0NLJNZ5SXU64 294600101 7501.00000000 NS USD 76060.14000000 0.066181900872 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 2347.00000000 NS USD 86064.49000000 0.074886945328 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2307.02000000 -0.00200739794 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 133937.28000000 USD 14640000.00000000 JPY 2021-12-15 -2307.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 510.76000000 0.000444425525 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21379500.00000000 CLP 26701.55000000 USD 2021-12-15 510.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.73000000 0.000017167584 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 77500.00000000 ZAR 5114.01000000 USD 2021-12-15 19.73000000 N N N Shizuoka Bank Ltd. (The) 549300TJ1GRR4PX8GJ82 N/A 11700.00000000 NS 96129.37000000 0.083644658507 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -714.79000000 -0.00062195732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82958.16000000 USD 76500.00000000 CHF 2021-12-15 -714.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.48000000 -0.00004740446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24529.06000000 USD 31000.00000000 CAD 2021-12-15 -54.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 432.34000000 0.000376190249 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160061.00000000 SGD 118296.02000000 USD 2021-12-15 432.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -621.82000000 -0.00054106171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28284.86000000 USD 242000.00000000 SEK 2021-12-15 -621.82000000 N N N City Developments Ltd. 254900BPLPJS0RJ72373 N/A -9800.00000000 NS -49598.48000000 -0.04315692407 Short EC CORP SG N 2 N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 290876101 -527.00000000 NS -23866.04000000 -0.02076646050 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5471.69000000 0.004761059408 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 267208.00000000 GBP 365552.43000000 USD 2021-12-15 5471.69000000 N N N Ultragenyx Pharmaceutical, Inc. 529900EV44GVDN1DCX77 90400D108 -2405.00000000 NS USD -216906.95000000 -0.18873636392 Short EC CORP US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 -1985.00000000 NS USD -77514.25000000 -0.06744715970 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 80.18000000 0.000069766697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22354.03000000 USD 145500.00000000 CNY 2021-12-15 80.18000000 N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307305 -346.00000000 NS USD -59754.20000000 -0.05199367949 Short EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 -6756.00000000 NS USD -493323.12000000 -0.42925324389 Short EC CORP US N 1 N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194105 83.00000000 NS USD 12572.01000000 0.010939232028 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2696.24000000 -0.00234606836 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78245.70000000 USD 109500.00000000 NZD 2021-12-15 -2696.24000000 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 -18.00000000 NS USD -15177.06000000 -0.01320595361 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 278.44000000 0.000242277866 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 343000.00000000 AUD 248338.65000000 USD 2021-12-15 278.44000000 N N N Open House Co. Ltd. 529900WQOGPBIJEHW865 N/A -200.00000000 NS -11767.44000000 -0.01023915480 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 73.96000000 0.000064354514 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4915.13000000 USD 2021-12-15 73.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -267.57000000 -0.00023281959 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 190000.00000000 CNY 29027.96000000 USD 2021-12-15 -267.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 48.57000000 0.000042262016 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5000000.00000000 KRW 4265.98000000 USD 2021-12-15 48.57000000 N N N Boral Ltd. 549300KLCHOLFEMSPR08 N/A -2582.00000000 NS -11359.68000000 -0.00988435224 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 931.21000000 0.000810269977 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166125.00000000 PHP 42957.68000000 USD 2021-12-15 931.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.54000000 -0.00001787238 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1362.92000000 USD 2021-12-15 -20.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -2140.03000000 -0.00186209561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 279000.00000000 AUD 199634.89000000 USD 2021-12-15 -2140.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -2034.56000000 -0.00177032343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209302.31000000 USD 1813000.00000000 NOK 2021-12-15 -2034.56000000 N N N Kajima Corp. N/A N/A 25300.00000000 NS 324208.98000000 0.282102643729 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -6191.59000000 -0.00538746307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 440255.54000000 USD 9056126.00000000 MXN 2021-12-15 -6191.59000000 N N N Keikyu Corp. N/A N/A -7700.00000000 NS -95934.35000000 -0.08347496654 Short EC CORP JP N 2 N N N N/A N/A 000000000 2118760.00000000 PA -14710.07000000 -0.01279961349 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-12-17 0.00000000 USD 0.00000000 USD 2118760.00000000 PLN -14710.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -150.43000000 -0.00013089304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21719.12000000 USD 450000.00000000 MXN 2021-12-15 -150.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -4050.22000000 -0.00352420148 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 124044.03000000 USD 2503500.00000000 MXN 2021-12-15 -4050.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 450.25000000 0.000391774204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 153000.00000000 PLN 38909.76000000 USD 2021-12-15 450.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 525.86000000 0.000457564427 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4199000.00000000 JPY 38279.65000000 USD 2021-12-15 525.86000000 N N N Intact Financial Corp. 5493009LXGE7Y4U9OY43 45823T106 291.00000000 NS 38478.35000000 0.033481010493 Long EC CORP CA N 1 N N N Welcia Holdings Co. Ltd. N/A N/A -3100.00000000 NS -111732.30000000 -0.09722117265 Short EC CORP JP N 2 N N N Guardant Health, Inc. 254900M8C3E5VC8BR186 40131M109 -2829.00000000 NS USD -353653.29000000 -0.30772290166 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4519.86000000 -0.00393284743 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144234.61000000 USD 202500.00000000 NZD 2021-12-15 -4519.86000000 N N N N/A N/A N/A 1.00000000 NC N/A -2492.82000000 -0.00216906734 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217512.06000000 USD 292000.00000000 SGD 2021-12-15 -2492.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 587.34000000 0.000511059770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 779000.00000000 SEK 89634.88000000 USD 2021-12-15 587.34000000 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 341.00000000 NS USD 165361.13000000 0.143885008808 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1355.49000000 0.001179447011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 469000.00000000 PLN 119247.71000000 USD 2021-12-15 1355.49000000 N N N N/A N/A N/A 1.00000000 NC N/A 809.79000000 0.000704619285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5661500.00000000 JPY 51713.12000000 USD 2021-12-15 809.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 3402.74000000 0.002960812343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183960.00000000 EUR 216825.96000000 USD 2021-12-15 3402.74000000 N N N Stantec, Inc. 549300MZ7NGUZDCP2T16 85472N109 2643.00000000 NS 124157.98000000 0.108033079151 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -298.54000000 -0.00025976739 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12717.63000000 USD 18000.00000000 NZD 2021-12-15 -298.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 23370.37000000 0.020335165182 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1079626.00000000 GBP 1478238.96000000 USD 2021-12-15 23370.37000000 N N N N/A N/A N/A 2.00000000 NC USD -1240.28000000 -0.00107919980 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-19 446787.50000000 USD -1240.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.43000000 -0.00004301032 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3155.87000000 USD 345500.00000000 JPY 2021-12-15 -49.43000000 N N N Vimeo, Inc. N/A 92719V100 -3490.00000000 NS USD -102501.30000000 -0.08918904009 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -12.45000000 -0.00001083306 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7739.68000000 USD 111589375.00000000 IDR 2021-12-15 -12.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 28174.50000000 0.024515363318 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1640000000.00000000 KRW 1411484.98000000 USD 2021-12-15 28174.50000000 N N N NH Foods Ltd. 353800NLDBIOUQILWU82 N/A 300.00000000 NS 11329.31000000 0.009857926522 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -48.90000000 -0.00004254915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8599.03000000 USD 123473000.00000000 IDR 2021-12-15 -48.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1066.90000000 0.000928337366 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38000.00000000 GBP 52274.45000000 USD 2021-12-15 1066.90000000 N N N ANSYS, Inc. 549300VJV8H15Z5FJ571 03662Q105 553.00000000 NS USD 188268.85000000 0.163817610224 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6014.27000000 -0.00523317234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259200.85000000 USD 218234.00000000 EUR 2021-12-15 -6014.27000000 N N N Genting Singapore Ltd. 254900Y2N3AK93K1O866 N/A 62000.00000000 NS 32689.51000000 0.028443990642 Long EC CORP SG N 2 N N N Amdocs Ltd. 549300HQV672RJ7RQV66 N/A 2105.00000000 NS USD 159369.55000000 0.138671579624 Long EC CORP GG N 1 N N N N/A N/A N/A -3.00000000 NC -37.73000000 -0.00003282985 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short N/A ASX 90 Day Bank Accepted Bill 2021-12-09 -2999778.09000000 AUD -37.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.10000000 -0.00003315179 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724750.00000000 INR 9644.25000000 USD 2021-12-15 -38.10000000 N N N Saipem SpA 549300PHV8MBDHWB8X12 N/A -15807.00000000 NS -38789.06000000 -0.03375136732 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1872.22000000 -0.00162906718 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 197514.81000000 USD 168634.00000000 EUR 2021-12-15 -1872.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -20712.65000000 -0.01802261406 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 419980.87000000 USD 2201938.00000000 BRL 2021-12-15 -20712.65000000 N N N Osaka Gas Co. Ltd. 353800024KMNOPQRWZ02 N/A 15400.00000000 NS 281405.31000000 0.244858060102 Long EC CORP JP N 2 N N N N/A N/A N/A -2.00000000 NC -738.14000000 -0.00064227476 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short Hang Seng Index HK0000004322 2021-10-28 -2452400.00000000 HKD -738.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 960.08000000 0.000835390513 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9503500.00000000 JPY 86407.36000000 USD 2021-12-15 960.08000000 N N N Visteon Corp. 549300MOVLYHRW4GGW78 92839U206 -1947.00000000 NS USD -183777.33000000 -0.15990942215 Short EC CORP US N 1 N N N ChampionX Corp. 549300EP2909K6DYYP38 15872M104 -8310.00000000 NS USD -185811.60000000 -0.16167949325 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -268.92000000 -0.00023399426 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27477.81000000 USD 238000.00000000 NOK 2021-12-15 -268.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -910.13000000 -0.00079192772 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400178.35000000 USD 2201938.00000000 BRL 2021-12-15 -910.13000000 N N N Pure Storage, Inc. 549300NPDB0BZTK3WO90 74624M102 -13671.00000000 NS USD -343962.36000000 -0.29929057208 Short EC CORP US N 1 N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 N/A 799.00000000 NS 13460.05000000 0.011711938669 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 516.10000000 0.000449071998 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 124465.88000000 USD 3462499.00000000 TWD 2021-12-15 516.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 5955.86000000 0.005182348285 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1177500.00000000 PLN 301943.25000000 USD 2021-12-15 5955.86000000 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 -620.00000000 NS USD -54646.80000000 -0.04754959826 Short EC CORP US N 1 N N N Whirlpool Corp. WHENKOULSSK7WUM60H03 963320106 373.00000000 NS USD 76039.78000000 0.066164185108 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 745.85000000 0.000648983432 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59396500.00000000 KRW 50845.73000000 USD 2021-12-15 745.85000000 N N N Telephone and Data Systems, Inc. N/A 879433829 2863.00000000 NS USD 55828.50000000 0.048577826084 Long EC CORP US N 1 N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 2734.00000000 NS USD 160212.40000000 0.139404965273 Long EC CORP US N 1 N N N Westrock Co. N/A 96145D105 4326.00000000 NS USD 215564.58000000 0.187568332969 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 234.40000000 0.000203957520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33742000.00000000 KRW 28695.17000000 USD 2021-12-15 234.40000000 N N N Quilter plc 54930092XIVK28RZGM95 N/A -5075.00000000 NS -9731.99000000 -0.00846805695 Short EC CORP GB Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 4720.70000000 0.004107603528 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1614541.12000000 USD 2239000.00000000 AUD 2021-12-15 4720.70000000 N N N Showa Denko KK 5493006AIPA1V92YPP18 N/A -8900.00000000 NS -216564.37000000 -0.18843827618 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -52.38000000 -0.00004557719 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6531.77000000 USD 485000.00000000 INR 2021-12-15 -52.38000000 N N N Fukuoka Financial Group, Inc. N/A N/A 7700.00000000 NS 137765.07000000 0.119872961139 Long EC CORP JP N 2 N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 1222.00000000 NS USD 68334.24000000 0.059459394866 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 96.72000000 0.000084158580 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 691876.00000000 TWD 25070.60000000 USD 2021-12-15 96.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 96.85000000 0.000084271697 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49500.00000000 DKK 7818.50000000 USD 2021-12-15 96.85000000 N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 1917.00000000 NS USD 650610.63000000 0.566113186505 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 148.15000000 0.000128909158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14106500.00000000 CLP 17429.20000000 USD 2021-12-15 148.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -109.54000000 -0.00009531359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 445640000.00000000 KRW 375779.78000000 USD 2021-12-15 -109.54000000 N N N Toyota Tsusho Corp. 549300CEE2ENIUJNXB84 N/A 7900.00000000 NS 331747.81000000 0.288662375275 Long EC CORP JP N 2 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 882.00000000 NS USD 110558.70000000 0.096199992848 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A 14.38000000 0.000012512411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 738500.00000000 PHP 14342.52000000 USD 2021-12-15 14.38000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 21776.00000000 NS 725100.26000000 0.630928545886 Long EC CORP NL N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A -6938.00000000 NS -88166.35000000 -0.07671582823 Short EC CORP DE N 2 N N N MDU Resources Group, Inc. N/A 552690109 8283.00000000 NS USD 245756.61000000 0.213839201477 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 312.96000000 0.000272314614 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142467.47000000 USD 10687500.00000000 INR 2021-12-15 312.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -10261.87000000 -0.00892911928 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3877750.00000000 NOK 433054.47000000 USD 2021-12-15 -10261.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -520.79000000 -0.00045315288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11762.99000000 USD 62000.00000000 BRL 2021-12-15 -520.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.88000000 -0.00001381759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4825.29000000 USD 2021-12-15 -15.88000000 N N N Seibu Holdings, Inc. 353800JY9TYV9WTCN620 N/A -19100.00000000 NS -241094.10000000 -0.20978223057 Short EC CORP JP N 2 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 98.00000000 NS USD 44036.30000000 0.038317126965 Long EC CORP US N 1 N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211K100 -328.00000000 NS USD -17971.12000000 -0.01563713769 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 502.88000000 0.000437568933 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1219500.00000000 PHP 24163.23000000 USD 2021-12-15 502.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 361.84000000 0.000314846370 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 133651.07000000 USD 14905000.00000000 JPY 2021-12-15 361.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -479.57000000 -0.00041728629 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27678.44000000 USD 150000.00000000 BRL 2021-12-15 -479.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.34000000 -0.00004902289 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 36321.51000000 USD 200000.00000000 BRL 2021-12-15 -56.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 16.90000000 0.000014705128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1400.36000000 USD 2021-12-15 16.90000000 N N N Graphic Packaging Holding Co. N/A 388689101 830.00000000 NS USD 15803.20000000 0.013750774267 Long EC CORP US N 1 N N N VMware, Inc. 549300BUDHS3LRWBE814 928563402 253.00000000 NS USD 37621.10000000 0.032735095030 Long EC CORP US N 1 N N N Clarivate plc 549300WDHIIODXFO0R55 N/A -16916.00000000 NS USD -370460.40000000 -0.32234720406 Short EC CORP JE N 1 N N N Plug Power, Inc. 549300JPDKRSJ8JSM954 72919P202 -12190.00000000 NS USD -311332.60000000 -0.27089857146 Short EC CORP US N 1 N N N NextEra Energy, Inc. N/A 65339F101 -7252.00000000 NS USD -569427.04000000 -0.49547323888 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1528.78000000 -0.00133023113 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144309.21000000 USD 10687500.00000000 INR 2021-12-15 -1528.78000000 N N N AMP Ltd. 5299000D93LTLU0UJR35 N/A -128506.00000000 NS -90614.21000000 -0.07884577472 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 0.37000000 0.000000321946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2000.00000000 CAD 1579.38000000 USD 2021-12-15 0.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -3318.25000000 -0.00288729540 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 96385.76000000 USD 75970875.00000000 CLP 2021-12-15 -3318.25000000 N N N Freee KK N/A N/A -3000.00000000 NS -218297.36000000 -0.18994619573 Short EC CORP JP N 2 N N N Generac Holdings, Inc. 529900S2H2AHJHSFFI84 368736104 52.00000000 NS USD 21250.84000000 0.018490907147 Long EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 16391.12000000 0.014262338710 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-10-26 -223487.50000000 USD 16391.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 200.74000000 0.000174669081 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1236500.00000000 TWD 44833.31000000 USD 2021-12-15 200.74000000 N N N Brother Industries Ltd. 549300O5FACQ67KI6R92 114813108 11600.00000000 NS 255260.85000000 0.222109087248 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -570.18000000 -0.00049612840 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40067.75000000 USD 2956500.00000000 INR 2021-12-15 -570.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -223.25000000 -0.00019425561 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 580000.00000000 SEK 66076.59000000 USD 2021-12-15 -223.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -6017.87000000 -0.00523630479 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259203.29000000 USD 218233.00000000 EUR 2021-12-15 -6017.87000000 N N N Alamos Gold, Inc. 549300TDOX73YGYXE959 011532108 5349.00000000 NS 38472.60000000 0.033476007268 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8946.60000000 -0.00778466874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 232021.86000000 USD 3393674.00000000 ZAR 2021-12-15 -8946.60000000 N N N SATS Ltd. 529900SEP1R0K8049D51 N/A 10200.00000000 NS 31006.48000000 0.026979542580 Long EC CORP SG N 2 N N N N/A N/A N/A 6000000.00000000 PA USD 103416.34000000 0.089985240133 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-16 0.00000000 USD 175371.27000000 USD 6000000.00000000 USD 103416.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 9867.84000000 0.008586263563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 932580.00000000 PLN 244289.85000000 USD 2021-12-15 9867.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -569.31000000 -0.00049537139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52300.51000000 USD 452500.00000000 NOK 2021-12-15 -569.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -1625.03000000 -0.00141398075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38273.78000000 USD 11400378.00000000 HUF 2021-12-15 -1625.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.75000000 0.000047639395 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4895.92000000 USD 2021-12-15 54.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -232.56000000 -0.00020235648 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 150500.00000000 SGD 110590.71000000 USD 2021-12-15 -232.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -1319.83000000 -0.00114841832 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 207750.00000000 NZD 142017.16000000 USD 2021-12-15 -1319.83000000 N N N N/A N/A N/A -62.00000000 NC 34097.34000000 0.029668980045 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2022-12-21 -7687225.00000000 GBP 34097.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 110.91000000 0.000096505668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37500.00000000 CAD 29717.25000000 USD 2021-12-15 110.91000000 N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C100 -407.00000000 NS USD -78502.16000000 -0.06830676582 Short EC CORP US N 1 N N N Concentrix Corp. N/A 20602D101 234.00000000 NS USD 41418.00000000 0.036038876214 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -523.81000000 -0.00045578066 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65745.13000000 USD 570500.00000000 NOK 2021-12-15 -523.81000000 N N N FANUC Corp. 529900QTSW745LOKW705 N/A -100.00000000 NS -21926.20000000 -0.01907855540 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8997.35000000 -0.00782882763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 443061.20000000 USD 9056124.00000000 MXN 2021-12-15 -8997.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -675.20000000 -0.00058750903 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85466.23000000 USD 100525000.00000000 KRW 2021-12-15 -675.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.79000000 -0.00003288205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24500.00000000 CAD 19305.02000000 USD 2021-12-15 -37.79000000 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 539481101 352.00000000 NS 24155.88000000 0.021018657810 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -896.92000000 -0.00078043335 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68510.28000000 USD 7520000.00000000 JPY 2021-12-15 -896.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -9653.51000000 -0.00839976947 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 819284.42000000 USD 1119500.00000000 AUD 2021-12-15 -9653.51000000 N N N Swisscom AG 5493005SL9HHOXS3B739 N/A 745.00000000 NS 428733.33000000 0.373051992106 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2157.78000000 0.001877540352 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183046.00000000 EUR 214520.61000000 USD 2021-12-15 2157.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 767.84000000 0.000668117502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 103551.97000000 USD 912500.00000000 NOK 2021-12-15 767.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 745.78000000 0.000648922524 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59396500.00000000 KRW 50845.66000000 USD 2021-12-15 745.78000000 N N N N/A N/A N/A 1.00000000 NC USD -21557.78000000 -0.01875798360 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-10-29 223492.75000000 USD -21557.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 3037.53000000 0.002643033648 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 600000.00000000 BRL 111833.03000000 USD 2021-12-15 3037.53000000 N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 895.00000000 NS USD 147039.55000000 0.127942926774 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2.94000000 0.000002558170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1000.00000000 DKK 158.93000000 USD 2021-12-15 2.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 1252.55000000 0.001089876247 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 62000.00000000 CHF 67907.31000000 USD 2021-12-15 1252.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 342.78000000 0.000298261769 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113061.77000000 USD 735500.00000000 CNY 2021-12-15 342.78000000 N N N Investec plc 2138007Z3U5GWDN3MY22 N/A 21116.00000000 NS 90110.26000000 0.078407274755 Long EC CORP GB N 2 N N N Seino Holdings Co. Ltd. 3538001D12EPCPYTTF24 N/A 5600.00000000 NS 67841.84000000 0.059030944853 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 525.65000000 0.000457381700 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16074500.00000000 HUF 52200.28000000 USD 2021-12-15 525.65000000 N N N DS Smith plc 39RSBE4RCI4M15BLWH36 N/A 31521.00000000 NS 174081.20000000 0.151472567920 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8244.54000000 -0.00717378812 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 289572.30000000 USD 389000.00000000 AUD 2021-12-15 -8244.54000000 N N N Quebecor, Inc. N/A 748193208 8435.00000000 NS 203849.16000000 0.177374442120 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4151.40000000 -0.00361224083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108567.75000000 USD 1588500.00000000 ZAR 2021-12-15 -4151.40000000 N N N Leonardo SpA 529900X4EEX1U9LN3U39 N/A 23289.00000000 NS 190461.15000000 0.165725187324 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2369.66000000 -0.00206190263 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 217579.53000000 USD 185500.00000000 EUR 2021-12-15 -2369.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 459.09000000 0.000399466118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49907.22000000 USD 73000.00000000 NZD 2021-12-15 459.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -130.90000000 -0.00011389948 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 63500.00000000 CAD 50002.51000000 USD 2021-12-15 -130.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -4080.27000000 -0.00355034877 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 257265.69000000 USD 218233.00000000 EUR 2021-12-15 -4080.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 1703.32000000 0.001482102917 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3977501.00000000 NOK 456423.50000000 USD 2021-12-15 1703.32000000 N N N West Fraser Timber Co. Ltd. 5493005WD1ZK6WBVR988 952845105 3534.00000000 NS 297652.87000000 0.258995483532 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2599.44000000 -0.00226184017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 148032.98000000 USD 2212500.00000000 ZAR 2021-12-15 -2599.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -2625.93000000 -0.00228488981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 201392.09000000 USD 147500.00000000 GBP 2021-12-15 -2625.93000000 N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495102 806.00000000 NS USD 48021.48000000 0.041784735462 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1374.80000000 0.001196249143 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8111500.00000000 JPY 74306.42000000 USD 2021-12-15 1374.80000000 N N N Chemed Corp. 54930020031IDJT2IM79 16359R103 243.00000000 NS USD 113024.16000000 0.098345253549 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4050.06000000 -0.00352406226 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 124043.87000000 USD 2503500.00000000 MXN 2021-12-15 -4050.06000000 N N N Roku, Inc. 549300KR6ITU0YIR1T71 77543R102 -1134.00000000 NS USD -355338.90000000 -0.30918959465 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 543.68000000 0.000473070071 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 649522.00000000 NOK 74799.04000000 USD 2021-12-15 543.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 2190.41000000 0.001905932561 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 303311.73000000 USD 1981374.00000000 CNY 2021-12-15 2190.41000000 N N N Associated Banc-Corp. 549300N3CIN473IW5094 045487105 7113.00000000 NS USD 152360.46000000 0.132572788593 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 7649.31000000 0.006655863060 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 482500.00000000 EUR 567426.99000000 USD 2021-12-15 7649.31000000 N N N Ocado Group plc 213800LO8F61YB8MBC74 N/A -12643.00000000 NS -282543.61000000 -0.24584852446 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -22.95000000 -0.00001996939 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1360.51000000 USD 2021-12-15 -22.95000000 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 N/A 35.00000000 NS 11949.04000000 0.010397169671 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 83.71000000 0.000072838242 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 177000.00000000 MXN 8567.39000000 USD 2021-12-15 83.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.61000000 0.000045777325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 157705.80000000 USD 2400000.00000000 ZAR 2021-12-15 52.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.34000000 -0.00030222954 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100493.29000000 USD 136000.00000000 SGD 2021-12-15 -347.34000000 N N N N/A N/A N/A 1.00000000 NC N/A 323.44000000 0.000281433534 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41747.45000000 USD 368000.00000000 NOK 2021-12-15 323.44000000 N N N N/A N/A N/A 11100000.00000000 PA -18998.70000000 -0.01653126171 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-13 4479.73000000 USD 0.00000000 USD 11100000.00000000 CAD -18998.70000000 N N N Clariant AG 529900VSEKBY7TMPP349 N/A -7593.00000000 NS -142522.89000000 -0.12401286374 Short EC CORP CH N 2 N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 N/A -6031.00000000 NS -473796.65000000 -0.41226275581 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -520.80000000 -0.00045316158 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11763.00000000 USD 62000.00000000 BRL 2021-12-15 -520.80000000 N N N N/A N/A N/A -9.00000000 NC -88.78000000 -0.00007724978 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short N/A ASX 90 Day Bank Accepted Bill 2022-03-10 -8998446.87000000 AUD -88.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 10958.17000000 0.009534987980 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 540406.00000000 CHF 591936.07000000 USD 2021-12-15 10958.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -11892.09000000 -0.01034761599 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 325129.25000000 USD 97439124.00000000 HUF 2021-12-15 -11892.09000000 N N N N/A N/A N/A 1.00000000 NC N/A -4151.54000000 -0.00361236264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108567.89000000 USD 1588500.00000000 ZAR 2021-12-15 -4151.54000000 N N N N/A N/A N/A 1.00000000 NC N/A 158.87000000 0.000138236908 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1230500.00000000 PHP 24032.64000000 USD 2021-12-15 158.87000000 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 4694.00000000 NS USD 64166.98000000 0.055833353839 Long EC CORP US N 1 N N N N/A N/A N/A -55.00000000 NC 4298.44000000 0.003740184148 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2022-12-19 -13807750.00000000 EUR 4298.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 1300.51000000 0.001131607487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 87500.00000000 GBP 119212.64000000 USD 2021-12-15 1300.51000000 N N N N/A N/A N/A 1500000.00000000 PA 36898.65000000 0.032106472544 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-16 4596.57000000 USD 0.00000000 USD 1500000.00000000 GBP 36898.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 492.32000000 0.000428380403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 639829.00000000 NOK 73639.54000000 USD 2021-12-15 492.32000000 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 -630.00000000 NS USD -106570.80000000 -0.09273001760 Short EC CORP US N 1 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896100 -1978.00000000 NS USD -118145.94000000 -0.10280184719 Short EC CORP US N 1 N N N ITOCHU Corp. J48DJYXDTLHM30UMYI18 N/A 16600.00000000 NS 483491.37000000 0.420698383176 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -785.05000000 -0.00068309236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 64379.37000000 USD 7073000.00000000 JPY 2021-12-15 -785.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 2884.30000000 0.002509704250 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93500.00000000 GBP 128881.83000000 USD 2021-12-15 2884.30000000 N N N Marriott Vacations Worldwide Corp. 549300WA6BT5H4F7IO94 57164Y107 1209.00000000 NS USD 190211.97000000 0.165508369342 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2605.65000000 0.002267243657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 415500.00000000 NZD 289279.63000000 USD 2021-12-15 2605.65000000 N N N First Horizon Corp. TF3RXI1ZB1TQ30H9JV10 320517105 -6050.00000000 NS USD -98554.50000000 -0.08575482702 Short EC CORP US N 1 N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475101 -401.00000000 NS USD -28567.24000000 -0.02485709658 Short EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 11125.55000000 0.009680629660 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-10-29 -107641.50000000 USD 11125.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 18457.64000000 0.016060471369 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1140000.00000000 NZD 804999.96000000 USD 2021-12-15 18457.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -4049.35000000 -0.00352344447 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 261071.42000000 USD 221540.00000000 EUR 2021-12-15 -4049.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 3419.20000000 0.002975134616 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183962.00000000 EUR 216844.74000000 USD 2021-12-15 3419.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 141.97000000 0.000123531779 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 92000.00000000 SGD 67887.76000000 USD 2021-12-15 141.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.02000000 0.000016549795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179624.00000000 ILS 55773.96000000 USD 2021-12-15 19.02000000 N N N Home BancShares, Inc. N/A 436893200 -808.00000000 NS USD -19012.24000000 -0.01654304321 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 531.42000000 0.000462402327 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29000.00000000 GBP 39610.87000000 USD 2021-12-15 531.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -717.61000000 -0.00062441107 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21622.34000000 USD 17064500.00000000 CLP 2021-12-15 -717.61000000 N N N Federated Hermes, Inc. R05X5UQ874RGFF7HHD84 314211103 5966.00000000 NS USD 193895.00000000 0.168713069286 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1048.16000000 0.000912031206 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95544.76000000 USD 140000.00000000 NZD 2021-12-15 1048.16000000 N N N Asics Corp. 3538002LJMRZ83SU0B85 N/A -9400.00000000 NS -214961.48000000 -0.18704356001 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -698.23000000 -0.00060754803 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41740.22000000 USD 359000.00000000 NOK 2021-12-15 -698.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 1122.11000000 0.000976377019 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160062.00000000 SGD 118986.53000000 USD 2021-12-15 1122.