0001752724-24-190984.txt : 20240826
0001752724-24-190984.hdr.sgml : 20240826
20240826141441
ACCESSION NUMBER: 0001752724-24-190984
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240826
DATE AS OF CHANGE: 20240826
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AQR Funds
CENTRAL INDEX KEY: 0001444822
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22235
FILM NUMBER: 241240095
BUSINESS ADDRESS:
STREET 1: ONE GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: 203-742-3600
MAIL ADDRESS:
STREET 1: ONE GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
0001444822
S000029959
AQR Multi-Asset Fund
C000091908
Class N
AQRNX
C000091909
Class I
AQRIX
C000145939
Class R6
AQRRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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XXXXXXXX
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C000091909
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C000145939
AQR Funds
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0001444822
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One Greenwich Plaza
Suite 130
Greenwich
06830
203-742-3600
AQR Multi-Asset Fund
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L78U4GN0NU02PQQXU194
2024-12-31
2024-06-30
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EUR
GBP
HKD
HUF
INR
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KRW
MXN
NOK
NZD
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SGD
TWD
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NC
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DFE
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Citibank
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Forward Foreign Currency Contract
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DFE
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2024-09-18
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2024-09-18
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Forward Foreign Currency Contract
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DFE
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Citibank
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2024-09-18
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Forward Foreign Currency Contract
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DFE
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2024-09-18
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LME Zinc Base Metal
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LME Clear
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Short
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LME Zinc Base Metal
2024-07-25
-217177.50000000
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N
N
N
N/A
N/A
Forward Foreign Currency Contract
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Citibank
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2024-09-18
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N
N
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EC
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SE
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2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
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NC
N/A
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JP Morgan Chase Bank
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USD
2024-09-18
543.35000000
N
N
N
Square Enix Holdings Co. Ltd.
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Square Enix Holdings Co. Ltd.
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NS
533314.65000000
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EC
CORP
JP
N
2
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
-23300.00000000
NS
-268989.54000000
-0.06111687255
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EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5.40000000
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DFE
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JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
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COP
2024-09-18
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N
N/A
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N/A
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DFE
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Citibank
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2024-09-18
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N
N
Nutrien Ltd.
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Nutrien Ltd.
67077M108
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EC
CORP
CA
N
1
N
N
N
N/A
N/A
LME Zinc Base Metal
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NC
USD
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DCO
GB
N
1
LME Clear
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Short
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LME Zinc Base Metal
2024-07-29
-144931.50000000
USD
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N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
192.89000000
0.000043826364
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
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CLP
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2024-09-23
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N/A
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DFE
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JP Morgan Chase Bank
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CLP
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USD
2024-09-23
1152.71000000
N
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N
Belden, Inc.
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Belden, Inc.
077454106
-1565.00000000
NS
USD
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-0.03335361493
Short
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
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Kraft Heinz Co. (The)
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NS
USD
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EC
CORP
US
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1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
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NC
N/A
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DFE
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Citibank
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USD
135786.00000000
PLN
2024-09-18
-726.29000000
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N
N
N/A
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Forward Foreign Currency Contract
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NC
N/A
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DFE
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Citibank
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BRL
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USD
2024-09-18
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N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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-0.00014717696
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DFE
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N
2
Citibank
MBNUM2BPBDO7JBLYG310
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USD
55000000.00000000
HUF
2024-09-18
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N/A
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Forward Foreign Currency Contract
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N/A
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0.007312693224
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DFE
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2
Citibank
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AUD
2024-09-18
32184.86000000
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N
N
N/A
N/A
Forward Foreign Currency Contract
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1.00000000
NC
N/A
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0.000210618295
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DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
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USD
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KRW
2024-09-19
926.98000000
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N
N/A
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Forward Foreign Currency Contract
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NC
N/A
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0.000246555959
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DFE
N/A
N
2
Citibank
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BRL
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2024-09-18
1085.15000000
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
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NS
USD
341142.40000000
0.077510659272
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
9613.81000000
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N/A
DFE
N/A
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2
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7H6GLXDRUGQFU57RNE97
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2024-09-18
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N
N
N/A
N/A
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N/A
-12.00000000
NC
USD
3181.99000000
0.000722977099
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
KC HRW Wheat
2024-09-13
-351750.00000000
USD
3181.99000000
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
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NS
1338614.16000000
0.304145324805
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
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N/A
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DFE
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2024-09-18
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-0.00012101156
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GB
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1
LME Clear
213800L8AQD59D3JRW81
Long
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LME Lead Base Metal
2024-07-30
54939.00000000
USD
-532.60000000
N
N
N
Treasury Wine Estates Ltd.
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Treasury Wine Estates Ltd.
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EC
CORP
AU
N
2
N
N
N
Synchrony Financial
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Synchrony Financial
87165B103
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NS
USD
456091.35000000
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EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
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N/A
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N/A
DFE
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N
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JP Morgan Chase Bank
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2024-09-18
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N
N
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Forward Foreign Currency Contract
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N/A
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DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
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6717075.00000000
SEK
2024-09-18
-7800.88000000
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N
N/A
N/A
Forward Foreign Currency Contract
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N/A
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N/A
N
2
Citibank
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1901338.24000000
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2024-09-18
-23227.12000000
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N
N
N/A
N/A
DAX Index
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-0.00894218012
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
DAX Index
DE0008469008
2024-09-20
-8281350.00000000
EUR
-39356.61000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
43.00000000
NC
USD
-73943.09000000
-0.01680054327
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-09-18
10311561.25000000
USD
-73943.09000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-1.00000000
NC
USD
14329.62000000
0.003255820130
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-07-30
-237792.75000000
USD
14329.62000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
15518.36000000
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TWD
2024-09-18
-93.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11643.17000000
-0.00264543423
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1106548.08000000
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11667274.00000000
NOK
2024-09-18
-11643.17000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
1.00000000
NC
USD
3031.94000000
0.000688884372
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2024-09-10
73230.50000000
USD
3031.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6569.11000000
0.001492561601
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6137654.00000000
CZK
269424.27000000
USD
2024-09-18
6569.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17889.19000000
-0.00406458684
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1181517.00000000
CHF
1309867.63000000
USD
2024-09-18
-17889.19000000
N
N
N
Archer-Daniels-Midland Co.
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Archer-Daniels-Midland Co.
039483102
4670.00000000
NS
USD
282301.50000000
0.064141471064
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Brent Crude Oil
N/A
23.00000000
NC
USD
48982.91000000
0.011129363125
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Brent Crude Oil
2024-07-31
1955000.00000000
USD
48982.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
172.37000000
0.000039164033
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2500000.00000000
PHP
42925.39000000
USD
2024-09-18
172.37000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
122.63000000
0.000027862652
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
28341.51000000
USD
119628906.00000000
COP
2024-09-18
122.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4775.96000000
0.001085141595
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
468462.00000000
BRL
87832.56000000
USD
2024-09-18
4775.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1553.38000000
0.000352942079
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
210629.00000000
BRL
38897.13000000
USD
2024-09-18
1553.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-70.48000000
-0.00001601369
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3846.63000000
USD
15216.00000000
PLN
2024-09-18
-70.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1808.63000000
0.000410937202
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
255904.00000000
BRL
47179.47000000
USD
2024-09-18
1808.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1053.09000000
0.000239271636
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DFE
N/A
N
2
Citibank
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374974.00000000
SGD
278622.57000000
USD
2024-09-18
1053.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7701.07000000
-0.00174975321
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2540999.00000000
AUD
1690889.17000000
USD
2024-09-18
-7701.07000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3148.79000000
0.000715433756
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
50000000.00000000
JPY
317718.64000000
USD
2024-09-18
3148.79000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CEZ0
4964136.00000000
PA
USD
4450960.00000000
1.011298636567
Long
DBT
UST
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
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N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
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CHF
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USD
2024-09-18
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N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12691.53000000
-0.00288363116
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
562827.65000000
USD
203463994.00000000
HUF
2024-09-18
-12691.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2002.64000000
0.000455018041
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
196754.00000000
BRL
36886.40000000
USD
2024-09-18
2002.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17882.64000000
-0.00406309862
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1181517.00000000
CHF
1309874.18000000
USD
2024-09-18
-17882.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-237.53000000
-0.00005396897
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
38383.78000000
USD
625000000.00000000
IDR
2024-09-18
-237.53000000
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
18063.00000000
NS
USD
2079412.56000000
0.472461466018
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1242.99000000
0.000282418645
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
158288.00000000
BRL
29306.87000000
USD
2024-09-18
1242.99000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GK7
673000.00000000
PA
USD
669275.79000000
0.152065553029
Long
STIV
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
11715.00000000
NS
USD
2133887.25000000
0.484838611560
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
1.00000000
NC
USD
-2982.88000000
-0.00067773749
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-09-11
239519.75000000
USD
-2982.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-311.50000000
-0.00007077563
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33415842.00000000
CLP
35178.10000000
USD
2024-09-23
-311.50000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
74.28000000
0.000016877092
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
70374.00000000
NOK
6678.47000000
USD
2024-09-18
74.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
419.02000000
0.000095205159
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11337868.00000000
CLP
12460.50000000
USD
2024-09-23
419.02000000
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
3534155.00000000
PA
3346800.74000000
0.760423599678
Long
DBT
NUSS
FR
Y
2
2036-03-01
Fixed
0.10000000
N
N
N
N
N
N
Ibiden Co. Ltd.
52990051DBFIQEY37C91
Ibiden Co. Ltd.
N/A
-1800.00000000
NS
-73678.18000000
-0.01674035331
Short
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15845.65000000
-0.00360027594
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1430852.78000000
USD
1316200.00000000
EUR
2024-09-18
-15845.65000000
N
N
N
United Therapeutics Corp.
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
1075.00000000
NS
USD
342441.25000000
0.077805769818
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36776.33000000
-0.00835591701
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2377433.78000000
USD
2177214.00000000
EUR
2024-09-18
-36776.33000000
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
15018.00000000
NS
USD
1016868.78000000
0.231041845080
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
2048.00000000
NS
USD
88821.76000000
0.020181112565
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1020.00000000
NS
USD
200532.00000000
0.045562696179
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18489.89000000
-0.00420107135
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1121473.01000000
USD
1025964.00000000
EUR
2024-09-18
-18489.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23.85000000
0.000005418937
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
9756098.00000000
CLP
10385.40000000
USD
2024-09-23
23.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-33870.70000000
-0.00769573142
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1912972.44000000
USD
20023652.00000000
NOK
2024-09-18
-33870.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1492.03000000
0.000339002800
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
970714.00000000
CZK
43064.46000000
USD
2024-09-18
1492.03000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-1.00000000
NC
USD
-3572.13000000
-0.00081162045
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-07-05
-236582.00000000
USD
-3572.13000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CCM1
5147384.00000000
PA
USD
4519849.28000000
1.026950908197
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
-2772.00000000
NS
USD
-198613.80000000
-0.04512686367
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23.99000000
-0.00000545074
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
149481.15000000
USD
1164500.00000000
HKD
2024-09-19
-23.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
43366.26000000
0.009853209107
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
958088.64000000
USD
18330706.00000000
ZAR
2024-09-18
43366.26000000
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
6994.00000000
NS
USD
1096379.44000000
0.249107390952
Long
EC
CORP
US
N
1
N
N
N
MP Materials Corp.
89450063PHPS61USMT84
MP Materials Corp.
553368101
-45733.00000000
NS
USD
-582181.09000000
-0.13227684422
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-230572.24000000
-0.05238811221
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3473325.33000000
USD
60065351.00000000
MXN
2024-09-18
-230572.24000000
N
N
N
Autoliv, Inc.
A23RUXWKASG834LTMK28
Autoliv, Inc.
