0001752724-20-055897.txt : 20200323
0001752724-20-055897.hdr.sgml : 20200323
20200323122001
ACCESSION NUMBER: 0001752724-20-055897
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200323
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST
CENTRAL INDEX KEY: 0000930007
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08764
FILM NUMBER: 20734277
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-821-3000
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
STREET 2: 12TH FLOOR 1285 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 20020716
FORMER COMPANY:
FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST
DATE OF NAME CHANGE: 19980212
FORMER COMPANY:
FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
DATE OF NAME CHANGE: 19941212
0000930007
S000006035
PACE Alternative Strategies Investments
C000016591
Class A
PASIX
C000016594
Class Y
PASYX
C000016595
Class P
PASPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000930007
XXXXXXXX
S000006035
C000016594
C000016591
C000016595
PACE SELECT ADVISORS TRUST
811-08764
0000930007
549300TPB2UX3QR3SC50
C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
12TH FLOOR 1285 AVENUE OF THE AMERICAS
NEW YORK
10019
212-821-3000
PACE Alternative Strategies Investments
S000006035
549300303QV2ZI4ZA416
2020-07-31
2020-01-31
N
1816958573.59
1315829224.52
501129349.07
0
0
0
0
0
0
0
0
0
0
8067.52
0
0
50571737.73
MXN
EUR
CNY
GBP
SEK
AUD
BRL
USD
IDR
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4125.63000000
-0.00082326648
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
177200.00000000
GBP
229959.71000000
USD
2020-02-19
-4125.63
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
454.00000000
NS
USD
33191.94000000
0.006623427676
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
4528.00000000
NS
USD
1275764.00000000
0.254577785629
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-72877.81000000
-0.01454271439
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10495500.00000000
EUR
11627045.04000000
USD
2020-04-28
-72877.81
N
N
N
Denny's Corp
54930037V56XOULXM917
Denny's Corp
24869P104
1589.00000000
NS
USD
32526.83000000
0.006490705455
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
475.00000000
NS
USD
32129.00000000
0.006411318766
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
10595.00000000
NS
USD
1256672.95000000
0.250768180377
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
1105.00000000
NS
100564.78000000
0.020067629283
Long
EC
CORP
GB
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
336.00000000
NS
USD
32306.40000000
0.006446718808
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corp
N/A
Forward Air Corp
349853101
465.00000000
NS
USD
30434.25000000
0.006073132626
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
225.77000000
0.000045052240
N/A
DFE
DK
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
56491.17000000
USD
380521.88000000
DKK
2020-04-06
225.77
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-29659.56000000
-0.00591854379
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1690455.62000000
USD
2567899.00000000
NZD
2020-03-18
-29659.56
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
-36000.00000000
NS
-565474.60000000
-0.11284004839
Short
EC
CORP
JP
N
1
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
000000000
3188.00000000
NS
318331.59000000
0.063522839081
Long
EC
CORP
DK
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
16209.00000000
NS
USD
2908218.78000000
0.580332959024
Long
EC
CORP
US
N
1
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
125000.00000000
PA
140606.68000000
0.028057961534
Long
DBT
CORP
IT
N
2
2024-10-31
Fixed
1.75000000
N
N
N
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
183.00000000
NS
USD
25197.27000000
0.005028097046
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08110499 IRS AUD R F 1.11370 SL_2708110499_RECEIVE CCPVANIL / Short: S08110499 IRS AUD P V 03MBBSW SL_2708110499_PAY CCPVANILLA
000000000
5620000.00000000
OU
Notional Amount
25559.64000000
0.005100407718
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-11-28
0
AUD
0
AUD
5620000
AUD
25559.64
N
N
N
Q2 Holdings Inc
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736L109
381.00000000
NS
USD
33219.39000000
0.006628905303
Long
EC
CORP
US
N
1
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
34332.00000000
NS
258049.09000000
0.051493509705
Long
EC
CORP
ES
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: BAV5DYCC4 IRS BRL R V 00MBRCDI BAV5DYCC4_FLO CCPNDFPREDISWAP / Short: BAV5DYCC4 IRS BRL P F 4.62000 BAV5DYCC4_FIX CCPNDFPREDISWAP
000000000
153925809.00000000
OU
Notional Amount
-75626.57000000
-0.01509122747
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2021-01-14
0
BRL
0
BRL
153925809
BRL
-75626.57
N
N
N
Laurentian Bank of Canada
HO0K6ZULL3QE6S6SFW60
Laurentian Bank of Canada
000000000
-23560.00000000
NS
-764622.94000000
-0.15257995593
Short
EC
CORP
CA
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
2971.00000000
NS
USD
252267.61000000
0.050339819543
Long
EC
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
-25191.00000000
NS
USD
-1492314.84000000
-0.29779034949
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-338.25000000
-0.00006749754
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
51000.00000000
GBP
67084.56000000
USD
2020-03-18
-338.25
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
5494.00000000
NS
USD
510282.72000000
0.101826548564
Long
EC
US
N
1
N
N
N
CapitaLand Commercial Trust
5493006N1HMMKB2HAT92
CapitaLand Commercial Trust
000000000
23000.00000000
NS
34720.80000000
0.006928510586
Long
EC
SG
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
MSCI BRAZIL IX FU MAR20 IFLL 20200320
000000000
34.00000000
NC
USD
-57158.60000000
-0.01140595738
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
MSCI Brazil Index
MCBH0 Index
2020-03-20
2021447.4
USD
-57158.6
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
61179.44000000
0.012208313105
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
19256506.00000000
SGD
14174099.24000000
USD
2020-03-18
61179.44
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
74.25000000
0.000014816533
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
83000.00000000
EUR
92368.36000000
USD
2020-03-18
74.25
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
12818.00000000
NS
USD
1492399.74000000
0.297807291225
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
119.00000000
NS
USD
33197.43000000
0.006624523201
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2256.54000000
0.000450290928
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1894385.00000000
NOK
208248.71000000
USD
2020-03-18
2256.54
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-26119.60000000
-0.00521214733
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1884798.36000000
USD
2459869.00000000
CAD
2020-03-18
-26119.6
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
94544.50000000
0.018866286753
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
25310886.00000000
CAD
19219467.86000000
USD
2020-03-18
94544.5
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-10686.79000000
-0.00213254123
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1113596.00000000
GBP
1461504.88000000
USD
2020-03-18
-10686.79
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-4668.46000000
-0.00093158782
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
183891.87000000
USD
267528.00000000
AUD
2020-03-18
-4668.46
N
N
N
AtriCure Inc
N/A
AtriCure Inc
04963C209
986.00000000
NS
USD
38355.40000000
0.007653792393
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
57.05000000
0.000011384286
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
26764.28000000
EUR
29853.17000000
USD
2020-04-06
57.05
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
5063.35000000
0.001010387838
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
375705.51000000
CAD
288949.12000000
USD
2020-04-06
5063.35
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
14337.45000000
0.002861027801
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3279006.54000000
USD
2491153.00000000
GBP
2020-03-18
14337.45
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-6485.13000000
-0.00129410301
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1378259.92000000
USD
1871731.00000000
SGD
2020-03-18
-6485.13
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-3466.66000000
-0.00069176950
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1500000.00000000
CNY
212889.77000000
USD
2020-02-20
-3466.66
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
2827.50000000
0.000564225584
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8142414.00000000
NOK
888219.63000000
USD
2020-03-18
2827.5
N
N
N
ManTech International Corp/VA
5299007N03CAU4SWNR02
ManTech International Corp/VA
564563104
392.00000000
NS
USD
31469.76000000
0.006279767899
Long
EC
CORP
US
N
1
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
000000000
15900.00000000
NS
256990.33000000
0.051282234911
Long
EC
CA
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
438.00000000
NS
USD
98006.88000000
0.019557202183
Long
EC
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-11921.68000000
-0.00237896264
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1202910.43000000
USD
1777797.00000000
AUD
2020-03-18
-11921.68
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-438.03000000
-0.00008740857
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
67343.84000000
EUR
74534.49000000
USD
2020-04-06
-438.03
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-8338.00000000
NS
USD
-1036746.92000000
-0.20688209978
Short
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
752.00000000
NS
USD
149625.44000000
0.029857648584
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
345.00000000
NS
USD
34634.55000000
0.006911299460
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2936921 TRS USD R V 01MFEDL0 WMT.N FEDL01 -35 BPS / Short: SW2936921 TRS USD P E 2936921
000000000
914197.10000000
OU
Notional Amount
USD
30563.28000000
0.006098880470
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Walmart Inc
Walmart Inc
Y
equity-performance leg
2099-12-31
0
USD
0
USD
914197.1
USD
30563.28
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
34950.00000000
NS
USD
932815.50000000
0.186142659920
Long
EC
CORP
US
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
9428.00000000
NS
538908.36000000
0.107538774370
Long
EC
CORP
DE
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-402.78000000
-0.00008037445
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
141308.08000000
USD
126716.00000000
EUR
2020-03-18
-402.78
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
9721.00000000
NS
28462.03000000
0.005679577548
Long
EC
CORP
ES
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-66386.79000000
-0.01324743604
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1506205.74000000
USD
13241141.00000000
NOK
2020-03-18
-66386.79
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
20138.85000000
0.004018692985
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1212149.00000000
AUD
832186.47000000
USD
2020-03-18
20138.85
N
N
N
Lundin Petroleum AB
549300IULC8F8IGXKI15
Lundin Petroleum AB
000000000
5995.00000000
NS
182834.77000000
0.036484546422
Long
EC
CORP
SE
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-397.92000000
-0.00007940464
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
170470.38000000
USD
152946.00000000
EUR
2020-03-18
-397.92
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
100000.00000000
NS
137254.40000000
0.027389016479
Long
EC
CORP
HK
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
3439.00000000
NS
USD
129375.18000000
0.025816723813
Long
EC
CORP
US
N
1
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907103
983.00000000
NS
USD
29863.54000000
0.005959247857
Long
EC
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTEL CORP JAN20 51.5 PUT
000000000
-5.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Intel Corp
Intel Corp
100.00000000
51.5
USD
2020-01-31
XXXX
68.75
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08038626 IRS SEK R F .21250 SL_2708038626_RECEIVE CCPVANIL / Short: S08038626 IRS SEK P V 03MSTIBO SL_2708038626_PAY CCPVANILLA
000000000
90250000.00000000
OU
Notional Amount
3216.11000000
0.000641772429
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-18
0
SEK
0
SEK
90250000
SEK
3216.11
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
-15530.00000000
NS
-731789.94000000
-0.14602815447
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PFIZER INC JAN20 41 CALL
000000000