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -396.98000000 -0.00034542259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17103.41000000 USD 19806500.00000000 KRW 2021-12-15 -396.98000000 N N N Fortinet, Inc. 549300O0QJWDBAS0QX03 34959E109 835.00000000 NS USD 243853.40000000 0.212183169085 Long EC CORP US N 1 N N N Nisshin Seifun Group, Inc. 529900N4QFZS1P6PYX29 N/A -600.00000000 NS -9942.43000000 -0.00865116625 Short EC CORP JP N 2 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 N/A -561.00000000 NS -212006.53000000 -0.18447238136 Short EC CORP CH N 2 N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113109 -282.00000000 NS USD -17698.32000000 -0.01539976734 Short EC CORP US N 1 N N N N/A N/A N/A -70.00000000 NC USD 4966.29000000 0.004321297758 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2023-06-19 -17364375.00000000 USD 4966.29000000 N N N Spectris plc 213800Z4CO2CZO3M3T10 N/A 1066.00000000 NS 55324.97000000 0.048139691569 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3939.79000000 0.003428113480 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 269906.00000000 GBP 367656.26000000 USD 2021-12-15 3939.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -21.56000000 -0.00001875991 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11067.07000000 USD 15000.00000000 SGD 2021-12-15 -21.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 249.57000000 0.000217157331 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 77500.00000000 PLN 19730.69000000 USD 2021-12-15 249.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 10546.59000000 0.009176861545 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 543108.00000000 CHF 594429.35000000 USD 2021-12-15 10546.59000000 N N N N/A N/A N/A 1.00000000 NC N/A 922.37000000 0.000802578063 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44949500.00000000 HUF 145421.35000000 USD 2021-12-15 922.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 3037.39000000 0.002642911831 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 600000.00000000 BRL 111832.89000000 USD 2021-12-15 3037.39000000 N N N Fastly, Inc. 549300E2FZC83FJ3H565 31188V100 -5569.00000000 NS USD -225210.36000000 -0.19596137636 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -1249.20000000 -0.00108696132 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-22 74662.50000000 USD -1249.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -16114.21000000 -0.01402139213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 548877.52000000 USD 8105000.00000000 ZAR 2021-12-15 -16114.21000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 N/A 5100.00000000 NS 179414.77000000 0.156113445534 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 505.10000000 0.000439500612 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 164500.00000000 SGD 121637.52000000 USD 2021-12-15 505.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -5.87000000 -0.00000510763 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1080.95000000 USD 1000.00000000 CHF 2021-12-15 -5.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -397.70000000 -0.00034604908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49414.72000000 USD 195000.00000000 PLN 2021-12-15 -397.70000000 N N N Vinci SA 213800WFQ334R8UXUG83 N/A -3017.00000000 NS -313794.81000000 -0.27304100426 Short EC CORP FR N 2 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 3708.00000000 NS USD 63629.28000000 0.055365487120 Long EC CORP US N 1 N N N Embracer Group AB 549300RFXXKT652HB549 N/A -18616.00000000 NS -179261.72000000 -0.15598027275 Short EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 139.10000000 0.000121034518 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 75000.00000000 AUD 54379.67000000 USD 2021-12-15 139.10000000 N N N N/A N/A N/A 1.00000000 NC USD -3835.59000000 -0.00333744635 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-11-19 107583.00000000 USD -3835.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -3318.13000000 -0.00288719098 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96385.64000000 USD 75970875.00000000 CLP 2021-12-15 -3318.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 10476.49000000 0.009115865717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 543109.00000000 CHF 594360.32000000 USD 2021-12-15 10476.49000000 N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717102 -6460.00000000 NS USD -161306.20000000 -0.14035670902 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3183.48000000 0.002770028529 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 163006.80000000 USD 210500.00000000 CAD 2021-12-15 3183.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 1736.53000000 0.001510999799 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14096500.00000000 JPY 128480.11000000 USD 2021-12-15 1736.53000000 N N N Kansai Electric Power Co., Inc. (The) 353800PFUKP5ONPJNZ86 N/A 18200.00000000 NS 176361.31000000 0.153456550779 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 52.23000000 0.000045446677 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27559.74000000 USD 105667500.00000000 COP 2021-12-15 52.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.29000000 0.000016784729 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5000.00000000 AUD 3635.33000000 USD 2021-12-15 19.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.74000000 0.000047630693 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4895.91000000 USD 2021-12-15 54.74000000 N N N Sailpoint Technologies Holdings, Inc. 529900809B15HNZH5H79 78781P105 -1952.00000000 NS USD -83701.76000000 -0.07283107266 Short EC CORP US N 1 N N N N/A N/A N/A -24.00000000 NC USD 245520.63000000 0.213633869157 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-15 -5361750.00000000 USD 245520.63000000 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 N/A -5157.00000000 NS -210912.07000000 -0.18352006332 Short EC CORP DE N 2 N N N Miura Co. Ltd. N/A N/A -400.00000000 NS -15989.86000000 -0.01391319197 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -534.26000000 -0.00046487348 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45780.74000000 USD 180000.00000000 PLN 2021-12-15 -534.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -238.18000000 -0.00020724659 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 67681.12000000 USD 590000.00000000 SEK 2021-12-15 -238.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -4473.15000000 -0.00389220385 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 116010.85000000 USD 1696838.00000000 ZAR 2021-12-15 -4473.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 2.76000000 0.000002401547 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 773.24000000 USD 2500.00000000 ILS 2021-12-15 2.76000000 N N N Dentsu Group, Inc. 5299007PBBE83ZLJZG91 N/A -800.00000000 NS -30779.79000000 -0.02678229373 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8863.25000000 -0.00771214374 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 570811.53000000 USD 4916000.00000000 SEK 2021-12-15 -8863.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -2180.07000000 -0.00189693545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144960.51000000 USD 10687501.00000000 INR 2021-12-15 -2180.07000000 N N N GXO Logistics, Inc. 5493007CNWMXN78JRN66 36262G101 -637.00000000 NS USD -49966.28000000 -0.04347695639 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 49.47000000 0.000043045130 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210970.00000000 ILS 65534.14000000 USD 2021-12-15 49.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -886.26000000 -0.00077115781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54097.60000000 USD 465500.00000000 SEK 2021-12-15 -886.26000000 N N N Transurban Group 549300ZR71SUQ4VUTM79 N/A -830.00000000 NS -630.05000000 -0.00054822284 Short CORP AU N 1 N N N Trex Co., Inc. N/A 89531P105 -2485.00000000 NS USD -253296.05000000 -0.22039946380 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -38.08000000 -0.00003313439 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724750.00000000 INR 9644.27000000 USD 2021-12-15 -38.08000000 N N N N/A N/A N/A -1.00000000 NC USD 10819.14000000 0.009414014370 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-10-14 -223590.75000000 USD 10819.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -2408.08000000 -0.00209533287 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 238583.04000000 USD 280000000.00000000 KRW 2021-12-15 -2408.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -252.21000000 -0.00021945446 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 65416.37000000 USD 570000.00000000 NOK 2021-12-15 -252.21000000 N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680R206 -559.00000000 NS USD -121582.50000000 -0.10579208719 Short EC CORP US N 1 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 394.00000000 NS USD 19487.24000000 0.016956353038 Long EC CORP US N 1 N N N Atos SE 5493001EZOOA66PTBR68 N/A 405.00000000 NS 21514.35000000 0.018720194033 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3248.51000000 0.002826612819 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17632500.00000000 HUF 59931.64000000 USD 2021-12-15 3248.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 8479.92000000 0.007378598367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 377870.00000000 GBP 517685.14000000 USD 2021-12-15 8479.92000000 N N N N/A N/A N/A -1.00000000 NC USD 6853.62000000 0.005963512550 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-23 -223393.75000000 USD 6853.62000000 N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034109 -2061.00000000 NS USD -187818.93000000 -0.16342612316 Short EC CORP US N 1 N N N Shimadzu Corp. N/A N/A -400.00000000 NS -17566.47000000 -0.01528504123 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -601.25000000 -0.00052316322 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1206000.00000000 CNY 185348.29000000 USD 2021-12-15 -601.25000000 N N N QBE Insurance Group Ltd. 549300D2FBW76FPUSG65 N/A -42950.00000000 NS -353830.71000000 -0.30787727941 Short EC CORP AU N 2 N N N N/A N/A 000000000 -531212.50000000 PA -1068.32000000 -0.00092957294 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A Y 2021-10-27 0.00000000 USD 0.00000000 USD -531212.50000000 TRY -1068.32000000 N N N Eagle Materials, Inc. 529900KRXRGXL61SG039 26969P108 283.00000000 NS USD 37118.28000000 0.032297578304 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -17.09000000 -0.00001487045 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 193996.00000000 ILS 60198.89000000 USD 2021-12-15 -17.09000000 N N N N/A N/A N/A 1.00000000 NC N/A 10475.72000000 0.009115195720 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 543108.00000000 CHF 594358.48000000 USD 2021-12-15 10475.72000000 N N N Boliden AB 21380059QU7IM1ONDJ56 N/A 1895.00000000 NS 60678.74000000 0.052798145727 Long EC CORP SE N 2 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 -249.00000000 NS USD -10567.56000000 -0.00919510808 Short EC CORP US N 1 N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 652.00000000 NS USD 183498.88000000 0.159667135590 Long EC CORP US N 1 N N N Z Holdings Corp. 52990078MD2OL792YM35 N/A -49200.00000000 NS -314883.00000000 -0.27398786660 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 766.85000000 0.000667256077 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 398501.19000000 USD 2201937.00000000 BRL 2021-12-15 766.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 527.49000000 0.000458982732 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80000000.00000000 KRW 68006.05000000 USD 2021-12-15 527.49000000 N N N ams AG 5299001JPPT2QFTV5D76 N/A -4099.00000000 NS -74349.49000000 -0.06469341993 Short EC CORP AT N 2 N N N Worley Ltd. 549300XDR86FY8OLGP97 N/A 19427.00000000 NS 136670.22000000 0.118920303753 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1437.61000000 -0.00125090175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33682.62000000 USD 10030500.00000000 HUF 2021-12-15 -1437.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -1297.30000000 -0.00112881438 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37562.47000000 USD 200000.00000000 BRL 2021-12-15 -1297.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -3917.20000000 -0.00340845733 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 177361.27000000 USD 149500.00000000 EUR 2021-12-15 -3917.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -2145.74000000 -0.00186706403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71165.05000000 USD 1050000.00000000 ZAR 2021-12-15 -2145.74000000 N N N N/A N/A N/A 1.00000000 NC USD -14571.38000000 -0.01267893573 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-10 223431.25000000 USD -14571.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -161.88000000 -0.00014085598 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28514.00000000 USD 248000.00000000 NOK 2021-12-15 -161.88000000 N N N Davide Campari-Milano NV 213800ED5AN2J56N6Z02 N/A -10109.00000000 NS -142003.33000000 -0.12356078110 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3927.26000000 -0.00341721080 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 260949.33000000 USD 221540.00000000 EUR 2021-12-15 -3927.26000000 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A -3237.00000000 NS USD -287931.15000000 -0.25053636277 Short EC CORP LR N 1 N N N N/A N/A N/A 1.00000000 NC N/A 250.71000000 0.000218149274 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 104000.00000000 AUD 75464.30000000 USD 2021-12-15 250.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -439.41000000 -0.00038234203 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26800.52000000 USD 19562.00000000 GBP 2021-12-15 -439.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -278.65000000 -0.00024246059 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10309.32000000 USD 517000.00000000 PHP 2021-12-15 -278.65000000 N N N Tsuruha Holdings, Inc. N/A N/A -200.00000000 NS -24664.44000000 -0.02146116905 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1212.95000000 -0.00105541925 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33765.28000000 USD 129500.00000000 PLN 2021-12-15 -1212.95000000 N N N Chubu Electric Power Co., Inc. 529900A76GOP0PGNHT63 N/A 28600.00000000 NS 338015.89000000 0.294116394282 Long EC CORP JP N 2 N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235P108 -2933.00000000 NS USD -185864.21000000 -0.16172527058 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 86.22000000 0.000075022258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202500.00000000 PHP 4015.06000000 USD 2021-12-15 86.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 200.80000000 0.000174721288 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1236500.00000000 TWD 44833.37000000 USD 2021-12-15 200.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 464.49000000 0.000404164798 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 649524.00000000 NOK 74720.08000000 USD 2021-12-15 464.49000000 N N N Fortis, Inc. 549300MQYQ9Y065XPR71 349553107 -2221.00000000 NS -98529.91000000 -0.08573343063 Short EC CORP CA N 1 N N N United Bankshares, Inc. 5299005O3BAMJ9Z92V62 909907107 -376.00000000 NS USD -13678.88000000 -0.01190234832 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3334.89000000 0.002901774298 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183963.00000000 EUR 216761.59000000 USD 2021-12-15 3334.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -1724.61000000 -0.00150062789 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119642.87000000 USD 8826500.00000000 INR 2021-12-15 -1724.61000000 N N N Corning, Inc. 549300X2937PB0CJ7I56 219350105 -347.00000000 NS USD -12662.03000000 -0.01101756076 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1095.72000000 -0.00095341439 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 850000.00000000 BRL 153031.23000000 USD 2021-12-15 -1095.72000000 N N N N/A N/A N/A 1.00000000 NC USD -5496.37000000 -0.00478253411 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-12-21 107593.50000000 USD -5496.37000000 N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464C101 -560.00000000 NS USD -98011.20000000 -0.08528208760 Short EC CORP US N 1 N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507V109 1757.00000000 NS USD 135974.23000000 0.118314704799 Long EC CORP US N 1 N N N N/A N/A N/A 4800000.00000000 PA -2235.73000000 -0.00194536666 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-07 13228.83000000 USD 0.00000000 USD 4800000.00000000 AUD -2235.73000000 N N N N/A N/A N/A 1.00000000 NC N/A -269.18000000 -0.00023422050 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41521.56000000 USD 627578.00000000 ZAR 2021-12-15 -269.18000000 N N N Transurban Group 549300ZR71SUQ4VUTM79 N/A -7472.00000000 NS -75306.41000000 -0.06552606084 Short EC CORP AU N 2 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 -6746.00000000 NS USD -310855.68000000 -0.27048359100 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -123.02000000 -0.00010704289 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16961.75000000 USD 466500.00000000 TWD 2021-12-15 -123.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -203.72000000 -0.00017726205 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37705.79000000 USD 570524.00000000 ZAR 2021-12-15 -203.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 3001.60000000 0.002611770023 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183962.00000000 EUR 216427.14000000 USD 2021-12-15 3001.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -10549.27000000 -0.00917919348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 596331.20000000 USD 5124500.00000000 SEK 2021-12-15 -10549.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.84000000 -0.00001987367 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294312.00000000 COP 1360.62000000 USD 2021-12-15 -22.84000000 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 -3616.00000000 NS USD -209691.84000000 -0.18245830955 Short EC CORP US N 1 N N N Sika AG 549300R3N69ECGYPU434 N/A -196.00000000 NS -61969.96000000 -0.05392166974 Short EC CORP CH N 2 N N N Toyoda Gosei Co. Ltd. 353800ZV4HXVM4DWPO50 N/A 3100.00000000 NS 62003.65000000 0.053950984287 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1633.58000000 0.001421420334 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 976500.00000000 MXN 48437.64000000 USD 2021-12-15 1633.58000000 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C501 2718.00000000 NS USD 119293.02000000 0.103799951255 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 505.25000000 0.000439631131 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 164500.00000000 SGD 121637.67000000 USD 2021-12-15 505.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 42.00000000 0.000036545289 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1500.00000000 GBP 2063.35000000 USD 2021-12-15 42.00000000 N N N N/A N/A N/A 1.00000000 NC N/A -2504.88000000 -0.00217956106 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 56172.23000000 USD 213500.00000000 PLN 2021-12-15 -2504.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 1817.12000000 0.001581123249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183962.00000000 EUR 215242.66000000 USD 2021-12-15 1817.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -57.69000000 -0.00005019756 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7000.00000000 CAD 5468.83000000 USD 2021-12-15 -57.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -5035.17000000 -0.00438123203 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 209702.92000000 USD 283000.00000000 AUD 2021-12-15 -5035.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 328.47000000 0.000285810267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74500.00000000 PLN 19055.49000000 USD 2021-12-15 328.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -4003.61000000 -0.00348364491 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2605848.00000000 NOK 293904.97000000 USD 2021-12-15 -4003.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 7599.29000000 0.006612339360 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71269251.00000000 JPY 648390.96000000 USD 2021-12-15 7599.29000000 N N N Taisei Corp. 529900TF7XJKIOWMLQ79 N/A 5900.00000000 NS 189046.57000000 0.164494324571 Long EC CORP JP N 2 N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825205 5821.00000000 NS USD 129459.04000000 0.112645668971 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6748.43000000 0.005871984002 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 761498.00000000 AUD 557469.57000000 USD 2021-12-15 6748.43000000 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 -6690.00000000 NS USD -111923.70000000 -0.09738771475 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -206.92000000 -0.00018004645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10313.67000000 USD 7500.00000000 GBP 2021-12-15 -206.92000000 N N N N/A N/A N/A -1.00000000 NC USD 7146.07000000 0.006217980881 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-29 -223401.00000000 USD 7146.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 4508.57000000 0.003923023712 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 214748.31000000 USD 2021-12-15 4508.57000000 N N N Boston Beer Co., Inc. (The) 529900Q02MQ0DCQNRM58 100557107 -453.00000000 NS USD -230916.75000000 -0.20092665433 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1231.99000000 -0.00107198645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 651462.00000000 NOK 73245.15000000 USD 2021-12-15 -1231.99000000 N N N N/A N/A N/A -80.00000000 NC USD -3973.68000000 -0.00345760204 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2021-12-13 -19966000.00000000 USD -3973.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -933.83000000 -0.00081254970 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 85647.24000000 USD 741000.00000000 NOK 2021-12-15 -933.83000000 N N N Banca Generali SpA 815600903231FA2E7698 N/A -2069.00000000 NS -90426.57000000 -0.07868250429 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -236.07000000 -0.00020541063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9238.45000000 USD 464000.00000000 PHP 2021-12-15 -236.07000000 N N N N/A N/A N/A 1.00000000 NC N/A 20.68000000 0.000017994204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37501.00000000 USD 1039500.00000000 TWD 2021-12-15 20.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 254.44000000 0.000221394844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74000.00000000 PLN 18855.77000000 USD 2021-12-15 254.44000000 N N N Elastic NV 2549003I48WHHH937I59 N/A -631.00000000 NS USD -94012.69000000 -0.08180288033 Short EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5011.13000000 0.004360314205 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 231626.49000000 USD 3600000.00000000 ZAR 2021-12-15 5011.13000000 N N N Kaneka Corp. 529900FWWCF6RY313R16 N/A 2700.00000000 NS 112773.99000000 0.098127574143 Long EC CORP JP N 2 N N N Anaplan, Inc. N/A 03272L108 -212.00000000 NS USD -12908.68000000 -0.01123217732 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1340.99000000 -0.00116683018 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46672.45000000 USD 250000.00000000 BRL 2021-12-15 -1340.99000000 N N N Sankyu, Inc. 529900QWTXZZEM1T5G75 N/A 2500.00000000 NS 114978.14000000 0.100045462235 Long EC CORP JP N 2 N N N Pigeon Corp. N/A N/A -9700.00000000 NS -225503.55000000 -0.19621648859 Short EC CORP JP N 2 N N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 -9941.00000000 NS USD -450526.12000000 -0.39201446400 Short EC CORP US N 1 N N N Stellantis NV 549300LKT9PW7ZIBDF31 N/A 27492.00000000 NS 523203.99000000 0.455253364014 Long EC CORP NL N 2 N N N N/A N/A N/A 51.00000000 NC -180996.96000000 -0.15749015009 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long Japan Japan 10 Year Bond 2021-12-13 7724970000.00000000 JPY -180996.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -32140.16000000 -0.02796598695 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2834377.79000000 USD 311666624.00000000 JPY 2021-12-15 -32140.16000000 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 7067.00000000 NS 149673.37000000 0.130234681879 Long EC CORP IT N 2 N N N Orpea SA 969500LHIH3NT7PK1V89 N/A -1925.00000000 NS -223821.90000000 -0.19475324130 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -261.02000000 -0.00022712027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22891.71000000 USD 2517000.00000000 JPY 2021-12-15 -261.02000000 N N N MarketAxess Holdings, Inc. 5493002U1CA1XJOVID83 57060D108 -138.00000000 NS USD -58055.22000000 -0.05051535291 Short EC CORP US N 1 N N N N/A N/A N/A 3.00000000 NC USD -29213.82000000 -0.02541970261 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-24 670181.25000000 USD -29213.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 3207.79000000 0.002791181291 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 82000.00000000 GBP 113708.30000000 USD 2021-12-15 3207.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -476.68000000 -0.00041477163 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 21280.74000000 USD 24664500.00000000 KRW 2021-12-15 -476.68000000 N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 412822108 -640.00000000 NS USD -23430.40000000 -0.02038739884 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -2153.56000000 -0.00187386842 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-16 74662.50000000 USD -2153.56000000 N N N Axfood AB 549300QIXCZWZLHE8L05 N/A 4649.00000000 NS 111149.29000000 0.096713880527 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3599.09000000 -0.00313166157 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 182806.41000000 USD 1567730.00000000 SEK 2021-12-15 -3599.09000000 N N N Sekisui Chemical Co. Ltd. 529900KQIVT7NWFNMI70 N/A 4400.00000000 NS 75601.61000000 0.065782922025 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3894.93000000 0.003389079630 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32625000.00000000 HUF 108774.39000000 USD 2021-12-15 3894.93000000 N N N Veeva Systems, Inc. 549300YZEXPDB92M2F02 922475108 -98.00000000 NS USD -28240.66000000 -0.02457293085 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3227.93000000 -0.00280870562 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 335450.81000000 USD 2906000.00000000 NOK 2021-12-15 -3227.93000000 N N N Bandai Namco Holdings, Inc. N/A N/A 1400.00000000 NS 105248.78000000 0.091579693712 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -549.95000000 -0.00047852576 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19669.18000000 USD 15607000.00000000 CLP 2021-12-15 -549.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -627.17000000 -0.00054571688 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41816.91000000 USD 30566.00000000 GBP 2021-12-15 -627.17000000 N N N N/A N/A N/A -1.00000000 NC USD 1903.19000000 0.001656014989 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-10-08 -107688.36000000 USD 1903.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -2.88000000 -0.00000250596 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5124.28000000 USD 73958500.00000000 IDR 2021-12-15 -2.88000000 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 1336.00000000 NS USD 52638.40000000 0.045802037320 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31.54000000 -0.00002744377 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39548.93000000 USD 127312.00000000 ILS 2021-12-15 -31.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.42000000 -0.00030229915 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20318.37000000 USD 14820.00000000 GBP 2021-12-15 -347.42000000 N N N YETI Holdings, Inc. 549300DSQICIGNT5GO63 98585X104 151.00000000 NS USD 12939.19000000 0.011258724871 Long EC CORP US N 1 N N N N/A N/A N/A -71.00000000 NC USD 23391.52000000 0.020353568346 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2023-09-18 -17571612.50000000 USD 23391.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -3190.39000000 -0.00277604110 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 249687.91000000 USD 3750000.00000000 ZAR 2021-12-15 -3190.39000000 N N N New Jersey Resources Corp. 549300QKBSQBIX4DQ583 646025106 -5227.00000000 NS USD -181951.87000000 -0.15832104205 Short EC CORP US N 1 N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 147528103 802.00000000 NS USD 151136.90000000 0.131508137297 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1648.02000000 -0.00143398495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45400.48000000 USD 665612.00000000 ZAR 2021-12-15 -1648.02000000 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 1239.00000000 NS USD 91946.19000000 0.080004765074 Long EC CORP US N 1 N N N Pirelli & C SpA 815600A0C9AFC1F2A709 N/A -18654.00000000 NS -109130.95000000 -0.09495767053 Short EC CORP IT Y 2 N N N Swatch Group AG (The) 529900NTES2LEON1JZ55 N/A 452.00000000 NS 117918.54000000 0.102603980551 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3629.76000000 -0.00315834833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96697.27000000 USD 75970875.00000000 CLP 2021-12-15 -3629.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 667.43000000 0.000580748156 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78211.78000000 USD 1200000.00000000 ZAR 2021-12-15 667.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 45.87000000 0.000039912676 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 924000.00000000 TWD 33398.47000000 USD 2021-12-15 45.87000000 N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 N/A -2900.00000000 NS -95650.06000000 -0.08322759844 Short EC CORP JP N 2 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 -336.00000000 NS USD -61185.60000000 -0.05323917776 Short EC CORP US N 1 N N N Worthington Industries, Inc. 1WRCIANKYOIK6KYE5E82 981811102 1321.00000000 NS USD 69616.70000000 0.060575296580 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 109.34000000 0.000095139570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43140.12000000 USD 280500.00000000 CNY 2021-12-15 109.34000000 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 688239201 1130.00000000 NS USD 115678.10000000 0.100654515589 Long EC CORP US N 1 N N N N/A N/A N/A -266.00000000 NC USD 2668.69000000 0.002322096396 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-09-19 -66293850.00000000 USD 2668.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -2207.50000000 -0.00192080301 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 223575.61000000 USD 16570000.00000000 INR 2021-12-15 -2207.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 1259.95000000 0.001096315179 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6613500.00000000 HUF 22520.34000000 USD 2021-12-15 1259.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -136.08000000 -0.00011840673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31860.74000000 USD 277500.00000000 NOK 2021-12-15 -136.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -2850.44000000 -0.00248024178 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 402118.48000000 USD 2201937.00000000 BRL 2021-12-15 -2850.44000000 N N N Acciona SA 54930002KP75TLLLNO21 N/A 809.00000000 NS 134491.25000000 0.117024325431 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -732.23000000 -0.00063713231 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195710.14000000 USD 246963.00000000 CAD 2021-12-15 -732.23000000 N N N Salvatore Ferragamo SpA 5493005GRP0FEE3NRI35 N/A -2664.00000000 NS -54334.24000000 -0.04727763169 Short EC CORP IT N 2 N N N Evolution AB 549300SUH6ZR1RF6TA88 N/A -1604.00000000 NS -242908.72000000 -0.21136117851 Short EC CORP SE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -333.94000000 -0.00029056985 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 45716.41000000 USD 3397000.00000000 INR 2021-12-15 -333.94000000 N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 N/A 2000.00000000 NS 62804.87000000 0.054648146593 Long EC CORP JP N 2 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653C108 2993.00000000 NS USD 37771.66000000 0.032866101192 Long EC CORP US N 1 N N N Primerica, Inc. 254900621R686KJR7022 74164M108 -130.00000000 NS USD -19971.90000000 -0.01737806827 Short EC CORP US N 1 N N N N/A N/A N/A 5.00000000 NC 237.14000000 0.000206341665 N/A DE MY N 1 Bursa Malaysia Derivatives Clearing 549300RY3Q0YLHMEXM25 Long FTSE Bursa Malaysia KLCI Index MYX020000000 2021-10-29 384500.00000000 MYR 237.14000000 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 1278.00000000 NS USD 246730.68000000 0.214686765052 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD 8212.13000000 0.007145587341 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-10-15 71188.00000000 USD 8212.13000000 N N N Seven Group Holdings Ltd. 254900DME8O9GCK94794 N/A -5033.00000000 NS -73740.14000000 -0.06416320869 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -176.42000000 -0.00015350761 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 26895.56000000 USD 2000000.00000000 INR 2021-12-15 -176.42000000 N N N N/A N/A N/A 1.00000000 NC N/A 1294.43000000 0.001126317121 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70000.00000000 CHF 76549.80000000 USD 2021-12-15 1294.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -2381.97000000 -0.00207261388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259404.04000000 USD 221540.00000000 EUR 2021-12-15 -2381.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -2143.14000000 -0.00186480170 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259165.21000000 USD 221540.00000000 EUR 2021-12-15 -2143.14000000 N N N EQT AB 213800U7P9GOIRKCTB34 N/A -3089.00000000 NS -128266.63000000 -0.11160812209 Short EC CORP SE N 2 N N N Tokyu Corp. 3538005PGNIBTZYXAE45 N/A -3800.00000000 NS -56405.11000000 -0.04907954940 Short EC CORP JP N 2 N N N IDP Education Ltd. N/A N/A -2596.00000000 NS -62857.21000000 -0.05469368898 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -67.53000000 -0.00005875960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 94000.00000000 CHF 100989.68000000 USD 2021-12-15 -67.53000000 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 -1468.00000000 NS USD -92704.20000000 -0.08066432923 Short EC CORP US N 1 N N N Fulton Financial Corp. 5493005QLZ6O1BNC0C11 360271100 2749.00000000 NS USD 42004.72000000 0.036549396506 Long EC CORP US N 1 N N N N/A N/A N/A 13.00000000 NC USD 8063.81000000 0.007016530262 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Sugar No. 11 2022-02-28 296150.40000000 USD 8063.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 5631.22000000 0.004899870600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 267207.00000000 GBP 365710.61000000 USD 2021-12-15 5631.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -46.07000000 -0.00004008670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39563.46000000 USD 127312.00000000 ILS 2021-12-15 -46.07000000 N N N Telecom Italia SpA 549300W384M3RI3VXU42 N/A 371631.00000000 NS 145311.90000000 0.126439653692 Long EC CORP IT N 2 N N N N/A N/A N/A 9200000.00000000 PA -232138.92000000 -0.20199009615 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-16 267698.65000000 USD 0.00000000 USD 9200000.00000000 EUR -232138.92000000 N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 N/A 87300.00000000 NS 430380.76000000 0.374485463685 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -8133.08000000 -0.00707680388 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 385765.49000000 USD 325500.00000000 EUR 2021-12-15 -8133.08000000 N N N N/A N/A N/A 292.00000000 NC -144463.03000000 -0.12570102988 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-06-15 36271875.00000000 GBP -144463.03000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.16000000 -0.00024899523 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20321.84000000 USD 76674000.00000000 COP 2021-12-15 -286.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -589.43000000 -0.00051287833 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44761.79000000 USD 672000.00000000 ZAR 2021-12-15 -589.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -69.32000000 -0.00006031713 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5351.61000000 USD 587500.00000000 JPY 2021-12-15 -69.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 752.57000000 0.000654830679 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 42779.06000000 USD 2021-12-15 752.57000000 N N N N/A N/A N/A 1.00000000 NC N/A 4506.65000000 0.003921353070 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35634625.00000000 JPY 324902.48000000 USD 2021-12-15 4506.65000000 N N N Madison Square Garden Sports Corp. N/A 55825T103 -1718.00000000 NS USD -319462.10000000 -0.27797226030 Short EC CORP US N 1 N N N N/A N/A N/A -37.00000000 NC 82422.05000000 0.071717563796 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short French Republic Euro-OAT 2021-12-08 -6142000.00000000 EUR 82422.05000000 N N N Palo Alto Networks, Inc. 549300QXR2YVZV231H43 697435105 -107.00000000 NS USD -51253.00000000 -0.04459656484 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5294.74000000 -0.00460709062 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 105114.61000000 USD 550500.00000000 BRL 2021-12-15 -5294.74000000 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 -3520.00000000 NS USD -193212.80000000 -0.16811946936 Short EC CORP US N 1 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 3422.00000000 NS USD 389492.04000000 0.338907127728 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 57.61000000 0.000050127955 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42500.00000000 NOK 4916.34000000 USD 2021-12-15 57.61000000 N N N Securitas AB 635400TTYKE8EIWDS617 N/A 6946.00000000 NS 109938.62000000 0.095660445154 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2606.01000000 0.002267556902 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 415500.00000000 NZD 289279.99000000 USD 2021-12-15 2606.