052800109
2510.00000000
NS
USD
268544.90000000
0.061015846295
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
12386.00000000
NS
USD
718759.58000000
0.163308720652
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-362.89000000
-0.00008245191
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
262361.17000000
USD
360000000.00000000
KRW
2024-09-19
-362.89000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
-28225.00000000
NS
USD
-1254319.00000000
-0.28499269697
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
179.15000000
0.000040704511
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4500000.00000000
PHP
77134.59000000
USD
2024-09-18
179.15000000
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
-6290.00000000
NS
USD
-169767.10000000
-0.03857263079
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-235847.36000000
-0.05358666750
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3567546.76000000
USD
61712899.00000000
MXN
2024-09-18
-235847.36000000
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
3036.00000000
NS
USD
1163364.84000000
0.264327083712
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7040.85000000
-0.00159974522
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
529904.00000000
CHF
588450.92000000
USD
2024-09-18
-7040.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2642.09000000
0.000600306903
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
951623.00000000
EUR
1025703.43000000
USD
2024-09-18
2642.09000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
9128283R9
1016920.00000000
PA
USD
958205.68000000
0.217713054652
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2501.00000000
-0.00056824997
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
714080.00000000
CAD
520455.22000000
USD
2024-09-18
-2501.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.44000000
-0.00000282648
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
28476.58000000
USD
119628906.00000000
COP
2024-09-18
-12.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5101.73000000
0.001159159505
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
980261.39000000
USD
10500000.00000000
NOK
2024-09-18
5101.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1411.19000000
-0.00032063521
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
250433.40000000
USD
8071428.00000000
TWD
2024-09-18
-1411.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
453.78000000
0.000103102947
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
39934.00000000
BRL
7533.93000000
USD
2024-09-18
453.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10501.29000000
0.002385988698
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
51509832.00000000
JPY
334570.09000000
USD
2024-09-18
10501.29000000
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
5171.00000000
NS
184191.24000000
0.041849926730
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24757.53000000
-0.00562513622
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1913435.40000000
USD
20125695.00000000
NOK
2024-09-18
-24757.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1335.67000000
0.000303476384
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
187794.34000000
USD
259875000.00000000
KRW
2024-09-19
1335.67000000
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
42700.00000000
NS
168560.86000000
0.038298562084
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-580.56000000
-0.00013190851
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32832.66000000
USD
30000.00000000
EUR
2024-09-18
-580.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12747.96000000
-0.00289645257
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6000000.00000000
ZAR
315047.89000000
USD
2024-09-18
-12747.96000000
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
412.00000000
NS
42884.82000000
0.009743821556
Long
EC
CORP
SE
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-885.67000000
-0.00020123228
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
43712.32000000
USD
1000000.00000000
CZK
2024-09-18
-885.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1085.32000000
0.000246594585
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
179261.00000000
BRL
32867.64000000
USD
2024-09-18
1085.32000000
N
N
N
Robinhood Markets, Inc.
213800FS5AO3YWIE6F63
Robinhood Markets, Inc., Class A
770700102
16360.00000000
NS
USD
371535.60000000
0.084416271032
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
43361.47000000
0.009852120776
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
958093.48000000
USD
18330707.00000000
ZAR
2024-09-18
43361.47000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt Inflation Linked
N/A
2984130.00000000
PA
3804302.77000000
0.864372226303
Long
DBT
NUSS
GB
Y
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
2638.00000000
NS
USD
672901.04000000
0.152889242836
Long
EC
CORP
CH
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4955.52000000
-0.00112593926
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
717708.04000000
USD
5171250.00000000
CNY
2024-09-19
-4955.52000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
50526.35000000
0.011480046746
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4832929.00000000
NZD
2994228.61000000
USD
2024-09-18
50526.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1467.91000000
0.000333522516
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
374974.00000000
SGD
279037.39000000
USD
2024-09-18
1467.91000000
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)
N/A
38.00000000
NS
18998.30000000
0.004316586733
Long
EC
CORP
DE
N
2
N
N
N
Grab Holdings Ltd.
549300N4VQX83VPJF439
Grab Holdings Ltd., Class A
N/A
89392.00000000
NS
USD
317341.60000000
0.072102900813
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
177.28000000
0.000040279630
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
74500.00000000
SGD
55324.91000000
USD
2024-09-18
177.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-273.93000000
-0.00006223939
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
23414.34000000
USD
750038.00000000
TWD
2024-09-18
-273.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-562.89000000
-0.00012789373
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5625000.00000000
PHP
95631.41000000
USD
2024-09-18
-562.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3744.39000000
-0.00085075949
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
941916.00000000
CAD
686067.44000000
USD
2024-09-18
-3744.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
98061.12000000
0.022280379279
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6508532.00000000
EUR
7095188.62000000
USD
2024-09-18
98061.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84889.70000000
0.019287712733
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4651604.00000000
EUR
5085689.61000000
USD
2024-09-18
84889.70000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
2.00000000
NC
USD
1908.20000000
0.000433560413
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-07-23
109618.00000000
USD
1908.20000000
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
1228.00000000
NS
USD
32308.68000000
0.007340826256
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
-10699.14000000
-0.00243094202
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-08-01
102709.44000000
USD
-10699.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1808.87000000
0.000410991733
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
255904.00000000
BRL
47179.71000000
USD
2024-09-18
1808.87000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-2.00000000
NC
USD
21952.34000000
0.004987771517
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-09-04
-478391.50000000
USD
21952.34000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-104.10000000
-0.00002365246
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
28568.24000000
USD
119628906.00000000
COP
2024-09-18
-104.10000000
N
N
N
Repligen Corp.
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
-2325.00000000
NS
USD
-293089.50000000
-0.06659260288
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
239.82000000
0.000054489287
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31707317.00000000
CLP
33914.86000000
USD
2024-09-23
239.82000000
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
11354.00000000
NS
USD
149645.72000000
0.034000870060
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-37605.74000000
-0.00854436651
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1044229.26000000
USD
160000000.00000000
JPY
2024-09-18
-37605.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4872.91000000
-0.00110716951
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
490890.79000000
USD
5178992.00000000
NOK
2024-09-18
-4872.91000000
N
N
N
AppLovin Corp.
549300LLVXMUAOL3SQ07
AppLovin Corp., Class A
03831W108
-1878.00000000
NS
USD
-156287.16000000
-0.03550986569
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
182.43000000
0.000041449756
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
58239.60000000
USD
245535714.00000000
COP
2024-09-18
182.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2620.08000000
-0.00059530603
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
109686.71000000
USD
2500000.00000000
CZK
2024-09-18
-2620.08000000
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
73370.00000000
NS
USD
9064129.80000000
2.059452816562
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
-200.00000000
NS
-87535.65000000
-0.01988889666
Short
EC
CORP
JP
N
2
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
-3814.00000000
NS
USD
-296919.90000000
-0.06746290464
Short
EC
CORP
US
N
1
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
1678.00000000
NS
USD
29297.88000000
0.006656745083
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
192.72000000
0.000043787738
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31707317.00000000
CLP
33867.76000000
USD
2024-09-23
192.72000000
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
33115.00000000
NS
USD
6399473.75000000
1.454018701161
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4540.99000000
0.001031754272
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
909029.00000000
ILS
246057.46000000
USD
2024-09-18
4540.99000000
N
N
N
Domino's Pizza Enterprises Ltd.
54930034RFI409JZ3179
Domino's Pizza Enterprises Ltd.
N/A
-6033.00000000
NS
-143950.38000000
-0.03270683695
Short
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12746.38000000
-0.00289609358
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6000000.00000000
ZAR
315049.47000000
USD
2024-09-18
-12746.38000000
N
N
N
Revvity, Inc.
549300IKL1SDPFI7N655
Revvity, Inc.
714046109
-976.00000000
NS
USD
-102343.36000000
-0.02325334319
Short
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
912828Y38
874377.00000000
PA
USD
830865.86000000
0.188780288159
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15599.97000000
-0.00354445521
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1457821.43000000
USD
1341514.00000000
EUR
2024-09-18
-15599.97000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
5.00000000
NC
USD
-9521.90000000
-0.00216346237
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-08-16
276236.25000000
USD
-9521.90000000
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB, Class B
N/A
108166.00000000
NS
334448.81000000
0.075989814681
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3958.11000000
-0.00089931862
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
115196.85000000
USD
104738759.00000000
CLP
2024-09-23
-3958.11000000
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
11731.00000000
NS
USD
549831.97000000
0.124926829628
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12.30000000
-0.00000279467
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
28476.44000000
USD
119628906.00000000
COP
2024-09-18
-12.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19650.85000000
-0.00446485203
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1462405.54000000
USD
1342010.00000000
EUR
2024-09-18
-19650.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
240.44000000
0.000054630157
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1046495.47000000
USD
87494537.00000000
INR
2024-09-18
240.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18827.42000000
0.004277761241
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
115000000.00000000
JPY
742338.07000000
USD
2024-09-18
18827.42000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
890.71000000
0.000202377421
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
37572255.00000000
CLP
40794.66000000
USD
2024-09-23
890.71000000
N
N
N
N/A
N/A
Total Return Swap
000000000
10580240.00000000
PA
-52974.32000000
-0.01203624781
N/A
DE
US
N
2
Merrill Lynch International
549300J8H1BYG1YAFY05
N/A
N/A
Y
2024-09-20
0.00000000
USD
0.00000000
USD
10580240.00000000
CHF
-52974.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8503.96000000
-0.00193217713
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6000000.00000000
ZAR
319291.89000000
USD
2024-09-18
-8503.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7730.25000000
-0.00175638318
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
503819.76000000
USD
5286315.00000000
NOK
2024-09-18
-7730.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7425.28000000
0.001687091220
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
875901.00000000
ILS
240140.10000000
USD
2024-09-18
7425.28000000
N
N
N
ALS Ltd.
549300RYCQ8DMIO2J661
ALS Ltd.
N/A
-6357.00000000
NS
-59205.85000000
-0.01345210817
Short
EC
CORP
AU
N
2
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
-121000.00000000
NS
-626833.07000000
-0.14242218061
Short
EC
CORP
JP
N
2
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
456.00000000
NS
USD
49608.24000000
0.011271443795
Long
EC
CORP
US
N
1
N
N
N
Subsea 7 SA
222100AIF0CBCY80AH62
Subsea 7 SA
N/A
6280.00000000
NS
117851.79000000
0.026776999690
Long
EC
CORP
LU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28425.10000000
0.006458441521
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2416464.00000000
NZD
1500275.92000000
USD
2024-09-18
28425.10000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1728.46000000
-0.00039272184
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2339738.04000000
USD
2080500.00000000
CHF
2024-09-18
-1728.46000000
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
146.00000000
NC
USD
30719.47000000
0.006979743274
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2024-09-19
17209750.00000000
USD
30719.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-222.40000000
-0.00005053130
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
33415842.00000000
CLP
35267.20000000
USD
2024-09-23
-222.40000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
-12178.55000000
-0.00276707744
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-07-23
102574.44000000
USD
-12178.55000000
N
N
N
Fairfax Financial Holdings Ltd.
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
678.00000000
NS
771310.80000000
0.175248836298
Long
EC
CORP
CA
N
1
N
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB, Class B
N/A
5592.00000000
NS
217619.34000000
0.049445095402
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8502.36000000
-0.00193181360
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6000000.00000000
ZAR
319293.49000000
USD
2024-09-18
-8502.36000000
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
4545864.00000000
PA
4585539.41000000
1.041876303821
Long
DBT
NUSS
FR
Y
2
2031-07-25
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-4.00000000
NC
USD
12764.48000000
0.002900206072
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-08-20
-221275.00000000
USD
12764.48000000
N
N
N
Magna International, Inc.
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
5825.00000000
NS
244147.14000000
0.055472453089
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-525.63000000
-0.00011942792
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
254640.00000000
ZAR
13386.03000000
USD
2024-09-18
-525.63000000
N
N
N
Okta, Inc.