-6.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Pfizer Inc
Pfizer Inc
100.00000000
41
USD
2020-01-31
XXXX
41.79
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08047135 CDS EUR R F 5.00000 SL_2708047135_FEE CCPCDX / Short: S08047135 CDS EUR P V 03MEVENT SL_2708047135_PROTECTION CCPCD
000000000
3351000.00000000
OU
Notional Amount
454599.71000000
0.090715044098
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S32.V1
2I667KHC5
Y
sell protection
2024-12-20
401117.33
EUR
0
EUR
3351000
EUR
13197.68
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MICROSOFT CORP FEB20 157.5 PUT
000000000
-8.00000000
NC
USD
-360.00000000
-0.00007183774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
157.5
USD
2020-02-14
XXXX
447.49
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
7373.63000000
0.001471402545
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
340000.00000000
AUD
235310.60000000
USD
2020-04-23
7373.63
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics Inc
019770106
1233.00000000
NS
USD
26780.76000000
0.005344081333
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VERIZON COMMUNICATIONS INC FEB20 61 CALL
000000000
-5.00000000
NC
USD
-50.00000000
-0.00000997746
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Verizon Communications Inc
Verizon Communications Inc
100.00000000
61
USD
2020-02-07
XXXX
58.73
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
3277.00000000
NS
USD
336121.89000000
0.067072880609
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3494.85000000
-0.00069739479
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
214047783.00000000
JPY
1973500.00000000
USD
2020-02-19
-3494.85
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
151513.02000000
0.030234313811
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
15528449.00000000
NZD
10194582.05000000
USD
2020-03-18
151513.02
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
000000000
-7750.00000000
NS
-631993.35000000
-0.12611381695
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
59748.70000000
0.011922809971
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2830000000.00000000
KRW
2434271.19000000
USD
2020-02-06
59748.7
N
N
N
Badger Daylighting Ltd
N/A
Badger Daylighting Ltd
000000000
26810.00000000
NS
699523.42000000
0.139589393696
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
92025.28000000
0.018363578220
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4169724.00000000
AUD
2885423.16000000
USD
2020-03-18
92025.28
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ORACLE CORP FEB20 57 CALL
000000000
-2.00000000
NC
USD
-2.00000000
-0.00000039909
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Oracle Corp
Oracle Corp
100.00000000
57
USD
2020-02-07
XXXX
19.5
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
-4509.00000000
NS
USD
-268014.96000000
-0.05348219187
Short
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
1688.00000000
NS
USD
522452.88000000
0.104255095210
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
697.00000000
NS
USD
113032.49000000
0.022555551817
Long
EC
US
N
1
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
000000000
-25990.00000000
NS
-533390.06000000
-0.10643760158
Short
EC
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PHILIP MORRIS INTERNATIONAL IN FEB20 92.5 CALL
000000000
-1.00000000
NC
USD
-9.00000000
-0.00000179594
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Philip Morris International Inc
Philip Morris International Inc
100.00000000
92.5
USD
2020-02-07
XXXX
24.75
N
N
N
HealthStream Inc
529900OJ88H8635JNH64
HealthStream Inc
42222N103
1187.00000000
NS
USD
30327.85000000
0.006051900583
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
203.00000000
NS
USD
34631.80000000
0.006910750700
Long
EC
CORP
US
N
1
N
N
N
MTY Food Group Inc
5493004BLYNZ8OWF5Z08
MTY Food Group Inc
000000000
-16210.00000000
NS
-707855.45000000
-0.14125204427
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-14572.79000000
-0.00290798972
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1424018.05000000
USD
2179264.00000000
NZD
2020-03-18
-14572.79
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
398.00000000
NS
USD
32500.68000000
0.006485487242
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
5656.00000000
NS
USD
641956.00000000
0.128101856574
Long
EC
CORP
US
N
1
N
N
N
Turning Point Therapeutics Inc
N/A
Turning Point Therapeutics Inc
90041T108
520.00000000
NS
USD
30420.00000000
0.006070289049
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
3300.00000000
NS
USD
53922.00000000
0.010760096190
Long
EC
US
N
1
N
N
N
8x8 Inc
254900XWSOC5U1BRW939
8x8 Inc
282914100
1729.00000000
NS
USD
32193.98000000
0.006424285478
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-3330.94000000
-0.00066468667
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
372019.50000000
USD
487941.00000000
CAD
2020-03-18
-3330.94
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-53.56000000
-0.00001068785
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
41642.62000000
USD
37401.00000000
EUR
2020-03-18
-53.56
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
530.00000000
NS
USD
30284.20000000
0.006043190257
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-10581.95000000
-0.00211162048
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
448837.32000000
USD
1880000.00000000
BRL
2020-03-06
-10581.95
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9442.42000000
-0.00188422809
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
644239.20000000
USD
840122.00000000
CAD
2020-03-18
-9442.42
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-43556.15000000
-0.00869159830
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1222873.84000000
USD
10845469.00000000
NOK
2020-03-18
-43556.15
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
51.20000000
0.000010216923
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
58542.54000000
EUR
65225.41000000
USD
2020-04-06
51.2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
839.39000000
0.000167499668
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
81249.00000000
EUR
91186.42000000
USD
2020-03-18
839.39
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-8450.00000000
NS
USD
-791765.00000000
-0.15799613442
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-10475.51000000
-0.00209038046
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1372730.78000000
USD
1858742.00000000
SGD
2020-03-18
-10475.51
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797104
106610.00000000
NS
USD
2469087.60000000
0.492704648925
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PROCTER + GAMBLE CO/THE JAN20 129 CALL
000000000
-3.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
129
USD
2020-01-31
XXXX
125.02
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
265.00000000
NS
30785.83000000
0.006143290161
Long
EC
CORP
FR
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
10465.01000000
0.002088285194
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2800000.00000000
NOK
314972.04000000
USD
2020-04-27
10465.01
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38612 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38612 TRS USD P E IXI INDEX
000000000
1125355.01000000
OU
Notional Amount
USD
-52666.79000000
-0.01050961994
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Industrial Select Sector Index
IXI Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
1125355.01
USD
-52666.79
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
444.00000000
NS
USD
34077.00000000
0.006800040760
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410J106
208.00000000
NS
USD
31809.44000000
0.006347550798
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
-2381.00000000
NS
USD
-821659.29000000
-0.16396151842
Short
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BERKSHIRE HATHAWAY INC FEB20 215 PUT
000000000
-2.00000000
NC
USD
-220.00000000
-0.00004390084
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Berkshire Hathaway Inc
Berkshire Hathaway Inc
100.00000000
215
USD
2020-02-21
XXXX
33.06
N
N
N
MyoKardia Inc
549300OLNNNZ1NI9UY54
MyoKardia Inc
62857M105
445.00000000
NS
USD
30273.35000000
0.006041025147
Long
EC
CORP
US
N
1
N
N
N
CorVel Corp
N/A
CorVel Corp
221006109
355.00000000
NS
USD
32507.35000000
0.006486818235
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
18731.21000000
0.003737799439
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4128381.00000000
NOK
467644.28000000
USD
2020-03-18
18731.21
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
126933.81000000
0.025329550192
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4786492.00000000
AUD
3333519.33000000
USD
2020-03-18
126933.81
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX MAR20 3320 PUT
000000000
-8.00000000
NC
USD
-92160.00000000
-0.01839046149
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
S&P 500 Index
SPX Index
100.00000000
3320
USD
2020-03-20
XXXX
-43941.6
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALT DISNEY CO/THE FEB20 147 CALL
000000000
-2.00000000
NC
USD
-308.00000000
-0.00006146117
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Walt Disney Co/The
Walt Disney Co/The
100.00000000
147
USD
2020-02-21
XXXX
-100.81
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
498.00000000
NS
207172.55000000
0.041341132860
Long
EC
CORP
CH
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99GP5V7C4 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99GP5V7C4 TRS USD P E DJUSRE INDEX
000000000
234286.36000000
OU
Notional Amount
USD
-3413.30000000
-0.00068112155
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Dow Jones U.S. Real Estate Index
DJUSRE Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
234286.36
USD
-3413.3
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
189597.00000000
NS
420609.52000000
0.083932326210
Long
EC
CORP
GB
N
1
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
217.00000000
NS
24668.03000000
0.004922487586
Long
EC
CORP
IE
N
1
N
N
N
Rubis SCA
969500MGFIKUGLTC9742
Rubis SCA
000000000
257.00000000
NS
15918.69000000
0.003176563102
Long
EC
CORP
FR
N
1
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
337.00000000
NS
19420.03000000
0.003875252973
Long
EC
CORP
NL
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
231.00000000
NS
24235.62000000
0.004836200482
Long
EC
CORP
FR
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
400000.00000000
PA
468309.02000000
0.093450727016
Long
DBT
CORP
ES
N
2
2022-11-23
Variable
6.13000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR20 XOSE 20200312
000000000
-1.00000000
NC
5473.14000000
0.001092161137
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPH0 Index
2020-03-12
-17383042
JPY
5473.14
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901105
-10470.00000000
NS
USD
-409900.50000000
-0.08179534899
Short
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular Inc
525558201
884.00000000
NS
USD
31810.74000000
0.006347810212
Long
EC
CORP
US
N
1
N
N
N
Codexis Inc
N/A
Codexis Inc
192005106
1938.00000000
NS
USD
30387.84000000
0.006063871544
Long
EC
CORP
US
N
1
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
669.00000000
NS
USD
111388.50000000
0.022227494798
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
300000.00000000
PA
372048.40000000
0.074241989755
Long
DBT
CORP
IT
N
2
2024-05-16
Variable
6.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-167.40000000
-0.00003340454
N/A
DFE
IN
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
154071.77000000
USD
11000000.00000000
INR
2020-02-20
-167.4
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-134.94000000
-0.00002692717
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1008086.00000000
JPY
9169.10000000
USD
2020-02-05
-134.94
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-69770.92000000
-0.01392273674
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5322500.00000000
USD
568709125.00000000
JPY
2020-02-19
-69770.92
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
40667.54000000
0.008115178261
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7920523.00000000
NOK
901931.62000000
USD
2020-03-18
40667.54
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-29053.16000000
-0.00579753711
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
160000000.00000000
INR
2207962.46000000
USD
2020-02-27
-29053.16
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
18.00000000
NS
USD
1379.16000000
0.000275210382
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
74394.22000000
0.014845312919
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3436338.00000000
AUD
2376479.27000000
USD