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.36000000 -0.00002728714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4809.81000000 USD 2021-12-15 -31.36000000 N N N MSA Safety, Inc. 529900DVA3258XK11O39 553498106 202.00000000 NS USD 29431.40000000 0.025609024613 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1850.72000000 -0.00161035948 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47540.84000000 USD 695090.00000000 ZAR 2021-12-15 -1850.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.19000000 -0.00000625620 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10000.00000000 CNY 1534.68000000 USD 2021-12-15 -7.19000000 N N N N/A N/A N/A 1.00000000 NC N/A 188.15000000 0.000163714195 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 691874.00000000 TWD 25161.96000000 USD 2021-12-15 188.15000000 N N N N/A N/A N/A 1.00000000 NC N/A -3805.04000000 -0.00331086400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 256989.30000000 USD 218232.00000000 EUR 2021-12-15 -3805.04000000 N N N Insurance Australia Group Ltd. 549300PFEWKNHRG25N08 N/A -78147.00000000 NS -272910.56000000 -0.23746655776 Short EC CORP AU N 2 N N N Coty, Inc. 549300BO9IWPF3S48F93 222070203 -20204.00000000 NS USD -158803.44000000 -0.13817899262 Short EC CORP US N 1 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 N/A 4717.00000000 NS 35207.66000000 0.030635098279 Long EC CORP NO N 2 N N N Adient plc 5493002QLDY8O75RTR78 N/A -3625.00000000 NS USD -150256.25000000 -0.13074186088 Short EC CORP IE N 1 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 -4932.00000000 NS -196485.65000000 -0.17096726105 Short EC CORP CA N 1 N N N Concordia Financial Group Ltd. N/A N/A 7000.00000000 NS 27555.66000000 0.023976894581 Long EC CORP JP N 2 N N N Adevinta ASA 529900W8V3YLHRSZH763 N/A -4877.00000000 NS -83574.31000000 -0.07272017511 Short EC CORP NO N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1309.74000000 -0.00113963874 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 61505.25000000 USD 71365500.00000000 KRW 2021-12-15 -1309.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -3801.10000000 -0.00330743571 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 293841.35000000 USD 250000.00000000 EUR 2021-12-15 -3801.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -226.90000000 -0.00019743157 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198161.50000000 USD 250708.00000000 CAD 2021-12-15 -226.90000000 N N N Ciena Corp. W0CZ7N0GH8UIGXDM1H41 171779309 2162.00000000 NS USD 111018.70000000 0.096600250780 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912796D30 937000.00000000 PA USD 936810.00000000 0.815142682574 Long STIV UST US N 2 2022-02-24 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1672.88000000 -0.00145561628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 110896.15000000 USD 955500.00000000 SEK 2021-12-15 -1672.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 10545.85000000 0.009176217652 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 543108.00000000 CHF 594428.61000000 USD 2021-12-15 10545.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -1244.73000000 -0.00108307186 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 230487.28000000 USD 25496500.00000000 JPY 2021-12-15 -1244.73000000 N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 673.00000000 NS USD 82462.69000000 0.071752925714 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 0.93000000 0.000000809217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15453.53000000 USD 223178750.00000000 IDR 2021-12-15 0.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -1941.52000000 -0.00168936691 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 761499.00000000 AUD 548780.34000000 USD 2021-12-15 -1941.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -250.32000000 -0.00021780992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24237.43000000 USD 1795500.00000000 INR 2021-12-15 -250.32000000 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 14984.00000000 NS USD 409962.24000000 0.356718779761 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 970.19000000 0.000844187486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 156500.00000000 BRL 29347.68000000 USD 2021-12-15 970.19000000 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 173.00000000 NS USD 31380.47000000 0.027304960980 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5471.21000000 0.004760641748 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 267207.00000000 GBP 365550.60000000 USD 2021-12-15 5471.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -4210.72000000 -0.00366385670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 629994.83000000 USD 907000.00000000 NZD 2021-12-15 -4210.72000000 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 878.00000000 NS USD 178111.08000000 0.154979071046 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 376.68000000 0.000327759039 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160062.00000000 SGD 118241.10000000 USD 2021-12-15 376.68000000 N N N Royal Gold, Inc. 5493001NGRU6SFL04184 780287108 -128.00000000 NS USD -12222.72000000 -0.01063530573 Short EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 463.00000000 NS USD 77543.24000000 0.067472384655 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -31.59000000 -0.00002748727 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39548.98000000 USD 127312.00000000 ILS 2021-12-15 -31.59000000 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 6519.00000000 NS USD 306979.71000000 0.267111008961 Long EC CORP US N 1 N N N Holmen AB 52990080SH3454F0QE68 N/A 560.00000000 NS 24594.42000000 0.021400242840 Long EC CORP SE N 2 N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451N101 -441.00000000 NS USD -28400.40000000 -0.02471192476 Short EC CORP US N 1 N N N QuantumScape Corp. N/A 74767V109 -17618.00000000 NS USD -432345.72000000 -0.37619522635 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3170.01000000 0.002758307933 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32625000.00000000 HUF 108049.47000000 USD 2021-12-15 3170.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -2696.14000000 -0.00234598135 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78245.60000000 USD 109500.00000000 NZD 2021-12-15 -2696.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -251.45000000 -0.00021879316 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2205000.00000000 TWD 79339.99000000 USD 2021-12-15 -251.45000000 N N N WW International, Inc. SGT8R1MU6ESIC7UJC518 98262P101 -13068.00000000 NS USD -238491.00000000 -0.20751720574 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 12517.56000000 0.010891853671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 606000.00000000 NZD 430626.90000000 USD 2021-12-15 12517.56000000 N N N AZEK Co., Inc. (The) N/A 05478C105 -6030.00000000 NS USD -220275.90000000 -0.19166777471 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -18915.26000000 -0.01645865840 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1668664.20000000 USD 1422000.00000000 EUR 2021-12-15 -18915.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.36000000 -0.00001684563 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1364.10000000 USD 2021-12-15 -19.36000000 N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 -5346.00000000 NS USD -227793.06000000 -0.19820865063 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -170.21000000 -0.00014810413 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84515.46000000 USD 99996500.00000000 KRW 2021-12-15 -170.21000000 N N N N/A N/A N/A -2.00000000 NC USD -2242.76000000 -0.00195148365 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-19 -446787.50000000 USD -2242.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -7618.01000000 -0.00662862811 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 285758.18000000 USD 1106500.00000000 PLN 2021-12-15 -7618.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -170.10000000 -0.00014800842 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84515.35000000 USD 99996500.00000000 KRW 2021-12-15 -170.10000000 N N N N/A N/A N/A 1.00000000 NC N/A -156.34000000 -0.00013603548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11419.99000000 USD 235000.00000000 MXN 2021-12-15 -156.34000000 N N N N/A N/A N/A -42.00000000 NC 20590.93000000 0.017916702337 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2023-09-20 -5200387.50000000 GBP 20590.93000000 N N N Schneider National, Inc. 529900V6GZ6G6E3BLV72 80689H102 4903.00000000 NS USD 111494.22000000 0.097014013068 Long EC CORP US N 1 N N N Harvey Norman Holdings Ltd. 529900ONRWOF42PYKU59 N/A 43993.00000000 NS 157757.97000000 0.137269302060 Long EC CORP AU N 2 N N N Kansai Paint Co. Ltd. 549300ERRV6FTKH9NN70 N/A -900.00000000 NS -22326.03000000 -0.01942645785 Short EC CORP JP N 2 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 170.00000000 NS USD 12848.60000000 0.011179900162 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 631.90000000 0.000549832581 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59044.75000000 USD 522000.00000000 NOK 2021-12-15 631.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -223.33000000 -0.00019432522 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 580000.00000000 SEK 66076.51000000 USD 2021-12-15 -223.33000000 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 1028.00000000 NS USD 132334.44000000 0.115147629101 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10443.33000000 0.009087012341 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 580401.41000000 USD 748376.00000000 CAD 2021-12-15 10443.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.40000000 0.000015140191 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24000.00000000 CAD 18965.46000000 USD 2021-12-15 17.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 987.21000000 0.000858997029 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48000.00000000 EUR 56674.94000000 USD 2021-12-15 987.21000000 N N N N/A N/A N/A 10.00000000 NC USD -71102.55000000 -0.06186817321 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-15 2234062.50000000 USD -71102.55000000 N N N N/A N/A N/A 1.00000000 NC N/A -56.38000000 -0.00004905770 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36321.55000000 USD 200000.00000000 BRL 2021-12-15 -56.38000000 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 12232.00000000 NS 145753.07000000 0.126823527154 Long EC CORP GB N 2 N N N Dun & Bradstreet Holdings, Inc. N/A 26484T106 -17793.00000000 NS USD -299100.33000000 -0.26025495602 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 525.72000000 0.000457442609 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16074500.00000000 HUF 52200.35000000 USD 2021-12-15 525.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 177.97000000 0.000154856313 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2800000.00000000 ZAR 184229.45000000 USD 2021-12-15 177.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -142.51000000 -0.00012400164 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31637.70000000 USD 2357500.00000000 INR 2021-12-15 -142.51000000 N N N N/A N/A N/A 417442.48000000 PA -3711.76000000 -0.00322969866 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Italy Net Return Index M7IT Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 417442.48000000 EUR -3711.76000000 N N N Direct Line Insurance Group plc 213800FF2R23ALJQOP04 N/A 6367.00000000 NS 24844.48000000 0.021617826532 Long EC CORP GB N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 597.00000000 NS 217887.08000000 0.189589200467 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3509.81000000 -0.00305397672 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 200559.59000000 USD 21916000.00000000 JPY 2021-12-15 -3509.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1309.81000000 -0.00113969965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61505.32000000 USD 71365500.00000000 KRW 2021-12-15 -1309.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.85000000 -0.00004250565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 15989.09000000 USD 230194000.00000000 IDR 2021-12-15 -48.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 786.39000000 0.000684258338 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 42812.88000000 USD 2021-12-15 786.39000000 N N N N/A N/A N/A 1.00000000 NC N/A 338.87000000 0.000294859577 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113875.00000000 CAD 90243.47000000 USD 2021-12-15 338.87000000 N N N DraftKings, Inc. 5493008P45UYYL683Z97 26142R104 -2423.00000000 NS USD -116691.68000000 -0.10153645784 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 432.50000000 0.000376329469 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160063.00000000 SGD 118297.65000000 USD 2021-12-15 432.50000000 N N N N/A N/A N/A 2.00000000 NC USD -651.90000000 -0.00056723510 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-11-26 149203.50000000 USD -651.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 12640.88000000 0.010999157602 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724145.00000000 CHF 791152.30000000 USD 2021-12-15 12640.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -375.91000000 -0.00032708904 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19727.29000000 USD 18000.00000000 CHF 2021-12-15 -375.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -78.03000000 -0.00006789592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 70664.50000000 USD 617500.00000000 SEK 2021-12-15 -78.03000000 N N N Bellway plc 213800CY4L3HST4FGZ98 N/A -961.00000000 NS -42386.52000000 -0.03688161059 Short EC CORP GB N 2 N N N Trade Desk, Inc. (The) 549300GXPD31VT3E0P46 88339J105 -1965.00000000 NS USD -138139.50000000 -0.12019876239 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 28176.27000000 0.024516903441 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1640000000.00000000 KRW 1411486.75000000 USD 2021-12-15 28176.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 3008.79000000 0.002618026229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 323500.00000000 AUD 236966.45000000 USD 2021-12-15 3008.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -2500.77000000 -0.00217598484 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195087.50000000 USD 166000.00000000 EUR 2021-12-15 -2500.77000000 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 562750109 1480.00000000 NS USD 226484.40000000 0.197069951620 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 354.87000000 0.000308781592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 610000.00000000 CAD 481951.41000000 USD 2021-12-15 354.87000000 N N N N/A N/A N/A 1.00000000 NC N/A -8958.84000000 -0.00779531908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1132000.00000000 AUD 809712.16000000 USD 2021-12-15 -8958.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 1300.66000000 0.001131738006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 87500.00000000 GBP 119212.79000000 USD 2021-12-15 1300.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.19000000 -0.00011937257 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5385.57000000 USD 109500.00000000 MXN 2021-12-15 -137.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -175.58000000 -0.00015277671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17848.39000000 USD 24000.00000000 SGD 2021-12-15 -175.58000000 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 N/A -6421.00000000 NS -257540.11000000 -0.22409233050 Short EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6400.88000000 0.005569571731 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 306116.76000000 USD 4754373.00000000 ZAR 2021-12-15 6400.88000000 N N N Goldwin, Inc. N/A N/A -500.00000000 NS -32610.10000000 -0.02837489394 Short EC CORP JP N 2 N N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157D109 1595.00000000 NS USD 286669.35000000 0.249438437859 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 464.73000000 0.000404373628 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142315.70000000 USD 10687500.00000000 INR 2021-12-15 464.73000000 N N N N/A N/A N/A 1.00000000 NC N/A 1633.51000000 0.001421359425 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 976500.00000000 MXN 48437.57000000 USD 2021-12-15 1633.51000000 N N N N/A N/A N/A 1.00000000 NC N/A -506.98000000 -0.00044113644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37052.05000000 USD 31500.00000000 EUR 2021-12-15 -506.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -3132.56000000 -0.00272572171 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 228396.53000000 USD 25054000.00000000 JPY 2021-12-15 -3132.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1878.52000000 0.001634548982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 319500.00000000 AUD 232943.35000000 USD 2021-12-15 1878.52000000 N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 929740108 -1007.00000000 NS USD -86813.47000000 -0.07553865225 Short EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 136.00000000 NS USD 10357.76000000 0.009012555664 Long EC CORP US N 1 N N N Southwest Gas Holdings, Inc. N/A 844895102 -212.00000000 NS USD -14178.56000000 -0.01233713285 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -6976.96000000 -0.00607083388 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 801971.16000000 USD 1152250.00000000 NZD 2021-12-15 -6976.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 350.70000000 0.000305153167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78500.00000000 NZD 54511.73000000 USD 2021-12-15 350.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 1124.97000000 0.000978865579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 59304.54000000 USD 231256000.00000000 COP 2021-12-15 1124.97000000 N N N N/A N/A N/A -1.00000000 NC USD -1093.70000000 -0.00095165674 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-10-08 -74415.75000000 USD -1093.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -4273.88000000 -0.00371881385 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 267802.06000000 USD 245125.00000000 CHF 2021-12-15 -4273.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 1121.29000000 0.000975663516 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 43147.74000000 USD 2021-12-15 1121.29000000 N N N KDDI Corp. 5299003FU7V4I45FU310 N/A 14100.00000000 NS 464215.94000000 0.403926331513 Long EC CORP JP N 2 N N N Chevron Corp. N/A 166764100 1644.00000000 NS USD 166783.80000000 0.145122910880 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2843.76000000 -0.00247442934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 243577.17000000 USD 207500.00000000 EUR 2021-12-15 -2843.76000000 N N N Reata Pharmaceuticals, Inc. 5299005F094GH9QDDD80 75615P103 -906.00000000 NS USD -91152.66000000 -0.07931429403 Short EC CORP US N 1 N N N SNC-Lavalin Group, Inc. UL01OYG5OMLM5G6CFM03 78460T105 -5642.00000000 NS -156707.37000000 -0.13635514774 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -498.44000000 -0.00043370557 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12724.72000000 USD 186000.00000000 ZAR 2021-12-15 -498.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.90000000 -0.00008605545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13458.47000000 USD 1000000.00000000 INR 2021-12-15 -98.90000000 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523100 322.00000000 NS USD 64451.52000000 0.056080939474 Long EC CORP US N 1 N N N SOITEC 969500ZR92SQCU9TST26 N/A -249.00000000 NS -53825.83000000 -0.04683525096 Short EC CORP FR N 2 N N N World Fuel Services Corp. D3W7PCXCBRQLL17DZ313 981475106 6394.00000000 NS USD 214966.28000000 0.187047736619 Long EC CORP US N 1 N N N Ubisoft Entertainment SA 969500I7C8V1LBIMSM05 N/A -638.00000000 NS -38204.87000000 -0.03324304845 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2686.38000000 -0.00233748892 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 651462.00000000 NOK 71790.76000000 USD 2021-12-15 -2686.38000000 N N N Kinden Corp. N/A N/A 3500.00000000 NS 59015.37000000 0.051350804341 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 28.23000000 0.000024563655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 210162.00000000 ILS 65262.10000000 USD 2021-12-15 28.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 4982.32000000 0.004335245877 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 215222.06000000 USD 2021-12-15 4982.32000000 N N N N/A N/A N/A 1.00000000 NC N/A 1066.83000000 0.000928276457 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38000.00000000 GBP 52274.38000000 USD 2021-12-15 1066.83000000 N N N Heineken NV 724500K5PTPSST86UQ23 N/A -1954.00000000 NS -203948.46000000 -0.17746084562 Short EC CORP NL N 2 N N N TOPPAN, Inc. 3538003H9W4KIDODQY20 890747108 5800.00000000 NS 98341.03000000 0.085569081245 Long EC CORP JP N 2 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 2006.00000000 NS USD 355864.40000000 0.309646845837 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 109.40000000 0.000095191777 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43140.06000000 USD 280500.00000000 CNY 2021-12-15 109.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 7605.46000000 0.006617708037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71269251.00000000 JPY 648397.13000000 USD 2021-12-15 7605.46000000 N N N N/A N/A N/A -55.00000000 NC 28607.28000000 0.024891936422 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Sterling 2023-06-21 -6812781.25000000 GBP 28607.28000000 N N N Keyera Corp. N/A 493271100 2274.00000000 NS 57218.05000000 0.049786909585 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 44.36000000 0.000038598786 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2274.50000000 USD 8874000.00000000 COP 2021-12-15 44.36000000 N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 -645.00000000 NS USD -93337.95000000 -0.08121577155 Short EC CORP US N 1 N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 N/A 7874.00000000 NS 108231.63000000 0.094175148875 Long EC CORP FR N 2 N N N F5 Networks, Inc. 54930015FPK9KT966303 315616102 602.00000000 NS USD 119665.56000000 0.104124107973 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 41.19000000 0.000035840487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 144000.00000000 ILS 44738.51000000 USD 2021-12-15 41.19000000 N N N N/A N/A N/A 217.00000000 NC -83484.31000000 -0.07264186377 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2022-09-21 26924275.00000000 GBP -83484.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -2145.83000000 -0.00186714234 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71165.14000000 USD 1050000.00000000 ZAR 2021-12-15 -2145.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 1639.84000000 0.001426867322 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 300000.00000000 BRL 56037.59000000 USD 2021-12-15 1639.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 4702.17000000 0.004091480094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35634626.00000000 JPY 325098.01000000 USD 2021-12-15 4702.17000000 N N N N/A N/A N/A 12.00000000 NC USD -8500.07000000 -0.00739613140 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Corn 2021-12-14 322050.00000000 USD -8500.07000000 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 N/A 56372.00000000 NS 152623.85000000 0.132801971065 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 261.84000000 0.000227833776 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 361000.00000000 SEK 41527.77000000 USD 2021-12-15 261.84000000 N N N Sega Sammy Holdings, Inc. 5493006B6WMKNQ8QNP51 N/A 3200.00000000 NS 45329.06000000 0.039441990976 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 167.60000000 0.000145833107 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11727.75000000 USD 45522000.00000000 COP 2021-12-15 167.60000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 -1835.00000000 NS USD -77895.75000000 -0.06777911275 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3171.61000000 -0.00275970013 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96239.12000000 USD 75970875.00000000 CLP 2021-12-15 -3171.61000000 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 2471.00000000 NS USD 565290.67000000 0.491874076043 Long EC CORP US N 1 N N N 10X Genomics, Inc. 5493003Z6741WNLG7H43 88025U109 -3213.00000000 NS USD -467748.54000000 -0.40700013841 Short EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 243.00000000 NS USD 42600.33000000 0.037067652218 Long EC CORP US N 1 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 171.00000000 NS USD 25027.56000000 0.021777129190 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -639.91000000 -0.00055680229 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125621.93000000 USD 3462500.00000000 TWD 2021-12-15 -639.91000000 N N N Banco de Sabadell SA SI5RG2M0WQQLZCXKRM20 N/A -49568.00000000 NS -41437.69000000 -0.03605600899 Short EC CORP ES N 2 N N N Hisamitsu Pharmaceutical Co., Inc. 5299006QL3IBQ4CN7E12 N/A -300.00000000 NS -11346.66000000 -0.00987302320 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3154.58000000 0.002744881890 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 213394.32000000 USD 2021-12-15 3154.58000000 N N N Five Below, Inc. 529900AAXP5Z6BGI7418 33829M101 -489.00000000 NS USD -86460.09000000 -0.07523116715 Short EC CORP US N 1 N N N N/A N/A N/A -1.00000000 NC USD 7903.62000000 0.006877144788 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-22 -223343.75000000 USD 7903.62000000 N N N SAP SE 529900D6BF99LW9R2E68 N/A -2168.00000000 NS -293176.95000000 -0.25510086943 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2.89000000 -0.00000251466 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5124.29000000 USD 73958500.00000000 IDR 2021-12-15 -2.89000000 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 -9099.00000000 NS USD -447761.79000000 -0.38960914876 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 667.33000000 0.000580661144 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78211.88000000 USD 1200000.00000000 ZAR 2021-12-15 667.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 1825.30000000 0.001588240879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 212065.04000000 USD 2021-12-15 1825.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 77.24000000 0.000067208527 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 558000.00000000 BRL 101257.05000000 USD 2021-12-15 77.24000000 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N103 -204.00000000 NS USD -9226.92000000 -0.00802858244 Short EC CORP US N 1 N N N Limited Purpose Cash Investment Fund 549300GUQBQJ6160QP80 90262Y729 72674879.95560000 NS USD 72646541.28000000 63.21164007510 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -691.24000000 -0.00060146585 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14743.99000000 USD 77500.00000000 BRL 2021-12-15 -691.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 38.69000000 0.000033665172 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2578876.00000000 SEK 294830.18000000 USD 2021-12-15 38.69000000 N N N N/A N/A N/A -10.00000000 NC 86929.01000000 0.075639186606 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short DAX Index DE0008469008 2021-12-17 -3822000.00000000 EUR 86929.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 29.74000000 0.000025877545 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8500.00000000 SGD 6288.86000000 USD 2021-12-15 29.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -298.02000000 -0.00025931493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66471.52000000 USD 91500.00000000 AUD 2021-12-15 -298.02000000 N N N N/A N/A N/A -229.00000000 NC USD 298411.13000000 0.259655265228 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Notes 2021-12-21 -30167171.88000000 USD 298411.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -804.90000000 -0.00070036436 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45606.67000000 USD 391932.00000000 SEK 2021-12-15 -804.90000000 N N N Takara Bio, Inc. 529900OUPLSGTCWC5447 N/A -3700.00000000 NS -104253.60000000 -0.09071376177 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1160.67000000 0.001009929075 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160064.00000000 SGD 119026.56000000 USD 2021-12-15 1160.67000000 N N N J2 Global, Inc. 5493008OJYGLHD7MXA18 48123V102 2502.00000000 NS USD 341823.24000000 0.297429268282 Long EC CORP US N 1 N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 55306N104 1735.00000000 NS USD 261828.85000000 0.227824074427 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 10442.58000000 0.009086359746 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 580400.58000000 USD 748374.00000000 CAD 2021-12-15 10442.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 3907.75000000 0.003400234645 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 267206.00000000 GBP 363985.79000000 USD 2021-12-15 3907.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -216.60000000 -0.00018846927 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3986500.00000000 INR 53041.33000000 USD 2021-12-15 -216.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -759.92000000 -0.00066122610 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44172.60000000 USD 379780.00000000 SEK 2021-12-15 -759.92000000 N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723103 11408.00000000 NS USD 347487.68000000 0.302358044466 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 6412.04000000 0.005579282337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5681500.00000000 NOK 655938.64000000 USD 2021-12-15 6412.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -601.49000000 -0.00052337205 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 38203.73000000 USD 54500.00000000 NZD 2021-12-15 -601.49000000 N N N N/A N/A N/A 21.00000000 NC USD 157453.98000000 0.137004792475 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A Natural Gas 2021-10-27 1232070.00000000 USD 157453.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -1587.76000000 -0.00138155116 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 169935.41000000 USD 244000.00000000 NZD 2021-12-15 -1587.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 441.99000000 0.000384586964 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78593.42000000 USD 254626.00000000 ILS 2021-12-15 441.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -1116.25000000 -0.00097127808 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183743.40000000 USD 5059500.00000000 TWD 2021-12-15 -1116.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 3001.87000000 0.002612004957 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183962.00000000 EUR 216427.41000000 USD 2021-12-15 3001.87000000 N N N N/A N/A N/A -3.00000000 NC 437.35000000 0.000380549580 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euroswiss 2022-09-19 -754875.00000000 CHF 437.35000000 N N N Agnico Eagle Mines Ltd. YGE0EUBRF7IJOB3QRX76 008474108 -197.00000000 NS -10220.17000000 -0.00889283503 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -159.52000000 -0.00013880249 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 276000.00000000 ZAR 17982.70000000 USD 2021-12-15 -159.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -320.11000000 -0.00027853601 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 352695.06000000 USD 3082624.00000000 SEK 2021-12-15 -320.11000000 N N N Sojitz Corp. 5493004SE33MRLPB1W98 N/A 25420.00000000 NS 415168.98000000 0.361249299301 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5294.61000000 -0.00460697750 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105114.48000000 USD 550500.00000000 BRL 2021-12-15 -5294.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 13425.38000000 0.011681771402 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724144.00000000 CHF 791935.73000000 USD 2021-12-15 13425.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -112.28000000 -0.00009769774 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 691876.00000000 TWD 24861.60000000 USD 2021-12-15 -112.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -18775.62000000 -0.01633715401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1668524.56000000 USD 1422000.00000000 EUR 2021-12-15 -18775.62000000 N N N N/A N/A N/A -18.00000000 NC 34314.53000000 0.029857962698 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2021-12-08 -2736900.00000000 EUR 34314.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -896.83000000 -0.00078035504 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 68510.19000000 USD 7520000.00000000 JPY 2021-12-15 -896.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -268.95000000 -0.00023402037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27477.84000000 USD 238000.00000000 NOK 2021-12-15 -268.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -308.70000000 -0.00026860787 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28742.37000000 USD 21100.00000000 GBP 2021-12-15 -308.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 774.84000000 0.000674208383 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6054500.00000000 JPY 55211.69000000 USD 2021-12-15 774.84000000 N N N N/A N/A 000000000 -464040.00000000 PA -153.85000000 -0.00013386887 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-12-17 0.00000000 USD 0.00000000 USD -464040.00000000 CHF -153.85000000 N N N N/A N/A N/A 1.00000000 NC N/A -4209.93000000 -0.00366316930 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 629994.04000000 USD 907000.00000000 NZD 2021-12-15 -4209.93000000 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 698.00000000 NS USD 65388.64000000 0.056896351895 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -13497.14000000 -0.01174421164 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 412765.36000000 USD 2201938.00000000 BRL 2021-12-15 -13497.14000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 2582.00000000 NS 25500.51000000 0.022188655253 Long EC CORP CH N 2 N N N NuVasive, Inc. 549300C5ZB4NZ6TWM881 670704105 -222.00000000 NS USD -13286.70000000 -0.01156110233 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -8957.83000000 -0.00779444025 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1132000.00000000 AUD 809713.17000000 USD 2021-12-15 -8957.83000000 N N N R1 RCM, Inc. 549300VKOMJ3EM506212 749397105 -12859.00000000 NS USD -283026.59000000 -0.24626877788 Short EC CORP US N 1 N N N Sinch AB 549300UXY7QM6IDCGI12 N/A -17023.00000000 NS -330109.87000000 -0.28723716119 Short EC CORP SE Y 2 N N N Yakult Honsha Co. Ltd. 353800YJPSPGG7KI0S71 N/A -6700.00000000 NS -339161.05000000 -0.29511282770 Short EC CORP JP N 2 N N N Rubis SCA 969500MGFIKUGLTC9742 N/A 2651.00000000 NS 91785.79000000 0.079865196873 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1957.93000000 0.001703645683 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183047.00000000 EUR 214321.92000000 USD 2021-12-15 1957.93000000 N N N World Wrestling Entertainment, Inc. 549300WZVLSCS3L4L698 98156Q108 959.00000000 NS USD 53953.34000000 0.046946200725 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -341.93000000 -0.00029752216 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12500000.00000000 INR 166652.72000000 USD 2021-12-15 -341.93000000 N N N Penn National Gaming, Inc. N/A 707569109 -455.00000000 NS USD -32969.30000000 -0.02868744317 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1324.74000000 -0.00115269063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 202210.50000000 USD 254446.00000000 CAD 2021-12-15 -1324.