549300N8J06I8MRHU620
Okta, Inc., Class A
679295105
-2265.00000000
NS
USD
-212026.65000000
-0.04817438531
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
47169.44000000
0.010717326230
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4832929.00000000
NZD
2990871.70000000
USD
2024-09-18
47169.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-632.73000000
-0.00014376201
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
765891.96000000
USD
1044937.00000000
CAD
2024-09-18
-632.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
453.74000000
0.000103093859
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
39934.00000000
BRL
7533.89000000
USD
2024-09-18
453.74000000
N
N
N
Lattice Semiconductor Corp.
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
-4780.00000000
NS
USD
-277192.20000000
-0.06298059158
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5741.20000000
-0.00130445291
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
148746.89000000
USD
134649474.00000000
CLP
2024-09-23
-5741.20000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-104.24000000
-0.00002368427
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
28568.38000000
USD
119628906.00000000
COP
2024-09-18
-104.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
76.08000000
0.000017286068
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
70375.00000000
NOK
6680.36000000
USD
2024-09-18
76.08000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
5135.00000000
NS
88232.96000000
0.020047331844
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5308.40000000
-0.00120611681
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3000000.00000000
ZAR
158589.53000000
USD
2024-09-18
-5308.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
543.30000000
0.000123442706
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
48808.00000000
BRL
9196.78000000
USD
2024-09-18
543.30000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
21327.00000000
NS
991246.21000000
0.225220163891
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
2.00000000
NC
USD
2381.40000000
0.000541075761
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-09-11
111356.00000000
USD
2381.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-758.87000000
-0.00017242217
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32385.62000000
USD
127440.00000000
PLN
2024-09-18
-758.87000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
19421.00000000
NS
455900.49000000
0.103584742156
Long
EC
CORP
DE
Y
2
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
713.00000000
NS
USD
587875.63000000
0.133570695555
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
55400.00000000
NS
285501.24000000
0.064868481125
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19613.62000000
-0.00445639303
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1898715.36000000
USD
20023652.00000000
NOK
2024-09-18
-19613.62000000
N
N
N
Jazz Pharmaceuticals plc
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals plc
N/A
604.00000000
NS
USD
64464.92000000
0.014647016756
Long
EC
CORP
IE
N
1
N
N
N
Williams-Sonoma, Inc.
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
-3786.00000000
NS
USD
-1069052.82000000
-0.24289853408
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31268.99000000
0.007104599222
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3008613.13000000
USD
4547499.00000000
AUD
2024-09-18
31268.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17065.23000000
0.003877375629
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
103853000.00000000
JPY
670445.68000000
USD
2024-09-18
17065.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
443.30000000
0.000100721796
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
39934.00000000
BRL
7523.45000000
USD
2024-09-18
443.30000000
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
28.00000000
NC
USD
3322.05000000
0.000754800006
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US7827001089
2024-09-20
2891000.00000000
USD
3322.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
718.58000000
0.000163267918
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
99350.21000000
USD
137500001.00000000
KRW
2024-09-19
718.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-68313.25000000
-0.01552139237
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1224743.34000000
USD
6522583.00000000
BRL
2024-09-18
-68313.25000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-1.00000000
NC
USD
-170.99000000
-0.00003885048
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2024-09-26
-103728.00000000
USD
-170.99000000
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
14900.00000000
NS
316853.85000000
0.071992079572
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
3.00000000
NC
USD
-43429.89000000
-0.00986766642
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-08-30
717228.00000000
USD
-43429.89000000
N
N
N
Ormat Technologies, Inc.
5493000TSHHWY24VHM09
Ormat Technologies, Inc.
686688102
-2213.00000000
NS
USD
-158672.10000000
-0.03605174577
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9019.74000000
-0.00204936704
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1715545.49000000
USD
2801750.00000000
NZD
2024-09-18
-9019.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1211.30000000
0.000275218388
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
148000.00000000
GBP
188408.09000000
USD
2024-09-18
1211.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5663.65000000
-0.00128683284
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
501257.76000000
USD
5281036.00000000
NOK
2024-09-18
-5663.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1358.59000000
0.000308684017
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
179261.00000000
BRL
33140.91000000
USD
2024-09-18
1358.59000000
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
641.00000000
NS
USD
26620.73000000
0.006048472229
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-2.00000000
NC
USD
-2361.26000000
-0.00053649977
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-09-11
-111356.00000000
USD
-2361.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3942.20000000
-0.00089570373
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
170844.21000000
USD
157149472.00000000
CLP
2024-09-23
-3942.20000000
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
N/A
5511.00000000
NS
USD
144112.65000000
0.032743706179
Long
EC
CORP
GB
N
1
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-2.00000000
NC
USD
638.74000000
0.000145127543
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-08-01
-109956.00000000
USD
638.74000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-1.00000000
NC
USD
-287.63000000
-0.00006535215
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-08-02
-54997.50000000
USD
-287.63000000
N
N
N
N/A
N/A
ETRSI
N/A
3860772.24000000
PA
-104644.15000000
-0.02377610363
N/A
DE
US
N
2
Bank of America
549300J8H1BYG1YAFY05
MSCI Spain Net Return Index
M7ES Index
Y
2024-09-18
0.00000000
USD
0.00000000
USD
3860772.24000000
EUR
-104644.15000000
N
N
N
N/A
N/A
Soybean Oil
N/A
68.00000000
NC
USD
-13578.66000000
-0.00308519518
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Soybean Oil
2024-12-13
1786632.00000000
USD
-13578.66000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
22.00000000
NC
USD
-49813.49000000
-0.01131807846
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-08-16
1379108.50000000
USD
-49813.49000000
N
N
N
Masimo Corp.
549300Q4A8JK0PIYCU29
Masimo Corp.
574795100
-2252.00000000
NS
USD
-283616.88000000
-0.06444033737
Short
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1596.00000000
NS
USD
1444986.48000000
0.328314084395
Long
EC
CORP
US
N
1
N
N
N
TOMRA Systems ASA
549300J726JCFJU3VT89
TOMRA Systems ASA
N/A
4745.00000000
NS
56563.42000000
0.012851724015
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
141.21000000
0.000032084197
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
69000.00000000
SGD
51217.54000000
USD
2024-09-18
141.21000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
1.00000000
NC
USD
-7942.10000000
-0.00180451743
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-08-08
238235.50000000
USD
-7942.10000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HE0
5518000.00000000
PA
USD
5421228.08000000
1.231752378323
Long
STIV
UST
US
N
2
2024-10-31
None
0.00000000
N
N
N
N
N
N
Novanta, Inc.
N/A
Novanta, Inc.
67000B104
-687.00000000
NS
USD
-112056.57000000
-0.02546027294
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
-9648.89000000
-0.00219231565
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-08-09
102890.10000000
USD
-9648.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8684.32000000
0.001973156571
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6774122.00000000
CZK
298797.27000000
USD
2024-09-18
8684.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
29.89000000
0.000006791280
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1046705.98000000
USD
87494534.00000000
INR
2024-09-18
29.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9317.67000000
-0.00211705945
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
312226.97000000
USD
7072916.00000000
CZK
2024-09-18
-9317.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17147.25000000
-0.00389601132
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2032072.11000000
USD
1793000.00000000
CHF
2024-09-18
-17147.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1388.67000000
0.000315518467
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
210629.00000000
BRL
38732.42000000
USD
2024-09-18
1388.67000000
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
25.00000000
NS
USD
24198.75000000
0.005498176321
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
156.26000000
0.000035503694
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
258436.00000000
EUR
277993.05000000
USD
2024-09-18
156.26000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-4.00000000
NC
USD
27351.48000000
0.006214505282
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-08-09
-953138.00000000
USD
27351.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2357.33000000
-0.00053560683
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
767616.56000000
USD
1044937.00000000
CAD
2024-09-18
-2357.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-275.82000000
-0.00006266881
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
23415.05000000
USD
750000.00000000
TWD
2024-09-18
-275.82000000
N
N
N
Arcadium Lithium plc
5299008YH4W6QL5DPN51
Arcadium Lithium plc
N/A
-54091.00000000
NS
USD
-181745.76000000
-0.04129429140
Short
EC
CORP
JE
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
2563.00000000
NS
USD
198965.69000000
0.045206816286
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-58.61000000
-0.00001331672
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
19995.69000000
USD
1666500.00000000
INR
2024-09-18
-58.61000000
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
13171.00000000
NS
USD
2415824.82000000
0.548897394416
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
832.14000000
0.000189069784
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
764427.82000000
USD
1044938.00000000
CAD
2024-09-18
832.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1283.91000000
0.000291716041
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1154012.00000000
CZK
50706.38000000
USD
2024-09-18
1283.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1014.06000000
0.000230403664
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
200071.00000000
PLN
50665.63000000
USD
2024-09-18
1014.06000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
4.00000000
NC
USD
-15115.85000000
-0.00343445874
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-09-03
251793.00000000
USD
-15115.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1210.36000000
0.000275004811
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
148000.00000000
GBP
188407.15000000
USD
2024-09-18
1210.36000000
N
N
N
Medpace Holdings, Inc.
549300H8TYEUVTW14A54
Medpace Holdings, Inc.
58506Q109
1736.00000000
NS
USD
714971.60000000
0.162448057107
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15042.04000000
-0.00341768844
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2671751.00000000
AUD
1770952.44000000
USD
2024-09-18
-15042.04000000
N
N
N
Roivant Sciences Ltd.
549300DL466NY5J6U724
Roivant Sciences Ltd.
N/A
-27847.00000000
NS
USD
-294342.79000000
-0.06687736178
Short
EC
CORP
BM
N
1
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
3394.00000000
NS
USD
467251.98000000
0.106163904035
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
1970.00000000
NS
USD
61010.90000000
0.013862231964
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1571.63000000
0.000357088645
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
374974.00000000
SGD
279141.11000000
USD
2024-09-18
1571.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25.23000000
-0.00000573248
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
58447.26000000
USD
245535714.00000000
COP
2024-09-18
-25.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9.39000000
0.000002133493
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
31707317.00000000
CLP
33684.43000000
USD
2024-09-23
9.39000000
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
3628.00000000
NS
USD
630256.16000000
0.143199937832
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
678.23000000
0.000154100031
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
500000.00000000
NOK
47600.28000000
USD
2024-09-18
678.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-392.35000000
-0.00008914549
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
45500.00000000
AUD
30023.19000000
USD
2024-09-18
-392.35000000
N
N
N
Allegro MicroSystems, Inc.
N/A
Allegro MicroSystems, Inc.
01749D105
-6404.00000000
NS
USD
-180848.96000000
-0.04109053028
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
114802.46000000
0.026084164151
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6365101.00000000
EUR
6957731.59000000
USD
2024-09-18
114802.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17226.03000000
0.003913910853
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1771153.00000000
CHF
2007599.83000000
USD
2024-09-18
17226.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-539.43000000
-0.00012256340
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32145.34000000
USD
127356.00000000
PLN
2024-09-18
-539.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-131.89000000
-0.00002996660
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500000.00000000
MXN
134835.82000000
USD
2024-09-18
-131.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-279.84000000
-0.00006358219
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
23416.73000000
USD
749924.00000000
TWD
2024-09-18
-279.84000000
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
666.00000000
NS
USD
524355.12000000
0.119138257349
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
14114.00000000
NS
USD
578674.00000000
0.131480001441
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23355.96000000
0.005306686760
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
10750000.00000000
MXN
603717.10000000
USD
2024-09-18
23355.96000000
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
1793.00000000
NS
100286.46000000
0.022785996788
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
706.25000000
0.000160466430
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
95000.00000000
CHF
107464.68000000
USD
2024-09-18
706.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4464.70000000
-0.00101442048
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
160746.12000000
USD
147149473.00000000
CLP
2024-09-23
-4464.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13085.11000000
-0.00297305612
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
553925.85000000
USD
200026164.00000000
HUF
2024-09-18
-13085.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2388.40000000
0.000542666225
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1594866.00000000
NZD
973809.80000000
USD
2024-09-18
2388.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1033.39000000
0.000234795616
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32879819.00000000
CLP
35953.70000000
USD
2024-09-23
1033.39000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5433.38000000
0.001234513405
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
453456.83000000
USD
8500000.00000000
MXN
2024-09-18
5433.38000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-48.18000000
-0.00001094693
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500000.00000000
INR
29860.43000000
USD
2024-09-18
-48.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
32199.90000000
0.007316110449
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3007682.22000000
USD
4547499.00000000
AUD
2024-09-18
32199.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15938.59000000
-0.00362139276
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3756900.00000000
CAD
2735425.74000000
USD
2024-09-18
-15938.59000000
N
N
N
Teck Resources Ltd.