2020-03-18
74394.22
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-11032.00000000
-0.00220142763
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
378920.06000000
USD
549149.00000000
AUD
2020-03-18
-11032
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-5121.05000000
-0.00102190183
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1990700.00000000
USD
142958139.00000000
INR
2020-04-22
-5121.05
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
2471.70000000
0.000493225951
N/A
DFE
PE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
467548.85000000
USD
1593500.00000000
PEN
2020-03-06
2471.7
N
N
N
Appfolio Inc
529900OOUUGT6JFC0S15
Appfolio Inc
03783C100
285.00000000
NS
USD
37460.40000000
0.007475195789
Long
EC
CORP
US
N
1
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
400000.00000000
PA
487122.94000000
0.097205031176
Long
DBT
CORP
ES
N
2
2021-05-10
Variable
8.63000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-2249.80000000
-0.00044894596
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
200971.36000000
USD
6000000.00000000
TWD
2020-02-20
-2249.8
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1517.52000000
-0.00030282002
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
263513.80000000
USD
235613.00000000
EUR
2020-03-18
-1517.52
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-4331.00000000
-0.00086424792
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
773788.51000000
USD
23233000.00000000
TWD
2020-02-19
-4331
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
1202.00000000
NS
USD
147833.98000000
0.029500164034
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RW0
393503.92000000
PA
USD
455616.68000000
0.090917979728
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.88000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-357302.72000000
-0.07129949995
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
23542177.37000000
USD
35848120.00000000
NZD
2020-03-18
-357302.72
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1248.90000000
-0.00024921709
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
166850.20000000
USD
5000000.00000000
TWD
2020-02-20
-1248.9
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
27148.00000000
NS
297170.66000000
0.059300190769
Long
EC
CORP
ES
N
1
N
N
N
FORWARDS MORGAN STANLEY COC SWAP CASH COLLATERALRALD
N/A
FORWARDS MORGAN STANLEY COC SWAP CASH COLLATERALRALD
000000000
6070000.00000000
NS
USD
6070000.00000000
1.211264119985
Long
STIV
CORP
US
N
1
N
N
N
American States Water Co
529900L26LIS2V8PWM23
American States Water Co
029899101
370.00000000
NS
USD
32767.20000000
0.006538671115
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
2113.00000000
NS
USD
97134.61000000
0.019383141334
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
4268.96000000
0.000851867887
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
477514.00000000
SGD
354234.67000000
USD
2020-03-18
4268.96
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
807.46000000
0.000161128060
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
77000.00000000
EUR
86429.70000000
USD
2020-03-18
807.46
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
35270.22000000
0.007038146950
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1287184.00000000
AUD
897585.58000000
USD
2020-03-18
35270.22
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CITIGROUP INC FEB20 84 CALL
000000000
-2.00000000
NC
USD
-2.00000000
-0.00000039909
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Citigroup Inc
Citigroup Inc
100.00000000
84
USD
2020-02-14
XXXX
45.5
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-3417.68000000
-0.00068199557
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1120000000.00000000
IDR
77875.12000000
USD
2020-05-13
-3417.68
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
145488.79000000
0.029032183062
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7242527.00000000
NZD
4829613.95000000
USD
2020-03-18
145488.79
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-19996.95000000
-0.00399037694
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1531376.69000000
USD
2000236.00000000
CAD
2020-03-18
-19996.95
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JOHNSON + JOHNSON FEB20 155 CALL
000000000
-3.00000000
NC
USD
-129.00000000
-0.00002574185
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
155
USD
2020-02-21
XXXX
-29.96
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
40369.00000000
NS
USD
2389844.80000000
0.476891805366
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
391.73000000
0.000078169438
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
26640.48000000
USD
2926758.00000000
JPY
2020-02-19
391.73
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5.19000000
0.000001035660
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14000.00000000
EUR
15533.76000000
USD
2020-02-06
5.19
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4443.51000000
-0.00088669921
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
69694956.00000000
JPY
640254.33000000
USD
2020-03-18
-4443.51
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
162.05000000
0.000032336960
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
82986.00000000
EUR
92440.59000000
USD
2020-03-18
162.05
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
290.00000000
NS
USD
32625.00000000
0.006510295208
Long
EC
CORP
US
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
-780.00000000
NS
USD
-236082.60000000
-0.04711011247
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-3057.31000000
-0.00061008400
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
129037.79000000
USD
1158566.00000000
NOK
2020-03-18
-3057.31
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
23357.83000000
0.004661038121
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
16278677.00000000
SEK
1717752.28000000
USD
2020-03-18
23357.83
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
10136.85000000
0.002022801102
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
548640.37000000
USD
2292000.00000000
MYR
2020-03-05
10136.85
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
974.00000000
NS
USD
191731.90000000
0.038259962294
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
540.00000000
NS
USD
111558.60000000
0.022261438131
Long
EC
CORP
KY
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
1583.99000000
0.000316084061
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
673618.04000000
USD
20387050.00000000
TWD
2020-02-19
1583.99
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5665.46000000
-0.00113053845
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1133508.32000000
USD
1492644.00000000
CAD
2020-03-18
-5665.46
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4422.59000000
0.000882524643
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
350190.00000000
EUR
393825.88000000
USD
2020-03-18
4422.59
N
N
N
Raven Industries Inc
ZN4TZXB8X0VUOSZJ5442
Raven Industries Inc
754212108
918.00000000
NS
USD
28788.48000000
0.005744720410
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-15475.09000000
-0.00308804304
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
720545.02000000
USD
1090169.00000000
NZD
2020-03-18
-15475.09
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-270.47000000
-0.00005397209
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
563543.00000000
CAD
425543.02000000
USD
2020-03-18
-270.47
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
13704600.00000000
PA
760286.07000000
0.151714536658
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-30509.63000000
-0.00608817465
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
134007100.00000000
TWD
4407693.32000000
USD
2020-02-19
-30509.63
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-32605.56000000
-0.00650641597
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1210394.80000000
USD
1758094.00000000
AUD
2020-03-18
-32605.56
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-39876.80000000
-0.00795738666
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3200000.00000000
USD
4719617.83000000
AUD
2020-02-19
-39876.8
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent Inc
30214U102
454.00000000
NS
USD
33037.58000000
0.006592625249
Long
EC
CORP
US
N
1
N
N
N
Atrion Corp
N/A
Atrion Corp
049904105
44.00000000
NS
USD
31644.36000000
0.006314609203
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-33427.80000000
-0.00667049336
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1071658.49000000
USD
1549774.00000000
AUD
2020-03-18
-33427.8
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
149.00000000
NS
USD
31285.53000000
0.006243004936
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
58995.96000000
0.011772601247
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
29563094.00000000
SEK
3136122.10000000
USD
2020-03-18
58995.96
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
2315.94000000
0.000462144155
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
250732.00000000
SGD
186075.16000000
USD
2020-03-18
2315.94
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
336.00000000
NS
USD
27222.72000000
0.005432274132
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-144494.76000000
-0.02883382509
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5691231.92000000
USD
51009975.00000000
NOK
2020-03-18
-144494.76
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-2443.16000000
-0.00048753081
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
167374.54000000
USD
1584557.00000000
SEK
2020-03-18
-2443.16
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
3360.00000000
NS
USD
230193.60000000
0.045934966775
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2789.61000000
-0.00055666466
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1062692.30000000
USD
114580610.00000000
JPY
2020-03-18
-2789.61
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-1300.00000000
NS
USD
-413751.00000000
-0.08256371349
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
56.49000000
0.000011272538
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1150432.00000000
JPY
10698.31000000
USD
2020-03-18
56.49
N
N
N
Carillon Reams Unconstrained Bond Fund
549300MVU3XYYWJ6RX19
Carillon Reams Unconstrained Bond Fund
14214M724
1865687.93500000
NS
USD
22593480.89000000
4.508512808505
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-73157.57000000
-0.01459854030
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3778089.00000000
GBP
4921536.33000000
USD
2020-03-18
-73157.57
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
23140.00000000
NS
USD
3324292.40000000
0.663360149663
Long
EC
CORP
US
N
1
N
N
N
Aqua America Inc
549300ILTEOF3E3QY357
Aqua America Inc
03836W103
692.00000000
NS
USD
35942.48000000
0.007172295948
Long
EC
CORP
US
N
1
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-3144.00000000
NS
USD
-105795.60000000
-0.02111143563
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-6319.41000000
-0.00126103370
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1552108.91000000
USD
2109167.00000000
SGD
2020-03-18
-6319.41
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
106.00000000
NS
USD
180627.18000000
0.036044023431
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods Inc
128030202
745.00000000
NS
USD
26589.05000000
0.005305825741
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
339.68000000
0.000067782898
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
23102.58000000
USD
2538747.00000000
JPY
2020-02-14
339.68
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
51.00000000
NS
USD
33302.49000000
0.006645487848
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
4485.79000000
0.000895136157
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
280000000.00000000
KRW
239475.89000000
USD
2020-02-20
4485.79
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
147.99000000
0.000029531297
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
28164.00000000
EUR
31465.72000000
USD
2020-03-18
147.99
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-9943.22000000
-0.00198416237
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
287871.64000000
USD
2555939.00000000
NOK
2020-03-18
-9943.22
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9897.83000000
-0.00197510483
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
675206.52000000
USD
880503.00000000
CAD
2020-03-18
-9897.83
N
N
N
CHF COLLATERAL
N/A
CHF COLLATERAL
000000000
1.93000000
NS
2.00000000
0.000000399098
Long
STIV
CORP
CH
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
9875.00000000
NS