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -2179.08000000 -0.00189607403 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 122272.92000000 USD 89119.00000000 GBP 2021-12-15 -2179.08000000 N N N N/A N/A N/A 1.00000000 NC N/A -3170.82000000 -0.00275901273 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 105902.86000000 USD 31957000.00000000 HUF 2021-12-15 -3170.82000000 N N N N/A N/A N/A 1077891.99000000 PA -85393.45000000 -0.07430305601 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Netherlands Net Return Index M7NL Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 1077891.99000000 EUR -85393.45000000 N N N N/A N/A N/A -28.00000000 NC 16886.15000000 0.014693077154 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Bobl 2021-12-08 -3780000.00000000 EUR 16886.15000000 N N N Sabre Corp. 529900VKCYZW8GZ4WW58 78573M104 -39316.00000000 NS USD -465501.44000000 -0.40504487841 Short EC CORP US N 1 N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494103 2353.00000000 NS USD 185745.82000000 0.161622256372 Long EC CORP US N 1 N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 553530106 666.00000000 NS USD 53406.54000000 0.046470415860 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -922.09000000 -0.00080233442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83027.04000000 USD 111500.00000000 SGD 2021-12-15 -922.09000000 N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 -2244.00000000 NS USD -284561.64000000 -0.24760446471 Short EC CORP US N 1 N N N Haseko Corp. 529900EH7TSG348O4045 N/A 12300.00000000 NS 164226.02000000 0.142897320151 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 96.84000000 0.000084262996 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49500.00000000 DKK 7818.49000000 USD 2021-12-15 96.84000000 N N N N/A N/A N/A 1.00000000 NC N/A 338.76000000 0.000294763863 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113875.00000000 CAD 90243.36000000 USD 2021-12-15 338.76000000 N N N Akamai Technologies, Inc. OC1LZNN2LF5WTJ5RIL89 00971T101 1368.00000000 NS USD 143079.12000000 0.124496853894 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 538.61000000 0.000468658532 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 80861000.00000000 KRW 68743.41000000 USD 2021-12-15 538.61000000 N N N Kesko OYJ 743700OX6HSVMCAHPB95 N/A 8980.00000000 NS 309750.79000000 0.269522197553 Long EC CORP FI N 2 N N N N/A N/A N/A 6000000.00000000 PA -29660.09000000 -0.02580801371 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-18 0.00000000 USD 36556.67000000 USD 6000000.00000000 GBP -29660.09000000 N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 N/A 4600.00000000 NS 344670.61000000 0.299906838782 Long EC CORP JP N 2 N N N Mitsubishi Motors Corp. 5299006ZTN6MO1N5BR16 N/A -15700.00000000 NS -42825.60000000 -0.03726366548 Short EC CORP JP N 2 N N N TUI AG 529900SL2WSPV293B552 N/A 4910.00000000 NS 21217.16000000 0.018461601305 Long EC CORP DE N 2 N N N Zoom Video Communications, Inc. 549300T9GCHU0ODOM055 98980L101 -66.00000000 NS USD -17259.00000000 -0.01501750361 Short EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 -2173.00000000 NS USD -477929.62000000 -0.41585896022 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 19.28000000 0.000016776028 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5000.00000000 AUD 3635.32000000 USD 2021-12-15 19.28000000 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509102 1225.00000000 NS USD 174464.50000000 0.151806087193 Long EC CORP US N 1 N N N SolarWinds Corp. N/A 83417Q204 556.00000000 NS USD 9301.88000000 0.008093807085 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2724.52000000 -0.00237067552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2578874.00000000 SEK 292066.74000000 USD 2021-12-15 -2724.52000000 N N N American Airlines Group, Inc. N/A 02376R102 -23307.00000000 NS USD -478259.64000000 -0.41614611918 Short EC CORP US N 1 N N N Ceridian HCM Holding, Inc. 549300T64GVCHFJ8L449 15677J108 -222.00000000 NS USD -25001.64000000 -0.02175457552 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2244.66000000 0.001953136894 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1475000.00000000 MXN 72942.03000000 USD 2021-12-15 2244.66000000 N N N Cooper Cos., Inc. (The) QJKMVPIGLH7530PCUE20 216648402 236.00000000 NS USD 97541.16000000 0.084873093609 Long EC CORP US N 1 N N N Aisin Corp. 3538004IOK08PDY6I723 N/A 3800.00000000 NS 137699.84000000 0.119816202824 Long EC CORP JP N 2 N N N Masimo Corp. 549300Q4A8JK0PIYCU29 574795100 293.00000000 NS USD 79318.03000000 0.069016675473 Long EC CORP US N 1 N N N N/A N/A N/A -3.00000000 NC USD 43006.00000000 0.037420636208 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-12 -670398.00000000 USD 43006.00000000 N N N Galapagos NV 549300QKJ78IY0IOV655 N/A -1757.00000000 NS -92182.94000000 -0.08021076739 Short EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3367.74000000 -0.00293035793 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 521184.38000000 USD 716000.00000000 AUD 2021-12-15 -3367.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 593.92000000 0.000516785198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 42620.41000000 USD 2021-12-15 593.92000000 N N N N/A N/A N/A 1.00000000 NC N/A 323.49000000 0.000281477040 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41747.40000000 USD 368000.00000000 NOK 2021-12-15 323.49000000 N N N Etablissements Franz Colruyt NV 5493000O0NZ1BCXO8K39 N/A 1290.00000000 NS 65805.64000000 0.057259194413 Long EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1107.03000000 -0.00096325552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 87630.18000000 USD 117500.00000000 SGD 2021-12-15 -1107.03000000 N N N Marubeni Corp. 4P4N3ORD02UGQT1T1W12 N/A 53900.00000000 NS 445926.78000000 0.388012458963 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -38.80000000 -0.00003376088 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3352.45000000 USD 4500.00000000 SGD 2021-12-15 -38.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 2157.52000000 0.001877314119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183046.00000000 EUR 214520.35000000 USD 2021-12-15 2157.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 622.43000000 0.000541592489 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12459000.00000000 JPY 112643.02000000 USD 2021-12-15 622.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -6961.52000000 -0.00605739913 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 441025.37000000 USD 9056124.00000000 MXN 2021-12-15 -6961.52000000 N N N N/A N/A N/A -29.00000000 NC -200.83000000 -0.00017474739 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2022-03-14 -7287700.00000000 EUR -200.83000000 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 4413.00000000 NS USD 313234.74000000 0.272553672825 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5174.71000000 0.004502649406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2578874.00000000 SEK 299965.97000000 USD 2021-12-15 5174.71000000 N N N CGI, Inc. 549300WSRCZY73ZG3090 12532H104 1526.00000000 NS 129624.46000000 0.112789605204 Long EC CORP CA N 1 N N N N/A N/A 000000000 -1661595.00000000 PA -834.18000000 -0.00072584165 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A N/A Y 2021-10-13 0.00000000 USD 0.00000000 USD -1661595.00000000 BRL -834.18000000 N N N N/A N/A N/A 1.00000000 NC N/A -347.44000000 -0.00030231655 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20318.39000000 USD 14820.00000000 GBP 2021-12-15 -347.44000000 N N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 05971J102 -734.00000000 NS USD -21858.52000000 -0.01901966527 Short EC CORP US N 1 N N N N/A N/A N/A 540628.44000000 PA -1234.07000000 -0.00107379631 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Singapore Net Return Index M7SG Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 540628.44000000 SGD -1234.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -769.73000000 -0.00066976204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44383.99000000 USD 381500.00000000 NOK 2021-12-15 -769.73000000 N N N N/A N/A N/A 3.00000000 NC -571.93000000 -0.00049765112 N/A DE MX N 1 Asigna Compensacion y Liquidacion 549300T5G56HZH1I6F15 Long MEX BOLSA Index MEXBOL Index 2021-12-17 1545150.00000000 MXN -571.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -21675.48000000 -0.01886039742 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 420943.70000000 USD 2201938.00000000 BRL 2021-12-15 -21675.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -341.72000000 -0.00029733943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12500000.00000000 INR 166652.93000000 USD 2021-12-15 -341.72000000 N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 00790R104 -272.00000000 NS USD -29422.24000000 -0.02560105425 Short EC CORP US N 1 N N N Cellnex Telecom SA 5493008T4YG3AQUI7P67 N/A -140.00000000 NS -8643.61000000 -0.00752102928 Short EC CORP ES Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -1982.75000000 -0.00172524220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 118249.33000000 USD 1017000.00000000 NOK 2021-12-15 -1982.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.85000000 -0.00001988237 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1360.61000000 USD 2021-12-15 -22.85000000 N N N Suntory Beverage & Food Ltd. 549300FONLMVK7YYYH41 N/A 1400.00000000 NS 58037.49000000 0.050499925586 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -125.22000000 -0.00010895717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2069500.00000000 INR 27522.41000000 USD 2021-12-15 -125.22000000 N N N N/A N/A N/A 1.00000000 NC N/A 213.31000000 0.000185606564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36500.00000000 PLN 9388.29000000 USD 2021-12-15 213.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -348.81000000 -0.00030350862 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19667.39000000 USD 28000.00000000 NZD 2021-12-15 -348.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -2843.45000000 -0.00247415960 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 243576.86000000 USD 207500.00000000 EUR 2021-12-15 -2843.45000000 N N N N/A N/A N/A 1.00000000 NC N/A -54.44000000 -0.00004736965 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2321.38000000 USD 1850500.00000000 CLP 2021-12-15 -54.44000000 N N N Xero Ltd. 254900UG5D8YST164N14 N/A -554.00000000 NS -54363.22000000 -0.04730284794 Short EC CORP NZ N 2 N N N N/A N/A N/A 1.00000000 NC N/A 441.89000000 0.000384499951 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78592.90000000 USD 254624.00000000 ILS 2021-12-15 441.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 111.52000000 0.000097036444 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 582500.00000000 CAD 459996.74000000 USD 2021-12-15 111.52000000 N N N Kusuri no Aoki Holdings Co. Ltd. N/A N/A -1000.00000000 NS -68719.80000000 -0.05979488062 Short EC CORP JP N 2 N N N Advantest Corp. 353800EMK32PDKS9XR54 N/A -2800.00000000 NS -249506.66000000 -0.21710221726 Short EC CORP JP N 2 N N N N/A N/A N/A 41.00000000 NC -2540.98000000 -0.00221097261 N/A DE TH N 1 Clearing Company (Thailand) 5493006L9QU2265UKZ88 Long SET50 Index SET50 Index 2021-12-29 7890040.00000000 THB -2540.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 609.20000000 0.000530080723 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92500.00000000 SGD 68723.17000000 USD 2021-12-15 609.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 3237.99000000 0.002817459094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183047.00000000 EUR 215601.98000000 USD 2021-12-15 3237.99000000 N N N Tohoku Electric Power Co., Inc. 353800KTF7EYIIYHY088 N/A 10000.00000000 NS 73511.81000000 0.063964532834 Long EC CORP JP N 2 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360105 295.00000000 NS USD 126726.10000000 0.110267666982 Long EC CORP US N 1 N N N DCC plc 213800UPS1QEE4TD3T45 N/A 284.00000000 NS 23675.93000000 0.020601040864 Long EC CORP IE N 2 N N N Organon & Co. 549300AMCKY57OK2CO56 68622V106 7443.00000000 NS USD 244055.97000000 0.212359430497 Long EC CORP US N 1 N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 1700.00000000 NS 91128.51000000 0.079293280494 Long EC CORP JP N 2 N N N N/A N/A N/A 872614.89000000 PA -15122.23000000 -0.01315824460 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI United Kingdom Net Return Index M7GB Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 872614.89000000 GBP -15122.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 2244.56000000 0.001953049881 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1475000.00000000 MXN 72941.93000000 USD 2021-12-15 2244.56000000 N N N Atlantia SpA 8156008DEC771409C487 N/A -7894.00000000 NS -148973.09000000 -0.12962535008 Short EC CORP IT N 2 N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 N/A -2063.00000000 NS -45879.41000000 -0.03992086478 Short EC CORP GB N 2 N N N N/A N/A N/A 3.00000000 NC USD 11796.75000000 0.010264658191 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A RBOB Gasoline 2021-10-29 276444.00000000 USD 11796.75000000 N N N N/A N/A N/A 289.00000000 NC -618660.54000000 -0.53831258438 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long N/A Australia 10 Year Bond 2021-12-15 40901982.15000000 AUD -618660.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -1638.30000000 -0.00142552732 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32962.01000000 USD 9743912.00000000 HUF 2021-12-15 -1638.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -1404.81000000 -0.00122236162 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117600.99000000 USD 1016500.00000000 SEK 2021-12-15 -1404.81000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 -8145.00000000 NS USD -370760.40000000 -0.32260824185 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -19.36000000 -0.00001684563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294312.00000000 COP 1364.10000000 USD 2021-12-15 -19.36000000 N N N Viatris, Inc. 254900ZZTSW7NL773X71 92556V106 8877.00000000 NS USD 120283.35000000 0.104661663077 Long EC CORP US N 1 N N N Mediobanca Banca di Credito Finanziario SpA PSNL19R2RXX5U3QWHI44 N/A -4269.00000000 NS -51360.42000000 -0.04469003377 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4907.56000000 0.004270195261 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 412337000.00000000 KRW 352706.40000000 USD 2021-12-15 4907.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -655.96000000 -0.00057076781 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 79043.25000000 USD 5867500.00000000 INR 2021-12-15 -655.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 74.10000000 0.000064476332 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4915.27000000 USD 2021-12-15 74.10000000 N N N N/A N/A N/A 1.00000000 NC N/A 1209.93000000 0.001052791479 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 117750.00000000 PLN 30808.67000000 USD 2021-12-15 1209.93000000 N N N Pan American Silver Corp. 549300MKTF5851TYIB83 697900108 -376.00000000 NS -8754.33000000 -0.00761736962 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2536.51000000 -0.00220708315 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 229928.07000000 USD 196000.00000000 EUR 2021-12-15 -2536.51000000 N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189T107 -26991.00000000 NS USD -663978.60000000 -0.57774500397 Short EC CORP US N 1 N N N Arkema SA 9695000EHMS84KKP2785 N/A 713.00000000 NS 94021.10000000 0.081810198089 Long EC CORP FR N 2 N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168Q104 -2802.00000000 NS -104173.52000000 -0.09064408209 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3564.24000000 0.003101337683 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 213803.98000000 USD 2021-12-15 3564.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -3942.29000000 -0.00343028879 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 257126.55000000 USD 218232.00000000 EUR 2021-12-15 -3942.29000000 N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625107 1439.00000000 NS USD 123120.84000000 0.107130636733 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 16.91000000 0.000014713829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294314.00000000 COP 1400.37000000 USD 2021-12-15 16.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 252.18000000 0.000219428359 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 44749.46000000 USD 57000.00000000 CAD 2021-12-15 252.18000000 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 -179.00000000 NS USD -10498.35000000 -0.00913488667 Short EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 -1576.00000000 NS USD -97286.48000000 -0.08465148993 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 324.98000000 0.000282773528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49939.99000000 USD 326000.00000000 CNY 2021-12-15 324.98000000 N N N Carrefour SA 549300B8P6MUJ1YWTS08 N/A 25390.00000000 NS 455025.39000000 0.395929395548 Long EC CORP FR N 2 N N N Proximus SADP 549300CWRXC5EP004533 N/A 9754.00000000 NS 193563.08000000 0.168424257083 Long EC CORP BE N 2 N N N Smartsheet, Inc. 549300N9WF42OK9VL589 83200N103 -394.00000000 NS USD -27115.08000000 -0.02359353449 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -21.55000000 -0.00001875121 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11067.06000000 USD 15000.00000000 SGD 2021-12-15 -21.55000000 N N N Genmab A/S 529900MTJPDPE4MHJ122 N/A 88.00000000 NS 38449.13000000 0.033455585413 Long EC CORP DK N 2 N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207105 184.00000000 NS USD 94837.28000000 0.082520377480 Long EC CORP US N 1 N N N GMO Payment Gateway, Inc. 353800Q6U21E2PM83F86 N/A -1500.00000000 NS -189392.29000000 -0.16479514451 Short EC CORP JP N 2 N N N Sweco AB 549300Q4Y55VICYV6U90 N/A -5594.00000000 NS -88308.83000000 -0.07683980378 Short EC CORP SE N 2 N N N SS&C Technologies Holdings, Inc. 529900POY8H7NPPNKK71 78467J100 611.00000000 NS USD 42403.40000000 0.036896298316 Long EC CORP US N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 302.00000000 NS USD 66512.48000000 0.057874234233 Long EC CORP US N 1 N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579102 -676.00000000 NS USD -52119.60000000 -0.04535061598 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9070.68000000 -0.00789263396 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 818701.59000000 USD 1119500.00000000 AUD 2021-12-15 -9070.68000000 N N N Sumitomo Forestry Co. Ltd. 549300FIIRGO6D5FWR19 N/A 700.00000000 NS 13295.43000000 0.011568698536 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 1294.33000000 0.001126230108 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 70000.00000000 CHF 76549.70000000 USD 2021-12-15 1294.33000000 N N N Wilmar International Ltd. 549300H2EAI4YRLWBB20 N/A 37000.00000000 NS 114307.78000000 0.099462164610 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A -232.67000000 -0.00020245220 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 73501.21000000 USD 99500.00000000 SGD 2021-12-15 -232.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 2213.94000000 0.001926406625 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 212453.68000000 USD 2021-12-15 2213.94000000 N N N TJX Cos., Inc. (The) V167QI9I69W364E2DY52 872540109 206.00000000 NS USD 13591.88000000 0.011826647371 Long EC CORP US N 1 N N N Daiichi Sankyo Co. Ltd. 353800XGIU2IHQGC9504 N/A -6600.00000000 NS -175435.72000000 -0.15265117091 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 337.40000000 0.000293580492 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8500.00000000 GBP 11791.72000000 USD 2021-12-15 337.40000000 N N N Cabot Oil & Gas Corp. FCNMH6O7VWU7LHXMK351 127097103 680.00000000 NS USD 14796.80000000 0.012875079520 Long EC CORP US N 1 N N N Neste OYJ 5493009GY1X8GQ66AM14 N/A -1515.00000000 NS -85464.71000000 -0.07436506119 Short EC CORP FI N 2 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 N/A 64200.00000000 NS 539644.41000000 0.469558599933 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9100.80000000 -0.00791884216 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 622885.14000000 USD 529051.00000000 EUR 2021-12-15 -9100.80000000 N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 955306105 540.00000000 NS USD 229251.60000000 0.199477764123 Long EC CORP US N 1 N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959W103 3390.00000000 NS USD 341034.00000000 0.296742530085 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 653.03000000 0.000568218343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142127.38000000 USD 10687499.00000000 INR 2021-12-15 653.03000000 N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 410120109 -304.00000000 NS USD -14324.48000000 -0.01246410163 Short EC CORP US N 1 N N N easyJet plc 2138001S47XKWIB7TH90 N/A -12721.00000000 NS -112311.69000000 -0.09772531492 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 719.65000000 0.000626186133 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166125.00000000 PHP 42746.12000000 USD 2021-12-15 719.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 1957.65000000 0.001703402047 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183046.00000000 EUR 214320.48000000 USD 2021-12-15 1957.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -332.01000000 -0.00028889051 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18464.59000000 USD 100000.00000000 BRL 2021-12-15 -332.01000000 N N N Prudential plc 5493001Z3ZE83NGK8Y12 N/A -10473.00000000 NS -203233.02000000 -0.17683832272 Short EC CORP GB N 2 N N N Buzzi Unicem SpA 5299003DX5YLKSVJ6K59 N/A 8999.00000000 NS 204406.32000000 0.177859241489 Long EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -20.97000000 -0.00001824654 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1368.54000000 USD 1000.00000000 GBP 2021-12-15 -20.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -276.60000000 -0.00024067683 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14778.61000000 USD 12500.00000000 EUR 2021-12-15 -276.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -136.04000000 -0.00011837193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31860.70000000 USD 277500.00000000 NOK 2021-12-15 -136.04000000 N N N N/A N/A N/A 1276500000.00000000 PA -66399.23000000 -0.05777569247 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-17 0.00000000 USD 84168.33000000 USD 1276500000.00000000 JPY -66399.23000000 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 646.00000000 NS USD 170621.52000000 0.148462210605 Long EC CORP US N 1 N N N Thor Industries, Inc. 254900XZO1228PDSG060 885160101 1829.00000000 NS USD 224528.04000000 0.195367672034 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 2883.63000000 0.002509121266 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 165500.00000000 CHF 180808.82000000 USD 2021-12-15 2883.63000000 N N N N/A N/A N/A -17.00000000 NC 12417.59000000 0.010804867180 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Euro STOXX 50 Index EU0009658145 2021-12-17 -688160.00000000 EUR 12417.59000000 N N N Geberit AG 52990093Z5OHD6T7BS47 N/A 57.00000000 NS 41849.53000000 0.036414361662 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 615.84000000 0.000535858359 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1456000.00000000 PHP 28864.69000000 USD 2021-12-15 615.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -175.56000000 -0.00015275931 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17848.37000000 USD 24000.00000000 SGD 2021-12-15 -175.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 2260.31000000 0.001966754365 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 146436.00000000 EUR 172149.65000000 USD 2021-12-15 2260.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 527.58000000 0.000459061043 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80000000.00000000 KRW 68006.14000000 USD 2021-12-15 527.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.27000000 -0.00017600037 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13455.03000000 USD 276500.00000000 MXN 2021-12-15 -202.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 167.62000000 0.000145850510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11727.73000000 USD 45522000.00000000 COP 2021-12-15 167.62000000 N N N TFI International, Inc. 5493007R9W7KO7SJN678 87241L109 3445.00000000 NS 352442.05000000 0.306668970323 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1.30000000 0.000001131163 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6500.00000000 ILS 2018.89000000 USD 2021-12-15 1.30000000 N N N Planet Fitness, Inc. 549300LLE5HUPF6H8G33 72703H101 -960.00000000 NS USD -75408.00000000 -0.06561445694 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 676.31000000 0.000588474875 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 148422.53000000 USD 967000.00000000 CNY 2021-12-15 676.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -7287.02000000 -0.00634062513 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 761502.00000000 AUD 543437.01000000 USD 2021-12-15 -7287.02000000 N N N N/A N/A N/A -1.00000000 NC USD 5137.55000000 0.004470315527 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-12-21 -107593.50000000 USD 5137.55000000 N N N Papa John's International, Inc. HZYLD3DK5XOX0WBVNB56 698813102 1671.00000000 NS USD 212200.29000000 0.184640976968 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 783.14000000 0.000681430429 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 405000.00000000 CAD 320531.66000000 USD 2021-12-15 783.14000000 N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501R106 21828.00000000 NS 420153.67000000 0.365586607377 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 960.98000000 0.000836173626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166124.00000000 PHP 42987.43000000 USD 2021-12-15 960.98000000 N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865204 605.00000000 NS USD 94670.40000000 0.082375170863 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -112.67000000 -0.00009803708 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5302.62000000 USD 267500.00000000 PHP 2021-12-15 -112.67000000 N N N N/A N/A N/A 1.00000000 NC N/A -2966.27000000 -0.00258102847 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245268.45000000 USD 26949000.00000000 JPY 2021-12-15 -2966.27000000 N N N IQVIA Holdings, Inc. 549300W3R20NM4KQPH86 46266C105 1121.00000000 NS USD 268524.34000000 0.233649993962 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -271.46000000 -0.00023620438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 9353.31000000 USD 7413500.00000000 CLP 2021-12-15 -271.46000000 N N N N/A N/A N/A 1.00000000 NC N/A -5243.92000000 -0.00456287082 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119879.98000000 USD 35660000.00000000 HUF 2021-12-15 -5243.92000000 N N N N/A N/A N/A 1.00000000 NC USD 822.79000000 0.000715930922 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-10-13 74443.75000000 USD 822.79000000 N N N Spirit AeroSystems Holdings, Inc. N/A 848574109 -6215.00000000 NS USD -274640.85000000 -0.23897212798 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1406.26000000 -0.00122362330 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181231.21000000 USD 155000.00000000 EUR 2021-12-15 -1406.26000000 N N N Gibson Energy, Inc. 549300WYW5D9I3FR0643 374825206 954.00000000 NS 17519.37000000 0.015244058302 Long EC CORP CA N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 063671101 525.00000000 NS 52412.96000000 0.045605876128 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10143.16000000 -0.00882582663 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 323380.33000000 USD 97439125.00000000 HUF 2021-12-15 -10143.16000000 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 204.00000000 NS USD 28519.20000000 0.024815295730 Long EC CORP US N 1 N N N Fast Retailing Co. Ltd. 353800ZCXKHDPY0N5218 N/A -500.00000000 NS -368757.90000000 -0.32086581465 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 475.46000000 0.000413710079 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84500.00000000 AUD 61586.50000000 USD 2021-12-15 475.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 538.70000000 0.000468736844 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80861000.00000000 KRW 68743.50000000 USD 2021-12-15 538.70000000 N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 -290.00000000 NS USD -56080.20000000 -0.04879683678 Short EC CORP US N 1 N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 N/A -24400.00000000 NS -121938.24000000 -0.10610162579 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 774.91000000 0.000674269292 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6054500.00000000 JPY 55211.76000000 USD 2021-12-15 774.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -3149.63000000 -0.00274057476 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 437213.58000000 USD 9056126.00000000 MXN 2021-12-15 -3149.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -1029.55000000 -0.00089583816 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 872500.00000000 ZAR 56322.21000000 USD 2021-12-15 -1029.55000000 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 775.00000000 NS USD 122085.75000000 0.106229978073 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -204.68000000 -0.00017809737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 245000.00000000 BRL 44220.15000000 USD 2021-12-15 -204.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 1259.87000000 0.001096245569 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71000.00000000 GBP 96937.14000000 USD 2021-12-15 1259.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 80.20000000 0.000069784100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22354.01000000 USD 145500.00000000 CNY 2021-12-15 80.20000000 N N N N/A N/A N/A 1.00000000 NC N/A 98.41000000 0.000085629093 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160062.00000000 SGD 117962.83000000 USD 2021-12-15 98.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -29.45000000 -0.00002562520 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57978500.00000000 IDR 3985.39000000 USD 2021-12-15 -29.45000000 N N N N/A N/A N/A -89.00000000 NC -67403.79000000 -0.05864978618 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short FTSE 100 Index GB0001383545 2021-12-17 -6295415.00000000 GBP -67403.79000000 N N N N/A N/A N/A 270821256.00000000 PA -29278.66000000 -0.02547612157 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Japan Net Return Index M7JP Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 270821256.00000000 JPY -29278.66000000 N N N Valmet OYJ 213800D9O7FUQDH83V62 N/A 5991.00000000 NS 216299.46000000 0.188207771121 Long EC CORP FI N 2 N N N N/A N/A N/A 1.00000000 NC N/A -315.23000000 -0.00027428980 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27396.54000000 USD 3012000.00000000 JPY 2021-12-15 -315.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 685.72000000 0.000596662760 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1185000.00000000 PHP 23676.71000000 USD 2021-12-15 685.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -549.92000000 -0.00047849965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19669.15000000 USD 15607000.00000000 CLP 2021-12-15 -549.92000000 N N N N/A N/A N/A 1.00000000 NC N/A -523.89000000 -0.00045585027 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65745.21000000 USD 570500.00000000 NOK 2021-12-15 -523.89000000 N N N N/A N/A N/A 1.00000000 NC N/A 1141.55000000 0.000993292267 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 304360.75000000 USD 1981375.00000000 CNY 2021-12-15 1141.55000000 N N N N/A N/A N/A -2.00000000 NC USD 15682.24000000 0.013645523833 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-23 -446687.50000000 USD 15682.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.50000000 -0.00002044795 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294312.00000000 COP 1359.96000000 USD 2021-12-15 -23.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 531.37000000 0.000462358821 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29000.00000000 GBP 39610.82000000 USD 2021-12-15 531.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -1200.51000000 -0.00104459489 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 620440.00000000 NOK 69730.10000000 USD 2021-12-15 -1200.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 10461.26000000 0.009102613699 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 535004.00000000 CHF 585631.60000000 USD 2021-12-15 10461.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 156.17000000 0.000135887568 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 16044500.00000000 KRW 13689.42000000 USD 2021-12-15 156.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -550.11000000 -0.00047866498 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 766500.00000000 SEK 87068.56000000 USD 2021-12-15 -550.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 19.58000000 0.000017037065 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2628.27000000 USD 10133000.00000000 COP 2021-12-15 19.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -312.35000000 -0.00027178383 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11792.83000000 USD 9371500.00000000 CLP 2021-12-15 -312.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 558.84000000 0.000486261180 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 143525.37000000 USD 182500.00000000 CAD 2021-12-15 558.84000000 N N N Signify NV 549300072P3J1X8NZO35 N/A 6829.00000000 NS 341836.85000000 0.297441110696 Long EC CORP NL Y 2 N N N Bank OZK 549300VYK2WBD7SST478 06417N103 -2038.00000000 NS USD -87593.24000000 -0.07621715036 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 4925.91000000 0.004286162072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183046.00000000 EUR 217288.74000000 USD 2021-12-15 4925.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 124.74000000 0.000108539509 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6913.78000000 USD 26935500.00000000 COP 2021-12-15 124.74000000 N N N Nippon Paint Holdings Co. Ltd. 529900RYRJUN78A7PL87 N/A -19600.00000000 NS -213447.33000000 -0.18572605882 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 354.27000000 0.000308259517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 610000.00000000 CAD 481950.81000000 USD 2021-12-15 354.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 601.62000000 0.000523485168 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113875.00000000 CAD 90506.22000000 USD 2021-12-15 601.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -637.13000000 -0.00055438334 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37220.52000000 USD 320000.00000000 NOK 2021-12-15 -637.13000000 N N N Domino's Pizza, Inc. 25490005ZWM1IF9UXU57 25754A201 123.00000000 NS USD 58666.08000000 0.051046878051 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 70.20000000 0.000061082841 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 208500.00000000 PHP 4115.45000000 USD 2021-12-15 70.20000000 N N N Canopy Growth Corp. 529900CSD7NH1UBC9X07 138035100 -20689.00000000 NS -286666.63000000 -0.24943607111 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5784.02000000 0.005032825843 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 233500.00000000 EUR 276681.61000000 USD 2021-12-15 5784.02000000 N N N Yamato Holdings Co. Ltd. N/A N/A -3200.00000000 NS -80993.22000000 -0.07047430174 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3596.14000000 -0.00312909470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78432.79000000 USD 1138500.00000000 ZAR 2021-12-15 -3596.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 4602.94000000 0.004005137497 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183048.00000000 EUR 216968.09000000 USD 2021-12-15 4602.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -301.17000000 -0.00026205582 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 28311.70000000 USD 20786.00000000 GBP 2021-12-15 -301.17000000 N N N N/A N/A N/A -1.00000000 NC 9.33000000 0.000008118275 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euroswiss 2022-03-14 -251800.00000000 CHF 9.33000000 N N N N/A N/A N/A 1.00000000 NC N/A -2849.94000000 -0.00247980672 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 402118.16000000 USD 2201938.00000000 BRL 2021-12-15 -2849.94000000 N N N APA Corp. N/A 03743Q108 -26861.00000000 NS USD -575631.23000000 -0.50087166554 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -562.94000000 -0.00048982869 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 160061.00000000 SGD 117300.74000000 USD 2021-12-15 -562.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -293.75000000 -0.00025559949 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 239500.00000000 CNY 36634.04000000 USD 2021-12-15 -293.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1299.17000000 -0.00113044151 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 86382.31000000 USD 9463000.00000000 JPY 2021-12-15 -1299.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 3403.03000000 0.002961064680 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183961.00000000 EUR 216827.41000000 USD 2021-12-15 3403.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 278.75000000 0.000242547605 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 343000.00000000 AUD 248338.96000000 USD 2021-12-15 278.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2035.37000000 -0.00177102823 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 155480.58000000 USD 132262.00000000 EUR 2021-12-15 -2035.37000000 N N N Endesa SA 549300LHK07F2CHV4X31 N/A 16733.00000000 NS 337463.04000000 0.293635345155 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4963.40000000 -0.00431878309 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 268490.50000000 USD 245124.00000000 CHF 2021-12-15 -4963.40000000 N N N Cie Plastic Omnium SA 9695001VLC2KYXX0DW73 N/A -1073.00000000 NS -27384.44000000 -0.02382791161 Short EC CORP FR N 2 N N N N/A N/A N/A -315.00000000 NC USD -32811.68000000 -0.02855029392 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2022-06-13 -78588562.50000000 USD -32811.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1212.99000000 -0.00105545406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33765.32000000 USD 129500.00000000 PLN 2021-12-15 -1212.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 1048.04000000 0.000911926790 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95544.88000000 USD 140000.00000000 NZD 2021-12-15 1048.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 21451.40000000 0.018665419605 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1597810.42000000 USD 2239000.00000000 AUD 2021-12-15 21451.40000000 N N N Peloton Interactive, Inc. 5493002YS021166W0339 70614W100 -2296.00000000 NS USD -199866.80000000 -0.17390928737 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3801.47000000 -0.00330775766 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 293841.72000000 USD 250000.00000000 EUR 2021-12-15 -3801.47000000 N N N CTS Eventim AG & Co. KGaA 529900FDHSN08UBJII80 N/A -1395.00000000 NS -104959.65000000 -0.09132811419 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 48.56000000 0.000042253315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5000000.00000000 KRW 4265.97000000 USD 2021-12-15 48.