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd., Class B
878742204
-954.00000000
NS
-45717.80000000
-0.01038750040
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7192.74000000
0.001634256015
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1161000.00000000
PLN
295317.83000000
USD
2024-09-18
7192.74000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-240036.85000000
-0.05453855777
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3482789.89000000
USD
60065350.00000000
MXN
2024-09-18
-240036.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1106.72000000
0.000251456860
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
577000.00000000
DKK
84348.99000000
USD
2024-09-18
1106.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6149.06000000
-0.00139712241
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3000000.00000000
ZAR
157748.87000000
USD
2024-09-18
-6149.06000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-1.00000000
NC
USD
-3375.61000000
-0.00076696932
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-07-02
-54418.50000000
USD
-3375.61000000
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
8351.00000000
NS
USD
1128136.59000000
0.256322904570
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19614.02000000
-0.00445648392
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1444817.12000000
USD
1325684.00000000
EUR
2024-09-18
-19614.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16587.55000000
-0.00376884238
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1171962.00000000
CHF
1300431.62000000
USD
2024-09-18
-16587.55000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19397.03000000
-0.00440718181
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
656658.13000000
USD
235686559.00000000
HUF
2024-09-18
-19397.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10167.99000000
-0.00231025990
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1486558.32000000
USD
2028641251.00000000
KRW
2024-09-19
-10167.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7732.87000000
-0.00175697846
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
310642.17000000
USD
7072916.00000000
CZK
2024-09-18
-7732.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1135.07000000
0.000257898238
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
200072.00000000
PLN
50786.89000000
USD
2024-09-18
1135.07000000
N
N
N
Japan Post Bank Co. Ltd.
5493006JVO6N2HC2XZ76
Japan Post Bank Co. Ltd.
N/A
36600.00000000
NS
347516.01000000
0.078958801494
Long
EC
CORP
JP
N
2
N
N
N
Fortescue Ltd.
529900VEJFORCO6I4826
Fortescue Ltd.
N/A
8554.00000000
NS
121778.66000000
0.027669220307
Long
EC
CORP
AU
N
2
N
N
N
Everest Group Ltd.
549300N24XF2VV0B3570
Everest Group Ltd.
N/A
2092.00000000
NS
USD
797093.84000000
0.181106977732
Long
EC
CORP
BM
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2099.68000000
-0.00047706641
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
93899.30000000
USD
969024.00000000
SEK
2024-09-18
-2099.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-212.87000000
-0.00004836600
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5625000.00000000
PHP
95981.43000000
USD
2024-09-18
-212.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.52000000
0.000000345357
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
14019.77000000
USD
58928572.00000000
COP
2024-09-18
1.52000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
-4663.51000000
-0.00105959193
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-07-08
102397.44000000
USD
-4663.51000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-4.00000000
NC
USD
189.54000000
0.000043065213
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-07-22
-219172.00000000
USD
189.54000000
N
N
N
Intermediate Capital Group plc
549300OGASR5WRKJ8R68
Intermediate Capital Group plc
N/A
6100.00000000
NS
167288.25000000
0.038009413506
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-156.86000000
-0.00003564002
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
54500.00000000
CHF
61088.76000000
USD
2024-09-18
-156.86000000
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
8300.00000000
NS
208512.14000000
0.047375856644
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7864.04000000
0.001786781487
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
45000000.00000000
JPY
290976.90000000
USD
2024-09-18
7864.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
516.37000000
0.000117323965
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16423358.00000000
CLP
17958.95000000
USD
2024-09-23
516.37000000
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
36868.00000000
NS
USD
7765138.16000000
1.764310089051
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
4.00000000
NC
USD
-13675.22000000
-0.00310713449
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-09-04
251843.00000000
USD
-13675.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6403.91000000
-0.00145502665
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
182156.41000000
USD
165482806.00000000
CLP
2024-09-23
-6403.91000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11650.11000000
-0.00264701106
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
538063.65000000
USD
194690365.00000000
HUF
2024-09-18
-11650.11000000
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
753.00000000
NS
USD
144139.26000000
0.032749752213
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
90638.67000000
0.020593931060
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2833427.35000000
USD
53522325.00000000
ZAR
2024-09-18
90638.67000000
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB, Class B
N/A
7206.00000000
NS
44928.58000000
0.010208182436
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-376.32000000
-0.00008550333
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
61410.32000000
USD
1000000000.00000000
IDR
2024-09-18
-376.32000000
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
8242.00000000
NS
207274.23000000
0.047094592221
Long
EC
CORP
NL
N
2
N
N
N
Asahi Intecc Co. Ltd.
353800J3AV2SCNIO8L39
Asahi Intecc Co. Ltd.
N/A
-12700.00000000
NS
-178295.47000000
-0.04051035410
Short
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-52.72000000
-0.00001197846
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2123.45000000
USD
8344.00000000
PLN
2024-09-18
-52.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2100.15000000
-0.00047717320
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
93899.77000000
USD
969024.00000000
SEK
2024-09-18
-2100.15000000
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
9253.00000000
NS
284249.22000000
0.064584010782
Long
EC
CORP
GB
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
N/A
70894.00000000
NS
306920.60000000
0.069735154733
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.98000000
-0.00004043867
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8597.88000000
USD
33928.00000000
PLN
2024-09-18
-177.98000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
4.00000000
NC
USD
24490.04000000
0.005564360061
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2024-07-05
288092.00000000
USD
24490.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
384.89000000
0.000087450512
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
389710.00000000
CZK
17074.86000000
USD
2024-09-18
384.89000000
N
N
N
FTI Consulting, Inc.
549300K17GM8EQD0FQ48
FTI Consulting, Inc.
302941109
-1572.00000000
NS
USD
-338813.16000000
-0.07698143473
Short
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
7430.00000000
NS
153045.06000000
0.034773231058
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Long Gilt
N/A
434.00000000
NC
526124.13000000
0.119540192527
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
United Kingdom of Great Britain and Northern Ireland
Long Gilt
2024-09-26
42358400.00000000
GBP
526124.13000000
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
739.00000000
NS
USD
110140.56000000
0.025024938026
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-3.00000000
NC
USD
51513.66000000
0.011704372567
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2024-08-16
-309181.32000000
USD
51513.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-795.84000000
-0.00018082209
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11250000.00000000
PHP
191592.76000000
USD
2024-09-18
-795.84000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2054.29000000
-0.00046675339
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1603500.00000000
PLN
395885.92000000
USD
2024-09-18
-2054.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1145.04000000
0.000260163513
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
151406.00000000
BRL
27988.77000000
USD
2024-09-18
1145.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7191.26000000
0.001633919746
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1161000.00000000
PLN
295316.35000000
USD
2024-09-18
7191.26000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
20325.70000000
0.004618184098
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2329576.00000000
GBP
2966874.06000000
USD
2024-09-18
20325.70000000
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
2937.00000000
NS
USD
139213.80000000
0.031630642857
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4611.11000000
-0.00104768617
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500000.00000000
MXN
238330.76000000
USD
2024-09-18
-4611.11000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KL0
12411000.00000000
PA
USD
12267204.79000000
2.787220617263
Long
STIV
UST
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12771.90000000
-0.00290189196
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
397967.92000000
USD
142462054.00000000
HUF
2024-09-18
-12771.90000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-3.00000000
NC
USD
4261.53000000
0.000968258415
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-08-07
-187729.50000000
USD
4261.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1371.09000000
-0.00031152413
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
647368.00000000
ZAR
33996.33000000
USD
2024-09-18
-1371.09000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22.98000000
-0.00000522126
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32772.77000000
USD
45000000.00000000
KRW
2024-09-19
-22.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-95.29000000
-0.00002165075
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3685.54000000
USD
20250.00000000
BRL
2024-09-18
-95.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
168.80000000
0.000038352896
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
765091.16000000
USD
1044938.00000000
CAD
2024-09-18
168.80000000
N
N
N
Shift4 Payments, Inc.
N/A
Shift4 Payments, Inc., Class A
82452J109
-4851.00000000
NS
USD
-355820.85000000
-0.08084573675
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1172.25000000
0.000266345872
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
106491.00000000
BRL
20052.71000000
USD
2024-09-18
1172.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-110.51000000
-0.00002510887
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
15537.44000000
USD
500025.00000000
TWD
2024-09-18
-110.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3327.47000000
-0.00075603147
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
937230.00000000
CAD
683052.57000000
USD
2024-09-18
-3327.47000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1002.94000000
0.000227877099
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
102054.00000000
BRL
19096.74000000
USD
2024-09-18
1002.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11480.33000000
-0.00260843550
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1778218.00000000
CHF
1986832.92000000
USD
2024-09-18
-11480.33000000
N
N
N
Toll Brothers, Inc.
529900JB6IS9MSZGVR44
Toll Brothers, Inc.
889478103
7475.00000000
NS
USD
860970.50000000
0.195620336461
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
1.00000000
NC
USD
11115.63000000
0.002525572340
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-07-02
236399.51000000
USD
11115.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1671.86000000
-0.00037986181
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3307500.00000000
CAD
2420574.54000000
USD
2024-09-18
-1671.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
648.02000000
0.000147236044
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
87724.00000000
ILS
23955.08000000
USD
2024-09-18
648.02000000
N
N
N
NGK Insulators Ltd.
353800701BNCL25VYY16
NGK Insulators Ltd.
N/A
9200.00000000
NS
118131.43000000
0.026840536444
Long
EC
CORP
JP
N
2
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
480.00000000
NS
18014.17000000
0.004092983437
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7026.77000000
-0.00159654612
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
503611.50000000
USD
5291592.00000000
NOK
2024-09-18
-7026.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-385.34000000
-0.00008755275
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5625000.00000000
PHP
95808.96000000
USD
2024-09-18
-385.34000000
N
N
N
JB Hi-Fi Ltd.
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd.
N/A
12777.00000000
NS
519153.00000000
0.117956288322
Long
EC
CORP
AU
N
2
N
N
N
Ryohin Keikaku Co. Ltd.
549300PMNF56J66BY371
Ryohin Keikaku Co. Ltd.
N/A
79200.00000000
NS
1318042.40000000
0.299471233634
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
710.31000000
0.000161388899
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2000000.00000000
MXN
108684.48000000
USD
2024-09-18
710.31000000
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
N/A
-4535.00000000
NS
-121344.09000000
-0.02757048204
Short
EC
CORP
SE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-428.89000000
-0.00009744771
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
117425.62000000
USD
92499.00000000
GBP
2024-09-18
-428.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3874.42000000
0.000880303499
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
671574.00000000
ILS
182302.37000000
USD
2024-09-18
3874.42000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-2.00000000
NC
USD
10486.19000000
0.002382557841
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-07-18
-474423.00000000
USD
10486.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
0.18000000
0.000000040897
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3593.47000000
USD
28000.00000000
HKD
2024-09-19
0.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-273.81000000
-0.00006221212
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
23414.22000000
USD
750038.00000000
TWD
2024-09-18
-273.81000000
N
N
N
Unity Software, Inc.