258920.97000000
0.051667492730
Long
EC
CORP
GB
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
355.00000000
NS
USD
33742.75000000
0.006733341414
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PFIZER INC FEB20 41.5 CALL
000000000
-6.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Pfizer Inc
Pfizer Inc
100.00000000
41.5
USD
2020-02-07
XXXX
46.5
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
57.93000000
0.000011559889
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1341023.56000000
DKK
199938.03000000
USD
2020-04-06
57.93
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
-174.00000000
NS
USD
-6606.78000000
-0.00131837818
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-515.40000000
-0.00010284769
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1070545.76000000
USD
115675460.00000000
JPY
2020-03-18
-515.4
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
369.27000000
0.000073687562
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
28000.00000000
EUR
31426.42000000
USD
2020-02-06
369.27
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
8870.48000000
0.001770097883
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
397283.00000000
AUD
275019.87000000
USD
2020-03-18
8870.48
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
1484.00000000
NS
USD
345742.32000000
0.068992630473
Long
EC
CORP
US
N
1
N
N
N
Seattle Genetics Inc
N/A
Seattle Genetics Inc
812578102
284.00000000
NS
USD
30782.76000000
0.006142677545
Long
EC
CORP
US
N
1
N
N
N
LafargeHolcim Ltd
529900EHPFPYHV6IQO98
LafargeHolcim Ltd
000000000
31342.00000000
NS
1597687.08000000
0.318817303948
Long
EC
CORP
CH
N
1
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
48648.00000000
NS
1196138.91000000
0.238688656375
Long
EC
CORP
IT
N
1
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
206.00000000
NS
USD
33728.38000000
0.006730473891
Long
EC
CORP
US
N
1
N
N
N
Colliers International Group Inc
D3O8K13PHLEXXD1DT480
Colliers International Group Inc
194693107
2690.00000000
NS
USD
217970.70000000
0.043495895900
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
403.82000000
0.000080581989
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
50592.03000000
USD
5512898.00000000
JPY
2020-03-18
403.82
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-46.66000000
-0.00000931096
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
669000.00000000
HKD
86067.27000000
USD
2020-02-19
-46.66
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
4209.68000000
0.000840038606
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5341325.00000000
NOK
585016.20000000
USD
2020-03-18
4209.68
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
198.00000000
NS
USD
30933.54000000
0.006172765585
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3053.96000000
-0.00060941551
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2710413.00000000
CAD
2044936.02000000
USD
2020-03-18
-3053.96
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
228.00000000
NS
18307.30000000
0.003653208504
Long
EC
CORP
DE
N
1
N
N
N
Societe BIC SA
969500UR00DF63I0VH67
Societe BIC SA
000000000
4540.00000000
NS
306888.42000000
0.061239362765
Long
EC
CORP
FR
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-6230.07000000
-0.00124320597
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
759979.87000000
USD
1028461.00000000
SGD
2020-03-18
-6230.07
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5676.49000000
-0.00113273948
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
177200.00000000
GBP
228408.85000000
USD
2020-02-19
-5676.49
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
6693.39000000
0.001335661144
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
49100000.00000000
MXN
2576267.60000000
USD
2020-04-21
6693.39
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-35860.92000000
-0.00715602070
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2620867.00000000
GBP
3428967.05000000
USD
2020-03-18
-35860.92
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1067.51000000
0.000213020850
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
834447.00000000
SEK
87922.38000000
USD
2020-03-18
1067.51
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-502.69000000
-0.00010031142
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
75005.16000000
USD
67000.00000000
EUR
2020-03-18
-502.69
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2988.24000000
0.000596301135
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
616998.68000000
USD
67023586.00000000
JPY
2020-03-18
2988.24
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-9974.31000000
-0.00199036636
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1179504.92000000
USD
17625000.00000000
ZAR
2020-03-06
-9974.31
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2.29000000
0.000000456967
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
4064.67000000
EUR
4527.40000000
USD
2020-04-06
2.29
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1059.00000000
NS
USD
547990.14000000
0.109351037016
Long
EC
CORP
US
N
1
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
000000000
-169830.00000000
NS
-631376.45000000
-0.12599071500
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
25.21000000
0.000005030637
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
85000.00000000
EUR
94543.27000000
USD
2020-03-18
25.21
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-212062.16000000
-0.04231685100
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
43220613.91000000
USD
38677549.00000000
EUR
2020-03-18
-212062.16
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-99.34000000
-0.00001982322
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
693420.00000000
JPY
6321.79000000
USD
2020-04-06
-99.34
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5948.42000000
0.001187002918
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2010000.00000000
EUR
2238000.33000000
USD
2020-02-25
5948.42
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-55553.74000000
-0.01108570873
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1979103.54000000
USD
17689720.00000000
NOK
2020-03-18
-55553.74
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-14052.31000000
-0.00280412832
N/A
DFE
TR
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
676386.21000000
USD
3993000.00000000
TRY
2020-03-06
-14052.31
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
17150.00000000
NS
USD
1740039.00000000
0.347223526865
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-206.30000000
-0.00004116701
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30393.00000000
EUR
33590.02000000
USD
2020-03-18
-206.3
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
43367.58000000
0.008653969295
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7264670.47000000
USD
5527950.00000000
GBP
2020-03-18
43367.58
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1621.78000000
-0.00032362502
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
210201.71000000
USD
1918183.00000000
NOK
2020-03-18
-1621.78
N
N
N
Sierra Wireless Inc
549300E33RZ5BJ726L53
Sierra Wireless Inc
000000000
-16130.00000000
NS
-155644.63000000
-0.03105877360
Short
EC
CORP
CA
N
1
N
N
N
Cott Corp
5493005TMUI9D3MY9I37
Cott Corp
22163N106
7776.00000000
NS
USD
118895.04000000
0.023725419439
Long
EC
CORP
CA
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
5413.00000000
NS
USD
840368.25000000
0.167694877891
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
661.95000000
0.000132091644
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
166841.60000000
USD
18107944.00000000
JPY
2020-03-18
661.95
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-4425.67000000
-0.00088313925
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
183816.36000000
USD
1723473.00000000
SEK
2020-03-18
-4425.67
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-16405.64000000
-0.00327373362
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2852973.01000000
USD
3754056.00000000
CAD
2020-03-18
-16405.64
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2260.59000000
-0.00045109910
N/A
DFE
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
359204.90000000
USD
270000.00000000
GBP
2020-03-18
-2260.59
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
4995.99000000
0.000996946199
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
296144.00000000
NZD
196527.97000000
USD
2020-03-18
4995.99
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
3416.43000000
0.000681746141
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
400420.00000000
NZD
262389.22000000
USD
2020-03-18
3416.43
N
N
N
AltaGas Ltd
DR5LKEURSR8SXLM64266
AltaGas Ltd
000000000
55000.00000000
NS
885635.48000000
0.176727920973
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1619.28000000
0.000323126155
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
176000.00000000
EUR
197327.26000000
USD
2020-03-18
1619.28
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
292766102
31366.00000000
NS
USD
159966.60000000
0.031921219600
Long
EC
CORP
CA
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
264.00000000
NS
USD
35956.80000000
0.007175153494
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
5157.97000000
0.001029269191
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
377726995.00000000
JPY
3499238.32000000
USD
2020-03-18
5157.97
N
N
N
Charter Hall Group
N/A
Charter Hall Group
000000000
2974.00000000
NS
25601.63000000
0.005108786792
Long
EC
AU
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
-4710.00000000
NS
USD
-499589.70000000
-0.09969276413
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-26545.41000000
-0.00529711741
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8560000000.00000000
IDR
595851.32000000
USD
2020-04-24
-26545.41
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
1693.00000000
NS
USD
81111.63000000
0.016185767237
Long
EC
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1622.72000000
0.000323812605
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
911061.00000000
SEK
96452.09000000
USD
2020-03-18
1622.72
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
20640.91000000
0.004118878696
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1851329.70000000
USD
1415997.00000000
GBP
2020-03-18
20640.91
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-1025.27000000
-0.00020459188
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
369000000.00000000
IDR
25757.80000000
USD
2020-05-13
-1025.27
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
614.00000000
NS
16560.86000000
0.003304707662
Long
EC
CORP
ES
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-11838.76000000
-0.00236241601
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
363875548.00000000
JPY
3349000.00000000
USD
2020-02-19
-11838.76
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
15994.00000000
NS
USD
3589533.42000000
0.716288803811
Long
EC
CORP
US
N
1
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
1702.00000000
NS
17011.07000000
0.003394546743
Long
EC
CORP
IT
N
1
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
000000000
1300.00000000
NS
69226.15000000
0.013814028280
Long
EC
CORP
JP
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
-90577.00000000
NS
USD
-1029860.49000000
-0.20550791764
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-85419.41000000
-0.01704538162
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2275741.96000000
USD
20143067.00000000
NOK
2020-03-18
-85419.41
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
87.00000000
NS
USD
31005.06000000
0.006187037350
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
837.77000000
0.000167176398
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
15000000.00000000
INR
210707.36000000
USD
2020-02-20
837.77
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
-5694.00000000
NS
USD
-660276.24000000
-0.13175764724
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-766.19000000
-0.00015289266
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
102692.67000000
USD
937356.00000000
NOK
2020-03-18
-766.19
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-12978.72000000
-0.00258989421
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3150000000.00000000
IDR
216123.50000000
USD
2020-04-21
-12978.72
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-730.00000000
NS
USD
-474916.10000000
-0.09476916506
Short
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
4124.00000000
NS
280277.57000000
0.055929186849
Long
EC
CORP
DE
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
29791.00000000
NS
USD
1480910.61000000