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 459.03000000 0.000399413910 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49907.28000000 USD 73000.00000000 NZD 2021-12-15 459.03000000 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 4256.00000000 NS USD 509741.12000000 0.443538971590 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1406.48000000 -0.00122381473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181231.43000000 USD 155000.00000000 EUR 2021-12-15 -1406.48000000 N N N N/A N/A N/A 3.00000000 NC 2578.36000000 0.002243497920 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Cocoa 2021-12-14 56220.00000000 GBP 2578.36000000 N N N Obayashi Corp. 529900YT4O5S0LCXWD54 N/A 47100.00000000 NS 388234.45000000 0.337812866046 Long EC CORP JP N 2 N N N First American Financial Corp. 549300B6VEZK3N0A1P55 31847R102 327.00000000 NS USD 21925.35000000 0.019077815795 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1673.02000000 -0.00145573810 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110896.29000000 USD 955500.00000000 SEK 2021-12-15 -1673.02000000 N N N Astellas Pharma, Inc. 529900IB708DY2HBBB35 N/A 2000.00000000 NS 32918.11000000 0.028642901432 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5328.34000000 0.004636326855 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 550000.00000000 BRL 105057.54000000 USD 2021-12-15 5328.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -497.97000000 -0.00043329661 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 36993.00000000 USD 4059000.00000000 JPY 2021-12-15 -497.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -98.89000000 -0.00008604675 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13458.46000000 USD 1000000.00000000 INR 2021-12-15 -98.89000000 N N N Iridium Communications, Inc. 549300U620NVQ4J1CT96 46269C102 -8425.00000000 NS USD -335736.25000000 -0.29213282038 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1246.27000000 -0.00108441185 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47127.91000000 USD 66500.00000000 NZD 2021-12-15 -1246.27000000 N N N Nippon Express Co. Ltd. 529900NTHOQWZAW95H82 N/A 3000.00000000 NS 206610.77000000 0.179777390619 Long EC CORP JP N 2 N N N Hubbell, Inc. 54930088VDQ6840Y6597 443510607 576.00000000 NS USD 104065.92000000 0.090550456542 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1437.20000000 -0.00125054500 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32760.91000000 USD 9743912.00000000 HUF 2021-12-15 -1437.20000000 N N N Aptiv plc N/A N/A -1093.00000000 NS USD -162824.21000000 -0.14167756890 Short EC CORP JE N 1 N N N Strategic Education, Inc. 0PYXF82EO1UCNGL5I740 86272C103 -521.00000000 NS USD -36730.50000000 -0.03196016086 Short EC CORP US N 1 N N N Beyond Meat, Inc. 549300XQ946NCE51DR09 08862E109 -6047.00000000 NS USD -636507.22000000 -0.55384144361 Short EC CORP US N 1 N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663102 43.00000000 NS USD 10240.45000000 0.008910481190 Long EC CORP US N 1 N N N MTU Aero Engines AG 529900807L67JY81RD65 N/A -509.00000000 NS -114434.35000000 -0.09957229645 Short EC CORP DE N 2 N N N N/A N/A N/A -2.00000000 NC USD 10741.60000000 0.009346544805 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-12-15 -215238.00000000 USD 10741.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -1872.47000000 -0.00162928472 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 197515.06000000 USD 168634.00000000 EUR 2021-12-15 -1872.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.25000000 -0.00012290528 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5870500.00000000 JPY 52641.23000000 USD 2021-12-15 -141.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -38.79000000 -0.00003375218 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3352.44000000 USD 4500.00000000 SGD 2021-12-15 -38.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -5236.42000000 -0.00455634487 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 231467.81000000 USD 195000.00000000 EUR 2021-12-15 -5236.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -315.96000000 -0.00027492499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72415.67000000 USD 104500.00000000 NZD 2021-12-15 -315.96000000 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769G100 -1885.00000000 NS USD -211647.80000000 -0.18416024108 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2579.62000000 -0.00224459427 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 255518.31000000 USD 28132000.00000000 JPY 2021-12-15 -2579.62000000 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 745.00000000 NS USD 223447.85000000 0.194427770694 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -11109.91000000 -0.00966702089 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2605848.00000000 NOK 286798.67000000 USD 2021-12-15 -11109.91000000 N N N N/A N/A N/A 1.00000000 NC N/A 572.58000000 0.000498216711 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5957500.00000000 JPY 54137.28000000 USD 2021-12-15 572.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 362.01000000 0.000314994291 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 133650.90000000 USD 14905000.00000000 JPY 2021-12-15 362.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 2302.35000000 0.002003334459 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 14676000.00000000 HUF 49481.23000000 USD 2021-12-15 2302.35000000 N N N JSR Corp. 353800TL8FC0AWR22506 N/A -1300.00000000 NS -46729.78000000 -0.04066079378 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 71.82000000 0.000062492445 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179626.00000000 ILS 55827.38000000 USD 2021-12-15 71.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.16000000 -0.00012282697 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7096.66000000 USD 358500.00000000 PHP 2021-12-15 -141.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 0.58000000 0.000000504673 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19000.00000000 ZAR 1249.50000000 USD 2021-12-15 0.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 1266.62000000 0.001102118919 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1938876.00000000 NOK 222924.90000000 USD 2021-12-15 1266.62000000 N N N Kyushu Electric Power Co., Inc. 549300BYNZPLKQVQH430 N/A 13800.00000000 NS 104833.66000000 0.091218487032 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -412.99000000 -0.00035935331 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29637.05000000 USD 2187500.00000000 INR 2021-12-15 -412.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -266.01000000 -0.00023146220 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25228.34000000 USD 18524.00000000 GBP 2021-12-15 -266.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 27.63000000 0.000024041579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47500.00000000 CAD 37529.00000000 USD 2021-12-15 27.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 3362.07000000 0.002925424321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183964.00000000 EUR 216789.93000000 USD 2021-12-15 3362.07000000 N N N Freshpet, Inc. 549300S4ZK8ZQ6HNPN59 358039105 -2347.00000000 NS USD -334893.43000000 -0.29139946083 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10795.41000000 -0.00939336628 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 439474.90000000 USD 369500.00000000 EUR 2021-12-15 -10795.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.97000000 -0.00001824654 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1368.54000000 USD 1000.00000000 GBP 2021-12-15 -20.97000000 N N N N/A N/A N/A 1.00000000 NC N/A -226.65000000 -0.00019721404 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198162.04000000 USD 250709.00000000 CAD 2021-12-15 -226.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -37.76000000 -0.00003285595 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24500.00000000 CAD 19305.05000000 USD 2021-12-15 -37.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -1638.34000000 -0.00142556213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32962.05000000 USD 9743912.00000000 HUF 2021-12-15 -1638.34000000 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 N/A -4500.00000000 NS -80178.24000000 -0.06976516650 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2136.06000000 0.001858641217 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139000.00000000 CHF 151571.72000000 USD 2021-12-15 2136.06000000 N N N N/A N/A N/A 18704100000.00000000 PA 131197.95000000 0.114158739671 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2023-12-20 0.00000000 USD 77632.81000000 USD 18704100000.00000000 JPY 131197.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -10142.75000000 -0.00882546988 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 323379.92000000 USD 97439125.00000000 HUF 2021-12-15 -10142.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -1281.30000000 -0.00111489236 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113875.00000000 CAD 88623.30000000 USD 2021-12-15 -1281.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 1777.51000000 0.001546657560 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183962.00000000 EUR 215203.05000000 USD 2021-12-15 1777.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 313.14000000 0.000272471237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142467.29000000 USD 10687500.00000000 INR 2021-12-15 313.14000000 N N N N/A N/A N/A 100000.00000000 PA 2206.49000000 0.001919924187 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2032-03-15 0.00000000 USD 1697.47000000 USD 100000.00000000 CAD 2206.49000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 N/A 19741.00000000 NS 271081.41000000 0.235874966902 Long EC CORP IT Y 2 N N N Oracle Corp. Japan 529900MIMKY9RU60Z323 N/A -200.00000000 NS -17569.23000000 -0.01528744278 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -227.64000000 -0.00019807546 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16982.63000000 USD 1863500.00000000 JPY 2021-12-15 -227.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -126.70000000 -0.00011024495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6054.43000000 USD 38000.00000000 DKK 2021-12-15 -126.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -910.63000000 -0.00079236278 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400178.49000000 USD 2201936.00000000 BRL 2021-12-15 -910.63000000 N N N Aalberts NV 549300EMP9DT6Q35HZ31 N/A -233.00000000 NS -13448.98000000 -0.01170230637 Short EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -838.32000000 -0.00072944397 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46851.19000000 USD 700000.00000000 ZAR 2021-12-15 -838.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -939.17000000 -0.00081719617 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 35302.13000000 USD 25500.00000000 GBP 2021-12-15 -939.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 234.43000000 0.000203983624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33742000.00000000 KRW 28695.20000000 USD 2021-12-15 234.43000000 N N N N/A N/A N/A 1.00000000 NC N/A 188.18000000 0.000163740299 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 691876.00000000 TWD 25162.06000000 USD 2021-12-15 188.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 1907.29000000 0.001659582505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1300000.00000000 ZAR 87359.76000000 USD 2021-12-15 1907.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -412.96000000 -0.00035932720 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29637.02000000 USD 2187500.00000000 INR 2021-12-15 -412.96000000 N N N N/A N/A N/A 1.00000000 NC N/A 811.53000000 0.000706133304 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6226000.00000000 JPY 56790.36000000 USD 2021-12-15 811.53000000 N N N Mabuchi Motor Co. Ltd. N/A N/A 4000.00000000 NS 138721.43000000 0.120705114784 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -838.38000000 -0.00072949618 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46851.25000000 USD 700000.00000000 ZAR 2021-12-15 -838.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 54.64000000 0.000047543681 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4895.81000000 USD 2021-12-15 54.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -252.29000000 -0.00021952407 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 65416.45000000 USD 570000.00000000 NOK 2021-12-15 -252.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 3341.82000000 0.002907804271 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400000.00000000 BRL 75872.15000000 USD 2021-12-15 3341.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -1944.08000000 -0.00169159443 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 193751.18000000 USD 165328.00000000 EUR 2021-12-15 -1944.08000000 N N N Red Electrica Corp. SA 5493009HMD0C90GUV498 N/A 9008.00000000 NS 180721.04000000 0.157250064947 Long EC CORP ES N 2 N N N Baker Hughes Co. N/A 05722G100 -9652.00000000 NS USD -238693.96000000 -0.20769380650 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2120.38000000 -0.00184499764 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47796.39000000 USD 14208500.00000000 HUF 2021-12-15 -2120.38000000 N N N MonotaRO Co. Ltd. N/A N/A -22500.00000000 NS -504228.51000000 -0.43874230662 Short EC CORP JP N 2 N N N N/A N/A N/A -1.00000000 NC USD 13417.67000000 0.011675062731 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-10-07 -223628.25000000 USD 13417.67000000 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 N/A -41865.00000000 NS -277301.98000000 -0.24128764622 Short EC CORP DE N 2 N N N AutoNation, Inc. N/A 05329W102 3623.00000000 NS USD 441136.48000000 0.383844294668 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 224.00000000 NS USD 87169.60000000 0.075848530206 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -757.91000000 -0.00065947715 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 69944.72000000 USD 7695000.00000000 JPY 2021-12-15 -757.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -886.19000000 -0.00077109690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 54097.53000000 USD 465500.00000000 SEK 2021-12-15 -886.19000000 N N N Societe BIC SA 969500UR00DF63I0VH67 N/A 716.00000000 NS 42215.37000000 0.036732688536 Long EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 9982.66000000 0.008686171423 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 535002.00000000 CHF 585150.85000000 USD 2021-12-15 9982.66000000 N N N N/A N/A N/A 1.00000000 NC USD -2534.20000000 -0.00220507315 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-12-13 71468.75000000 USD -2534.20000000 N N N N/A N/A N/A 2.00000000 NC USD 7874.60000000 0.006851893733 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-12-01 142880.50000000 USD 7874.60000000 N N N Goldman Sachs Financial Square Funds - Treasury Instruments Fund 549300DAH6N80PM31E83 38142B500 2304528.76000000 NS USD 2304528.76000000 2.005230255331 Long STIV RF US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3596.04000000 -0.00312900768 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78432.69000000 USD 1138500.00000000 ZAR 2021-12-15 -3596.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -3027.95000000 -0.00263469784 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 437091.80000000 USD 9056124.00000000 MXN 2021-12-15 -3027.95000000 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 1421.00000000 NS USD 302175.65000000 0.262930871734 Long EC CORP US N 1 N N N Mitsubishi Materials Corp. 35380076QOBOSOUBRT89 N/A 3200.00000000 NS 62240.25000000 0.054156856085 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6.38000000 0.000005551403 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3500.00000000 SEK 406.47000000 USD 2021-12-15 6.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.78000000 -0.00001634096 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 39536.80000000 USD 127314.00000000 ILS 2021-12-15 -18.78000000 N N N Ajinomoto Co., Inc. 353800UT0TLROREPIC92 N/A -1300.00000000 NS -38414.79000000 -0.03342570528 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1088.66000000 -0.00094727130 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103910.56000000 USD 899500.00000000 SEK 2021-12-15 -1088.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -479.61000000 -0.00041732110 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27678.48000000 USD 150000.00000000 BRL 2021-12-15 -479.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 250.62000000 0.000218070963 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 104000.00000000 AUD 75464.21000000 USD 2021-12-15 250.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -3631.52000000 -0.00315987975 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 180092.79000000 USD 702000.00000000 PLN 2021-12-15 -3631.52000000 N N N Otsuka Holdings Co. Ltd. N/A N/A 600.00000000 NS 25657.62000000 0.022325360740 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -9239.53000000 -0.00803955473 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 408507.39000000 USD 2201936.00000000 BRL 2021-12-15 -9239.53000000 N N N N/A N/A N/A 5119346.70000000 PA 25.56000000 0.000022240419 N/A DE US N 2 Bank of America 549300J8H1BYG1YAFY05 MSCI Mexico Net Index M7MX Index Y 2021-12-15 0.00000000 USD 0.00000000 USD 5119346.70000000 MXN 25.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1.31000000 0.000001139864 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 6500.00000000 ILS 2018.90000000 USD 2021-12-15 1.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -516.16000000 -0.00044912420 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 80052.50000000 USD 1148589000.00000000 IDR 2021-12-15 -516.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -202.25000000 -0.00017598297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 13455.01000000 USD 276500.00000000 MXN 2021-12-15 -202.25000000 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 337.00000000 NS USD 95007.04000000 0.082668090059 Long EC CORP US N 1 N N N ASM International NV 7245001I22ND6ZFHX623 N/A -24.00000000 NS -9398.84000000 -0.00817817449 Short EC CORP NL N 2 N N N ORIX Corp. 35380016EMHNBOVYE123 N/A 3800.00000000 NS 71103.81000000 0.061869269568 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -16113.52000000 -0.01402079174 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 548876.83000000 USD 8105000.00000000 ZAR 2021-12-15 -16113.52000000 N N N N/A N/A N/A -1.00000000 NC USD 640.96000000 0.000557715922 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-12-16 -71406.25000000 USD 640.96000000 N N N Daifuku Co. Ltd. N/A N/A -800.00000000 NS -75028.64000000 -0.06528436596 Short EC CORP JP N 2 N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857105 -4765.00000000 NS -69861.08000000 -0.06078793795 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -813.69000000 -0.00070801277 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 101010.48000000 USD 7500000.00000000 INR 2021-12-15 -813.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -3852.32000000 -0.00335200356 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 108632.12000000 USD 32594000.00000000 HUF 2021-12-15 -3852.32000000 N N N N/A N/A N/A 1.00000000 NC USD -8356.52000000 -0.00727122482 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-12-02 107584.08000000 USD -8356.52000000 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 4567.00000000 NS USD 318822.27000000 0.277415527622 Long EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 -10770.00000000 NS USD -482496.00000000 -0.41983228591 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5868.81000000 -0.00510660382 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 145626.14000000 USD 555984.00000000 PLN 2021-12-15 -5868.81000000 N N N N/A N/A N/A 1.00000000 NC N/A 407.98000000 0.000354993981 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113876.00000000 CAD 90313.37000000 USD 2021-12-15 407.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1121.35000000 0.000975715723 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 43147.84000000 USD 2021-12-15 1121.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -229.75000000 -0.00019991143 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46214.63000000 USD 402282.00000000 SEK 2021-12-15 -229.75000000 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 693.00000000 NS USD 100699.83000000 0.087621534314 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -322.80000000 -0.00028087665 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47968.90000000 USD 153500.00000000 ILS 2021-12-15 -322.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 4816.42000000 0.004190891983 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32625000.00000000 HUF 109695.88000000 USD 2021-12-15 4816.42000000 N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 3510.00000000 NS USD 162793.80000000 0.141651108376 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -375.88000000 -0.00032706293 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19727.26000000 USD 18000.00000000 CHF 2021-12-15 -375.88000000 N N N N/A N/A N/A -4.00000000 NC USD 7503.53000000 0.006529016100 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short DJIA CBOT E-Mini Index US2605661048 2021-12-17 -674440.00000000 USD 7503.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -50.31000000 -0.00004377603 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2071.66000000 USD 1500.00000000 GBP 2021-12-15 -50.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -932.77000000 -0.00081162737 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198866.58000000 USD 250707.00000000 CAD 2021-12-15 -932.77000000 N N N Adaptive Biotechnologies Corp. 549300ZTF7OT1FW66Q96 00650F109 -14116.00000000 NS USD -479802.84000000 -0.41748889754 Short EC CORP US N 1 N N N Elia Group SA/NV 549300S1MP1NFDIKT460 N/A -121.00000000 NS -14459.53000000 -0.01258161214 Short EC CORP BE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -719.70000000 -0.00062622963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18365.83000000 USD 70200.00000000 PLN 2021-12-15 -719.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -675.30000000 -0.00058759604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85466.33000000 USD 100525000.00000000 KRW 2021-12-15 -675.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.04000000 0.000015697071 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500.00000000 GBP 691.82000000 USD 2021-12-15 18.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -618.16000000 -0.00053787705 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 93844.34000000 USD 29000000.00000000 HUF 2021-12-15 -618.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -288.71000000 -0.00025121406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28579.54000000 USD 20994.00000000 GBP 2021-12-15 -288.71000000 N N N N/A N/A N/A -6.00000000 NC USD -953.80000000 -0.00082992612 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short Russell 2000 E-Mini Index US1248351090 2021-12-17 -660240.00000000 USD -953.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -3367.08000000 -0.00292978365 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 521183.72000000 USD 716000.00000000 AUD 2021-12-15 -3367.08000000 N N N N/A N/A N/A -1.00000000 NC USD -6822.47000000 -0.00593640812 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-11-12 -71400.00000000 USD -6822.47000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.67000000 -0.00001363487 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31500.00000000 CNY 4841.22000000 USD 2021-12-15 -15.67000000 N N N Kintetsu Group Holdings Co. Ltd. N/A N/A -6200.00000000 NS -208501.36000000 -0.18142244202 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 812.29000000 0.000706794600 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12579000.00000000 HUF 41249.95000000 USD 2021-12-15 812.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -92.14000000 -0.00008017340 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3627.99000000 USD 19500.00000000 BRL 2021-12-15 -92.14000000 N N N Inpex Corp. 353800VHYYADPR6MXQ47 N/A 13000.00000000 NS 101222.44000000 0.088076270832 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -103.28000000 -0.00008986660 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12466.66000000 USD 11500.00000000 CHF 2021-12-15 -103.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 782.74000000 0.000681082378 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 405000.00000000 CAD 320531.26000000 USD 2021-12-15 782.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -3852.45000000 -0.00335211668 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108632.25000000 USD 32594000.00000000 HUF 2021-12-15 -3852.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 3009.08000000 0.002618278565 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 323500.00000000 AUD 236966.74000000 USD 2021-12-15 3009.08000000 N N N BKW AG 549300IE30SKTUO98Q38 N/A 157.00000000 NS 16949.75000000 0.014748417164 Long EC CORP CH N 2 N N N Hoya Corp. 353800X4VR3BHEUCJB42 N/A -200.00000000 NS -31203.76000000 -0.02715120102 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 10152.82000000 0.008834232053 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 535002.00000000 CHF 585321.01000000 USD 2021-12-15 10152.82000000 N N N N/A N/A N/A 1.00000000 NC N/A 9514.14000000 0.008278500018 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 535002.00000000 CHF 584682.33000000 USD 2021-12-15 9514.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -44.56000000 -0.00003877281 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25623.81000000 USD 369391500.00000000 IDR 2021-12-15 -44.56000000 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 -199.00000000 NS USD -30134.57000000 -0.02622087107 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 98.50000000 0.000085707405 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 74065.45000000 USD 481000.00000000 CNY 2021-12-15 98.50000000 N N N N/A N/A N/A 13.00000000 NC USD 86480.67000000 0.075249074342 N/A DCO GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A Low Sulphur Gasoil 2021-11-11 878150.00000000 USD 86480.67000000 N N N N/A N/A N/A 9.00000000 NC USD 8415.95000000 0.007322936411 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A KC HRW Wheat 2021-12-14 329287.50000000 USD 8415.95000000 N N N N/A N/A N/A -69.00000000 NC 10546.87000000 0.009177105180 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short N/A 3 Month Euro Euribor 2023-09-18 -17304337.50000000 EUR 10546.87000000 N N N New Fortress Energy, Inc. N/A 644393100 -5980.00000000 NS USD -165945.00000000 -0.14439304924 Short EC CORP US N 1 N N N Copart, Inc. 549300KVYX3JWMYEHU61 217204106 -183.00000000 NS USD -25385.76000000 -0.02208880830 Short EC CORP US N 1 N N N Tabcorp Holdings Ltd. 213800OCCFUN67NEY278 N/A 29182.00000000 NS 101395.45000000 0.088226811321 Long EC CORP AU N 2 N N N Glencore plc 2138002658CPO9NBH955 N/A -61517.00000000 NS -289382.51000000 -0.25179922875 Short EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4737.15000000 0.004121917100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1100000.00000000 ZAR 77043.09000000 USD 2021-12-15 4737.15000000 N N N Eni SpA BUCRF72VH5RBN7X3VL35 N/A -3223.00000000 NS -42979.37000000 -0.03739746475 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5630.74000000 0.004899452939 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 267206.00000000 GBP 365708.78000000 USD 2021-12-15 5630.74000000 N N N N/A N/A N/A 1.00000000 NC N/A 3798.98000000 0.003305591046 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1200000.00000000 ZAR 82678.19000000 USD 2021-12-15 3798.98000000 N N N Centrica plc E26EDV109X6EEPBKVH76 N/A 55314.00000000 NS 42003.23000000 0.036548100019 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -39.62000000 -0.00003447438 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724750.00000000 INR 9642.73000000 USD 2021-12-15 -39.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -303.34000000 -0.00026394400 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26026.99000000 USD 2861000.00000000 JPY 2021-12-15 -303.34000000 N N N N/A N/A N/A 1.00000000 NC N/A -550.22000000 -0.00047876069 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 766500.00000000 SEK 87068.45000000 USD 2021-12-15 -550.22000000 N N N Murphy USA, Inc. 549300Y081F8XIKQIO72 626755102 2685.00000000 NS USD 449093.10000000 0.390767556131 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -58.54000000 -0.00005093717 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3508.29000000 USD 5000.00000000 NZD 2021-12-15 -58.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -266.96000000 -0.00023228882 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 559500.00000000 CNY 86000.68000000 USD 2021-12-15 -266.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -4701.01000000 -0.00409047074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 268230.26000000 USD 245126.00000000 CHF 2021-12-15 -4701.01000000 N N N N/A N/A N/A 1.00000000 NC N/A 30.31000000 0.000026373517 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1548.70000000 USD 2000.00000000 CAD 2021-12-15 30.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 145.50000000 0.000126603324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10500.00000000 AUD 7739.18000000 USD 2021-12-15 145.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -759.98000000 -0.00066127831 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44172.66000000 USD 379780.00000000 SEK 2021-12-15 -759.98000000 N N N Innergex Renewable Energy, Inc. 549300EORYEC4J59SU80 45790B104 -8357.00000000 NS -133938.97000000 -0.11654377227 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -26.53000000 -0.00002308444 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 607000.00000000 INR 8082.73000000 USD 2021-12-15 -26.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 379.25000000 0.000329995263 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 782500.00000000 PLN 197075.75000000 USD 2021-12-15 379.25000000 N N N N/A N/A N/A -7.00000000 NC USD 20825.62000000 0.018120912194 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2021-12-21 -1116718.75000000 USD 20825.62000000 N N N Nibe Industrier AB 549300ZQH0FIF1P0MX67 N/A -7354.00000000 NS -92415.96000000 -0.08041352413 Short EC CORP SE N 2 N N N JD Sports Fashion plc 213800HROV6Y9MUU8375 N/A -719.00000000 NS -10104.46000000 -0.00879215276 Short EC CORP GB N 2 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 1432.00000000 NS USD 74234.88000000 0.064593694798 Long EC CORP US N 1 N N N Santos Ltd. 5299000RK70B5O2M7077 N/A 2170.00000000 NS 11114.81000000 0.009671284507 Long EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -221.82000000 -0.00019301133 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10970.35000000 USD 554000.00000000 PHP 2021-12-15 -221.82000000 N N N Persol Holdings Co. Ltd. 3538000H6OI725NB2008 N/A -6500.00000000 NS -162039.01000000 -0.14099434601 Short EC CORP JP N 2 N N N Banco BPM SpA 815600E4E6DCD2D25E30 N/A 51404.00000000 NS 160830.32000000 0.139942633494 Long EC CORP IT N 2 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 2756.00000000 NS USD 298419.68000000 0.259662704804 Long EC CORP US N 1 N N N Sumitomo Metal Mining Co. Ltd. 353800CF81IXL9974H84 N/A -1200.00000000 NS -43392.71000000 -0.03775712261 Short EC CORP JP N 2 N N N CDW Corp. 9845001B052ABF0B6755 12514G108 1404.00000000 NS USD 255556.08000000 0.222365974530 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -151.64000000 -0.00013194589 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12665.73000000 USD 645000.00000000 PHP 2021-12-15 -151.64000000 N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291108 2416.00000000 NS USD 143486.24000000 0.124851099567 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2791.37000000 -0.00242884344 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 107832.18000000 USD 1598000.00000000 ZAR 2021-12-15 -2791.37000000 N N N Yara International ASA 213800WKOUWXWFJ5Z514 N/A 8404.00000000 NS 416302.84000000 0.362235900301 Long EC CORP NO N 2 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 1085.00000000 NS USD 102207.00000000 0.088932962028 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 23368.52000000 0.020333555449 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1079626.00000000 GBP 1478237.11000000 USD 2021-12-15 23368.52000000 N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158106 1346.00000000 NS USD 94004.64000000 0.081795875816 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1780.25000000 -0.00154904170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35609.87000000 USD 10523426.00000000 HUF 2021-12-15 -1780.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 1124.90000000 0.000978804670 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 59304.61000000 USD 231256000.00000000 COP 2021-12-15 1124.90000000 N N N N/A N/A N/A 1.00000000 NC N/A -12.44000000 -0.00001082436 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7739.67000000 USD 111589375.00000000 IDR 2021-12-15 -12.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 162.18000000 0.000141117025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29583000.00000000 KRW 25114.91000000 USD 2021-12-15 162.18000000 N N N Teck Resources Ltd. T8KI5SQ2JRWHL7XY0E11 878742204 16571.00000000 NS 412508.79000000 0.358934598975 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2030.26000000 -0.00176658189 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113348.54000000 USD 1693500.00000000 ZAR 2021-12-15 -2030.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.87000000 -0.00024961302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49019.36000000 USD 157000.00000000 ILS 2021-12-15 -286.87000000 N N N Covestro AG 3912005AWHKLQ1CPLV11 N/A 265.00000000 NS 18059.96000000 0.015714439685 Long EC CORP DE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A 5672.86000000 0.004936102644 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 291500.00000000 NZD 206793.11000000 USD 2021-12-15 5672.86000000 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 N/A 23400.00000000 NS 648394.54000000 0.564184909109 Long EC CORP JP N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 8773.00000000 NS 195870.28000000 0.170431811654 Long EC CORP SE N 2 N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797103 208.00000000 NS USD 65944.32000000 0.057379863478 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 77.36000000 0.000067312942 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 558000.00000000 BRL 101257.17000000 USD 2021-12-15 77.36000000 N N N Altice USA, Inc. 54930064K3612MGCER95 02156K103 -4584.00000000 NS USD -94980.48000000 -0.08264497951 Short EC CORP US N 1 N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 88224Q107 -1618.00000000 NS USD -97112.36000000 -0.08449998360 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -17732.91000000 -0.01542986499 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1667481.85000000 USD 1422000.00000000 EUR 2021-12-15 -17732.91000000 N N N Skanska AB 549300UINV5RINHGMG07 N/A 1175.00000000 NS 29477.94000000 0.025649520274 Long EC CORP SE N 2 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 1025.00000000 NS USD 179805.50000000 0.156453429843 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7.12000000 -0.00000619529 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 40930.12000000 USD 358000.00000000 SEK 2021-12-15 -7.12000000 N N N Carlsberg A/S 5299001O0WJQYB5GYZ19 N/A 288.00000000 NS 46985.24000000 0.040883076157 Long EC CORP DK N 2 N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030107 2534.00000000 NS USD 93808.68000000 0.081625365937 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2207.22000000 -0.00192055937 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 223575.33000000 USD 16570000.00000000 INR 2021-12-15 -2207.22000000 N N N N/A N/A N/A 1.00000000 NC N/A -3187.13000000 -0.00277320448 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 109439.34000000 USD 154000.00000000 NZD 2021-12-15 -3187.13000000 N N N ITT, Inc. 549300KDSERHTJOXUS80 45073V108 2012.00000000 NS USD 172710.08000000 0.150279520840 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1341.52000000 0.001167291352 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44159.07000000 USD 398000.00000000 NOK 2021-12-15 1341.52000000 N N N Schibsted ASA 5967007LIEEXZXHT0O36 N/A -611.00000000 NS -29002.79000000 -0.02523607993 Short EC CORP NO N 2 N N N II-VI, Inc. 549300O5C25A0MMHHU33 902104108 -161.00000000 NS USD -9556.96000000 -0.00831575881 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -541.01000000 -0.00047074683 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 96099.00000000 USD 138500.00000000 NZD 2021-12-15 -541.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -389.88000000 -0.00033924470 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22499.65000000 USD 26212500.00000000 KRW 2021-12-15 -389.88000000 N N N N/A N/A N/A 1.00000000 NC N/A 3154.32000000 0.002744655657 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181216.00000000 EUR 213394.06000000 USD 2021-12-15 3154.