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
-12752.00000000
NS
USD
-207347.52000000
-0.04711124437
Short
EC
CORP
US
N
1
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
316171.00000000
NS
279760.49000000
0.063564130457
Long
EC
CORP
GB
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
311.00000000
NS
USD
139657.66000000
0.031731491890
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
121.99000000
0.000027717238
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
70374.00000000
NOK
6726.18000000
USD
2024-09-18
121.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5766.36000000
-0.00131016949
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
501360.47000000
USD
5281036.00000000
NOK
2024-09-18
-5766.36000000
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
6700.00000000
NS
87701.37000000
0.019926549756
Long
EC
CORP
JP
N
2
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
-700.00000000
NS
-24925.84000000
-0.00566337778
Short
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31090.59000000
0.007064065117
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2329578.00000000
GBP
2977641.48000000
USD
2024-09-18
31090.59000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12338.17000000
-0.00280334455
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
571900.13000000
USD
5906658.00000000
SEK
2024-09-18
-12338.17000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2754.86000000
-0.00062592927
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
590818.15000000
USD
547000.00000000
EUR
2024-09-18
-2754.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1198.34000000
0.000272273758
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1045537.54000000
USD
87494535.00000000
INR
2024-09-18
1198.34000000
N
N
N
Lantheus Holdings, Inc.
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544103
2237.00000000
NS
USD
179608.73000000
0.040808738736
Long
EC
CORP
US
N
1
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
7616.00000000
NS
USD
425886.72000000
0.096765340346
Long
EC
CORP
US
N
1
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
-19900.00000000
NS
-370224.52000000
-0.08411838171
Short
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-22.82000000
-0.00000518491
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
32772.61000000
USD
45000000.00000000
KRW
2024-09-19
-22.82000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
5.00000000
NC
USD
7937.53000000
0.001803479084
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-09-13
278546.25000000
USD
7937.53000000
N
N
N
Cheniere Energy, Inc.
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
1879.00000000
NS
USD
328505.57000000
0.074639456442
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
133.00000000
NS
230668.11000000
0.052409894751
Long
EC
CORP
DK
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
19348.00000000
NS
1339104.63000000
0.304256764055
Long
EC
CORP
DE
N
2
N
N
N
NEXTDC Ltd.
529900RTERU3X7G3D672
NEXTDC Ltd.
N/A
-14552.00000000
NS
-169893.55000000
-0.03860136138
Short
EC
CORP
AU
N
2
N
N
N
AAON, Inc.
N/A
AAON, Inc.
000360206
-6384.00000000
NS
USD
-556940.16000000
-0.12654187511
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1366.33000000
0.000310442615
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
374974.00000000
SGD
278935.81000000
USD
2024-09-18
1366.33000000
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
7159.00000000
NS
USD
1040345.88000000
0.236376055952
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
RBOB Gasoline
N/A
21.00000000
NC
USD
98234.99000000
0.022319884126
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
RBOB Gasoline
2024-08-30
2179422.00000000
USD
98234.99000000
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB, Class B
N/A
-5995.00000000
NS
-164546.44000000
-0.03738644931
Short
EC
CORP
SE
N
2
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886E108
1398.00000000
NS
USD
17265.30000000
0.003922833355
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
3305.00000000
NS
109642.94000000
0.024911874231
Long
EC
CORP
CH
N
2
N
N
N
Royal Unibrew A/S
529900D69KFL8IAP8Q63
Royal Unibrew A/S
N/A
662.00000000
NS
52503.64000000
0.011929305036
Long
EC
CORP
DK
N
2
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
1121.00000000
NS
USD
259567.55000000
0.058976110639
Long
EC
CORP
US
N
1
N
N
N
BayCurrent Consulting, Inc.
N/A
BayCurrent Consulting, Inc.
N/A
-3500.00000000
NS
-70855.76000000
-0.01609907379
Short
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JT5
6791000.00000000
PA
USD
6767299.41000000
1.537592040048
Long
STIV
UST
US
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CKL4
1419194.00000000
PA
USD
1420830.84000000
0.322825703058
Long
DBT
UST
US
N
2
2029-04-15
Fixed
2.12500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
10863.00000000
NS
USD
789522.84000000
0.179386777600
Long
EC
CORP
US
N
1
N
N
N
Valeo SE
5493006IH2N2WMIBB742
Valeo SE
N/A
27418.00000000
NS
293189.73000000
0.066615376054
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7672.43000000
0.001743245951
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6901956.00000000
CZK
303260.08000000
USD
2024-09-18
7672.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
290.21000000
0.000065938354
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
54596.00000000
ILS
14795.61000000
USD
2024-09-18
290.21000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99.30000000
-0.00002256186
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3689.55000000
USD
20250.00000000
BRL
2024-09-18
-99.30000000
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
7272.00000000
NS
USD
363090.96000000
0.082497571939
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
14.00000000
NC
USD
13916.87000000
0.003162039572
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2024-09-20
3865050.00000000
USD
13916.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2364.92000000
0.000537331355
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
374974.00000000
SGD
279934.40000000
USD
2024-09-18
2364.92000000
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
224.00000000
NS
USD
35763.84000000
0.008125870066
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
N/A
172.00000000
NS
74628.85000000
0.016956354191
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10880.19000000
-0.00247207822
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
662082.71000000
USD
6874003.00000000
SEK
2024-09-18
-10880.19000000
N
N
N
Cameco Corp.
N4BHALMXL3GMZKCUON55
Cameco Corp.
13321L108
-361.00000000
NS
-17761.71000000
-0.00403562222
Short
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-493.61000000
-0.00011215268
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
28964.41000000
USD
303384.00000000
NOK
2024-09-18
-493.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
709.76000000
0.000161263934
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2000000.00000000
MXN
108683.93000000
USD
2024-09-18
709.76000000
N
N
N
Marks & Spencer Group plc
213800EJP14A79ZG1X44
Marks & Spencer Group plc
N/A
138350.00000000
NS
500237.12000000
0.113658428162
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-39195.22000000
-0.00890551084
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2379852.67000000
USD
2177214.00000000
EUR
2024-09-18
-39195.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
678.00000000
0.000154047772
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
500000.00000000
NOK
47600.05000000
USD
2024-09-18
678.00000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8817.00000000
NS
USD
1288692.72000000
0.292802719118
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5718.71000000
0.001299342979
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3238062.00000000
NZD
1977998.96000000
USD
2024-09-18
5718.71000000
N
N
N
N/A
N/A
Low Sulphur Gasoil
N/A
44.00000000
NC
USD
45744.67000000
0.010393605514
N/A
DCO
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Low Sulphur Gasoil
2024-09-12
3449600.00000000
USD
45744.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
457.43000000
0.000103932260
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
94177.32000000
USD
35000000.00000000
HUF
2024-09-18
457.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2598.59000000
-0.00059042330
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
524766.91000000
USD
3788500.00000000
CNY
2024-09-19
-2598.59000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CGW5
3031486.00000000
PA
USD
2927787.62000000
0.665220003833
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
-956.00000000
NS
USD
-102072.12000000
-0.02319171499
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-1.00000000
NC
USD
-257.88000000
-0.00005859268
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-07-16
-237192.75000000
USD
-257.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1607.34000000
-0.00036520228
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
95026.73000000
USD
986122.00000000
SEK
2024-09-18
-1607.34000000
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
1109.00000000
NS
USD
137294.20000000
0.031194492259
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-269.04000000
-0.00006112833
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
33415842.00000000
CLP
35220.56000000
USD
2024-09-23
-269.04000000
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
519.00000000
NS
USD
228962.04000000
0.052022260114
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
-236.00000000
NS
USD
-118656.08000000
-0.02695974170
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2500.86000000
-0.00056821816
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
53855.60000000
USD
215833334.00000000
COP
2024-09-18
-2500.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
628.96000000
0.000142905438
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
87045.00000000
BRL
16061.72000000
USD
2024-09-18
628.96000000
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
270595.00000000
NS
715024.93000000
0.162460174169
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
1.00000000
NC
USD
133.87000000
0.000030416482
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-08-02
54997.50000000
USD
133.87000000
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
58512.00000000
NS
USD
1118164.32000000
0.254057114032
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9847.91000000
-0.00223753481
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
144815.62000000
USD
2500000.00000000
MXN
2024-09-18
-9847.91000000
N
N
N
Blue Owl Capital, Inc.
N/A
Blue Owl Capital, Inc., Class A
09581B103
-7104.00000000
NS
USD
-126096.00000000
-0.02865015926
Short
EC
CORP
US
N
1
N
N
N
Kansai Paint Co. Ltd.
549300ERRV6FTKH9NN70
Kansai Paint Co. Ltd.
N/A
1800.00000000
NS
29103.42000000
0.006612562001
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-0.41000000
-0.00000009315
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
32750.20000000
USD
45000000.00000000
KRW
2024-09-19
-0.41000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6506.00000000
-0.00147822243
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
958776.09000000
USD
752876.00000000
GBP
2024-09-18
-6506.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-251.46000000
-0.00005713400
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
30768.46000000
USD
500000000.00000000
IDR
2024-09-18
-251.46000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-842.65000000
-0.00019145775
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
27310.83000000
USD
9789072.00000000
HUF
2024-09-18
-842.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-18495.53000000
-0.00420235281
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1121480.80000000
USD
1025966.00000000
EUR
2024-09-18
-18495.53000000
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
N/A
12461.00000000
NS
322348.04000000
0.073240409563
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19909.63000000
-0.00452364920
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1434383.53000000
USD
1315704.00000000
EUR
2024-09-18
-19909.63000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1376.32000000
-0.00031271243
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
62377.23000000
USD
22560760.00000000
HUF
2024-09-18
-1376.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-562.41000000
-0.00012778467
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5625000.00000000
PHP
95631.89000000
USD
2024-09-18
-562.41000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Inflation Linked Notes
91282CHP9
4645800.00000000
PA
USD
4386664.66000000
0.996690149930
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
3082.00000000
NS
USD
86234.36000000
0.019593231728
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
1061.00000000
NS
67853.19000000
0.015416862549
Long
EC
CORP
FR
N
2
N
N
N
Zscaler, Inc.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
981.00000000
NS
USD
188538.39000000
0.042837638789
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
988.72000000
0.000224646185
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
88114.00000000
BRL
16611.01000000
USD
2024-09-18
988.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2012.73000000
-0.00045731058
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1202760.00000000
USD
949325.00000000
GBP
2024-09-18
-2012.73000000
N
N
N
N/A
N/A
Australia 3 Year Bond
N/A
101.00000000
NC
-38942.75000000
-0.00884814736
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
Australia
Australia 3 Year Bond
2024-09-16
10633637.54000000
AUD
-38942.75000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-93.02000000
-0.00002113499
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31997.13000000
USD
2666800.00000000
INR
2024-09-18
-93.02000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8371.95000000
-0.00190218326
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1174241.00000000
CHF
1311208.30000000
USD
2024-09-18
-8371.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
835.96000000
0.000189937723
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
764424.00000000
USD
1044938.00000000
CAD
2024-09-18
835.96000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
2.00000000
NC
USD
-6650.86000000
-0.00151113594
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-09-11
207015.12000000
USD
-6650.86000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-275.29000000
-0.00006254839
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
38421.54000000
USD
625000000.00000000
IDR
2024-09-18
-275.29000000
N
N
N
Travis Perkins plc
2138001I27OUBAF22K83
Travis Perkins plc
N/A
2913.00000000
NS
28317.07000000
0.006433896121
Long
EC
CORP
GB
N
1
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
7626.00000000
NS
503977.68000000
0.114508317451
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1797.22000000
0.000408344747
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1914750.00000000
SEK
183189.35000000
USD
2024-09-18
1797.22000000
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
765.00000000
NS
USD
30347.55000000
0.006895239664
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-1.00000000
NC
USD
867.56000000
0.000197117530
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2024-09-17
-103627.56000000
USD
867.56000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2714.45000000
0.000616747754
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1914750.00000000
SEK
184106.58000000
USD
2024-09-18
2714.45000000
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
8481.00000000
NS
USD
151046.61000000
0.034319165023
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-201.64000000
-0.00004581444
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
19638.60000000
USD
630000.00000000
TWD
2024-09-18
-201.64000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZV4
3160000.00000000
PA
USD
3080080.98000000
0.699822441808
Long
STIV
UST
US
N
2
2024-12-26
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-741.84000000
-0.00016855280
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2015500.00000000
CAD
1475308.84000000
USD
2024-09-18
-741.84000000
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
-3005.00000000
NS
USD
-467007.05000000
-0.10610825370
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
96015.35000000
0.021815561709
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6483099.00000000
EUR
7065800.59000000
USD
2024-09-18
96015.35000000
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
9033.00000000
NS
USD
399710.25000000
0.090817808033
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
2.00000000
NC
USD
-4873.63000000
-0.00110733310
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-07-25
124756.50000000
USD
-4873.63000000
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N/A
1736.00000000
NS
290001.08000000
0.065890885743
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7988.88000000
-0.00181514627
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
528096.00000000
CHF
585471.11000000
USD
2024-09-18
-7988.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19606.80000000
-0.00445484347
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1444809.90000000
USD
1325684.00000000
EUR
2024-09-18
-19606.80000000
N
N
N
Lasertec Corp.