0.295514643624
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
-17.00000000
NC
22955.37000000
0.004580727519
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGH0 Index
2020-03-20
-639328.24
EUR
22955.37
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
000000000
91000.00000000
NS
1393123.77000000
0.277996843047
Long
EC
CORP
CA
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
61235.00000000
NS
533453.85000000
0.106450330835
Long
EC
CORP
IT
N
1
N
N
N
Quebecor Inc
N/A
Quebecor Inc
000000000
-5390.00000000
NS
-133752.15000000
-0.02669014501
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
105.21000000
0.000020994579
N/A
DFE
HK
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
154356.50000000
USD
1200000.00000000
HKD
2020-02-20
105.21
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
38840.00000000
NS
USD
2377396.40000000
0.474407736128
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
51540.20000000
0.010284809719
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2310585583.00000000
KRW
1990700.00000000
USD
2020-02-20
51540.2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5F63K5 IRS GBP R F 3.51250 BAV5F63K5_FIX CCPINFLATIONZERO / Short: SAV5F63K5 IRS GBP P V 12MUKRPI BAV5F63K5_INF CCPINFLATIONZERO
000000000
2666600.00000000
OU
Notional Amount
56899.52000000
0.011354258158
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
UK Retail Price Index
UKRPI Index
Y
2029-12-15
0
GBP
0
GBP
2666600
GBP
56899.52
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CISCO SYSTEMS INC FEB20 52.5 CALL
000000000
-5.00000000
NC
USD
-15.00000000
-0.00000299323
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Cisco Systems Inc
Cisco Systems Inc
100.00000000
52.5
USD
2020-02-14
XXXX
103.75
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
-5180.00000000
NS
USD
-495985.00000000
-0.09897344885
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-3640.80000000
-0.00072651901
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1100000000.00000000
IDR
76463.23000000
USD
2020-04-08
-3640.8
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PEPSICO INC FEB20 133 PUT
000000000
-1.00000000
NC
USD
-35.00000000
-0.00000698422
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
133
USD
2020-02-14
XXXX
3.77
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708224755 SLI PUT CHF 10415 20200320
000000000
15.00000000
NC
2498.11000000
0.000498496047
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
Swiss Market Index
SMI Index
1.00000000
10415
CHF
2020-03-20
XXXX
-1172.55
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
525.65000000
0.000104893078
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
85753.71000000
USD
9317338.00000000
JPY
2020-04-06
525.65
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-3801.29000000
-0.00075854467
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
18000000.00000000
INR
248042.22000000
USD
2020-02-20
-3801.29
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
6938.00000000
NS
263424.13000000
0.052566095058
Long
EC
CORP
FR
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-5701.58000000
-0.00113774617
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3702127.07000000
USD
399601484.00000000
JPY
2020-03-18
-5701.58
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
2763.84000000
0.000551522277
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
890000.00000000
BRL
210394.20000000
USD
2020-02-20
2763.84
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
39359.00000000
NS
26423.36000000
0.005272762421
Long
EC
CORP
GB
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
296.00000000
NS
USD
63950.80000000
0.012761335994
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
362.00000000
NS
USD
33582.74000000
0.006701411534
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VERIZON COMMUNICATIONS INC FEB20 58 PUT
000000000
-4.00000000
NC
USD
-156.00000000
-0.00003112968
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Verizon Communications Inc
Verizon Communications Inc
100.00000000
58
USD
2020-02-21
XXXX
28.94
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
1409.00000000
NS
USD
55303.25000000
0.011035723631
Long
EC
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-864.48000000
-0.00017250636
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
5560044.83000000
HKD
714372.60000000
USD
2020-04-06
-864.48
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
367.00000000
NS
USD
34259.45000000
0.006836448526
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
33901.00000000
NS
USD
2249670.36000000
0.448920097011
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR20 XCBT 20200320
000000000
3.00000000
NC
USD
11292.01000000
0.002253312447
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYH0 Comdty
2020-03-20
425676.74
USD
11292.01
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
29540.00000000
NS
USD
2574115.60000000
0.513662910539
Long
EC
CORP
US
N
1
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
000000000
12930.00000000
NS
495158.23000000
0.098808467498
Long
EC
CORP
CA
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-122.96000000
-0.00002453657
N/A
DFE
RO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
69455.78000000
USD
299000.00000000
RON
2020-03-06
-122.96
N
N
N
CIMIC Group Ltd
529900Q5XXSXHRQERC81
CIMIC Group Ltd
000000000
13531.00000000
NS
265298.63000000
0.052940150181
Long
EC
CORP
AU
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
58.29000000
0.000011631727
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5408.53000000
USD
590364.00000000
JPY
2020-04-06
58.29
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
21492.00000000
NS
USD
2492642.16000000
0.497404944377
Long
EC
RF
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-34179.60000000
-0.00682051451
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1061560.87000000
USD
1533579.00000000
AUD
2020-03-18
-34179.6
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
362.73000000
0.000072382509
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
31141.62000000
CAD
23893.56000000
USD
2020-04-06
362.73
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5104.11000000
-0.00101852146
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
313956.65000000
USD
408751.00000000
CAD
2020-03-18
-5104.11
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08504759 IRS SEK R V 03MSTIBO SL_2708504759_RECEIVE CCPVANIL / Short: B08504759 IRS SEK P F .20500 SL_2708504759_PAY CCPVANILLA
000000000
15041667.00000000
OU
Notional Amount
-411.26000000
-0.00008206663
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-22
0
SEK
-135.6
SEK
15041667
SEK
-397.19
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5GSQ47 IRS CNY R F 3.02750 CCP-LCH / Short: SAV5GSQ47 IRS CNY P V 03MCNDR CNRR007 - CCP LCH
000000000
12700000.00000000
OU
Notional Amount
33729.41000000
0.006730679426
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
CFETS China Fixing Repo Rate 7 Days
CNRR007 Index
Y
2025-03-18
0
CNY
0
CNY
12700000
CNY
33729.41
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
5586.21000000
0.001114724174
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
230000000.00000000
KRW
198887.31000000
USD
2020-04-24
5586.21
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38679 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38679 TRS USD P E IXY INDEX
000000000
563096.45000000
OU
Notional Amount
USD
-26579.95000000
-0.00530400984
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Consumer Discretionary Select Sector Index
IXY Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
563096.45
USD
-26579.95
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
26294.60000000
0.005247068456
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3650185.84000000
SGD
2702000.00000000
USD
2020-04-22
26294.6
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
5143.92000000
0.001026465524
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
610856.00000000
SGD
452834.78000000
USD
2020-03-18
5143.92
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08486852 IRS AUD R V 03MBBSW SL_2708486852_RECEIVE CCPVANIL / Short: B08486852 IRS AUD P F 1.17420 SL_2708486852_PAY CCPVANILLA
000000000
9490000.00000000
OU
Notional Amount
-49822.28000000
-0.00994200002
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2026-01-17
0
AUD
-54359.03
AUD
9490000
AUD
-13121.62
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ELI LILLY + CO FEB20 148 CALL
000000000
-1.00000000
NC
USD
-31.00000000
-0.00000618602
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
148
USD
2020-02-14
XXXX
34.75
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBVIE INC FEB20 82 PUT
000000000
-1.00000000
NC
USD
-240.00000000
-0.00004789182
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AbbVie Inc
AbbVie Inc
100.00000000
82
USD
2020-02-14
XXXX
-187.76
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
465.00000000
NS
USD
34512.30000000
0.006886904561
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JOHNSON + JOHNSON FEB20 150 CALL
000000000
-3.00000000
NC
USD
-330.00000000
-0.00006585126
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
150
USD
2020-02-07
XXXX
-138.25
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
287.00000000
NS
USD
34790.14000000
0.006942347332
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-28544.63000000
-0.00569606031
N/A
DFE
CA
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
115199601.00000000
JPY
1370000.00000000
CAD
2020-02-14
-28544.63
N
N
N
Advanced Disposal Services Inc
549300ML1GEF4BKIM713
Advanced Disposal Services Inc
00790X101
971.00000000
NS
USD
31994.45000000
0.006384469410
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-371.97000000
-0.00007422634
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
39007.32000000
USD
57650.93000000
AUD
2020-04-06
-371.97
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-151.91000000
-0.00003031353
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5500000.00000000
TWD
182009.52000000
USD
2020-02-20
-151.91
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-1265.69000000
-0.00025256752
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
74001.33000000
USD
96262.00000000
CAD
2020-03-18
-1265.69
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
198386.44000000
0.039587870949
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13185265.00000000
AUD
9031510.97000000
USD
2020-03-18
198386.44
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
312.00000000
NS
USD
31262.40000000
0.006238389361
Long
EC
CORP
US
N
1
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
-2664.00000000
NS
USD
-266932.80000000
-0.05326624762
Short
EC
CORP
US
N
1
N
N
N
Chartwell Retirement Residences
N/A
Chartwell Retirement Residences
000000000
-54840.00000000
NS
-583457.16000000
-0.11642845526
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2651.32000000
0.000529068992
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1042628.00000000
SEK
111175.07000000
USD
2020-03-18
2651.32
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
128.62000000
0.000025666028
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
13709.70000000
SGD
10177.14000000
USD
2020-04-06
128.62
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
8564.28000000
0.001708995894
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
857634.00000000
SGD
637116.51000000
USD
2020-03-18
8564.28
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-14649.19000000
-0.00292323529
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
98341369.00000000
JPY
895035.98000000
USD
2020-03-18
-14649.19
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
12650.75000000
0.002524448033
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2412004.41000000
USD
262116957.00000000
JPY
2020-03-18
12650.75
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ELI LILLY + CO JAN20 140 CALL
000000000
-1.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
140
USD
2020-01-31
XXXX
53.75
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
4686.88000000
0.000935263522
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
651044.00000000
SGD
481831.16000000
USD
2020-03-18
4686.88
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings Inc
53815P108
678.00000000
NS
USD
27282.72000000
0.005444247089
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
17098.00000000
NS
USD
510033.34000000
0.101776784965
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
74313.64000000
0.014829233238
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3899336.00000000
NZD
2596220.41000000
USD
2020-03-18
74313.64