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -2002.54000000 -0.00174246200 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 191893.05000000 USD 163676.00000000 EUR 2021-12-15 -2002.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -23.51000000 -0.00002045666 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5294312.00000000 COP 1359.95000000 USD 2021-12-15 -23.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 987.28000000 0.000859057938 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 48000.00000000 EUR 56675.01000000 USD 2021-12-15 987.28000000 N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 89469A104 -948.00000000 NS USD -37806.24000000 -0.03289619014 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -156.32000000 -0.00013601808 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11419.97000000 USD 235000.00000000 MXN 2021-12-15 -156.32000000 N N N Salmar ASA 5967007LIEEXZXGDBK67 N/A 2145.00000000 NS 142332.64000000 0.123847322282 Long EC CORP NO N 2 N N N Edenred 9695006LOD5B2D7Y0N70 N/A -5912.00000000 NS -318257.47000000 -0.27692408049 Short EC CORP FR N 2 N N N ProSiebenSat.1 Media SE 529900NY0WWQUKOMWQ37 N/A 13661.00000000 NS 249590.37000000 0.217175055503 Long EC CORP DE N 2 N N N BT Group plc 213800LRO7NS5CYQMN21 N/A 162438.00000000 NS 348236.49000000 0.303009603472 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -122.53000000 -0.00010661653 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18280.81000000 USD 58500.00000000 ILS 2021-12-15 -122.53000000 N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 -3196.00000000 NS -153819.80000000 -0.13384259818 Short EC CORP CA N 1 N N N Telefonica SA 549300EEJH4FEPDBBR25 879382109 50107.00000000 NS 235130.96000000 0.204593547774 Long EC CORP ES N 2 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 N/A 2338.00000000 NS 222060.98000000 0.193221019131 Long EC CORP DE N 2 N N N N/A N/A N/A -34.00000000 NC USD 13332.78000000 0.011601197740 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short SGX NIFTY 50 Index XC0006013996 2021-10-28 -1196936.00000000 USD 13332.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 3886.33000000 0.003381596547 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24182500.00000000 HUF 81625.72000000 USD 2021-12-15 3886.33000000 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 -250.00000000 NS USD -161720.00000000 -0.14071676714 Short EC CORP US N 1 N N N Maximus, Inc. 549300DQCDS8HJ7QF202 577933104 1980.00000000 NS USD 164736.00000000 0.143341066979 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 917.16000000 0.000798044707 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 141863.27000000 USD 10687500.00000000 INR 2021-12-15 917.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -1432.98000000 -0.00124687307 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74000.66000000 USD 67500.00000000 CHF 2021-12-15 -1432.98000000 N N N N/A N/A N/A 78.00000000 NC -14217.79000000 -0.01237126789 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long N/A 3 Month Sterling 2021-12-15 9728062.50000000 GBP -14217.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 4718.68000000 0.004105845874 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1614543.14000000 USD 2239000.00000000 AUD 2021-12-15 4718.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -278.66000000 -0.00024246929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10309.33000000 USD 517000.00000000 PHP 2021-12-15 -278.66000000 N N N Rolls-Royce Holdings plc 213800EC7997ZBLZJH69 N/A -104389.00000000 NS -194969.09000000 -0.16964766285 Short EC CORP GB N 2 N N N Canadian Tire Corp. Ltd. 549300RLHDA7VQYMUB14 136681202 2810.00000000 NS 393213.64000000 0.342145388429 Long EC CORP CA N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 156.00000000 NS USD 13918.32000000 0.012110691283 Long EC CORP US N 1 N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304101 2777.00000000 NS USD 175673.02000000 0.152857651795 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 481.35000000 0.000418835121 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 232000.00000000 AUD 168265.51000000 USD 2021-12-15 481.35000000 N N N N/A N/A N/A 1.00000000 NC N/A -1095.52000000 -0.00095324037 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 850000.00000000 BRL 153031.43000000 USD 2021-12-15 -1095.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -877.69000000 -0.00076370083 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195855.60000000 USD 246963.00000000 CAD 2021-12-15 -877.69000000 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447101 -2314.00000000 NS USD -186809.22000000 -0.16254754829 Short EC CORP US N 1 N N N OneMain Holdings, Inc. 549300E3VEW8SMS5XW09 68268W103 301.00000000 NS USD 16654.33000000 0.014491364559 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 41.13000000 0.000035788279 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 144000.00000000 ILS 44738.45000000 USD 2021-12-15 41.13000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.63000000 0.000184144752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38874.78000000 USD 253500.00000000 CNY 2021-12-15 211.63000000 N N N N/A N/A N/A 1.00000000 NC N/A -232.81000000 -0.00020257402 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11687.13000000 USD 8500.00000000 GBP 2021-12-15 -232.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -116.12000000 -0.00010103902 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198047.56000000 USD 250704.00000000 CAD 2021-12-15 -116.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -10420.47000000 -0.00906712126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 820051.38000000 USD 1119500.00000000 AUD 2021-12-15 -10420.47000000 N N N Tokyo Century Corp. 35380096ZLHOF84DXR74 N/A -1300.00000000 NS -73189.42000000 -0.06368401293 Short EC CORP JP N 2 N N N Nagoya Railroad Co. Ltd. 353800P62OOYUY3I8T51 N/A -1000.00000000 NS -18416.59000000 -0.01602475269 Short EC CORP JP N 2 N N N LivaNova plc 2138001K2FX6SHK2B339 N/A -297.00000000 NS USD -23519.43000000 -0.02046486615 Short EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -238.27000000 -0.00020732490 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 67681.21000000 USD 590000.00000000 SEK 2021-12-15 -238.27000000 N N N N/A N/A N/A 1.00000000 NC N/A -779.71000000 -0.00067844589 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 23153.88000000 USD 18264000.00000000 CLP 2021-12-15 -779.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 5270.17000000 0.004585711629 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 396500.00000000 AUD 292021.98000000 USD 2021-12-15 5270.17000000 N N N Kose Corp. 353800NX4GGAVDHHY664 N/A -2500.00000000 NS -298988.36000000 -0.26015752802 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -549.99000000 -0.00047856056 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 491000.00000000 CNY 75155.83000000 USD 2021-12-15 -549.99000000 N N N Rightmove plc 2138001JXGCFKBXYB828 N/A -1524.00000000 NS -14001.35000000 -0.01218293784 Short EC CORP GB N 2 N N N Taiheiyo Cement Corp. N/A N/A 13500.00000000 NS 278918.55000000 0.242694265717 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -723.31000000 -0.00062937079 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 72144.41000000 USD 7943500.00000000 JPY 2021-12-15 -723.31000000 N N N Millicom International Cellular SA 549300CTHC1CP86P2G96 N/A -3073.00000000 NS -111294.55000000 -0.09684027502 Short EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -533.75000000 -0.00046442972 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83222.82000000 USD 6189500.00000000 INR 2021-12-15 -533.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 1355.64000000 0.001179577530 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 469000.00000000 PLN 119247.86000000 USD 2021-12-15 1355.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 10059.95000000 0.008753423457 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 543108.00000000 CHF 593942.71000000 USD 2021-12-15 10059.95000000 N N N Kakaku.com, Inc. 353800KA15Y0DCPWYY65 N/A -2800.00000000 NS -90420.51000000 -0.07867723132 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -569.37000000 -0.00049542360 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 52300.57000000 USD 452500.00000000 NOK 2021-12-15 -569.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 2158.35000000 0.001878036324 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 400000.00000000 BRL 74688.68000000 USD 2021-12-15 2158.35000000 N N N STERIS plc N/A N/A 1247.00000000 NS USD 254737.16000000 0.221653410994 Long EC CORP IE N 1 N N N Unipol Gruppo SpA 8156005CE5E7340CCA86 N/A 40783.00000000 NS 237021.32000000 0.206238399048 Long EC CORP IT N 2 N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696104 -1739.00000000 NS USD -110078.70000000 -0.09578233239 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1031.85000000 -0.00089783945 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84042.53000000 USD 9232500.00000000 JPY 2021-12-15 -1031.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 1165.99000000 0.001014558145 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000000.00000000 HUF 33312.95000000 USD 2021-12-15 1165.99000000 N N N Nektar Therapeutics 5299005I24806IOIYE03 640268108 -17551.00000000 NS USD -315215.96000000 -0.27427758374 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 100.14000000 0.000087134411 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11957.88000000 USD 46144500.00000000 COP 2021-12-15 100.14000000 N N N N/A N/A N/A 1.00000000 NC N/A -18.84000000 -0.00001639317 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 39536.23000000 USD 127312.00000000 ILS 2021-12-15 -18.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -3656.16000000 -0.00318131965 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 112745.80000000 USD 2276000.00000000 MXN 2021-12-15 -3656.16000000 N N N N/A N/A N/A 1.00000000 NC N/A -20.54000000 -0.00001787238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294314.00000000 COP 1362.92000000 USD 2021-12-15 -20.54000000 N N N N/A N/A N/A 1.00000000 NC N/A -2500.52000000 -0.00217576731 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195087.25000000 USD 166000.00000000 EUR 2021-12-15 -2500.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 5168.42000000 0.004497176314 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500500.00000000 NZD 350488.09000000 USD 2021-12-15 5168.42000000 N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 513.00000000 NS USD 124515.36000000 0.108344044760 Long EC CORP US N 1 N N N Pola Orbis Holdings, Inc. 353800E8OIV0XYBABS79 N/A -7900.00000000 NS -181840.42000000 -0.15822406652 Short EC CORP JP N 2 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 9575.00000000 NS USD 239949.50000000 0.208786284425 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3926.93000000 -0.00341692366 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 260949.00000000 USD 221540.00000000 EUR 2021-12-15 -3926.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -232.58000000 -0.00020237389 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 73501.12000000 USD 99500.00000000 SGD 2021-12-15 -232.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 3321.07000000 0.002889749158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113174.15000000 USD 1019000.00000000 NOK 2021-12-15 3321.07000000 N N N West Japan Railway Co. 353800QGUXHZ7EBCR121 N/A -5200.00000000 NS -261388.75000000 -0.22744113200 Short EC CORP JP N 2 N N N SSR Mining, Inc. 549300JD2KR7AB9DYJ38 784730103 1605.00000000 NS 23341.31000000 0.020309879322 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5577.93000000 0.004853501588 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 174000.00000000 GBP 240054.62000000 USD 2021-12-15 5577.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -4020.53000000 -0.00349836744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 261042.60000000 USD 221540.00000000 EUR 2021-12-15 -4020.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 5404.65000000 0.004702726165 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 275304.00000000 GBP 376395.29000000 USD 2021-12-15 5404.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 2190.78000000 0.001906254508 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 303311.36000000 USD 1981374.00000000 CNY 2021-12-15 2190.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 512.36000000 0.000445817727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 95000000.00000000 KRW 80643.15000000 USD 2021-12-15 512.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 10059.21000000 0.008752779564 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 543108.00000000 CHF 593941.97000000 USD 2021-12-15 10059.21000000 N N N Sumitomo Rubber Industries Ltd. 353800JD4V72SJ3EOX37 N/A 9300.00000000 NS 117995.01000000 0.102670519082 Long EC CORP JP N 2 N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 694.00000000 NS USD 258723.20000000 0.225121767799 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -96.53000000 -0.00008399325 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27807.73000000 USD 400179000.00000000 IDR 2021-12-15 -96.53000000 N N N N/A N/A N/A 1.00000000 NC N/A -4963.11000000 -0.00431853075 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 268492.36000000 USD 245126.00000000 CHF 2021-12-15 -4963.11000000 N N N N/A N/A N/A 1.00000000 NC N/A 1825.01000000 0.001587988543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 91000.00000000 CHF 99656.99000000 USD 2021-12-15 1825.01000000 N N N N/A N/A N/A 1.00000000 NC N/A -412.29000000 -0.00035874422 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 125394.31000000 USD 3462500.00000000 TWD 2021-12-15 -412.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -788.88000000 -0.00068642495 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55225.73000000 USD 6054500.00000000 JPY 2021-12-15 -788.88000000 N N N N/A N/A N/A 1.00000000 NC N/A -1850.66000000 -0.00161030727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47540.78000000 USD 695090.00000000 ZAR 2021-12-15 -1850.66000000 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 473.00000000 NS USD 26275.15000000 0.022862689612 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10548.52000000 -0.00917854088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 596330.45000000 USD 5124500.00000000 SEK 2021-12-15 -10548.52000000 N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 -112.00000000 NS USD -27527.36000000 -0.02395227001 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -402.06000000 -0.00034984283 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34584.66000000 USD 299000.00000000 NOK 2021-12-15 -402.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 211.70000000 0.000184205661 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33500.00000000 CHF 36226.77000000 USD 2021-12-15 211.70000000 N N N N/A N/A N/A 1.00000000 NC USD -11581.45000000 -0.01007732007 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Nickel Base Metal 2021-10-29 107641.50000000 USD -11581.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 1374.90000000 0.001196336155 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 8111500.00000000 JPY 74306.52000000 USD 2021-12-15 1374.90000000 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A -976.00000000 NS USD -28489.44000000 -0.02478940078 Short EC CORP BM N 1 N N N AGC, Inc. JE4WFFEELMVPFZ0G1E77 N/A 13900.00000000 NS 716298.29000000 0.623269723459 Long EC CORP JP N 2 N N N Wendy's Co. (The) 529900M0JIUCMWVKHG76 95058W100 429.00000000 NS USD 9300.72000000 0.008092797739 Long EC CORP US N 1 N N N East West Bancorp, Inc. N/A 27579R104 358.00000000 NS USD 27759.32000000 0.024154104430 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 16.91000000 0.000014713829 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18500.00000000 ILS 5759.27000000 USD 2021-12-15 16.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -4049.68000000 -0.00352373161 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 261071.75000000 USD 221540.00000000 EUR 2021-12-15 -4049.68000000 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 2861.00000000 NS USD 308616.07000000 0.268534848246 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 1032.00000000 NS USD 74778.72000000 0.065066904089 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1324.48000000 -0.00115246440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 202210.24000000 USD 254446.00000000 CAD 2021-12-15 -1324.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -2307.19000000 -0.00200754586 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 133937.45000000 USD 14640000.00000000 JPY 2021-12-15 -2307.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -7.07000000 -0.00000615179 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 40930.07000000 USD 358000.00000000 SEK 2021-12-15 -7.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -1587.98000000 -0.00138174259 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 169935.63000000 USD 244000.00000000 NZD 2021-12-15 -1587.98000000 N N N N/A N/A N/A 1.00000000 NC USD 960.54000000 0.000835790771 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-11-19 74593.75000000 USD 960.54000000 N N N Paylocity Holding Corp. 549300VH75FTB4DIEE07 70438V106 -95.00000000 NS USD -26638.00000000 -0.02317841481 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1902.69000000 -0.00165557992 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 207603.65000000 USD 1799500.00000000 SEK 2021-12-15 -1902.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 406.57000000 0.000353767103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 154500.00000000 AUD 112142.14000000 USD 2021-12-15 406.57000000 N N N N/A N/A N/A -1.00000000 NC USD 12028.62000000 0.010466414293 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-26 -223393.75000000 USD 12028.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -250.29000000 -0.00021778382 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24237.40000000 USD 1795500.00000000 INR 2021-12-15 -250.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 1196.54000000 0.001041140493 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1401000.00000000 SEK 161344.94000000 USD 2021-12-15 1196.54000000 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 -780.00000000 NS USD -47868.60000000 -0.04165171060 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1107.09000000 0.000963307727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 372000.00000000 PLN 94616.48000000 USD 2021-12-15 1107.09000000 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735100 4685.00000000 NS USD 526078.65000000 0.457754680251 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3134.06000000 -0.00272702690 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1796250.00000000 ILS 554418.41000000 USD 2021-12-15 -3134.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -117.60000000 -0.00010232681 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 905000.00000000 TWD 32549.18000000 USD 2021-12-15 -117.60000000 N N N UPM-Kymmene OYJ 213800EC6PW5VU4J9U64 N/A 1718.00000000 NS 60807.27000000 0.052909983014 Long EC CORP FI N 2 N N N Yelp, Inc. 5299007OU2DOSXPQBO35 985817105 8085.00000000 NS USD 301085.40000000 0.261982216927 Long EC CORP US N 1 N N N Lyft, Inc. 549300H7I5VN334XVZ52 55087P104 -13464.00000000 NS USD -721535.76000000 -0.62782698197 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2369.94000000 -0.00206214627 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 217579.81000000 USD 185500.00000000 EUR 2021-12-15 -2369.94000000 N N N GN Store Nord A/S 5493008U3H3W0NKPFL10 N/A -292.00000000 NS -20195.63000000 -0.01757274155 Short EC CORP DK N 2 N N N Weir Group plc (The) 549300KDR56WHY9I3D10 N/A -2130.00000000 NS -48081.51000000 -0.04183696912 Short EC CORP GB N 2 N N N N/A N/A N/A 72.00000000 NC -95211.42000000 -0.08284592639 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long CAC 40 10 Euro Index FR0003500008 2021-10-15 4692960.00000000 EUR -95211.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -2618.05000000 -0.00227803321 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 140027.49000000 USD 190000.00000000 AUD 2021-12-15 -2618.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -26.41000000 -0.00002298002 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 677000.00000000 ZAR 44474.61000000 USD 2021-12-15 -26.41000000 N N N thyssenkrupp AG 549300UDG16DOYUPR330 N/A -8951.00000000 NS -94154.57000000 -0.08192633379 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -787.17000000 -0.00068493703 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 195571.52000000 USD 1704000.00000000 SEK 2021-12-15 -787.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -204.24000000 -0.00017771452 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33277.33000000 USD 477610500.00000000 IDR 2021-12-15 -204.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -2395.91000000 -0.00208474344 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 620440.00000000 NOK 68534.70000000 USD 2021-12-15 -2395.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.55000000 -0.00000917982 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7571.63000000 USD 109190000.00000000 IDR 2021-12-15 -10.55000000 N N N Kinaxis, Inc. 5299009VAZ14K7PFUQ15 49448Q109 -61.00000000 NS -8800.84000000 -0.00765783918 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 254.46000000 0.000221412246 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74000.00000000 PLN 18855.79000000 USD 2021-12-15 254.46000000 N N N Tecan Group AG 529900CSN9R3BLETSL26 N/A 89.00000000 NS 50408.15000000 0.043861438941 Long EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A -31.71000000 -0.00002759169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4809.46000000 USD 2021-12-15 -31.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 100.16000000 0.000087151814 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11957.86000000 USD 46144500.00000000 COP 2021-12-15 100.16000000 N N N AMERCO 5493003WIDMLDHYC6Y24 023586100 40.00000000 NS USD 25841.20000000 0.022485098460 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -130.83000000 -0.00011383857 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 63500.00000000 CAD 50002.58000000 USD 2021-12-15 -130.83000000 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 -108.00000000 NS USD -36901.44000000 -0.03210890019 Short EC CORP US N 1 N N N N/A N/A 000000000 -1661595.00000000 PA 16427.32000000 0.014293837269 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-10-13 0.00000000 USD 0.00000000 USD -1661595.00000000 BRL 16427.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -746.30000000 -0.00064937498 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12873.98000000 USD 184500.00000000 ZAR 2021-12-15 -746.30000000 N N N Japan Airport Terminal Co. Ltd. 353800W9WEQSGUY2EO26 N/A -7200.00000000 NS -353336.07000000 -0.30744688031 Short EC CORP JP N 2 N N N First Financial Bankshares, Inc. 549300XN3GTGOENGNV49 32020R109 -779.00000000 NS USD -35795.05000000 -0.03114620155 Short EC CORP US N 1 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 534.00000000 NS USD 42143.28000000 0.036669961157 Long EC CORP US N 1 N N N N/A N/A 000000000 -2162712.00000000 PA 5340.61000000 0.004647003300 N/A DE US N 2 Merrill Lynch International 549300J8H1BYG1YAFY05 N/A N/A Y 2021-10-27 0.00000000 USD 0.00000000 USD -2162712.00000000 ILS 5340.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -40837.02000000 -0.03553335044 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2843074.66000000 USD 311666626.00000000 JPY 2021-12-15 -40837.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 13424.40000000 0.011680918679 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 724144.00000000 CHF 791934.75000000 USD 2021-12-15 13424.40000000 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 652.00000000 NS USD 36798.88000000 0.032019660079 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 390.00000000 NS USD 236020.20000000 0.205367298566 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -8335.71000000 -0.00725311750 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-22 223343.75000000 USD -8335.71000000 N N N Electricite de France SA 549300X3UK4GG3FNMO06 N/A 24457.00000000 NS 307330.35000000 0.267416109921 Long EC CORP FR N 2 N N N Finning International, Inc. 549300QLDCP11KB6XW55 318071404 648.00000000 NS 15987.68000000 0.013911295100 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -95.52000000 -0.00008311442 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4742.22000000 USD 239500.00000000 PHP 2021-12-15 -95.52000000 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 9.00000000 NS USD 21364.83000000 0.018590092803 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 -12862.00000000 NS USD -380457.96000000 -0.33104634036 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -272.14000000 -0.00023679607 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31426.91000000 USD 650000.00000000 MXN 2021-12-15 -272.14000000 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 1125.00000000 NS USD 188088.75000000 0.163660900542 Long EC CORP US N 1 N N N Nidec Corp. 353800IF171MZTNL6Y31 N/A -1300.00000000 NS -143312.01000000 -0.12469949752 Short EC CORP JP N 2 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 361.00000000 NS USD 126685.73000000 0.110232539998 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -3258.96000000 -0.00283570563 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 148577.41000000 USD 172284000.00000000 KRW 2021-12-15 -3258.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -8244.90000000 -0.00717410136 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 289572.66000000 USD 389000.00000000 AUD 2021-12-15 -8244.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 8805.11000000 0.007661554622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 71269251.00000000 JPY 649596.78000000 USD 2021-12-15 8805.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -2514.14000000 -0.00218761843 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 765500.00000000 NOK 85000.18000000 USD 2021-12-15 -2514.14000000 N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 -773.00000000 NS USD -210472.44000000 -0.18313752986 Short EC CORP US N 1 N N N FNB Corp. PCYSKIGYNYFDTBLVZU83 302520101 10949.00000000 NS USD 127227.38000000 0.110703843714 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1878.23000000 0.001634296645 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 319500.00000000 AUD 232943.06000000 USD 2021-12-15 1878.23000000 N N N Atco Ltd. 5299005SPZ1QYL51JD25 046789400 2069.00000000 NS 66369.39000000 0.057749727912 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -7287.66000000 -0.00634118201 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 761498.00000000 AUD 543433.48000000 USD 2021-12-15 -7287.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 3939.33000000 0.003427713222 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 269906.00000000 GBP 367655.80000000 USD 2021-12-15 3939.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 607.09000000 0.000528244757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5095000.00000000 JPY 46416.94000000 USD 2021-12-15 607.09000000 N N N N/A N/A N/A -30.00000000 NC USD 135922.24000000 0.118269466951 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Soybean 2021-11-12 -1884000.00000000 USD 135922.24000000 N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 51.00000000 NS USD 10333.11000000 0.008991107059 Long EC CORP US N 1 N N N Yangzijiang Shipbuilding Holdings Ltd. 254900Z3JEM14YIGLM66 N/A 309000.00000000 NS 311107.68000000 0.270702862741 Long EC CORP SG N 2 N N N N/A N/A N/A 1.00000000 NC N/A 24.38000000 0.000021213670 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25500.00000000 CAD 20156.69000000 USD 2021-12-15 24.38000000 N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A -110.00000000 NS -8804.51000000 -0.00766103254 Short EC CORP NL N 2 N N N Allison Transmission Holdings, Inc. 529900RP7DJ882LI9T83 01973R101 1909.00000000 NS USD 67425.88000000 0.058669007267 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -69.32000000 -0.00006031713 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5351.61000000 USD 587500.00000000 JPY 2021-12-15 -69.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -8133.57000000 -0.00707723024 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 385765.98000000 USD 325500.00000000 EUR 2021-12-15 -8133.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -1715.16000000 -0.00149240520 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 131653.19000000 USD 112000.00000000 EUR 2021-12-15 -1715.16000000 N N N Brembo SpA 549300BLWVJN2BAT0A44 N/A -5224.00000000 NS -65816.66000000 -0.05726878320 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -109.07000000 -0.00009490463 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 445640000.00000000 KRW 375780.25000000 USD 2021-12-15 -109.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -167.84000000 -0.00014604193 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 42237.60000000 USD 1165500.00000000 TWD 2021-12-15 -167.84000000 N N N N/A N/A N/A 200000.00000000 PA -615.02000000 -0.00053514485 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-14 0.00000000 USD 121.80000000 USD 200000.00000000 CAD -615.02000000 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 -1349.00000000 NS USD -98261.16000000 -0.08549958428 Short EC CORP US N 1 N N N Switch, Inc. 549300EZ98N5Y55J4X37 87105L104 -1147.00000000 NS USD -29122.33000000 -0.02534009478 Short EC CORP US N 1 N N N Capcom Co. Ltd. 529900JJWQKXS3TC8744 N/A -3200.00000000 NS -88915.61000000 -0.07736777880 Short EC CORP JP N 2 N N N Tate & Lyle plc 2138008K14474WPKZ244 N/A 7656.00000000 NS 71363.98000000 0.062095650234 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 752.35000000 0.000654639251 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115500.00000000 AUD 84282.83000000 USD 2021-12-15 752.35000000 N N N N/A N/A N/A 1.00000000 NC N/A 4497.25000000 0.003913173887 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183963.00000000 EUR 217923.95000000 USD 2021-12-15 4497.25000000 N N N Fujitsu Ltd. 3538000246DHJLRTUZ24 N/A 1300.00000000 NS 234923.86000000 0.204413344692 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -10788.44000000 -0.00938730150 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 444852.29000000 USD 9056124.00000000 MXN 2021-12-15 -10788.44000000 N N N N/A N/A N/A 1.00000000 NC N/A -229.81000000 -0.00019996364 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46214.69000000 USD 402282.00000000 SEK 2021-12-15 -229.81000000 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 N/A -191.00000000 NS -298082.13000000 -0.25936899379 Short EC CORP CH N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5081.12000000 0.004421214320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 328000.00000000 EUR 385613.93000000 USD 2021-12-15 5081.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -922.20000000 -0.00080243014 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83027.15000000 USD 111500.00000000 SGD 2021-12-15 -922.20000000 N N N SolarEdge Technologies, Inc. 5493000K6Y58XXPDF853 83417M104 -544.00000000 NS USD -144279.68000000 -0.12554149229 Short EC CORP US N 1 N N N HeidelbergCement AG LZ2C6E0W5W7LQMX5ZI37 N/A 2734.00000000 NS 203965.67000000 0.177475820493 Long EC CORP DE N 2 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 1313.00000000 NS USD 105394.51000000 0.091706497165 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -26.52000000 -0.00002307573 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 607000.00000000 INR 8082.74000000 USD 2021-12-15 -26.52000000 N N N N/A N/A N/A 1.00000000 NC N/A -435.07000000 -0.00037856569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 181199.92000000 USD 2750000.00000000 ZAR 2021-12-15 -435.07000000 N N N N/A N/A N/A 1.00000000 NC N/A -298.11000000 -0.00025939324 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 66471.61000000 USD 91500.00000000 AUD 2021-12-15 -298.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -9239.03000000 -0.00803911967 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 408507.07000000 USD 2201937.00000000 BRL 2021-12-15 -9239.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 4980.78000000 0.004333905883 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 186708.00000000 EUR 221592.12000000 USD 2021-12-15 4980.78000000 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 3826.00000000 NS USD 267246.10000000 0.232537764180 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2579.93000000 -0.00224486401 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 255518.62000000 USD 28132000.00000000 JPY 2021-12-15 -2579.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -752.53000000 -0.00065479587 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 529500.00000000 ZAR 34052.92000000 USD 2021-12-15 -752.53000000 N N N Carvana Co. 5493003WEAK2PJ5WS063 146869102 -1330.00000000 NS USD -401048.20000000 -0.34896244231 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -134.28000000 -0.00011684051 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 19589.96000000 USD 539000.00000000 TWD 2021-12-15 -134.28000000 N N N N/A N/A N/A 1.00000000 NC N/A -251.54000000 -0.00021887147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2205000.00000000 TWD 79339.90000000 USD 2021-12-15 -251.54000000 N N N Husqvarna AB 549300GYQIIJ3UXB7655 N/A 2274.00000000 NS 27165.31000000 0.023637240920 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 3419.39000000 0.002975299940 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183047.00000000 EUR 215783.38000000 USD 2021-12-15 3419.39000000 N N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275Y102 413.00000000 NS USD 30743.72000000 0.026750908287 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -15.96000000 -0.00001388721 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4825.21000000 USD 2021-12-15 -15.96000000 N N N Croda International plc 2138004WCNBFJEEOXV26 N/A -87.00000000 NS -9968.21000000 -0.00867359810 Short EC CORP GB N 2 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 -8400.00000000 NS USD -171864.00000000 -0.14954332468 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2378.94000000 -0.00206997740 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49180.60000000 USD 712000.00000000 ZAR 2021-12-15 -2378.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -22.95000000 -0.00001996939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5294314.00000000 COP 1360.51000000 USD 2021-12-15 -22.95000000 N N N Yaskawa Electric Corp. 3538003K39GR98R0CK58 N/A -3200.00000000 NS -153659.36000000 -0.13370299517 Short EC CORP JP N 2 N N N N/A N/A N/A -10.00000000 NC USD 12933.70000000 0.011253947880 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Short MSCI Emerging Markets Index US55353S1050 2021-12-17 -622800.00000000 USD 12933.70000000 N N N Tenaris SA 549300Y7C05BKC4HZB40 N/A -50116.00000000 NS -527174.33000000 -0.45870805984 Short EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 855.79000000 0.000744645078 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 163500.00000000 PLN 41954.68000000 USD 2021-12-15 855.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -2966.90000000 -0.00258157665 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84563.52000000 USD 450000.00000000 BRL 2021-12-15 -2966.90000000 N N N N/A N/A N/A 1.00000000 NC N/A 1117.45000000 0.000972322232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 52000.00000000 CHF 57021.44000000 USD 2021-12-15 1117.45000000 N N N General Motors Co. 54930070NSV60J38I987 37045V100 3227.00000000 NS USD 170095.17000000 0.148004219817 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -32.05000000 -0.00002788753 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 724750.00000000 INR 9650.30000000 USD 2021-12-15 -32.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 465.84000000 0.000405339468 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 27000.00000000 CHF 29492.91000000 USD 2021-12-15 465.84000000 N N N Sage Therapeutics, Inc. 5493000JX4BJS9W6CN35 78667J108 -4639.00000000 NS USD -205554.09000000 -0.17885794594 Short EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 598.00000000 NS USD 341655.34000000 0.297283174137 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -40.55000000 -0.00003528360 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 110500.00000000 CNY 16997.12000000 USD 2021-12-15 -40.55000000 N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 60770K107 -61.00000000 NS USD -23476.46000000 -0.02042747684 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8804.29000000 0.007660841119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 71269251.00000000 JPY 649595.96000000 USD 2021-12-15 8804.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 5102.03000000 0.004439408653 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 485000.00000000 EUR 567780.11000000 USD 2021-12-15 5102.03000000 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190304 1200.00000000 NS USD 314520.00000000 0.273672010891 Long EC CORP US N 1 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 N/A -8408.00000000 NS -64533.23000000 -0.05615203746 Short EC CORP IT N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1486.36000000 -0.00129332039 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 262067.82000000 USD 2279602.00000000 SEK 2021-12-15 -1486.36000000 N N N N/A N/A N/A 1.00000000 NC N/A 1106.97000000 0.000963203312 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 372000.00000000 PLN 94616.36000000 USD 2021-12-15 1106.