N/A
Lasertec Corp.
N/A
200.00000000
NS
44896.07000000
0.010200795868
Long
EC
CORP
JP
N
2
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
29397.00000000
NS
84180.29000000
0.019126528322
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
283.03000000
0.000064306992
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6937799.00000000
CLP
7651.38000000
USD
2024-09-23
283.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-140.17000000
-0.00003184790
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
30992.48000000
USD
1000000.00000000
TWD
2024-09-18
-140.17000000
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG, Class B
N/A
-242.00000000
NS
-22113.32000000
-0.00502434763
Short
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3658.79000000
0.000831310400
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
604000.00000000
EUR
653001.07000000
USD
2024-09-18
3658.79000000
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
-17300.00000000
NS
-488962.53000000
-0.11109673866
Short
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2636.93000000
-0.00059913450
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
53991.67000000
USD
215833334.00000000
COP
2024-09-18
-2636.93000000
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp., Class A
87724P106
971.00000000
NS
USD
53832.24000000
0.012231175053
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
6.00000000
NC
USD
-99568.24000000
-0.02262281066
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-08-14
1431183.00000000
USD
-99568.24000000
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
N/A
11170.00000000
NS
868737.22000000
0.197385005958
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Natural Gas
N/A
19.00000000
NC
USD
-29019.16000000
-0.00659341736
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Natural Gas
2024-08-28
493620.00000000
USD
-29019.16000000
N
N
N
N/A
N/A
S&P Midcap 400 E-Mini Index
N/A
7.00000000
NC
USD
-9462.24000000
-0.00214990707
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P Midcap 400 E-Mini Index
XC0009692283
2024-09-20
2070670.00000000
USD
-9462.24000000
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
4997.00000000
NS
USD
988806.36000000
0.224665807757
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
197.06000000
0.000044773826
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
206750.00000000
EUR
222467.78000000
USD
2024-09-18
197.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-298.78000000
-0.00006788553
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5625000.00000000
PHP
95895.52000000
USD
2024-09-18
-298.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10527.49000000
0.002391941577
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
51509835.00000000
JPY
334596.31000000
USD
2024-09-18
10527.49000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
377.43000000
0.000085755532
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
238891.43000000
USD
20000000.00000000
INR
2024-09-18
377.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
528.44000000
0.000120066379
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16788321.00000000
CLP
18358.63000000
USD
2024-09-23
528.44000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2022.08000000
0.000459434986
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
206123.00000000
BRL
38566.93000000
USD
2024-09-18
2022.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
31284.03000000
0.007108016447
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3008598.09000000
USD
4547499.00000000
AUD
2024-09-18
31284.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
28417.60000000
0.006456737453
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2416464.00000000
NZD
1500268.42000000
USD
2024-09-18
28417.60000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1152.54000000
0.000261867581
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31292517.00000000
CLP
34387.04000000
USD
2024-09-23
1152.54000000
N
N
N
Azenta, Inc.
35ZN6X1ANPH25YN32Y17
Azenta, Inc.
114340102
-5061.00000000
NS
USD
-266309.82000000
-0.06050801576
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-11652.80000000
-0.00264762225
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
538066.34000000
USD
194690365.00000000
HUF
2024-09-18
-11652.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
14216.64000000
0.003230150045
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
82562843.00000000
JPY
533652.26000000
USD
2024-09-18
14216.64000000
N
N
N
Lumentum Holdings, Inc.
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024U109
-10380.00000000
NS
USD
-528549.60000000
-0.12009128139
Short
EC
CORP
US
N
1
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
2867.00000000
NS
USD
1004826.16000000
0.228305652172
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Holdings, Inc.
N/A
Howard Hughes Holdings, Inc.
44267T102
-701.00000000
NS
USD
-45438.82000000
-0.01032411360
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7701.08000000
-0.00174975549
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2541001.00000000
AUD
1690890.50000000
USD
2024-09-18
-7701.08000000
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
3577.00000000
NS
USD
251033.86000000
0.057037178574
Long
EC
CORP
US
N
1
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
N/A
82082.00000000
NS
386979.64000000
0.087925297533
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-3.00000000
NC
USD
56950.61000000
0.012939697109
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-08-15
-715666.50000000
USD
56950.61000000
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
488.00000000
NS
USD
145765.60000000
0.033119271469
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-275.70000000
-0.00006264155
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
23414.93000000
USD
750000.00000000
TWD
2024-09-18
-275.70000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2974.77000000
-0.00067589482
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
574051.48000000
USD
451500.00000000
GBP
2024-09-18
-2974.77000000
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
244.00000000
NS
29977.55000000
0.006811172296
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-138.72000000
-0.00003151844
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
30991.03000000
USD
1000000.00000000
TWD
2024-09-18
-138.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1615.24000000
0.000366997234
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1045120.65000000
USD
87494536.00000000
INR
2024-09-18
1615.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-215.87000000
-0.00004904762
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20785.11000000
USD
666700.00000000
TWD
2024-09-18
-215.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10116.23000000
-0.00229849956
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
962385.05000000
USD
752875.00000000
GBP
2024-09-18
-10116.23000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
-410.00000000
NS
-167317.54000000
-0.03801606846
Short
EC
CORP
NL
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LQ8
5371000.00000000
PA
USD
5240492.06000000
1.190687509035
Long
STIV
UST
US
N
2
2024-12-19
None
0.00000000
N
N
N
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
605.00000000
NS
41691.25000000
0.009472631585
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1756.65000000
-0.00039912687
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
27434.02000000
USD
107916667.00000000
COP
2024-09-18
-1756.65000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2050.97000000
0.000465999057
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1044684.92000000
USD
87494536.00000000
INR
2024-09-18
2050.97000000
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
45600.00000000
NS
490199.66000000
0.111377825863
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4295.23000000
0.000975915362
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
25000000.00000000
JPY
161580.15000000
USD
2024-09-18
4295.23000000
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
N/A
5523.00000000
NS
251996.69000000
0.057255942317
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
552.74000000
0.000125587560
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-09-26
103728.00000000
USD
552.74000000
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
460.00000000
NS
USD
53907.40000000
0.012248252089
Long
EC
CORP
US
N
1
N
N
N
Imperial Oil Ltd.
549300JZNB745JT5WY51
Imperial Oil Ltd.
453038408
2771.00000000
NS
188939.64000000
0.042928806442
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16581.04000000
-0.00376736325
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1171962.00000000
CHF
1300438.13000000
USD
2024-09-18
-16581.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27678.18000000
0.006288734496
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2416465.00000000
NZD
1499529.61000000
USD
2024-09-18
27678.18000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-187.24000000
-0.00004254263
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8607.64000000
USD
33930.00000000
PLN
2024-09-18
-187.24000000
N
N
N
Rentokil Initial plc
549300VN4WV7Z6T14K68
Rentokil Initial plc
N/A
-7697.00000000
NS
-44701.12000000
-0.01015650145
Short
EC
CORP
GB
N
2
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
-631.00000000
NS
USD
-183065.72000000
-0.04159419833
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2867.91000000
-0.00065161526
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1049603.82000000
USD
87494537.00000000
INR
2024-09-18
-2867.91000000
N
N
N
Aptiv plc
254900HTTDFIJZ32GX53
Aptiv plc
N/A
5718.00000000
NS
USD
402661.56000000
0.091488372536
Long
EC
CORP
JE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1479.00000000
0.000336042265
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31339713.00000000
CLP
34763.62000000
USD
2024-09-23
1479.00000000
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
2286680.00000000
PA
2271912.01000000
0.516199093704
Long
DBT
NUSS
FR
Y
2
2032-03-01
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2824.69000000
-0.00064179528
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
768084.65000000
USD
1044938.00000000
CAD
2024-09-18
-2824.69000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-22.00000000
NC
USD
49160.08000000
0.011169617762
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-08-16
-1379108.50000000
USD
49160.08000000
N
N
N
N/A
N/A
Australia 10 Year Bond
N/A
1009.00000000
NC
-656912.82000000
-0.14925657368
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
Australia
Australia 10 Year Bond
2024-09-16
113891207.97000000
AUD
-656912.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17892.71000000
0.004065386619
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1763848.00000000
CHF
2000057.35000000
USD
2024-09-18
17892.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4166.10000000
0.000946575851
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1914750.00000000
SEK
185558.23000000
USD
2024-09-18
4166.10000000
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815L107
44597.00000000
NS
USD
350978.39000000
0.079745485753
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
2071.00000000
NS
USD
283416.35000000
0.064394775135
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2175.29000000
0.000494245693
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
191133.00000000
BRL
36062.47000000
USD
2024-09-18
2175.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2002.82000000
0.000455058939
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
196754.00000000
BRL
36886.58000000
USD
2024-09-18
2002.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
715.12000000
0.000162481774
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
54006.31000000
USD
220500.00000000
PLN
2024-09-18
715.12000000
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
11600.00000000
NS
258981.79000000
0.058843020634
Long
EC
CORP
JP
N
2
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
976.00000000
NS
USD
135000.32000000
0.030673301838
Long
EC
CORP
US
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
N/A
-218.00000000
NS
-30050.74000000
-0.00682780173
Short
EC
CORP
NL
N
2
N
N
N
Marvell Technology, Inc.
N/A
Marvell Technology, Inc.
573874104
4146.00000000
NS
USD
289805.40000000
0.065846425465
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-9011.16000000
-0.00204741759
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1715536.91000000
USD
2801750.00000000
NZD
2024-09-18
-9011.16000000
N
N
N
Maravai LifeSciences Holdings, Inc.
N/A
Maravai LifeSciences Holdings, Inc., Class A
56600D107
-14581.00000000
NS
USD
-104399.96000000
-0.02372062144
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
714.85000000
0.000162420428
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
54006.58000000
USD
220500.00000000
PLN
2024-09-18
714.85000000
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
17679.00000000
NS
USD
374264.43000000
0.085036286053
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1583.01000000
0.000359674284
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1045152.88000000
USD
87494536.00000000
INR
2024-09-18
1583.01000000
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB, Class B
N/A
76115.00000000
NS
412716.94000000
0.093773046423
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
99.88000000
0.000022693645
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
206010.00000000
EUR
221575.05000000
USD
2024-09-18
99.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
851.35000000
0.000193434471
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
50000000.00000000
CLP
53954.30000000
USD
2024-09-23
851.35000000
N
N
N
Gitlab, Inc.