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX MAR20 3430 CALL
000000000
320.00000000
NC
USD
108800.00000000
0.021710961491
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
S&P 500 Index
SPX Index
100.00000000
3430
USD
2020-03-20
XXXX
-384550.4
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1978.00000000
NS
USD
754923.48000000
0.150644435693
Long
EC
CORP
US
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
282.00000000
NS
USD
31231.50000000
0.006232223288
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3059.95000000
-0.00061061081
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
21222887.00000000
JPY
193257.69000000
USD
2020-03-18
-3059.95
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CITIGROUP INC FEB20 86.5 CALL
000000000
-2.00000000
NC
USD
-4.00000000
-0.00000079819
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Citigroup Inc
Citigroup Inc
100.00000000
86.5
USD
2020-02-07
XXXX
49.5
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
1755.00000000
NS
USD
73622.25000000
0.014691266862
Long
EC
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX MAR20 3235 PUT
000000000
15.00000000
NC
USD
119430.00000000
0.023832170321
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
3235
USD
2020-03-20
XXXX
2704.5
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PHILIP MORRIS INTERNATIONAL IN FEB20 93 CALL
000000000
-1.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Philip Morris International Inc
Philip Morris International Inc
100.00000000
93
USD
2020-02-14
XXXX
32.59
N
N
N
Kungsleden AB
5493005OXRTBK0WSJN46
Kungsleden AB
000000000
2622.00000000
NS
27944.32000000
0.005576268891
Long
EC
CORP
SE
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
10439.00000000
NS
USD
1573052.91000000
0.313901573100
Long
EC
CORP
IE
N
1
N
N
N
Match Group Inc
549300BIJKT86CPCKK96
Match Group Inc
57665R106
8861.00000000
NS
USD
693107.42000000
0.138309085525
Long
EC
CORP
US
N
1
N
N
N
Allegion PLC
N/A
Allegion PLC
000000000
8923.00000000
NS
USD
1153922.36000000
0.230264374286
Long
EC
CORP
IE
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1471.04000000
-0.00029354497
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
10258098.00000000
JPY
93519.84000000
USD
2020-04-06
-1471.04
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FTSE 100 INDEX MAR20 7550 PUT
000000000
-14.00000000
NC
-65906.15000000
-0.01315152467
N/A
DE
GB
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
FTSE 100 Index
UKX Index
10.00000000
7550
GBP
2020-03-20
XXXX
-40416.65
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITED TECHNOLOGIES CORP FEB20 160 CALL
000000000
-1.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
United Technologies Corp
United Technologies Corp
100.00000000
160
USD
2020-02-07
XXXX
45.75
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
415.00000000
NS
28140.02000000
0.005615320685
Long
EP
CORP
DE
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CISCO SYSTEMS INC JAN20 50 CALL
000000000
-5.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Cisco Systems Inc
Cisco Systems Inc
100.00000000
50
USD
2020-01-31
XXXX
58.75
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
2693.00000000
NS
15530.69000000
0.003099137982
Long
EC
CORP
DE
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
48792.00000000
NS
374718.36000000
0.074774778347
Long
EP
CORP
BR
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
NIKKEI 225 APR20 25125 CALL
000000000
-180.00000000
NC
-56481.01000000
-0.01127074478
N/A
DE
JP
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Nikkei 225 Index
NKY Index
1000.00000000
25125
JPY
2020-04-10
XXXX
173723.88
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
1079.00000000
NS
USD
107986.32000000
0.021548592234
Long
EC
CORP
US
N
1
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
400.00000000
NS
12017.66000000
0.002398115381
Long
EC
CORP
DE
N
1
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
211.00000000
NS
12711.39000000
0.002536548702
Long
EC
CORP
DE
N
1
N
N
N
Profound Medical Corp
N/A
Profound Medical Corp
000000000
11390.00000000
NS
192960.41000000
0.038505110578
Long
EC
CORP
CA
N
1
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469X107
-8270.00000000
NS
USD
-361729.80000000
-0.07218292057
Short
EC
CORP
US
N
1
N
N
N
Jungheinrich AG
529900PHZORTU6FSXE73
Jungheinrich AG
000000000
11199.00000000
NS
246169.27000000
0.049122900196
Long
EP
CORP
DE
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
253.00000000
NS
USD
33292.27000000
0.006643448455
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08487590 IRS SEK R F .69225 SL_2708487590_RECEIVE CCPVANIL / Short: S08487590 IRS SEK P V 03MSTIBO SL_2708487590_PAY CCPVANILLA
000000000
24000038.00000000
OU
Notional Amount
5125.75000000
0.001022839713
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2030-02-03
0
SEK
0
SEK
24000038
SEK
5125.75
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
497000.00000000
PA
586336.45000000
0.117003015506
Long
DBT
CORP
FR
N
2
2021-04-07
Variable
6.75000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EXXON MOBIL CORP FEB20 72.5 CALL
000000000
-5.00000000
NC
USD
-10.00000000
-0.00000199549
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
72.5
USD
2020-02-07
XXXX
101.71
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDV8 TRS USD R E BAV5HTDV8 USD RE / Short: BAV5HTDV8 TRS USD P V 01MLIBOR BAV5HTDV8 USD PV 01M
000000000
132985.74000000
OU
Notional Amount
USD
454.35000000
0.000090665214
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Fox Corp
Fox Corp
Y
equity-performance leg
2021-01-15
0
USD
0
USD
132985.74
USD
454.35
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1488.24000000
0.000296977218
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
166388.00000000
EUR
186507.90000000
USD
2020-03-18
1488.24
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-62.33000000
-0.00001243790
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
153015.90000000
USD
137551.00000000
EUR
2020-03-18
-62.33
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
3236.00000000
NS
USD
609338.80000000
0.121593117850
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-3598.17000000
-0.00071801222
N/A
DFE
CO
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
120929.53000000
USD
402000000.00000000
COP
2020-03-06
-3598.17
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3598.75000000
-0.00071812796
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
214059032.00000000
JPY
1973500.00000000
USD
2020-02-19
-3598.75
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
-8150.00000000
NS
-355461.69000000
-0.07093212374
Short
EC
CORP
CA
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BAV5A56U7 TRS USD R V 01MLIBOR US0001M-30BPS / Short: BAV5A56U7 TRS USD R E M1WO0IN
000000000
3131215.71000000
OU
Notional Amount
USD
47010.72000000
0.009380955253
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MSCI World Net Total Return USD Index
M1WO Index
Y
equity-performance leg
2020-09-08
0
USD
0
USD
3131215.71
USD
47010.72
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
723.00000000
NS
USD
34168.98000000
0.006818395303
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
-2024.00000000
NS
USD
-73855.76000000
-0.01473786361
Short
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
1363.00000000
NS
166733.28000000
0.033271505711
Long
EC
CORP
NL
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTERNATIONAL BUSINESS MACHINE FEB20 147 CALL
000000000
-1.00000000
NC
USD
-71.00000000
-0.00001416799
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
International Business Machines Corp
International Business Machines Corp
100.00000000
147
USD
2020-02-14
XXXX
-14.25
N
N
N
MAXIMUS Inc
549300DQCDS8HJ7QF202
MAXIMUS Inc
577933104
432.00000000
NS
USD
30996.00000000
0.006185229433
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CISCO SYSTEMS INC FEB20 51 CALL
000000000
-5.00000000
NC
USD
-80.00000000
-0.00001596394
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Cisco Systems Inc
Cisco Systems Inc
100.00000000
51
USD
2020-02-21
XXXX
83.75
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
206.00000000
NS
USD
32747.82000000
0.006534803850
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MASTERCARD INC FEB20 312.5 PUT
000000000
-1.00000000
NC
USD
-542.00000000
-0.00010815570
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
MasterCard, Inc. Class A
MasterCard, Inc. Class A
100.00000000
312.5
USD
2020-02-21
XXXX
75.06
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
197.00000000
NS
USD
60116.52000000
0.011996208186
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
34117.00000000
NS
USD
2010855.98000000
0.401264859807
Long
EC
CORP
CH
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
AT+T INC FEB20 40.5 CALL
000000000
-9.00000000
NC
USD
-9.00000000
-0.00000179594
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
AT&T Inc
AT&T Inc
100.00000000
40.5
USD
2020-02-14
XXXX
96.75
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
15500.00000000
NS
USD
448725.00000000
0.089542749957
Long
EC
US
N
1
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
463.00000000
NS
19733.42000000
0.003937789721
Long
EC
CORP
FR
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER NOK
N/A
GOLDMAN SACHS PRIME BROKER NOK
000000000
41.05000000
NS
4.46000000
0.000000889989
Long
STIV
CORP
NO
N
1
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
114409.55000000
0.022830343146
Long
DBT
CORP
IT
N
2
2030-10-01
Fixed
2.12000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
606.00000000
NS
USD
69380.94000000
0.013844916512
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
149.00000000
NS
USD
213484.22000000
0.042600622054
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Long: BAV4PPUK5 TRS USD R E SPX/BAV4PPUK5 / Short: BAV4PPUK5 TRS USD P E BAV4PPUK5
000000000
1954.00000000
OU
Notional Amount
USD
-248503.04000000
-0.04958860231
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
S&P 500 Index
SPX Index
Y
equity-performance leg
equity-performance leg
2019-12-20
0
USD
0
USD
1954
USD
-248503.04
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
20442.45000000
0.004079276146
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2409363.00000000
SGD
1786242.89000000
USD
2020-03-18
20442.45
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5BVK41 TRS HKD R E BAV5BVK41 EQVARSWAP / Short: BAV5BVK41 TRS HKD P E HSCEI/EQVARSWAP
000000000
5957.46000000
OU
Notional Amount
58120.59000000
0.011597921795
N/A
DE
HK
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Hang Seng China Enterprises Index
HSCEI Index
Y
equity-performance leg
equity-performance leg
2020-06-29
0
HKD
0
HKD
5957.46
HKD
58120.59
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
37.00000000
NS
USD
32070.12000000
0.006399569304
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
5179.00000000
NS
USD
385369.39000000
0.076900183698
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
-20380.00000000
NS
-1020385.98000000
-0.20361728601
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-21143.14000000
-0.00421909833
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1762772.16000000
USD
16732477.00000000
SEK
2020-03-18
-21143.14
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
4800.00000000
NS
128976.05000000
0.025737077710
Long
EC
CORP
JP
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
14450.08000000
0.002883503037
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2122333.63000000
USD
230996660.00000000
JPY
2020-03-18
14450.08
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CITIGROUP INC JAN20 75.5 PUT
000000000
-2.00000000
NC
USD
-228.00000000
-0.00004549723
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Citigroup Inc
Citigroup Inc
100.00000000
75.5
USD
2020-01-31
XXXX
-76.81
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
11817.00000000
NS
USD
2385970.47000000
0.476118685610
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-420.61000000
-0.00008393242
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
24000.00000000
GBP
31307.77000000
USD
2020-03-18
-420.61
N
N
N
Power Financial Corp
549300RD0SS3HPUKXF62
Power Financial Corp
000000000
15700.00000000
NS
407507.18000000
0.081317763718
Long
EC
CORP
CA
N
1
N
N
N
Universal Forest Products Inc
5493007KB485C9OV5572
Universal Forest Products Inc
913543104
7790.00000000
NS
USD
373141.00000000
0.074460017297
Long
EC
CORP
US
N
1
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017109
404.00000000
NS
USD
60680.80000000
0.012108809853
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-13930.41000000
-0.00277980326
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1355633.00000000