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 318.71000000 0.000277317838 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 47500.00000000 PLN 12258.75000000 USD 2021-12-15 318.71000000 N N N N/A N/A N/A 126.00000000 NC -52413.60000000 -0.04560643300 N/A DE US N 1 NASDAQ OMX Commodities Clearing 5493008EIVLUXM0PQX05 Long OMXS30 Index SE0000337842 2021-10-15 28390950.00000000 SEK -52413.60000000 N N N Empire Co. Ltd. 549300TX0ZUSTEF7C719 291843407 7321.00000000 NS 223109.58000000 0.194133433192 Long EC CORP CA N 1 N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055F103 -634.00000000 NS USD -129849.54000000 -0.11298545315 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -372.63000000 -0.00032423502 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 74712.96000000 USD 239500.00000000 ILS 2021-12-15 -372.63000000 N N N Exact Sciences Corp. 549300VM3X1FYD4N9Z14 30063P105 -2570.00000000 NS USD -245306.50000000 -0.21344754909 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -122.40000000 -0.00010650341 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25943.50000000 USD 372884000.00000000 IDR 2021-12-15 -122.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 1141.17000000 0.000992961619 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 304361.13000000 USD 1981375.00000000 CNY 2021-12-15 1141.17000000 N N N Expedia Group, Inc. N/A 30212P303 -708.00000000 NS USD -116041.20000000 -0.10097045831 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -123.00000000 -0.00010702549 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16961.73000000 USD 466500.00000000 TWD 2021-12-15 -123.00000000 N N N N/A N/A N/A 1.00000000 NC N/A 2158.25000000 0.001877949311 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 400000.00000000 BRL 74688.58000000 USD 2021-12-15 2158.25000000 N N N Discovery, Inc. 5493006ZCRFWKF6B1K26 25470F104 -7556.00000000 NS USD -191771.28000000 -0.16686516542 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 200.40000000 0.000174373238 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 353000.00000000 MXN 17119.84000000 USD 2021-12-15 200.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -3300.19000000 -0.00287158092 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 316546.94000000 USD 34839500.00000000 JPY 2021-12-15 -3300.19000000 N N N CaixaBank SA 7CUNS533WID6K7DGFI87 N/A 30528.00000000 NS 94668.13000000 0.082373195677 Long EC CORP ES N 2 N N N Alliant Energy Corp. 5493009ML300G373MZ12 018802108 -532.00000000 NS USD -29781.36000000 -0.02591353388 Short EC CORP US N 1 N N N Marui Group Co. Ltd. 52990081ZYFHQZEEMU57 N/A -8700.00000000 NS -167940.70000000 -0.14612955958 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -347.22000000 -0.00030212512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 61097.52000000 USD 82500.00000000 SGD 2021-12-15 -347.22000000 N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 327.00000000 NS USD 71707.83000000 0.062394843039 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -39095.25000000 -0.03401779118 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2841332.88000000 USD 311666624.00000000 JPY 2021-12-15 -39095.25000000 N N N N/A N/A N/A 1.00000000 NC N/A 307.91000000 0.000267920478 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 379000.00000000 BRL 69030.40000000 USD 2021-12-15 307.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -2378.88000000 -0.00206992519 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49180.54000000 USD 712000.00000000 ZAR 2021-12-15 -2378.88000000 N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 1051.00000000 NS USD 314679.91000000 0.273811152730 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 767.71000000 0.000668004385 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 103552.10000000 USD 912500.00000000 NOK 2021-12-15 767.71000000 N N N Capri Holdings Ltd. 549300LPG8W0H1OX3A26 N/A -510.00000000 NS USD -24689.10000000 -0.02148262636 Short EC CORP VG N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2686.29000000 -0.00233741061 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 651462.00000000 NOK 71790.85000000 USD 2021-12-15 -2686.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.86000000 -0.00001467032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 66000.00000000 CNY 10159.48000000 USD 2021-12-15 -16.86000000 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 79.00000000 NS USD 48273.74000000 0.042004233432 Long EC CORP US N 1 N N N Sompo Holdings, Inc. 353800CWW4SRGEYEB512 N/A 12500.00000000 NS 542312.84000000 0.471880470097 Long EC CORP JP N 2 N N N Nikon Corp. 549300X7LIS9RFELXJ98 654111103 -18700.00000000 NS -207632.80000000 -0.18066668543 Short EC CORP JP N 2 N N N Dover Corp. 549300FMC2ALGA7N9E80 260003108 122.00000000 NS USD 18971.00000000 0.016507159222 Long EC CORP US N 1 N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 N/A 6910.00000000 NS 159646.74000000 0.138912769833 Long EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1982.90000000 -0.00172537272 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 118249.48000000 USD 1017000.00000000 NOK 2021-12-15 -1982.90000000 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 -3348.00000000 NS USD -295293.60000000 -0.25694262150 Short EC CORP US N 1 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 N/A -2386.00000000 NS -87794.65000000 -0.07639240242 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 25.84000000 0.000022484054 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1966.91000000 USD 7626000.00000000 COP 2021-12-15 25.84000000 N N N N/A N/A N/A 1.00000000 NC N/A -2139.79000000 -0.00186188678 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 279000.00000000 AUD 199635.13000000 USD 2021-12-15 -2139.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 748.17000000 0.000651002125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17091000.00000000 HUF 55690.54000000 USD 2021-12-15 748.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 206.71000000 0.000179863733 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32891.63000000 USD 2477500.00000000 INR 2021-12-15 206.71000000 N N N N/A N/A N/A 1.00000000 NC N/A 137.37000000 0.000119529200 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 251945.03000000 USD 2205000.00000000 NOK 2021-12-15 137.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 651.93000000 0.000567261204 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 304500.00000000 BRL 55865.64000000 USD 2021-12-15 651.93000000 N N N Oriental Land Co. Ltd. 353800PIFKBZ6KTU5994 N/A -1800.00000000 NS -291196.41000000 -0.25337755020 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -3187.27000000 -0.00277332630 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 109439.48000000 USD 154000.00000000 NZD 2021-12-15 -3187.27000000 N N N WPP plc 549300LSGBXPYHXGDT93 N/A -6063.00000000 NS -81229.46000000 -0.07067986030 Short EC CORP JE N 2 N N N Bluebird Bio, Inc. N/A 09609G100 -7570.00000000 NS USD -144662.70000000 -0.12587476793 Short EC CORP US N 1 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 N/A -11757.00000000 NS -773279.49000000 -0.67285054371 Short EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A -331.98000000 -0.00028886440 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 18464.56000000 USD 100000.00000000 BRL 2021-12-15 -331.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 1142.62000000 0.000994223302 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160063.00000000 SGD 119007.77000000 USD 2021-12-15 1142.62000000 N N N Getlink SE 9695007ZEQ7M0OE74G82 N/A -11426.00000000 NS -178492.97000000 -0.15531136344 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -973.50000000 -0.00084706760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 125955.52000000 USD 3462500.00000000 TWD 2021-12-15 -973.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -260.99000000 -0.00022709416 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22891.68000000 USD 2517000.00000000 JPY 2021-12-15 -260.99000000 N N N N/A N/A N/A 1.00000000 NC N/A -621.85000000 -0.00054108781 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28284.89000000 USD 242000.00000000 SEK 2021-12-15 -621.85000000 N N N BlueScope Steel Ltd. 529900H6UQI16XACWC95 N/A 24357.00000000 NS 352923.09000000 0.307087535706 Long EC CORP AU N 2 N N N Boralex, Inc. 5493004UT7HNQU2SVR90 09950M300 -5241.00000000 NS -154755.57000000 -0.13465683593 Short EC CORP CA N 1 N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581108 2355.00000000 NS USD 237595.95000000 0.206738399517 Long EC CORP US N 1 N N N Tokyo Electric Power Co. Holdings, Inc. 5299004EMJ3R4RVR5Y75 N/A 47900.00000000 NS 136385.24000000 0.118672335262 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 233.23000000 0.000202939473 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12913.30000000 USD 200000.00000000 ZAR 2021-12-15 233.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 664.69000000 0.000578364011 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 196500.00000000 BRL 36295.21000000 USD 2021-12-15 664.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -283.78000000 -0.00024692433 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 24847.57000000 USD 2732000.00000000 JPY 2021-12-15 -283.78000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.81000000 0.000045951350 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 157705.60000000 USD 2400000.00000000 ZAR 2021-12-15 52.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -1647.30000000 -0.00143335846 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 37844.48000000 USD 144000.00000000 PLN 2021-12-15 -1647.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 3320.93000000 0.002889627340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113174.29000000 USD 1019000.00000000 NOK 2021-12-15 3320.93000000 N N N N/A N/A N/A -1.00000000 NC USD 8422.97000000 0.007329044695 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Nickel Base Metal 2021-12-02 -107584.08000000 USD 8422.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 3221.20000000 0.002802849680 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183048.00000000 EUR 215586.35000000 USD 2021-12-15 3221.20000000 N N N Coca-Cola Bottlers Japan Holdings, Inc. 353800XN1G90665VTQ16 N/A -8600.00000000 NS -123719.53000000 -0.10765157243 Short EC CORP JP N 2 N N N Eisai Co. Ltd. 353800HDEE0ZYEX4QV91 N/A -6100.00000000 NS -456935.65000000 -0.39759156232 Short EC CORP JP N 2 N N N Kobe Bussan Co. Ltd. 353800CJIFNHN2DXRD59 N/A -400.00000000 NS -13069.54000000 -0.01137214578 Short EC CORP JP N 2 N N N N/A N/A N/A -1.00000000 NC USD -959.20000000 -0.00083462480 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-10-13 -74443.75000000 USD -959.20000000 N N N Britvic plc 635400L3NVMYD4BVCI53 N/A 5019.00000000 NS 60423.84000000 0.052576350625 Long EC CORP GB N 2 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 543.00000000 NS USD 130922.73000000 0.113919263609 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 90.61000000 0.000078842111 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12742.19000000 USD 49109500.00000000 COP 2021-12-15 90.61000000 N N N Zalando SE 529900YRFFGH5AXU4S86 N/A -91.00000000 NS -8299.35000000 -0.00722147972 Short EC CORP DE Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -232.42000000 -0.00020223467 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 150500.00000000 SGD 110590.85000000 USD 2021-12-15 -232.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -533.65000000 -0.00046434270 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 83222.72000000 USD 6189500.00000000 INR 2021-12-15 -533.65000000 N N N Avalara, Inc. 549300Q16CMW239SS315 05338G106 -339.00000000 NS USD -59247.03000000 -0.05155237771 Short EC CORP US N 1 N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 -794.00000000 NS USD -615731.12000000 -0.53576362005 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1724.76000000 -0.00150075841 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119643.02000000 USD 8826500.00000000 INR 2021-12-15 -1724.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -32.39000000 -0.00002818337 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4808.78000000 USD 2021-12-15 -32.39000000 N N N N/A N/A N/A 1.00000000 NC N/A -2618.22000000 -0.00227818114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 140027.66000000 USD 190000.00000000 AUD 2021-12-15 -2618.22000000 N N N CAE, Inc. 549300FFM2BEH2GF1E44 124765108 -3041.00000000 NS -90850.66000000 -0.07905151600 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 809.86000000 0.000704680194 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26000.00000000 GBP 35846.61000000 USD 2021-12-15 809.86000000 N N N Zendesk, Inc. 549300SLI6BN94BKKO36 98936J101 -348.00000000 NS USD -40503.72000000 -0.03524333746 Short EC CORP US N 1 N N N Essity AB 549300G8E6YUVJ1DA153 N/A 4231.00000000 NS 131220.15000000 0.114178056467 Long EC CORP SE N 2 N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656100 430.00000000 NS USD 44199.70000000 0.038459305544 Long EC CORP US N 1 N N N N/A N/A N/A -11.00000000 NC USD 86821.05000000 0.075545247810 N/A DCO US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A Silver 2021-12-29 -1212585.00000000 USD 86821.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -2967.01000000 -0.00258167236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 84563.63000000 USD 450000.00000000 BRL 2021-12-15 -2967.01000000 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 172755100 3272.00000000 NS USD 269449.20000000 0.234454738640 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 235.62000000 0.000205019074 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 16225.21000000 USD 62993500.00000000 COP 2021-12-15 235.62000000 N N N N/A N/A N/A 1.00000000 NC N/A -2048.13000000 -0.00178213104 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 68628.25000000 USD 96500.00000000 NZD 2021-12-15 -2048.13000000 N N N N/A N/A N/A 1.00000000 NC N/A -8996.79000000 -0.00782834036 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 443060.74000000 USD 9056126.00000000 MXN 2021-12-15 -8996.79000000 N N N Texas Roadhouse, Inc. 5299002Y1CNRPDGXTQ75 882681109 2299.00000000 NS USD 209967.67000000 0.182698316390 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -500.45000000 -0.00043545452 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 43426.41000000 USD 37000.00000000 EUR 2021-12-15 -500.45000000 N N N N/A N/A N/A 1.00000000 NC N/A 137.69000000 0.000119807640 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 251944.71000000 USD 2205000.00000000 NOK 2021-12-15 137.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 104.59000000 0.000091006472 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1195494.00000000 ILS 371183.58000000 USD 2021-12-15 104.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -2824.48000000 -0.00245765331 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 108608.51000000 USD 78500.00000000 GBP 2021-12-15 -2824.48000000 N N N N/A N/A N/A 1.00000000 NC N/A 320.82000000 0.000279153804 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3000000.00000000 INR 40399.54000000 USD 2021-12-15 320.82000000 N N N N/A N/A N/A 1.00000000 NC N/A -5999.89000000 -0.00522065993 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 266857.45000000 USD 224846.00000000 EUR 2021-12-15 -5999.89000000 N N N Kraft Heinz Co. (The) N/A 500754106 -399.00000000 NS USD -14691.18000000 -0.01278317681 Short EC CORP US N 1 N N N ASOS plc 213800H8DBB8JSKDW630 N/A 2377.00000000 NS 96147.15000000 0.083660129346 Long EC CORP GB N 2 N N N SIG Combibloc Group AG 5493004Z6P7TSVB1L042 N/A -1350.00000000 NS -35895.79000000 -0.03123385804 Short EC CORP CH N 2 N N N Ionis Pharmaceuticals, Inc. 549300SI4ZGLG0BLUZ92 462222100 -10478.00000000 NS USD -351432.12000000 -0.30579020403 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1845.21000000 0.001605565087 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 84500.00000000 CHF 92689.19000000 USD 2021-12-15 1845.21000000 N N N Terumo Corp. 353800JX1R4582QVK932 N/A -1100.00000000 NS -51940.21000000 -0.04519452409 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5483.81000000 -0.00477160533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 258669.23000000 USD 218233.00000000 EUR 2021-12-15 -5483.81000000 N N N N/A N/A N/A 1.00000000 NC N/A -3061.17000000 -0.00266360342 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 78039.13000000 USD 23323500.00000000 HUF 2021-12-15 -3061.17000000 N N N N/A N/A N/A 1.00000000 NC N/A 376.83000000 0.000327889558 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 160062.00000000 SGD 118241.25000000 USD 2021-12-15 376.83000000 N N N N/A N/A N/A 1.00000000 NC N/A 8.94000000 0.000007778925 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1672.98000000 USD 6436500.00000000 COP 2021-12-15 8.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 5672.61000000 0.004935885112 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 291500.00000000 NZD 206792.86000000 USD 2021-12-15 5672.61000000 N N N N/A N/A N/A 1.00000000 NC N/A 1825.57000000 0.001588475813 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 212065.31000000 USD 2021-12-15 1825.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -849.46000000 -0.00073913718 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 83092.83000000 USD 76500.00000000 CHF 2021-12-15 -849.46000000 N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220K504 -193.00000000 NS USD -26888.76000000 -0.02339660759 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5868.63000000 -0.00510644719 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 145625.96000000 USD 555984.00000000 PLN 2021-12-15 -5868.63000000 N N N Endeavour Mining plc 529900NI5MXQ91GHXR07 N/A 1975.00000000 NS 44455.43000000 0.038681822851 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3769.64000000 0.003280061551 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 271256.00000000 GBP 369305.33000000 USD 2021-12-15 3769.64000000 N N N Aeroports de Paris 969500PJMBSFHYC37989 N/A -1163.00000000 NS -148120.77000000 -0.12888372434 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A -5.87000000 -0.00000510763 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1080.95000000 USD 1000.00000000 CHF 2021-12-15 -5.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 1777.79000000 0.001546901196 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183963.00000000 EUR 215204.49000000 USD 2021-12-15 1777.79000000 N N N N/A N/A N/A 1.00000000 NC N/A 543.59000000 0.000472991760 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 649522.00000000 NOK 74798.95000000 USD 2021-12-15 543.59000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.93000000 -0.00024966523 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 49019.42000000 USD 157000.00000000 ILS 2021-12-15 -286.93000000 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 -653.00000000 NS USD -50470.37000000 -0.04391557817 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -2120.32000000 -0.00184494543 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 47796.33000000 USD 14208500.00000000 HUF 2021-12-15 -2120.32000000 N N N N/A N/A N/A 1.00000000 NC N/A -31.29000000 -0.00002722624 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 362375.00000000 INR 4809.88000000 USD 2021-12-15 -31.29000000 N N N N/A N/A N/A 1.00000000 NC N/A -68.43000000 -0.00005954271 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34413.67000000 USD 951500.00000000 TWD 2021-12-15 -68.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -301.21000000 -0.00026209063 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28311.74000000 USD 20786.00000000 GBP 2021-12-15 -301.21000000 N N N Accenture plc N/A N/A 74.00000000 NS USD 23674.08000000 0.020599431131 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5414.71000000 -0.00471147963 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 262436.78000000 USD 221540.00000000 EUR 2021-12-15 -5414.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -2030.12000000 -0.00176646007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 113348.40000000 USD 1693500.00000000 ZAR 2021-12-15 -2030.12000000 N N N N/A N/A N/A 1.00000000 NC N/A -2711.41000000 -0.00235926817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 169137.31000000 USD 123501.00000000 GBP 2021-12-15 -2711.41000000 N N N N/A N/A N/A 1.00000000 NC N/A 1736.37000000 0.001510860579 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14096500.00000000 JPY 128479.95000000 USD 2021-12-15 1736.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 4737.05000000 0.004121830087 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1100000.00000000 ZAR 77042.99000000 USD 2021-12-15 4737.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 163.43000000 0.000142204682 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 22500.00000000 BRL 4243.26000000 USD 2021-12-15 163.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -679.62000000 -0.00059135499 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 57822.80000000 USD 6355500.00000000 JPY 2021-12-15 -679.62000000 N N N Incyte Corp. 549300Z4WN6JVZ3T4680 45337C102 -177.00000000 NS USD -12174.06000000 -0.01059296541 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -507.02000000 -0.00044117125 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 37052.09000000 USD 31500.00000000 EUR 2021-12-15 -507.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 158.84000000 0.000138210804 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1230500.00000000 PHP 24032.61000000 USD 2021-12-15 158.84000000 N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 070830104 643.00000000 NS USD 40528.29000000 0.035264716464 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4360.46000000 -0.00379414935 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 115898.09000000 USD 1696837.00000000 ZAR 2021-12-15 -4360.46000000 N N N Saab AB 549300ZHO4JCQQI13M69 N/A -3139.00000000 NS -88863.80000000 -0.07732269757 Short EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -719.72000000 -0.00062624704 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 18365.85000000 USD 70200.00000000 PLN 2021-12-15 -719.72000000 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A -8989.00000000 NS -22840.87000000 -0.01987443349 Short EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A 465.85000000 0.000405348169 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142314.58000000 USD 10687500.00000000 INR 2021-12-15 465.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 281.71000000 0.000245123178 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10500.00000000 GBP 14431.17000000 USD 2021-12-15 281.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -145.37000000 -0.00012649020 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 281000.00000000 AUD 203075.97000000 USD 2021-12-15 -145.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -11891.68000000 -0.01034725924 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 325128.85000000 USD 97439126.00000000 HUF 2021-12-15 -11891.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 685.69000000 0.000596636656 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1185000.00000000 PHP 23676.68000000 USD 2021-12-15 685.69000000 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 85208M102 11095.00000000 NS USD 257071.15000000 0.223684276239 Long EC CORP US N 1 N N N N/A N/A N/A 49.00000000 NC -280124.67000000 -0.24374374201 N/A DE GB N 1 LCH Clearnet F226TOH6YD6XJB17KS62 Long Amsterdam Exchange Index NL0000000107 2021-10-15 7549234.00000000 EUR -280124.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 350.64000000 0.000305100959 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78500.00000000 NZD 54511.67000000 USD 2021-12-15 350.64000000 N N N N/A N/A N/A 1.00000000 NC N/A 1907.18000000 0.001659486791 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1300000.00000000 ZAR 87359.65000000 USD 2021-12-15 1907.18000000 N N N Amedisys, Inc. 5299001RBS9GK9STN379 023436108 -119.00000000 NS USD -17742.90000000 -0.01543855755 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1411.79000000 -0.00122843510 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34984.68000000 USD 27405500.00000000 CLP 2021-12-15 -1411.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -1714.99000000 -0.00149225728 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 131653.02000000 USD 112000.00000000 EUR 2021-12-15 -1714.99000000 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 -2037.00000000 NS USD -193087.23000000 -0.16801020765 Short EC CORP US N 1 N N N TOTO Ltd. N/A N/A -3200.00000000 NS -152373.24000000 -0.13258390880 Short EC CORP JP N 2 N N N PulteGroup, Inc. N/A 745867101 2953.00000000 NS USD 135601.76000000 0.117990608990 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 71.89000000 0.000062553353 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 179626.00000000 ILS 55827.45000000 USD 2021-12-15 71.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -500.51000000 -0.00043550673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43426.47000000 USD 37000.00000000 EUR 2021-12-15 -500.51000000 N N N N/A N/A N/A 44600000.00000000 PA 82470.75000000 0.071759938929 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-18 59960.13000000 USD 0.00000000 USD 44600000.00000000 EUR 82470.75000000 N N N Kennametal, Inc. 549300GZDSG25XUV0Y08 489170100 -1810.00000000 NS USD -61956.30000000 -0.05390978382 Short EC CORP US N 1 N N N ConvaTec Group plc 213800LS272L4FIDOH92 N/A -4958.00000000 NS -14429.68000000 -0.01255563888 Short EC CORP GB Y 2 N N N USS Co. Ltd. 5299000RRQD6UZXG4W72 N/A -2100.00000000 NS -35746.92000000 -0.03110432239 Short EC CORP JP N 2 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 1195.00000000 NS USD 101407.70000000 0.088237470364 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1135.67000000 -0.00098817592 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 264250.36000000 USD 2301501.00000000 NOK 2021-12-15 -1135.67000000 N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 5334.00000000 NS USD 204612.24000000 0.178038417823 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD 1070.30000000 0.000931295794 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-11-23 74598.25000000 USD 1070.30000000 N N N Enphase Energy, Inc. 5493008U7KIGMI59Z314 29355A107 -1890.00000000 NS USD -283443.30000000 -0.24663136806 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 914.58000000 0.000795799782 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2166126.00000000 PHP 42941.07000000 USD 2021-12-15 914.58000000 N N N N/A N/A N/A 1.00000000 NC N/A -2481.75000000 -0.00215943505 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 224757.67000000 USD 1944500.00000000 SEK 2021-12-15 -2481.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -692.76000000 -0.00060278844 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42298.90000000 USD 30875.00000000 GBP 2021-12-15 -692.76000000 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 3172.00000000 NS USD 137062.12000000 0.119261306109 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -75.37000000 -0.00006558139 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 10952.53000000 USD 41625500.00000000 COP 2021-12-15 -75.37000000 N N N N/A N/A N/A 1.00000000 NC N/A -1341.04000000 -0.00116687369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46672.50000000 USD 250000.00000000 BRL 2021-12-15 -1341.04000000 N N N N/A N/A N/A 1.00000000 NC N/A -585.62000000 -0.00050956315 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 38870.93000000 USD 33000.00000000 EUR 2021-12-15 -585.62000000 N N N Ansell Ltd. 549300NEGJ5G23VCJM45 N/A 5794.00000000 NS 140778.99000000 0.122495451114 Long EC CORP AU N 2 N N N DKSH Holding AG 549300HUUUNHO6FJUS42 N/A 1036.00000000 NS 81035.07000000 0.070510716519 Long EC CORP CH N 2 N N N N/A N/A N/A -1.00000000 NC USD -9772.95000000 -0.00850369731 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-10-08 -71101.25000000 USD -9772.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -58.55000000 -0.00005094587 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3508.30000000 USD 5000.00000000 NZD 2021-12-15 -58.55000000 N N N SG Holdings Co. Ltd. N/A N/A -4700.00000000 NS -132967.89000000 -0.11569881037 Short EC CORP JP N 2 N N N Iovance Biotherapeutics, Inc. 549300220Z2GHH33XL82 462260100 -23705.00000000 NS USD -584565.30000000 -0.50864543160 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1651.44000000 -0.00143696078 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 85763.11000000 USD 72500.00000000 EUR 2021-12-15 -1651.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 2376.94000000 0.002068237153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1674500.00000000 MXN 82636.43000000 USD 2021-12-15 2376.94000000 N N N N/A N/A N/A 1.00000000 NC N/A -137.19000000 -0.00011937257 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5385.57000000 USD 109500.00000000 MXN 2021-12-15 -137.19000000 N N N Singapore Airlines Ltd. 549300ZG62N2599PWR15 N/A -13600.00000000 NS -50083.36000000 -0.04357883073 Short EC CORP SG N 2 N N N N/A N/A N/A 200000.00000000 PA 2323.09000000 0.002021380871 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-11 1736.16000000 USD 0.00000000 USD 200000.00000000 AUD 2323.09000000 N N N N/A N/A N/A -7.00000000 NC USD -556.09000000 -0.00048386833 N/A DE SG N 1 Singapore Exchange Derivatives Clearing 549300ZLWT3FK3F0FW61 Short FTSE China A50 Index XIN9I Index 2021-10-28 -108451.00000000 USD -556.09000000 N N N Konami Holdings Corp. 353800FC4A5QCMIZFV94 N/A 700.00000000 NS 43875.46000000 0.038177175909 Long EC CORP JP N 2 N N N THK Co. Ltd. N/A N/A -3700.00000000 NS -81192.24000000 -0.07064747421 Short EC CORP JP N 2 N N N N/A N/A N/A 2.00000000 NC USD -26292.76000000 -0.02287801253 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-16 446712.50000000 USD -26292.76000000 N N N N/A N/A N/A 1.00000000 NC N/A 4908.00000000 0.004270578117 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 412337000.00000000 KRW 352706.84000000 USD 2021-12-15 4908.00000000 N N N United States of America 254900HROIFWPRGM1V77 912796N21 1720000.00000000 PA USD 1719621.00000000 1.496286840396 Long STIV UST US N 2 2022-03-17 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 607.03000000 0.000528192549 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5095000.00000000 JPY 46416.88000000 USD 2021-12-15 607.03000000 N N N N/A N/A N/A 1.00000000 NC N/A 2136.25000000 0.001858806540 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139000.00000000 CHF 151571.91000000 USD 2021-12-15 2136.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -14704.67000000 -0.01279491481 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1007196.88000000 USD 1438500.00000000 NZD 2021-12-15 -14704.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 5523.80000000 0.004806401671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32625000.00000000 HUF 110403.26000000 USD 2021-12-15 5523.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -732.47000000 -0.00063734114 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 195709.59000000 USD 246962.00000000 CAD 2021-12-15 -732.47000000 N N N N/A N/A N/A -1.00000000 NC USD 2729.80000000 0.002375269793 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Zinc Base Metal 2021-12-24 -74667.75000000 USD 2729.80000000 N N N N/A N/A N/A 1.00000000 NC N/A -176.45000000 -0.00015353372 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 26895.59000000 USD 2000000.00000000 INR 2021-12-15 -176.45000000 N N N Recruit Holdings Co. Ltd. 353800R2LRSMVVC4I806 N/A -200.00000000 NS -12225.17000000 -0.01063743754 Short EC CORP JP N 2 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 2545.00000000 NS USD 362026.25000000 0.315008431365 Long EC CORP US N 1 N N N Kinross Gold Corp. 549300UEBMAQDN0K0R06 496902404 36460.00000000 NS 195455.08000000 0.170070535363 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 204.02000000 0.000177523094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29922500.00000000 KRW 25443.11000000 USD 2021-12-15 204.02000000 N N N Nippo Corp. N/A N/A 1900.00000000 NS 68090.22000000 0.059247066734 Long EC CORP JP N 2 N N N N/A N/A N/A -18.00000000 NC USD 94107.09000000 0.081885020219 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bonds 2021-12-21 -3448687.50000000 USD 94107.09000000 N N N Mondi plc 213800LOZA69QFDC9N34 N/A 1052.00000000 NS 25780.30000000 0.022432107790 Long EC CORP GB N 2 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 -17073.00000000 NS USD -506043.72000000 -0.44032176793 Short EC CORP CW N 1 N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637209 -1181.00000000 NS USD -79138.81000000 -0.06886073150 Short EC CORP US N 1 N N N boohoo Group plc 213800SZF3KFCECWY243 N/A 71466.00000000 NS 208583.91000000 0.181494270918 Long EC CORP JE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4574.73000000 -0.00398059124 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 264202.45000000 USD 2271000.00000000 NOK 2021-12-15 -4574.73000000 N N N MasTec, Inc. 549300TMDIT8WREDOF45 576323109 2112.00000000 NS USD 182223.36000000 0.158557272550 Long EC CORP US N 1 N N N Daikin Industries Ltd. 549300Y7FWSTSHMW5Y57 N/A -200.00000000 NS -43607.69000000 -0.03794418228 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2883.41000000 0.002508929838 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 165500.00000000 CHF 180808.60000000 USD 2021-12-15 2883.41000000 N N N Alstom SA 96950032TUYMW11FB530 N/A -310.00000000 NS -11759.15000000 -0.01023194145 Short EC CORP FR N 2 N N N Univar Solutions, Inc. 549300VSXHFQVR770L55 91336L107 -14000.00000000 NS USD -333480.00000000 -0.29016959872 Short EC CORP US N 1 N N N ROCKWOOL International A/S 213800QRC7LNX935OZ09 N/A 102.00000000 NS 43563.09000000 0.037905374669 Long EC CORP DK N 2 N N N Natera, Inc. N/A 632307104 -993.00000000 NS USD -110659.92000000 -0.09628806699 Short EC CORP US N 1 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 1017.00000000 NS USD 131172.66000000 0.114136734186 Long EC CORP US N 1 N N N Keio Corp. N/A N/A -3000.00000000 NS -160460.11000000 -0.13962050417 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 5956.23000000 0.005182670232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1177500.00000000 PLN 301943.62000000 USD 2021-12-15 5956.23000000 N N N N/A N/A N/A 1.00000000 NC N/A 748.24000000 0.000651063033 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17091000.00000000 HUF 55690.61000000 USD 2021-12-15 748.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -1411.84000000 -0.00122847860 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34984.73000000 USD 27405500.00000000 CLP 2021-12-15 -1411.84000000 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664100 -4556.00000000 NS USD -120506.20000000 -0.10485557064 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1285.34000000 -0.00111840767 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 235048.73000000 USD 3556274.00000000 ZAR 2021-12-15 -1285.34000000 N N N N/A N/A N/A -1.00000000 NC USD 12950.58000000 0.011268635606 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-11-05 -223485.50000000 USD 12950.58000000 N N N Avis Budget Group, Inc. 529900E95812SYWMCE44 053774105 -1802.00000000 NS USD -209951.02000000 -0.18268382879 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1324.34000000 -0.00115234258 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 100518.11000000 USD 85500.00000000 EUR 2021-12-15 -1324.34000000 N N N N/A N/A N/A 5.00000000 NC USD 15912.58000000 0.013845948642 N/A DCO US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long N/A Coffee 'C' 2021-12-20 363750.00000000 USD 15912.58000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A -6169.00000000 NS -22346.38000000 -0.01944416492 Short EC CORP ES N 2 N N N TeamViewer AG 3912000FZ0R0KEK9JS42 N/A -5705.00000000 NS -166903.19000000 -0.14522679521 Short EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -498.42000000 -0.00043368817 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12724.70000000 USD 186000.00000000 ZAR 2021-12-15 -498.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -5034.90000000 -0.00438099709 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 209702.65000000 USD 283000.00000000 AUD 2021-12-15 -5034.90000000 N N N N/A N/A N/A -1.00000000 NC USD 8921.79000000 0.007763080917 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-10-21 -223481.25000000 USD 8921.79000000 N N N N/A N/A N/A 1000000.00000000 PA 24045.31000000 0.020922447984 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2031-12-11 0.00000000 USD 10519.75000000 USD 1000000.00000000 AUD 24045.31000000 N N N N/A N/A N/A 1.00000000 NC N/A -3027.40000000 -0.00263421927 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 437091.35000000 USD 9056126.00000000 MXN 2021-12-15 -3027.40000000 N N N N/A N/A N/A 1.00000000 NC N/A -9123.85000000 -0.00793889856 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 360072.55000000 USD 302500.00000000 EUR 2021-12-15 -9123.