9845004Y40FACG81ED49
Gitlab, Inc., Class A
37637K108
1888.00000000
NS
USD
93871.36000000
0.021328427660
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-223.76000000
-0.00005084030
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20793.00000000
USD
666700.00000000
TWD
2024-09-18
-223.76000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-3.00000000
NC
USD
1687.53000000
0.000383422180
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2024-07-30
-217453.50000000
USD
1687.53000000
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
3058.00000000
NS
46954.52000000
0.010668494449
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10525.81000000
0.002391559866
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
51509833.00000000
JPY
334594.62000000
USD
2024-09-18
10525.81000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
2.00000000
NC
USD
-27165.75000000
-0.00617230573
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-09-03
206659.69000000
USD
-27165.75000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-3.00000000
NC
USD
-1000.89000000
-0.00022741132
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-07-16
-164118.00000000
USD
-1000.89000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-7.00000000
NC
USD
6822.96000000
0.001550238632
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-08-13
-438581.50000000
USD
6822.96000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
5.00000000
NC
USD
-14181.90000000
-0.00322225680
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-09-20
1198712.50000000
USD
-14181.90000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84864.23000000
0.019281925717
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4651602.00000000
EUR
5085661.99000000
USD
2024-09-18
84864.23000000
N
N
N
Bruker Corp.
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
779.00000000
NS
USD
49707.99000000
0.011294107903
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
520.03000000
0.000118155550
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
16788321.00000000
CLP
18350.22000000
USD
2024-09-23
520.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-58851.58000000
-0.01337161480
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
873461.77000000
USD
4594625.00000000
BRL
2024-09-18
-58851.58000000
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
940.00000000
NS
USD
156275.00000000
0.035507102833
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
273.00000000
NS
USD
81162.90000000
0.018440949842
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-481.54000000
-0.00010941027
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5625000.00000000
PHP
95712.76000000
USD
2024-09-18
-481.54000000
N
N
N
DraftKings, Inc.
2549006G33IUL6IVOD83
DraftKings, Inc., Class A
26142V105
33384.00000000
NS
USD
1274267.28000000
0.289525127811
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9933.88000000
0.002257067980
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
8500001.00000000
NOK
807608.88000000
USD
2024-09-18
9933.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33061.63000000
0.007511903351
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2329578.00000000
GBP
2979612.52000000
USD
2024-09-18
33061.63000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-1.00000000
NC
USD
12984.79000000
0.002950262510
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-07-29
-237743.50000000
USD
12984.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2305.23000000
0.000523769244
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
289048.00000000
BRL
53552.38000000
USD
2024-09-18
2305.23000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
315.91000000
0.000071777628
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
258435.00000000
EUR
278151.63000000
USD
2024-09-18
315.91000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
127.00000000
NS
97509.46000000
0.022155037104
Long
EC
CORP
FR
N
2
N
N
N
Pegasystems, Inc.
549300FMCOKPL06FYN26
Pegasystems, Inc.
705573103
2975.00000000
NS
USD
180076.75000000
0.040915077141
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
2631.00000000
NS
USD
216478.68000000
0.049185927065
Long
EC
CORP
US
N
1
N
N
N
Ocado Group plc
213800LO8F61YB8MBC74
Ocado Group plc
N/A
9968.00000000
NS
36206.18000000
0.008226373741
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1941.63000000
0.000441156013
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
192069.00000000
BRL
35994.76000000
USD
2024-09-18
1941.63000000
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc., Class A
60937P106
-1517.00000000
NS
USD
-379189.32000000
-0.08615526590
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10720.51000000
-0.00243579747
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2337329.00000000
CAD
1701021.52000000
USD
2024-09-18
-10720.51000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
33076.50000000
0.007515281950
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2329576.00000000
GBP
2979624.86000000
USD
2024-09-18
33076.50000000
N
N
N
Panasonic Holdings Corp.
254900GE1G59KGWPHX32
Panasonic Holdings Corp.
N/A
17300.00000000
NS
142214.62000000
0.032312456482
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
520.12000000
0.000118175999
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
16788321.00000000
CLP
18350.31000000
USD
2024-09-23
520.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2260.91000000
-0.00051369933
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
65174.88000000
USD
10000000.00000000
JPY
2024-09-18
-2260.91000000
N
N
N
N/A
N/A
Sugar No. 11
N/A
114.00000000
NC
USD
119833.49000000
0.027227259973
N/A
DCO
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
N/A
Sugar No. 11
2024-09-30
2591904.00000000
USD
119833.49000000
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
7247.00000000
NS
USD
386554.98000000
0.087828810915
Long
EC
CORP
US
N
1
N
N
N
Mitsui OSK Lines Ltd.
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
1800.00000000
NS
54119.97000000
0.012296549929
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5831.16000000
-0.00132489264
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2477632.00000000
ZAR
129528.42000000
USD
2024-09-18
-5831.16000000
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
-1.00000000
NC
USD
1081.01000000
0.000245615314
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Lead Base Metal
2024-08-14
-55211.75000000
USD
1081.01000000
N
N
N
NTT Data Group Corp.
353800SZGJGSLJRRWB43
NTT Data Group Corp.
N/A
-6300.00000000
NS
-93070.12000000
-0.02114637863
Short
EC
CORP
JP
N
2
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
N/A
-4625.00000000
NS
-165462.25000000
-0.03759452968
Short
EC
CORP
AU
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
8032000.00000000
PA
USD
8012049.40000000
1.820410570826
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
696.00000000
NS
USD
144566.16000000
0.032846747780
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
77.86000000
0.000017690500
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
39696.31000000
USD
59500.00000000
AUD
2024-09-18
77.86000000
N
N
N
Pro Medicus Ltd.
N/A
Pro Medicus Ltd.
N/A
360.00000000
NS
34190.09000000
0.007768299737
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
373.80000000
0.000084930763
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
72767.39000000
USD
100499999.00000000
KRW
2024-09-19
373.80000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2834.98000000
-0.00064413326
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1233602.04000000
USD
973059.00000000
GBP
2024-09-18
-2834.98000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
3.00000000
NC
USD
-1000.14000000
-0.00022724091
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-09-11
189132.75000000
USD
-1000.14000000
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
N/A
98572.00000000
NS
227321.79000000
0.051649580380
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-513.61000000
-0.00011669686
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
5625000.00000000
PHP
95680.69000000
USD
2024-09-18
-513.61000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-5.00000000
NC
USD
8366.13000000
0.001900860906
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-07-29
-312355.00000000
USD
8366.13000000
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
112.00000000
NS
USD
17701.60000000
0.004021964687
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International, Inc.
5493003CYRY5RFGTIR97
Choice Hotels International, Inc.
169905106
-6443.00000000
NS
USD
-766717.00000000
-0.17420508311
Short
EC
CORP
US
N
1
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
2399.00000000
NS
USD
234310.33000000
0.053237440296
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2270.50000000
-0.00051587827
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6524344.00000000
NOK
610000.74000000
USD
2024-09-18
-2270.50000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
1.00000000
NC
USD
-928.43000000
-0.00021094774
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-09-17
103627.56000000
USD
-928.43000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5661.46000000
-0.00128633525
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
219794.71000000
USD
5000000.00000000
CZK
2024-09-18
-5661.46000000
N
N
N
N/A
N/A
Feeder Cattle
N/A
4.00000000
NC
USD
-2377.44000000
-0.00054017601
N/A
DCO
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Feeder Cattle
2024-09-26
519300.00000000
USD
-2377.44000000
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
9944.00000000
NS
280301.57000000
0.063687068760
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
147.65000000
0.000033547424
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
134224.00000000
CZK
5896.01000000
USD
2024-09-18
147.65000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
11.00000000
NC
USD
-11733.89000000
-0.00266604664
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-08-14
689317.75000000
USD
-11733.89000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-7.00000000
NC
USD
17890.86000000
0.004064966282
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-07-24
-436485.00000000
USD
17890.86000000
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
1384.00000000
NS
USD
476428.16000000
0.108248815678
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2333.78000000
0.000530256064
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
374974.00000000
SGD
279903.26000000
USD
2024-09-18
2333.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
973.53000000
0.000221194879
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
40462428.00000000
CLP
43947.02000000
USD
2024-09-23
973.53000000
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
4410.00000000
NS
50907.36000000
0.011566615687
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2073.05000000
-0.00047101583
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3500000.00000000
MXN
186881.74000000
USD
2024-09-18
-2073.05000000
N
N
N
iA Financial Corp., Inc.
549300ZXLJVHQAIXV215
iA Financial Corp., Inc.
45075E104
1700.00000000
NS
106755.60000000
0.024255844295
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7443.85000000
-0.00169131049
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
643724.61000000
USD
6716491.00000000
SEK
2024-09-18
-7443.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1369.97000000
0.000311269657
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
970714.00000000
CZK
42942.40000000
USD
2024-09-18
1369.97000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2595.96000000
-0.00058982574
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
524764.28000000
USD
3788500.00000000
CNY
2024-09-19
-2595.96000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7478.10000000
0.001699092405
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3665501.00000000
GBP
4643762.12000000
USD
2024-09-18
7478.10000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
2.00000000
NC
USD
-5518.65000000
-0.00125388752
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-09-05
125946.50000000
USD
-5518.65000000
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
-3517.00000000
NS
-202540.73000000
-0.04601909792
Short
EC
CORP
DE
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.95000000
0.000000443057
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
3658536.00000000
CLP
3887.53000000
USD
2024-09-23
1.95000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
2.00000000
NC
USD
-34582.29000000
-0.00785741114
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Nickel Base Metal
2024-08-30
206563.69000000
USD
-34582.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1879.51000000
-0.00042704178
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
250901.76000000
USD
8071429.00000000
TWD
2024-09-18
-1879.51000000
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG (Preference)
N/A
-652.00000000
NS
-152624.10000000
-0.03467758511
Short
EP
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5418.20000000
-0.00123106437
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
148423.88000000
USD
134649473.00000000
CLP
2024-09-23
-5418.20000000
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
5400.00000000
NS
187670.22000000
0.042640382661
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-213.26000000
-0.00004845461
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
20779.41000000
USD
666600.00000000
TWD
2024-09-18
-213.26000000
N
N
N
CAE, Inc.
549300FFM2BEH2GF1E44
CAE, Inc.
124765108
2513.00000000
NS
46676.17000000
0.010605250795
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4648.93000000
-0.00105627922
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2870361.00000000
ZAR
152166.47000000
USD
2024-09-18
-4648.93000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
-4.00000000
NC
USD
-8341.96000000
-0.00189536926
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Zinc Base Metal
2024-09-20
-293230.00000000
USD
-8341.96000000
N
N
N
R1 RCM, Inc.
N/A
R1 RCM, Inc.
77634L105
-9031.00000000
NS
USD
-113429.36000000
-0.02577218333
Short
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
-1034.00000000
NS
-170880.37000000
-0.03882557587
Short
EC
CORP
FR
N
2
N
N
N
Progyny, Inc.
N/A
Progyny, Inc.
74340E103
-738.00000000
NS
USD
-21114.18000000
-0.00479733393
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-715.24000000
-0.00016250904
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
30636.57000000
USD
120568.00000000
PLN
2024-09-18
-715.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1503.82000000
-0.00034168159
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
6426966.00000000
NOK
601629.06000000
USD
2024-09-18
-1503.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-390.70000000
-0.00008877059
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
27132.98000000
USD
107758.00000000
PLN
2024-09-18
-390.70000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-1.00000000
NC
USD
3993.74000000
0.000907414089
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-09-11
-239519.75000000
USD
3993.74000000
N
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
17217.00000000
NS
USD
386865.99000000
0.087899475219
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
139.45000000
0.000031684309
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
258435.00000000
EUR
277975.17000000
USD
2024-09-18
139.45000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1119.55000000
-0.00025437195
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
136312.05000000
USD
50000000.00000000
HUF
2024-09-18
-1119.55000000
N
N
N
N/A
N/A
FTSE 100 Index
N/A
116.00000000
NC
1842.64000000
0.000418664584
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
FTSE 100 Index
GB0001383545
2024-09-20
9525920.00000000
GBP
1842.64000000
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
10296.00000000
NS
USD
564632.64000000
0.128289676607
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4133.53000000
0.000939175650
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
671575.00000000
ILS
182561.75000000
USD
2024-09-18
4133.53000000
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871X109
1756.00000000
NS
USD
51134.72000000
0.011618273949
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Lead Base Metal
N/A
2.00000000
NC
USD
1657.93000000
0.000376696790
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Lead Base Metal
2024-07-17
109457.00000000
USD
1657.93000000
N
N
N
HealthEquity, Inc.