GBP
1778238.03000000
USD
2020-03-18
-13930.41
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
12805.43000000
0.002555314316
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
872475.00000000
NZD
577081.14000000
USD
2020-03-18
12805.43
N
N
N
Vanguard Information Technology ETF
J2NTZGJBERBYMUMBIE74
Vanguard Information Technology ETF
92204A702
-1550.00000000
NS
USD
-393979.00000000
-0.07861822516
Short
EC
RF
US
N
1
N
N
N
iShares MSCI Canada ETF
549300DXCD53F4JK3H45
iShares MSCI Canada ETF
464286509
-31360.00000000
NS
USD
-930451.20000000
-0.18567086556
Short
EC
RF
US
N
1
N
N
N
National HealthCare Corp
N/A
National HealthCare Corp
635906100
371.00000000
NS
USD
31134.32000000
0.006212831089
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
15213.00000000
NS
161272.59000000
0.032181828962
Long
EC
CORP
GB
N
1
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
1.00000000
NS
224.14000000
0.000044726975
Long
EC
CORP
BE
N
2
N
N
N
JPMorgan USD Emerging Markets Sovereign Bond ETF
549300POFR35HUEWVC10
JPMorgan USD Emerging Markets Sovereign Bond ETF
46641Q746
34996.00000000
NS
USD
1822140.23000000
0.363606768069
Long
EC
RF
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALMART INC FEB20 122 CALL
000000000
-1.00000000
NC
USD
-53.00000000
-0.00001057611
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Walmart Inc
Walmart Inc
100.00000000
122
USD
2020-02-21
XXXX
3.62
N
N
N
Hufvudstaden AB
213800UEV5ZAFFVQ4J85
Hufvudstaden AB
000000000
1290.00000000
NS
25567.11000000
0.005101898351
Long
EC
CORP
SE
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-349.56000000
-0.00006975444
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
13876.36000000
USD
129957.00000000
SEK
2020-03-18
-349.56
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
199.00000000
NS
USD
62324.81000000
0.012436870862
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
1157.32000000
0.000230942370
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1951936.00000000
NOK
213407.49000000
USD
2020-03-18
1157.32
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
80467.50000000
0.016057231560
N/A
DFE
ID
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1917967.63000000
USD
27360000000.00000000
IDR
2020-03-05
80467.5
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-61.73000000
-0.00001231817
N/A
DFE
ID
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
72592.65000000
USD
993000000.00000000
IDR
2020-03-05
-61.73
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
33.18000000
0.000006621045
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
30372.00000000
EUR
33806.15000000
USD
2020-03-18
33.18
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-3153.95000000
-0.00062936844
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
751509.68000000
USD
1021101.00000000
SGD
2020-03-18
-3153.95
N
N
N
Chorus Aviation Inc
529900TODFT0W0C9NM47
Chorus Aviation Inc
000000000
90450.00000000
NS
533787.59000000
0.106516928411
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MEDTRONIC PLC FEB20 108 PUT
000000000
-1.00000000
NC
USD
-54.00000000
-0.00001077566
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Medtronic PLC
Medtronic PLC
100.00000000
108
USD
2020-02-21
XXXX
-24.71
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-14408.15000000
-0.00287513593
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4580000000.00000000
IDR
318021.32000000
USD
2020-05-13
-14408.15
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
4251.00000000
NS
USD
417618.24000000
0.083335418445
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
387.00000000
NS
19309.81000000
0.003853258651
Long
EC
CORP
AT
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
986.77000000
0.000196909241
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
65602.00000000
EUR
73934.70000000
USD
2020-03-18
986.77
N
N
N
Tidewater Midstream and Infrastructure Ltd
549300JX7XAI5IS46I55
Tidewater Midstream and Infrastructure Ltd
000000000
733534.00000000
NS
598622.28000000
0.119454644017
Long
EC
CORP
CA
N
1
N
N
N
Westshore Terminals Investment Corp
N/A
Westshore Terminals Investment Corp
000000000
-26020.00000000
NS
-316156.57000000
-0.06308881540
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SALESFORCE.COM INC FEB20 192.5 CALL
000000000
-1.00000000
NC
USD
-90.00000000
-0.00001795943
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
192.5
USD
2020-02-21
XXXX
-1.75
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
226.00000000
NS
USD
33337.26000000
0.006652426177
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-12290.45000000
-0.00245255042
N/A
DFE
KR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
767629.90000000
USD
900000000.00000000
KRW
2020-02-21
-12290.45
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
16681.00000000
NS
1102891.72000000
0.220081246896
Long
EC
CORP
AU
N
1
N
N
N
Allegiant Travel Co
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748X102
-1870.00000000
NS
USD
-314234.80000000
-0.06270532759
Short
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
10464600.00000000
PA
728193.83000000
0.145310553323
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
47958.89000000
0.009570161893
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
5644000.00000000
EUR
6323958.08000000
USD
2020-03-18
47958.89
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-34.74000000
-0.00000693234
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
878472.00000000
JPY
8099.99000000
USD
2020-04-06
-34.74
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
221.00000000
NS
USD
34292.57000000
0.006843057598
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
266.00000000
NS
USD
84659.82000000
0.016893805991
Long
EC
CORP
US
N
1
N
N
N
Perficient Inc
549300HTBXKL2755T650
Perficient Inc
71375U101
685.00000000
NS
USD
34044.50000000
0.006793555409
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
2522.00000000
NS
USD
153867.22000000
0.030704092722
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MERCK + CO INC FEB20 93.5 CALL
000000000
-3.00000000
NC
USD
-12.00000000
-0.00000239459
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Merck & Co Inc
Merck & Co Inc
100.00000000
93.5
USD
2020-02-07
XXXX
77.97
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-322.26000000
-0.00006430675
N/A
DFE
MY
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
28602.43000000
USD
116000.00000000
MYR
2020-03-05
-322.26
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BANK OF AMERICA CORP FEB20 32.5 PUT
000000000
-10.00000000
NC
USD
-480.00000000
-0.00009578365
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Bank of America Corp
Bank of America Corp
100.00000000
32.5
USD
2020-02-14
XXXX
-372.5
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-5227.89000000
-0.00104322167
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1390000000.00000000
IDR
95994.48000000
USD
2020-04-08
-5227.89
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
21387.19000000
0.004267798331
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6167905.44000000
USD
4681708.00000000
GBP
2020-03-18
21387.19
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
71860.58000000
0.014339726885
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3226932000.00000000
KRW
2780064.44000000
USD
2020-02-20
71860.58
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
6339000.00000000
PA
390673.42000000
0.077958599057
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
8646.00000000
NS
USD
888722.34000000
0.177343901659
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
498.00000000
NS
USD
33326.16000000
0.006650211180
Long
EC
CORP
US
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
799.00000000
NS
26849.76000000
0.005357850233
Long
EC
CORP
ES
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-3053.46000000
-0.00060931573
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
424338.26000000
USD
574826.00000000
SGD
2020-03-18
-3053.46
N
N
N
Ageas
5493005DJBML6LY3RV36
Ageas
000000000
510.00000000
NS
28150.67000000
0.005617445885
Long
EC
CORP
BE
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
71821.00000000
NS
1891481.35000000
0.377443738529
Long
EC
CORP
GB
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BANK OF AMERICA CORP FEB20 31 PUT
000000000
-10.00000000
NC
USD
-220.00000000
-0.00004390084
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Bank of America Corp
Bank of America Corp
100.00000000
31
USD
2020-02-21
XXXX
17.5
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
1146.00000000
NS
USD
41645.64000000
0.008310357411
Long
EC
US
N
1
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
231.00000000
NS
USD
33668.25000000
0.006718474993
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-69519.73000000
-0.01387261195
N/A
DFE
JP
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5322500.00000000
USD
568736322.00000000
JPY
2020-02-19
-69519.73
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce Inc
78463M107
579.00000000
NS
USD
32904.57000000
0.006566083200
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
6715.00000000
NS
USD
1112944.10000000
0.222087192072
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PAYPAL HOLDINGS INC JAN20 119 CALL
000000000
-1.00000000
NC
USD
-2.00000000
-0.00000039909
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
PayPal Holdings Inc
PayPal Holdings Inc
100.00000000
119
USD
2020-01-31
XXXX
63.31
N
N
N
Glaukos Corp
5299004JA1LHE21M6T14
Glaukos Corp
377322102
587.00000000
NS
USD
33018.75000000
0.006588867736
Long
EC
CORP
US
N
1
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
5014.00000000
NS
71177.91000000
0.014203500579
Long
EC
ES
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
-1649.00000000
NS
USD
-510381.99000000
-0.10184635782
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-694.46000000
-0.00013857899
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30380.31000000
USD
285203.00000000
SEK
2020-03-18
-694.46
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PROCTER + GAMBLE CO/THE FEB20 131 CALL
000000000
-3.00000000
NC
USD
-9.00000000
-0.00000179594
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
131
USD
2020-02-07
XXXX
89.25
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
1022.00000000
NS
USD
200547.06000000
0.040019021111
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
39700.00000000
NS
1474346.36000000
0.294204752273
Long
EC
CORP
JP
N
1
N
N
N
PEOPLE CORP COMMON STOCK
N/A
PEOPLE CORP COMMON STOCK
000000000
69800.00000000
NS
479960.71000000
0.095775813348
Long
EC
CORP
CA
N
1
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
000000000
157700.00000000
NS
1514558.71000000
0.302229097699
Long
EC
CORP
CA
N
1
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
-13000.00000000
NS
USD
-507000.00000000
-0.10117148415
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2550.58000000
-0.00050896639
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
143471715.00000000
JPY
1324602.91000000
USD
2020-03-18
-2550.58
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
494.00000000
NS
USD
70157.88000000
0.013999954329
Long
EC
CORP
US
N
1
N
N
N
Cargojet Inc
549300C4GBBANCBT3K72
Cargojet Inc
14179V503
12980.00000000
NS
1156469.55000000
0.230772664212
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COMCAST CORP JAN20 47 CALL
000000000
-5.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Comcast Corp. Class A
Comcast Corp. Class A
100.00000000
47
USD
2020-01-31
XXXX
123.51
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2180201 TRS USD R V 01MFEDL0 CAT.N FEDL01 -35BPS / Short: SW2180201 TRS USD P E 2180201
000000000
424187.65000000
OU
Notional Amount
USD
11617.30000000
0.002318223832
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Caterpillar Inc
Caterpillar Inc
Y
equity-performance leg
2099-12-31
0
USD
0
USD
424187.65
USD
11617.3
N
N
N
Global Blood Therapeutics Inc
549300U4G0QKK99GRT15
Global Blood Therapeutics Inc
37890U108
407.00000000
NS
USD
26560.82000000
0.005300192465
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SB5
555737.04000000
PA
USD
665408.51000000
0.132781788022
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
3603.00000000
NS
USD
500096.40000000
0.099793875758
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
304.00000000
NS
USD
33643.68000000
0.006713572067
Long
EC
CORP
US
N
1
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
400000.00000000
PA
480378.14000000
0.095859111203
Long
DBT
CORP
NL
N
2
2021-06-29
Variable
6.63000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ORACLE CORP FEB20 57.5 CALL
000000000
-2.00000000
NC
USD
-16.00000000
-0.00000319278