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 204.05000000 0.000177549198 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29922500.00000000 KRW 25443.14000000 USD 2021-12-15 204.05000000 N N N N/A N/A N/A 1.00000000 NC N/A -21674.95000000 -0.01885993625 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 420943.17000000 USD 2201938.00000000 BRL 2021-12-15 -21674.95000000 N N N N/A N/A N/A 1.00000000 NC N/A 140.89000000 0.000122592043 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 691876.00000000 TWD 25114.77000000 USD 2021-12-15 140.89000000 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 32051X108 922.00000000 NS USD 27060.70000000 0.023546217045 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 83.72000000 0.000072846943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 177000.00000000 MXN 8567.40000000 USD 2021-12-15 83.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 4925.66000000 0.004285944541 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 183047.00000000 EUR 217289.65000000 USD 2021-12-15 4925.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -19.72000000 -0.00001715888 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33178.83000000 USD 42000.00000000 CAD 2021-12-15 -19.72000000 N N N Sumitomo Dainippon Pharma Co. Ltd. 529900D60UKVYLJ2OJ79 N/A 800.00000000 NS 14299.23000000 0.012442130956 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 6057.30000000 0.005270613861 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 269906.00000000 GBP 369773.77000000 USD 2021-12-15 6057.30000000 N N N Mitsui Chemicals, Inc. 353800H2UB5ZEZRZQC02 N/A 10800.00000000 NS 360817.12000000 0.313956335986 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2214.20000000 0.001926632858 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181216.00000000 EUR 212453.94000000 USD 2021-12-15 2214.20000000 N N N N/A N/A N/A 97.00000000 NC -239057.03000000 -0.20800972312 N/A DE JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Long TOPIX Index JP9010100007 2021-12-09 1969585000.00000000 JPY -239057.03000000 N N N Sumitomo Heavy Industries Ltd. 353800VSTEIRMBC3S374 N/A 4300.00000000 NS 112066.36000000 0.097511846923 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -272.10000000 -0.00023676126 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31426.87000000 USD 650000.00000000 MXN 2021-12-15 -272.10000000 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 -10105.00000000 NS USD -359940.10000000 -0.31319321813 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4372.64000000 -0.00380474749 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 97440.15000000 USD 75970876.00000000 CLP 2021-12-15 -4372.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -2142.82000000 -0.00186452326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259164.89000000 USD 221540.00000000 EUR 2021-12-15 -2142.82000000 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 1222.00000000 NS USD 109271.24000000 0.095079740504 Long EC CORP US N 1 N N N Emergent BioSolutions, Inc. 549300YW6TUOX8BE5103 29089Q105 1134.00000000 NS USD 56779.38000000 0.049405211438 Long EC CORP US N 1 N N N BRP, Inc. 529900EPQGESIRCPY551 05577W200 2970.00000000 NS 274911.42000000 0.239207557956 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -121.52000000 -0.00010573770 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 25100.89000000 USD 360728500.00000000 IDR 2021-12-15 -121.52000000 N N N N/A N/A N/A 1.00000000 NC N/A 407.87000000 0.000354898267 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 113875.00000000 CAD 90312.47000000 USD 2021-12-15 407.87000000 N N N N/A N/A N/A -62.00000000 NC 3420.68000000 0.002976422403 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Federal Republic of Germany Euro-Schatz 2021-12-08 -6956710.00000000 EUR 3420.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -200.72000000 -0.00017465167 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 33273.81000000 USD 477610500.00000000 IDR 2021-12-15 -200.72000000 N N N N/A N/A N/A 1.00000000 NC N/A 233.21000000 0.000202922070 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12913.32000000 USD 200000.00000000 ZAR 2021-12-15 233.21000000 N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413106 -45.00000000 NS USD -15463.80000000 -0.01345545352 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 9375.04000000 0.008157465499 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 540406.00000000 CHF 590352.94000000 USD 2021-12-15 9375.04000000 N N N NOV, Inc. 549300EHF3IW1AR6U008 62955J103 -17145.00000000 NS USD -224770.95000000 -0.19557903432 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 5102.74000000 0.004440026443 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 485000.00000000 EUR 567780.82000000 USD 2021-12-15 5102.74000000 N N N N/A N/A N/A -52.00000000 NC -9985.36000000 -0.00868852076 N/A DE HK N 1 HKCC & SEOCH 213800NM8ZN1F16ARD34 Short HSCEI HK0000004330 2021-10-28 -22674600.00000000 HKD -9985.36000000 N N N United States of America 254900HROIFWPRGM1V77 9127964V8 1000000.00000000 PA USD 999993.75000000 0.870120502485 Long STIV UST US N 2 2021-10-07 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4816.55000000 0.004191005100 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 32625000.00000000 HUF 109696.01000000 USD 2021-12-15 4816.55000000 N N N N/A N/A N/A 1.00000000 NC N/A 664.74000000 0.000578407517 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 196500.00000000 BRL 36295.26000000 USD 2021-12-15 664.74000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734107 -888.00000000 NS -24762.48000000 -0.02154647620 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 812.24000000 0.000706751094 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12579000.00000000 HUF 41249.90000000 USD 2021-12-15 812.24000000 N N N Kingfisher plc 213800KBMEV7I92FY281 N/A 24750.00000000 NS 111718.43000000 0.097209104005 Long EC CORP GB N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1324.47000000 -0.00115245570 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 100518.24000000 USD 85500.00000000 EUR 2021-12-15 -1324.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 18.72000000 0.000016288757 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4500.00000000 BRL 834.69000000 USD 2021-12-15 18.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -2653.50000000 -0.00230887918 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 280000.00000000 AUD 199844.63000000 USD 2021-12-15 -2653.50000000 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 -405.00000000 NS USD -32805.00000000 -0.02854448148 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -56.93000000 -0.00004953626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3425.85000000 USD 2500.00000000 GBP 2021-12-15 -56.93000000 N N N Isuzu Motors Ltd. 529900C0QSXVCC7AR494 N/A 12000.00000000 NS 156122.64000000 0.135846359005 Long EC CORP JP N 2 N N N TMX Group Ltd. 549300N65GFVKSHGJW59 87262K105 1494.00000000 NS 161112.79000000 0.140188417969 Long EC CORP CA N 1 N N N Woodside Petroleum Ltd. 2549005ZC5RXAOO7FH41 980228100 3502.00000000 NS 59881.76000000 0.052104672755 Long EC CORP AU N 2 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 424.00000000 NS USD 63320.16000000 0.055096513789 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -10795.96000000 -0.00939384485 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 439475.45000000 USD 369500.00000000 EUR 2021-12-15 -10795.96000000 N N N N/A N/A N/A 1.00000000 NC N/A -662.21000000 -0.00057620609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43076.07000000 USD 371000.00000000 NOK 2021-12-15 -662.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -95.52000000 -0.00008311442 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4742.22000000 USD 239500.00000000 PHP 2021-12-15 -95.52000000 N N N Subsea 7 SA 222100AIF0CBCY80AH62 N/A -1898.00000000 NS -16446.44000000 -0.01431047407 Short EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -4643.92000000 -0.00404079525 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 438707.87000000 USD 9056126.00000000 MXN 2021-12-15 -4643.92000000 N N N Shopify, Inc. 549300HGQ43STJLLP808 82509L107 -332.00000000 NS -450640.33000000 -0.39211384109 Short EC CORP CA N 1 N N N Avient Corp. SM8L9RZYIB34LNTWO040 05368V106 3212.00000000 NS USD 148876.20000000 0.129541043583 Long EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 29530P102 -394.00000000 NS USD -70297.48000000 -0.06116766091 Short EC CORP US N 1 N N N Tradeweb Markets, Inc. N/A 892672106 -446.00000000 NS USD -36027.88000000 -0.03134879297 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 771.30000000 0.000671128138 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 358000.00000000 PLN 90761.52000000 USD 2021-12-15 771.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -141.19000000 -0.00012285308 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5870500.00000000 JPY 52641.29000000 USD 2021-12-15 -141.19000000 N N N N/A N/A N/A 65.00000000 NC -7345.98000000 -0.00639192775 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long N/A 3 Month Canadian Bankers Acceptance 2022-03-14 16152500.00000000 CAD -7345.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -10.55000000 -0.00000917982 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7571.63000000 USD 109190000.00000000 IDR 2021-12-15 -10.55000000 N N N Metro, Inc. 549300KQ7DCG4IXSNW78 59162N109 788.00000000 NS 38504.12000000 0.033503433638 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 537.94000000 0.000468075548 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 272000.00000000 PLN 68910.40000000 USD 2021-12-15 537.94000000 N N N N/A N/A N/A 1.00000000 NC N/A 139.03000000 0.000120973609 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 75000.00000000 AUD 54379.60000000 USD 2021-12-15 139.03000000 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 74.00000000 NS USD 25537.40000000 0.022220754199 Long EC CORP US N 1 N N N Everbridge, Inc. 549300WCY0UMR64ATW81 29978A104 -276.00000000 NS USD -41687.04000000 -0.03627297489 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1259.92000000 0.001096289075 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6613500.00000000 HUF 22520.31000000 USD 2021-12-15 1259.92000000 N N N Denso Corp. 549300RYPA10CQM3QK38 N/A -2100.00000000 NS -137124.45000000 -0.11931554105 Short EC CORP JP N 2 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 925.00000000 NS USD 43456.50000000 0.037812627945 Long EC CORP US N 1 N N N Koei Tecmo Holdings Co. Ltd. N/A N/A -1250.00000000 NS -59334.07000000 -0.05162811347 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 141.88000000 0.000123453468 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 92000.00000000 SGD 67887.67000000 USD 2021-12-15 141.88000000 N N N Cleanaway Waste Management Ltd. 549300D5C72CV6CIBS66 N/A -7274.00000000 NS -14275.43000000 -0.01242142195 Short EC CORP AU N 2 N N N Berry Global Group, Inc. 549300G6KKUMMXM8NH73 08579W103 3537.00000000 NS USD 215332.56000000 0.187366446348 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 23.20000000 0.000020186921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8667.94000000 USD 28000.00000000 ILS 2021-12-15 23.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -691.25000000 -0.00060147455 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14744.00000000 USD 77500.00000000 BRL 2021-12-15 -691.25000000 N N N Nielsen Holdings plc 549300ZVCBHQE0XHG367 N/A -11035.00000000 NS USD -211761.65000000 -0.18425930492 Short EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 719.60000000 0.000626142626 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2166125.00000000 PHP 42746.07000000 USD 2021-12-15 719.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -15.92000000 -0.00001385240 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 362375.00000000 INR 4825.25000000 USD 2021-12-15 -15.92000000 N N N N/A N/A N/A 1.00000000 NC USD -2459.41000000 -0.00213999643 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Zinc Base Metal 2021-12-13 74667.25000000 USD -2459.41000000 N N N N/A N/A N/A 1.00000000 NC N/A -589.48000000 -0.00051292183 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44761.84000000 USD 672000.00000000 ZAR 2021-12-15 -589.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -48.91000000 -0.00004255785 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 8599.04000000 USD 123473000.00000000 IDR 2021-12-15 -48.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -3656.30000000 -0.00318144147 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 112745.94000000 USD 2276000.00000000 MXN 2021-12-15 -3656.30000000 N N N N/A N/A N/A 1.00000000 NC N/A 512.26000000 0.000445730714 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 95000000.00000000 KRW 80643.05000000 USD 2021-12-15 512.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -4274.21000000 -0.00371910099 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 267802.39000000 USD 245125.00000000 CHF 2021-12-15 -4274.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -12459.94000000 -0.01084171701 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 787273.12000000 USD 1123000.00000000 NZD 2021-12-15 -12459.94000000 N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432100 1465.00000000 NS USD 147584.10000000 0.128416753855 Long EC CORP US N 1 N N N Aeon Co. Ltd. 5299009MXFL34SA71416 N/A -800.00000000 NS -21031.99000000 -0.01830048008 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -7.19000000 -0.00000625620 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 10000.00000000 CNY 1534.68000000 USD 2021-12-15 -7.19000000 N N N N/A N/A N/A 1.00000000 NC N/A -16.99000000 -0.00001478343 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27323.53000000 USD 756500.00000000 TWD 2021-12-15 -16.99000000 N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 1964.00000000 NS USD 269932.16000000 0.234874974664 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 8.24000000 0.000007169837 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 179500.00000000 ILS 55724.69000000 USD 2021-12-15 8.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 4677.05000000 0.004069622531 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35634625.00000000 JPY 325072.88000000 USD 2021-12-15 4677.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 465.68000000 0.000405200248 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142314.75000000 USD 10687500.00000000 INR 2021-12-15 465.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1943.84000000 -0.00169138560 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 193750.94000000 USD 165328.00000000 EUR 2021-12-15 -1943.84000000 N N N Repsol SA BSYCX13Y0NOTV14V9N85 N/A 35771.00000000 NS 466938.62000000 0.406295406010 Long EC CORP ES N 2 N N N N/A N/A N/A 1.00000000 NC N/A 4988.69000000 0.004340788579 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 181219.00000000 EUR 215231.91000000 USD 2021-12-15 4988.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -57.68000000 -0.00005018886 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7000.00000000 CAD 5468.84000000 USD 2021-12-15 -57.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 3169.88000000 0.002758194817 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32625000.00000000 HUF 108049.34000000 USD 2021-12-15 3169.88000000 N N N DocuSign, Inc. 549300Q7PVDWRZ39JG09 256163106 -304.00000000 NS USD -78258.72000000 -0.06809494236 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1346.75000000 -0.00117184211 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 54575.65000000 USD 39500.00000000 GBP 2021-12-15 -1346.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -2724.16000000 -0.00237036228 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2578876.00000000 SEK 292067.33000000 USD 2021-12-15 -2724.16000000 N N N EMCOR Group, Inc. 529900X0SQJB2J7YDU43 29084Q100 1373.00000000 NS USD 158416.74000000 0.137842514926 Long EC CORP US N 1 N N N Ollie's Bargain Outlet Holdings, Inc. 529900YO5DSQCPEFDZ05 681116109 -1292.00000000 NS USD -77881.76000000 -0.06776693968 Short EC CORP US N 1 N N N Tri Pointe Homes, Inc. N/A 87265H109 12617.00000000 NS USD 265209.34000000 0.230765526469 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 2614.00000000 NS USD 207420.90000000 0.180482305748 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 1150.00000000 NS USD 221041.50000000 0.192333943137 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -627.12000000 -0.00054567337 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 41816.86000000 USD 30566.00000000 GBP 2021-12-15 -627.12000000 N N N Antofagasta plc 213800MY6QVH4FVLD628 N/A -2242.00000000 NS -40743.35000000 -0.03545184574 Short EC CORP GB N 2 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 N/A 1131.00000000 NS USD 92040.78000000 0.080087070286 Long EC CORP PA N 1 N N N Wayfair, Inc. 54930027N9ZAVYFDHK53 94419L101 -727.00000000 NS USD -185755.77000000 -0.16163091412 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -115.87000000 -0.00010082149 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 198047.31000000 USD 250704.00000000 CAD 2021-12-15 -115.87000000 N N N SCOR SE 96950056ULJ4JI7V3752 N/A -426.00000000 NS -12267.04000000 -0.01067386972 Short EC CORP FR N 2 N N N N/A N/A N/A 1.00000000 NC N/A 79.79000000 0.000069427348 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7647.44000000 USD 111589375.00000000 IDR 2021-12-15 79.79000000 N N N N/A N/A N/A 1.00000000 NC N/A -575.86000000 -0.00050107072 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24832.07000000 USD 18000.00000000 GBP 2021-12-15 -575.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 90.59000000 0.000078824708 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12742.21000000 USD 49109500.00000000 COP 2021-12-15 90.59000000 N N N Aperam SA 5493001136GE6L4R7M63 N/A 3108.00000000 NS 172301.20000000 0.149923743746 Long EC CORP LU N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2482.03000000 -0.00215967868 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 224757.95000000 USD 1944500.00000000 SEK 2021-12-15 -2482.03000000 N N N Floor & Decor Holdings, Inc. 549300M5FR3N688XGQ36 339750101 -487.00000000 NS USD -58824.73000000 -0.05118492353 Short EC CORP US N 1 N N N FUJIFILM Holdings Corp. 529900UBKMFM0ST6H474 N/A -400.00000000 NS -34539.91000000 -0.03005407168 Short EC CORP JP N 2 N N N Bridgestone Corp. 549300DHPOF90OYYD780 N/A 3200.00000000 NS 151395.87000000 0.131733473812 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 18.72000000 0.000016288757 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4500.00000000 BRL 834.69000000 USD 2021-12-15 18.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -92.14000000 -0.00008017340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3627.99000000 USD 19500.00000000 BRL 2021-12-15 -92.14000000 N N N N/A N/A N/A 1.00000000 NC N/A 771.42000000 0.000671232553 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 358000.00000000 PLN 90761.64000000 USD 2021-12-15 771.42000000 N N N Shinsei Bank Ltd. 549300PZYOQ2NW83V760 N/A 9700.00000000 NS 162638.33000000 0.141515829896 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A -1615.89000000 -0.00140602780 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 226107.04000000 USD 193500.00000000 EUR 2021-12-15 -1615.89000000 N N N N/A N/A N/A 5.00000000 NC USD 27329.00000000 0.023779671835 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Aluminum Base Metal 2021-12-15 357156.25000000 USD 27329.00000000 N N N Orsted A/S W9NG6WMZIYEU8VEDOG48 N/A -4537.00000000 NS -598043.05000000 -0.52037277150 Short EC CORP DK Y 2 N N N TripAdvisor, Inc. 549300XVG45PT5BART17 896945201 -4417.00000000 NS USD -149515.45000000 -0.13009727159 Short EC CORP US N 1 N N N Nutanix, Inc. 549300X7J6E8TKVIXW09 67059N108 -6212.00000000 NS USD -234192.40000000 -0.20377688237 Short EC CORP US N 1 N N N AEON Financial Service Co. Ltd. 35380044PRFENBU7WT74 N/A 10500.00000000 NS 132954.87000000 0.115687481338 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 9867.53000000 0.008585993824 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 932580.00000000 PLN 244289.54000000 USD 2021-12-15 9867.53000000 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 1110.00000000 NS USD 43667.40000000 0.037996137506 Long EC CORP US N 1 N N N Hargreaves Lansdown plc 2138008ZCE93ZDSESG90 N/A -9060.00000000 NS -173957.67000000 -0.15136508126 Short EC CORP GB N 2 N N N Mitsubishi Electric Corp. 549300TRXM9Y6561AX39 N/A 12900.00000000 NS 179278.98000000 0.155995291133 Long EC CORP JP N 2 N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181201 -2555.00000000 NS -25779.96000000 -0.02243181194 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -30523.57000000 -0.02655935006 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1649785.39000000 USD 2239000.00000000 AUD 2021-12-15 -30523.57000000 N N N N/A N/A N/A 1.00000000 NC N/A -49.43000000 -0.00004301032 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3155.87000000 USD 345500.00000000 JPY 2021-12-15 -49.43000000 N N N N/A N/A N/A 1.00000000 NC N/A -335.78000000 -0.00029217088 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 12911.67000000 USD 3912000.00000000 HUF 2021-12-15 -335.78000000 N N N Royal Mail plc 213800TCZZU84G8Z2M70 N/A 47938.00000000 NS 271104.39000000 0.235894962396 Long EC CORP GB N 2 N N N Bucher Industries AG 52990014AQ91A29HPB27 N/A 138.00000000 NS 65523.79000000 0.057013949416 Long EC CORP CH N 2 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 N/A 203.00000000 NS 35350.66000000 0.030759526289 Long EC CORP DE N 2 N N N Isetan Mitsukoshi Holdings Ltd. 529900SY5RZO92EFG035 N/A -29500.00000000 NS -221713.84000000 -0.19291896361 Short EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 17749.26000000 0.015444091555 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 472868.14000000 USD 4291499.00000000 NOK 2021-12-15 17749.26000000 N N N N/A N/A N/A 1.00000000 NC N/A -4003.24000000 -0.00348332297 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2605848.00000000 NOK 293905.34000000 USD 2021-12-15 -4003.24000000 N N N N/A N/A N/A 1.00000000 NC N/A -2711.60000000 -0.00235943350 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 169136.15000000 USD 123500.00000000 GBP 2021-12-15 -2711.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -5961.18000000 -0.00518697735 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 139689.67000000 USD 532000.00000000 PLN 2021-12-15 -5961.18000000 N N N Legal & General Group plc 213800JH9QQWHLO99821 N/A -20454.00000000 NS -76847.48000000 -0.06686698583 Short EC CORP GB N 2 N N N Victoria's Secret & Co. 5493006T3O70U3UWVF17 926400102 214.00000000 NS USD 11825.64000000 0.010289796130 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC USD -11549.71000000 -0.01004970227 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-11-26 223393.75000000 USD -11549.71000000 N N N N/A N/A N/A 1.00000000 NC N/A -3227.51000000 -0.00280834017 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 335450.39000000 USD 2906000.00000000 NOK 2021-12-15 -3227.51000000 N N N N/A N/A N/A 1.00000000 NC N/A 692.72000000 0.000602753641 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 142087.71000000 USD 10687500.00000000 INR 2021-12-15 692.72000000 N N N Sensata Technologies Holding plc 529900MS7KFYCY9MS037 N/A 476.00000000 NS USD 26046.72000000 0.022663926744 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A 539.71000000 0.000469615671 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4406000.00000000 JPY 40154.66000000 USD 2021-12-15 539.71000000 N N N N/A N/A N/A -5.00000000 NC USD -4169.75000000 -0.00362820764 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Aluminum Base Metal 2021-12-15 -357156.25000000 USD -4169.75000000 N N N N/A N/A N/A 1.00000000 NC N/A 52.20000000 0.000045420574 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 27559.77000000 USD 105667500.00000000 COP 2021-12-15 52.20000000 N N N N/A N/A N/A 1.00000000 NC N/A -592.31000000 -0.00051538429 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 34457.23000000 USD 31500.00000000 CHF 2021-12-15 -592.31000000 N N N WiseTech Global Ltd. 254900VE3AF301Q85K83 N/A -275.00000000 NS -10428.89000000 -0.00907444772 Short EC CORP AU N 2 N N N N/A N/A N/A 1.00000000 NC N/A 2.94000000 0.000002558170 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1000.00000000 DKK 158.93000000 USD 2021-12-15 2.94000000 N N N Skechers USA, Inc. 529900D2R54KZPA4XR56 830566105 4402.00000000 NS USD 185412.24000000 0.161331999760 Long EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637104 206.00000000 NS USD 121366.96000000 0.105604540248 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 96.69000000 0.000084132477 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 691874.00000000 TWD 25070.50000000 USD 2021-12-15 96.69000000 N N N N/A N/A N/A 28400000.00000000 PA USD -24188.58000000 -0.02104711092 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-18 0.00000000 USD 23229.74000000 USD 28400000.00000000 USD -24188.58000000 N N N N/A N/A N/A 1.00000000 NC N/A 538.02000000 0.000468145158 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 272000.00000000 PLN 68910.48000000 USD 2021-12-15 538.02000000 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 962879102 -1392.00000000 NS -52400.57000000 -0.04559509526 Short EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3207.93000000 0.002791303109 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 82000.00000000 GBP 113708.44000000 USD 2021-12-15 3207.93000000 N N N N/A N/A N/A -1.00000000 NC USD 7626.84000000 0.006636311330 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short NASDAQ 100 E-Mini Index US6311011026 2021-12-17 -293650.00000000 USD 7626.84000000 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 093671105 5130.00000000 NS USD 128250.00000000 0.111593651904 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -56.93000000 -0.00004953626 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3425.85000000 USD 2500.00000000 GBP 2021-12-15 -56.93000000 N N N N/A N/A N/A 1.00000000 NC N/A -6013.95000000 -0.00523289390 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 259200.53000000 USD 218234.00000000 EUR 2021-12-15 -6013.95000000 N N N Amada Co. Ltd. 529900QF5O6TQGCPDX85 N/A 2500.00000000 NS 25787.69000000 0.022438538021 Long EC CORP JP N 2 N N N N/A N/A N/A 1.00000000 NC N/A 60.47000000 0.000052616515 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 161662.00000000 ILS 50240.04000000 USD 2021-12-15 60.47000000 N N N Aspen Technology, Inc. 529900B0MZWTVFG7CB96 045327103 1000.00000000 NS USD 122800.00000000 0.106851465526 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -9799.05000000 -0.00852640759 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 819429.96000000 USD 1119500.00000000 AUD 2021-12-15 -9799.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 65.76000000 0.000057219481 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 149500.00000000 PHP 2966.31000000 USD 2021-12-15 65.76000000 N N N Dynatrace, Inc. N/A 268150109 -346.00000000 NS USD -24555.62000000 -0.02136648195 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -266.04000000 -0.00023148830 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 25228.37000000 USD 18524.00000000 GBP 2021-12-15 -266.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 95.48000000 0.000083079624 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7500.00000000 EUR 8796.69000000 USD 2021-12-15 95.48000000 N N N N/A N/A N/A 1.00000000 NC N/A -3132.84000000 -0.00272596535 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 228396.81000000 USD 25054000.00000000 JPY 2021-12-15 -3132.84000000 N N N Dollarama, Inc. 5493002GJ0NJP1HI0C79 25675T107 -308.00000000 NS -13359.80000000 -0.01162470854 Short EC CORP CA N 1 N N N Koninklijke DSM NV 724500SNT1MK246AHP04 N/A -46.00000000 NS -9198.90000000 -0.00800420151 Short EC CORP NL N 2 N N N Shinko Electric Industries Co. Ltd. 549300627MZ4832XWF51 N/A -300.00000000 NS -9936.87000000 -0.00864632835 Short EC CORP JP N 2 N N N Whitbread plc 21380099VMZKRMN3EX36 N/A -1262.00000000 NS -56112.39000000 -0.04882484613 Short EC CORP GB N 2 N N N GameStop Corp. 549300505KLOET039L77 36467W109 -796.00000000 NS USD -139674.12000000 -0.12153407506 Short EC CORP US N 1 N N N N/A N/A N/A -2.00000000 NC USD 23402.21000000 0.020362869992 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Short N/A LME Copper Base Metal 2021-12-03 -446819.50000000 USD 23402.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 6749.16000000 0.005872619194 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 761502.00000000 AUD 557473.19000000 USD 2021-12-15 6749.16000000 N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 -10064.00000000 NS USD -298296.96000000 -0.25955592294 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 87.65000000 0.000076266538 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 4000.00000000 EUR 4728.29000000 USD 2021-12-15 87.65000000 N N N N/A N/A N/A 1.00000000 NC N/A 4631.89000000 0.004030327643 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 183961.00000000 EUR 218056.27000000 USD 2021-12-15 4631.89000000 N N N N/A N/A N/A 1.00000000 NC N/A -3190.70000000 -0.00277631083 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 249688.22000000 USD 3750000.00000000 ZAR 2021-12-15 -3190.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -5961.01000000 -0.00518682943 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 139689.50000000 USD 532000.00000000 PLN 2021-12-15 -5961.01000000 N N N ASR Nederland NV 7245000G0HS48PZWUD53 N/A 6731.00000000 NS 307912.16000000 0.267922357895 Long EC CORP NL N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2382.30000000 -0.00207290102 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 259404.37000000 USD 221540.00000000 EUR 2021-12-15 -2382.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -45.21000000 -0.00003933839 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 695500.00000000 SEK 79457.44000000 USD 2021-12-15 -45.21000000 N N N N/A N/A N/A 1.00000000 NC N/A -2504.95000000 -0.00217962197 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 56172.30000000 USD 213500.00000000 PLN 2021-12-15 -2504.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -1699.30000000 -0.00147860501 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 46097.47000000 USD 13811000.00000000 HUF 2021-12-15 -1699.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -319.66000000 -0.00027814445 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 352694.84000000 USD 3082626.00000000 SEK 2021-12-15 -319.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 442.38000000 0.000384926313 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1373500.00000000 PHP 27090.59000000 USD 2021-12-15 442.38000000 N N N N/A N/A N/A 1.00000000 NC N/A 520.80000000 0.000453161589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 306002.99000000 USD 1988000.00000000 CNY 2021-12-15 520.80000000 N N N N/A N/A N/A 1.00000000 NC N/A 3379.16000000 0.002940294774 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 348995.79000000 USD 3082624.00000000 SEK 2021-12-15 3379.16000000 N N N N/A N/A N/A 1.00000000 NC N/A 102.98000000 0.000089605569 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15351.48000000 USD 223178749.00000000 IDR 2021-12-15 102.98000000 N N N N/A N/A N/A 1.00000000 NC N/A 141.65000000 0.000123253339 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 50000.00000000 BRL 9207.94000000 USD 2021-12-15 141.65000000 N N N N/A N/A N/A 6118800000.00000000 PA 32128.15000000 0.027955536744 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2024-03-21 0.00000000 USD 4895.31000000 USD 6118800000.00000000 JPY 32128.15000000 N N N N/A N/A N/A 1.00000000 NC N/A 1417.50000000 0.001233403521 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19362500.00000000 JPY 175508.41000000 USD 2021-12-15 1417.50000000 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 781.00000000 NS USD 151623.34000000 0.131931401360 Long EC CORP US N 1 N N N Sirius XM Holdings, Inc. 54930055RWDMVXAGZK98 82968B103 -32709.00000000 NS USD -199524.90000000 -0.17361179131 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -40840.56000000 -0.03553643069 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2843078.19000000 USD 311666624.00000000 JPY 2021-12-15 -40840.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -389.85000000 -0.00033921859 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 22499.62000000 USD 26212500.00000000 KRW 2021-12-15 -389.85000000 N N N N/A N/A N/A 1.00000000 NC N/A 2421.44000000 0.002106957758 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 354054.50000000 USD 3118500.00000000 SEK 2021-12-15 2421.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 17.42000000 0.000015157593 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 24000.00000000 CAD 18965.48000000 USD 2021-12-15 17.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -1200.60000000 -0.00104467320 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 620440.00000000 NOK 69730.01000000 USD 2021-12-15 -1200.60000000 N N N Mercari, Inc. 3538009SK4V5AXSTUJ26 N/A -13700.00000000 NS -757034.65000000 -0.65871548702 Short EC CORP JP N 2 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 -1029.00000000 NS USD -80776.50000000 -0.07028572805 Short EC CORP US N 1 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 3179.00000000 NS 294084.82000000 0.255890830669 Long EC CORP DE N 2 N N N N/A N/A N/A 1.00000000 NC N/A 65.77000000 0.000057228183 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 149500.00000000 PHP 2966.32000000 USD 2021-12-15 65.77000000 N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959E102 -651.00000000 NS USD -57958.53000000 -0.05043122044 Short EC CORP US N 1 N N N eBay, Inc. OML71K8X303XQONU6T67 278642103 4376.00000000 NS USD 304875.92000000 0.265280446708 Long EC CORP US N 1 N N N Tempur Sealy International, Inc. 549300HFEKVR3US71V91 88023U101 -1006.00000000 NS USD -46688.46000000 -0.04062484018 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 19.58000000 0.000017037065 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2628.27000000 USD 10133000.00000000 COP 2021-12-15 19.58000000 N N N A O Smith Corp. 549300XG4US7UJNECY36 831865209 476.00000000 NS USD 29069.32000000 0.025293969412 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -4354.68000000 -0.00378912003 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 261376.75000000 USD 221540.00000000 EUR 2021-12-15 -4354.68000000 N N N N/A N/A N/A 1.00000000 NC N/A -1059.65000000 -0.00092202895 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 45906.36000000 USD 65000.00000000 NZD 2021-12-15 -1059.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -286.18000000 -0.00024901264 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20321.86000000 USD 76674000.00000000 COP 2021-12-15 -286.18000000 N N N Unicharm Corp. 353800UQ4BZIJTAQEG85 N/A -2100.00000000 NS -93055.21000000 -0.08096975214 Short EC CORP JP N 2 N N N N/A N/A N/A 2.00000000 NC USD -22085.76000000 -0.01921739269 N/A DCO GB N 1 LME Clear 213800L8AQD59D3JRW81 Long N/A LME Copper Base Metal 2021-12-03 446819.50000000 USD -22085.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -3704.03000000 -0.00322297258 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 81390.37000000 USD 24166000.00000000 HUF 2021-12-15 -3704.03000000 N N N Virtu Financial, Inc. 5493001OPW2K42CH3884 928254101 713.00000000 NS USD 17418.59000000 0.015156367010 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5244.07000000 -0.00456300134 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 119880.13000000 USD 35660000.00000000 HUF 2021-12-15 -5244.07000000 N N N Koninklijke Vopak NV 724500UL634GFV1KYF10 N/A -295.00000000 NS -11623.73000000 -0.01011410900 Short EC CORP NL N 2 N N N Frontdoor, Inc. 5493008RB0JZJI3QGZ06 35905A109 -717.00000000 NS USD -30042.30000000 -0.02614058455 Short EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -142.47000000 -0.00012396684 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 31637.66000000 USD 2357500.00000000 INR 2021-12-15 -142.47000000 N N N N/A N/A N/A 1.00000000 NC N/A 653.22000000 0.000568383667 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 142127.21000000 USD 10687500.00000000 INR 2021-12-15 653.22000000 N N N Herman Miller, Inc. U98HXD3PNK7HYU2MU887 600544100 5319.00000000 NS USD 200313.54000000 0.174298007441 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 667.25000000 0.000580591533 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 1454962.00000000 ILS 452284.59000000 USD 2021-12-15 667.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -679.69000000 -0.00059141590 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 57822.87000000 USD 6355500.00000000 JPY 2021-12-15 -679.69000000 N N N N/A N/A N/A 1.00000000 NC N/A 3248.44000000 0.002826551911 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17632500.00000000 HUF 59931.57000000 USD 2021-12-15 3248.44000000 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 3120.00000000 NS USD 329815.20000000 0.286980761180 Long EC CORP US N 1 N N N Aena SME SA 959800R7QMXKF0NFMT29 N/A -1397.00000000 NS -241599.49000000 -0.21022198352 Short EC CORP ES Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -864.72000000 -0.00075241530 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 198797.74000000 USD 250706.00000000 CAD 2021-12-15 -864.72000000 N N N N/A N/A N/A 1.00000000 NC N/A -296.84000000 -0.00025828818 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 11598.32000000 USD 582500.00000000 PHP 2021-12-15 -296.84000000 N N N 2021-11-01 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer XXXX