529900LRJU1RAFQHM467
HealthEquity, Inc.
42226A107
2017.00000000
NS
USD
173865.40000000
0.039503801868
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
1.00000000
NC
USD
-1115.95000000
-0.00025355400
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2024-09-03
73070.25000000
USD
-1115.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42.53000000
-0.00000966320
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2134.60000000
USD
8430.00000000
PLN
2024-09-18
-42.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
290.14000000
0.000065922449
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
54596.00000000
ILS
14795.54000000
USD
2024-09-18
290.14000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
179.54000000
0.000040793122
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4500000.00000000
PHP
77134.98000000
USD
2024-09-18
179.54000000
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
4200.00000000
NS
919381.76000000
0.208891906548
Long
EC
CORP
JP
N
2
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
2472.00000000
NS
USD
218598.96000000
0.049667673985
Long
EC
CORP
PR
N
1
N
N
N
Coherent Corp.
549300O5C25A0MMHHU33
Coherent Corp.
19247G107
4180.00000000
NS
USD
302882.80000000
0.068817729811
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10029.33000000
-0.00227875508
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
962296.89000000
USD
752874.00000000
GBP
2024-09-18
-10029.33000000
N
N
N
Incitec Pivot Ltd.
254900UW2F3BKV6Z9V18
Incitec Pivot Ltd.
N/A
32763.00000000
NS
63200.49000000
0.014359726748
Long
EC
CORP
AU
N
2
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
2862.00000000
NS
USD
305031.96000000
0.069306038530
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-177.94000000
-0.00004042958
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8597.84000000
USD
33928.00000000
PLN
2024-09-18
-177.94000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-86583.89000000
-0.01967264812
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2320029.82000000
USD
355000000.00000000
JPY
2024-09-18
-86583.89000000
N
N
N
GCI Liberty, Inc. Escrow
N/A
GCI Liberty, Inc. Escrow, Class A
361ESC049
-114.00000000
NS
USD
0.00000000
0.000000
Short
EC
CORP
US
N
3
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7709.53000000
-0.00175167540
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2541000.00000000
AUD
1690881.38000000
USD
2024-09-18
-7709.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
506.73000000
0.000115133669
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1185030.85000000
USD
1773500.00000000
AUD
2024-09-18
506.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
55.81000000
0.000012680540
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
31707317.00000000
CLP
33730.85000000
USD
2024-09-23
55.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1257.36000000
0.000285683639
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
119803.00000000
BRL
22497.99000000
USD
2024-09-18
1257.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7424.08000000
0.001686818569
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
875901.00000000
ILS
240138.90000000
USD
2024-09-18
7424.08000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1044.91000000
-0.00023741306
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
92595.91000000
USD
1500000000.00000000
IDR
2024-09-18
-1044.91000000
N
N
N
N/A
N/A
Total Return Swap
000000000
-2222928.00000000
PA
10602.48000000
0.002408979988
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2024-07-19
0.00000000
USD
0.00000000
USD
-2222928.00000000
EUR
10602.48000000
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
17166.00000000
NS
USD
533862.60000000
0.121298443368
Long
EC
CORP
US
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
N/A
1458.00000000
NS
111396.68000000
0.025310339927
Long
EC
CORP
DE
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7991.81000000
-0.00181581199
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
528096.00000000
CHF
585468.18000000
USD
2024-09-18
-7991.81000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
1.00000000
NC
USD
-13682.56000000
-0.00310880220
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Copper Base Metal
2024-07-30
237792.75000000
USD
-13682.56000000
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
1138.00000000
NS
USD
202336.40000000
0.045972672288
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
222.61000000
0.000050579018
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
206748.00000000
EUR
222491.18000000
USD
2024-09-18
222.61000000
N
N
N
SiteOne Landscape Supply, Inc.
5299008LX7SBD4HIAU03
SiteOne Landscape Supply, Inc.
82982L103
-264.00000000
NS
USD
-32052.24000000
-0.00728256075
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1.45000000
0.000000329453
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
14019.84000000
USD
58928572.00000000
COP
2024-09-18
1.45000000
N
N
N
Persol Holdings Co. Ltd.
3538000H6OI725NB2008
Persol Holdings Co. Ltd.
N/A
427300.00000000
NS
592085.38000000
0.134527189083
Long
EC
CORP
JP
N
2
N
N
N
Novocure Ltd.
213800YPP55UMHWA4826
Novocure Ltd.
N/A
2669.00000000
NS
USD
45719.97000000
0.010387993449
Long
EC
CORP
JE
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
171.00000000
NS
USD
17050.41000000
0.003874008390
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1057.43000000
0.000240257723
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
29478458.00000000
CLP
32365.29000000
USD
2024-09-23
1057.43000000
N
N
N
N/A
N/A
LME Zinc Base Metal
N/A
2.00000000
NC
USD
6451.73000000
0.001465891796
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Zinc Base Metal
2024-09-17
146761.00000000
USD
6451.73000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
45.19000000
0.000010267579
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
18500.00000000
SGD
13739.57000000
USD
2024-09-18
45.19000000
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
2954.00000000
NS
USD
348867.40000000
0.079265849606
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1219.01000000
0.000276970170
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
200072.00000000
PLN
50870.83000000
USD
2024-09-18
1219.01000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-1.00000000
NC
USD
585.76000000
0.000133090005
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-09-13
-63061.25000000
USD
585.76000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19968.33000000
-0.00453698638
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1271288.28000000
USD
13334028.00000000
NOK
2024-09-18
-19968.33000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-623.01000000
-0.00014155354
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
5625000.00000000
PHP
95571.29000000
USD
2024-09-18
-623.01000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
17882.71000000
0.004063114528
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1763847.00000000
CHF
2000046.22000000
USD
2024-09-18
17882.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-215.98000000
-0.00004907262
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
20785.22000000
USD
666700.00000000
TWD
2024-09-18
-215.98000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
136148.00000000
NS
633465.86000000
0.143929210896
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-6854.03000000
-0.00155729801
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
309763.33000000
USD
7072916.00000000
CZK
2024-09-18
-6854.03000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-27.48000000
-0.00000624370
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
2500000.00000000
INR
29881.13000000
USD
2024-09-18
-27.48000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7363.86000000
-0.00167313603
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1181535.00000000
CHF
1320413.19000000
USD
2024-09-18
-7363.86000000
N
N
N
Glacier Bancorp, Inc.
549300SMJAUKZB5D7V74
Glacier Bancorp, Inc.
37637Q105
-2485.00000000
NS
USD
-92740.20000000
-0.02107141780
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
164.97000000
0.000037482685
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
765094.99000000
USD
1044938.00000000
CAD
2024-09-18
164.97000000
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
188.00000000
NS
17278.41000000
0.003925812066
Long
EC
CORP
FR
N
2
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
18389.00000000
NS
332972.38000000
0.075654356343
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
11.00000000
NC
USD
-53795.33000000
-0.01222278876
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-08-30
691652.50000000
USD
-53795.33000000
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc., Class A
169656105
14600.00000000
NS
USD
914690.00000000
0.207825895959
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2512.00000000
NS
USD
1395516.48000000
0.317074049987
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
596.00000000
NS
85278.58000000
0.019376069810
Long
EC
CORP
DK
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1370.18000000
0.000311317371
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
970714.00000000
CZK
42942.61000000
USD
2024-09-18
1370.18000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-1.00000000
NC
USD
11444.83000000
0.002600369577
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2024-07-23
-102574.44000000
USD
11444.83000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
647.90000000
0.000147208778
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
87724.00000000
ILS
23954.96000000
USD
2024-09-18
647.90000000
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
15000.00000000
NS
291721.90000000
0.066281871714
Long
EC
CORP
JP
N
2
N
N
N
Vestis Corp.
254900QDW0TA2TMFAP59
Vestis Corp.
29430C102
12291.00000000
NS
USD
150318.93000000
0.034153829501
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99.79000000
-0.00002267319
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
7055.49000000
USD
28028.00000000
PLN
2024-09-18
-99.79000000
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
-718.00000000
NS
USD
-236502.02000000
-0.05373541221
Short
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1340.22000000
0.000304510186
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
179261.00000000
BRL
33122.54000000
USD
2024-09-18
1340.22000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4542.22000000
0.001032033739
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
909029.00000000
ILS
246058.69000000
USD
2024-09-18
4542.22000000
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
31502.00000000
NS
USD
1434916.10000000
0.326026002372
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1172.35000000
0.000266368593
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
106491.00000000
BRL
20052.81000000
USD
2024-09-18
1172.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
384.81000000
0.000087432335
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
389710.00000000
CZK
17074.78000000
USD
2024-09-18
384.81000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-99185.86000000
-0.02253593044
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1590085.49000000
USD
8409083.00000000
BRL
2024-09-18
-99185.86000000
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG (Registered)
N/A
1341.00000000
NS
236422.51000000
0.053717346823
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1756.79000000
-0.00039915868
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
27434.16000000
USD
107916667.00000000
COP
2024-09-18
-1756.79000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
82.70000000
0.000018790192
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1046653.18000000
USD
87494535.00000000
INR
2024-09-18
82.70000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A
-6.00000000
NC
USD
99844.22000000
0.022685515833
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Copper Base Metal
2024-08-14
-1431183.00000000
USD
99844.22000000
N
N
N
N/A
N/A
LME Nickel Base Metal
N/A
-1.00000000
NC
USD
11947.57000000
0.002714596682
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Nickel Base Metal
2024-08-01
-102709.44000000
USD
11947.57000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-1.00000000
NC
USD
-616.95000000
-0.00014017665
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-09-17
-63095.25000000
USD
-616.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2795.36000000
-0.00063513124
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
251817.57000000
USD
8071428.00000000
TWD
2024-09-18
-2795.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2636.97000000
0.000599143592
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
951623.00000000
EUR
1025698.31000000
USD
2024-09-18
2636.97000000
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
N/A
79322.00000000
NS
826188.38000000
0.187717522116
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6967.23000000
0.001583018090
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6115776.00000000
CZK
268885.43000000
USD
2024-09-18
6967.23000000
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
-2.00000000
NC
USD
-5956.98000000
-0.00135348009
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Short
N/A
LME Aluminum Base Metal
2024-07-02
-124391.00000000
USD
-5956.98000000
N
N
N
Veeva Systems, Inc.
549300YZEXPDB92M2F02
Veeva Systems, Inc., Class A
922475108
483.00000000
NS
USD
88393.83000000
0.020083882973
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
LME Aluminum Base Metal
N/A
125.00000000
NC
USD
-189506.76000000
-0.04305766127
N/A
DCO
GB
N
1
LME Clear
213800L8AQD59D3JRW81
Long
N/A
LME Aluminum Base Metal
2024-09-18
7886125.00000000
USD
-189506.76000000
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
N/A
156991.00000000
NS
293198.55000000
0.066617380039
Long
EC
CORP
GB
N
2
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
5082.00000000
NS
USD
203381.64000000
0.046210160332
Long
EC
CORP
US
N
1
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co., Class A
92537N108
8810.00000000
NS
USD
762681.70000000
0.173288226212
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1020.14000000
0.000231785096
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
94955.00000000
BRL
17855.31000000
USD
2024-09-18
1020.14000000
N
N
N
N/A
N/A
LME Copper Base Metal
N/A