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Oracle Corp
Oracle Corp
100.00000000
57.5
USD
2020-02-14
XXXX
3.5
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
2160.00000000
NS
USD
74455.20000000
0.014857481434
Long
EC
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
2502.00000000
NS
USD
217849.14000000
0.043471638690
Long
EC
CORP
US
N
1
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
15758.00000000
NS
517476.27000000
0.103262016275
Long
EC
CORP
DE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
903.00000000
0.000180192998
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
86986.18000000
USD
9491183.00000000
JPY
2020-04-06
903
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 781329990 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 781329990 TRS USD P E RIY INDEX
000000000
2239166.79000000
OU
Notional Amount
USD
-203173.02000000
-0.04054302953
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Russell 1000 Index
RIY Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
2239166.79
USD
-203173.02
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR20 XEUR 20200306
000000000
-179.00000000
NC
-615526.77000000
-0.12282792279
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXH0 Comdty
2020-03-06
-30777156.13
EUR
-615526.77
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
23316.08000000
0.004652706939
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1380673.00000000
AUD
948261.96000000
USD
2020-03-18
23316.08
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-1329.72000000
-0.00026534466
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1100000.00000000
CNY
157331.66000000
USD
2020-02-20
-1329.72
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EXXON MOBIL CORP FEB20 71.5 CALL
000000000
-5.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
71.5
USD
2020-02-14
XXXX
56.59
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410J106
-1870.00000000
NS
USD
-285979.10000000
-0.05706692304
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
288.42000000
0.000057554002
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
70000.00000000
EUR
77931.28000000
USD
2020-02-06
288.42
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
10169.25000000
0.002029266499
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1480316.00000000
CAD
1128697.07000000
USD
2020-03-18
10169.25
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
10483.00000000
NS
158580.90000000
0.031644704165
Long
EC
CORP
PT
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
761.00000000
NS
USD
104416.81000000
0.020836299090
Long
EC
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
2692.00000000
NS
USD
301127.12000000
0.060089699507
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
10915.00000000
NS
USD
805308.70000000
0.160698769987
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4237.83000000
-0.00084565591
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
64498214.00000000
JPY
592388.69000000
USD
2020-03-18
-4237.83
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
000000000
-4800.00000000
NS
-155635.48000000
-0.03105694772
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EXXON MOBIL CORP JAN20 73.5 CALL
000000000
-5.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Exxon Mobil Corp
Exxon Mobil Corp
100.00000000
73.5
USD
2020-01-31
XXXX
118.65
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
3.46000000
0.000000690440
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1351.00000000
SEK
144.08000000
USD
2020-03-18
3.46
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
92628.00000000
NS
USD
1657114.92000000
0.330676086538
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08072129 IRS SEK R F .20250 SL_2708072129_RECEIVE CCPVANIL / Short: S08072129 IRS SEK P V 03MSTIBO SL_2708072129_PAY CCPVANILLA
000000000
45125000.00000000
OU
Notional Amount
1116.25000000
0.000222746882
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-22
0
SEK
0
SEK
45125000
SEK
1116.25
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
8050.37000000
0.001606445524
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
955196.00000000
SGD
708104.91000000
USD
2020-03-18
8050.37
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
19083.02000000
0.003808002870
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3077924.42000000
USD
2342640.00000000
GBP
2020-03-18
19083.02
N
N
N
Sensient Technologies Corp
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp
81725T100
497.00000000
NS
USD
29695.75000000
0.005925765484
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
409.75000000
0.000081765316
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
216791.22000000
SEK
22994.97000000
USD
2020-04-06
409.75
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
42200.00000000
NS
478257.58000000
0.095435954985
Long
EC
CORP
JP
N
1
N
N
N
IA FINANCIAL CORP INC
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
15670.00000000
NS
862359.15000000
0.172083146117
Long
EC
CORP
CA
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
-1512.00000000
NS
USD
-262967.04000000
-0.05247488307
Short
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-19273.84000000
-0.00384608086
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1288202.00000000
GBP
1682516.77000000
USD
2020-02-20
-19273.84
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
174.00000000
NS
USD
34008.30000000
0.006786331725
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
-15643.00000000
NS
USD
-395767.90000000
-0.07897519886
Short
EC
CORP
US
N
1
N
N
N
National Presto Industries Inc
N/A
National Presto Industries Inc
637215104
368.00000000
NS
USD
31717.92000000
0.006329288048
Long
EC
CORP
US
N
1
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
1333.00000000
NS
16505.93000000
0.003293746421
Long
EC
CORP
DE
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08110868 IRS AUD R F 1.00400 SL_2708110868_RECEIVE CCPVANIL / Short: S08110868 IRS AUD P V 03MBBSW SL_2708110868_PAY CCPVANILLA
000000000
2810000.00000000
OU
Notional Amount
6760.25000000
0.001349003009
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-11-29
0
AUD
0
AUD
2810000
AUD
6760.25
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1750.00000000
NS
USD
405545.00000000
0.080926212115
Long
EC
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08413496 CDS USD R V 03MEVENT SL_2708413496_PROTECTION CCPCD / Short: B08413496 CDS USD P F 5.00000 SL_2708413496_FEE CCPCDX
000000000
1354320.00000000
OU
Notional Amount
USD
-111994.64000000
-0.02234844959
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V2
2I65BRSP6
Y
buy protection
2024-12-20
0
USD
-127018.9
USD
1354320
USD
15024.26
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
4475.78000000
0.000893138669
N/A
DFE
CZ
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
267386.50000000
USD
6183000.00000000
CZK
2020-03-06
4475.78
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
8642.56000000
0.001724616611
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
619222.00000000
NZD
409126.17000000
USD
2020-03-18
8642.56
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
62457.53000000
0.012463355043
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16433729.00000000
NOK
1849433.03000000
USD
2020-03-18
62457.53
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
-10911.00000000
NS
USD
-911068.50000000
-0.18180306176
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1467.46000000
0.000292830584
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
164274.00000000
EUR
184136.40000000
USD
2020-03-18
1467.46
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-350.31000000
-0.00006990410
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
130000.00000000
GBP
171507.15000000
USD
2020-03-17
-350.31
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
352446.00000000
NS
264303.43000000
0.052741558739
Long
EC
CORP
GB
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
-2400.00000000
NS
USD
-155016.00000000
-0.03093333094
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-72358.98000000
-0.01443918224
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2777275.99000000
USD
4037648.00000000
AUD
2020-03-18
-72358.98
N
N
N
Heartland Express Inc
5299005V45FZIQGLOG39
Heartland Express Inc
422347104
1534.00000000
NS
USD
28670.46000000
0.005721169604
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
63923.61000000
0.012755910249
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
35475039.00000000
NOK
3921418.49000000
USD
2020-03-18
63923.61
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
471.48000000
0.000094083493
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
87156726.00000000
JPY
807550.32000000
USD
2020-04-06
471.48
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
266.00000000
NS
USD
32566.38000000
0.006498597629
Long
EC
CORP
US
N
1
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
000000000
73880.00000000
NS
1713855.22000000
0.341998572460
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-221607.56000000
-0.04422162868
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
16343297.53000000
USD
154887065.00000000
SEK
2020-03-18
-221607.56
N
N
N
Newmont Corporation
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
747.00000000
NS
USD
33659.82000000
0.006716792792
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
346.00000000
NS
USD
32697.00000000
0.006524662756
Long
EC
CORP
US
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
118.00000000
NS
12657.54000000
0.002525802973
Long
EC
CORP
DE
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
552.00000000
NS
USD
29979.12000000
0.005982311763
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
375.07000000
0.000074844947
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
65962.15000000
USD
59657.00000000
EUR
2020-03-18
375.07
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-3789.48000000
-0.00075618799
N/A
DFE
RU
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
120519.76000000
USD
7500000.00000000
RUB
2020-03-17
-3789.48
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
219.00000000
NS
22034.24000000
0.004396916692
Long
EC
CORP
BE
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
10085.00000000
NS
269329.12000000
0.053744431552
Long
EC
CORP
FR
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
16890.00000000
NS
USD
2105169.60000000
0.420085074623
Long
EC
CORP
US
N
1
N
N
N
Transcontinental Inc
549300C86G4JLR01YF53
Transcontinental Inc
000000000
-25850.00000000
NS
-303933.81000000
-0.06064977247
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
NIKKEI 225 APR20 24000 PUT
000000000
-3.00000000
NC
-34885.33000000
-0.00696134242
N/A
DE
JP
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Nikkei 225 Index
NKY Index
1000.00000000
24000
JPY
2020-04-10
XXXX
-16766.62
N
N
N
Kenedix Office Investment Corp
353800FFT483NCIHFY42
Kenedix Office Investment Corp
000000000
3.00000000
NS
24087.49000000
0.004806641248
Long
EC
JP
N
1
N
N
N
Tricon Capital Group Inc
N/A
Tricon Capital Group Inc
000000000
37290.00000000
NS
307133.90000000
0.061288348122
Long
EC
CORP
CA
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
-2630.00000000
NS
USD
-144597.40000000
-0.02885430683
Short
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
23012.00000000
NS
USD
724187.64000000
0.144511120999
Long
EC
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
28859.00000000
NS
USD
1060856.84000000
0.211693216924
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PHILIP MORRIS INTERNATIONAL IN FEB20 86 PUT
000000000
-1.00000000
NC
USD
-412.00000000
-0.00008221430
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Philip Morris International Inc
Philip Morris International Inc
100.00000000
86
USD
2020-02-21
XXXX
-165.61
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
679.00000000
NS
33826.76000000
0.006750105549
Long
EC
CORP
ES
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FQ6
88828.60000000
PA
USD
125849.55000000
0.025113186891
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.38000000
N
N
N
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
359.00000000
NS
USD
33318.79000000
0.006648740502
Long
EC
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
15976.56000000
0.003188111019
N/A
DFE
ID
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1990700.00000000
USD
27593092700.00000000
IDR
2020-04-22
15976.56
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
14409.00000000
NS
USD
680969.34000000
0.135886940420
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
158.87000000
0.000031702393
N/A
DFE
HK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
244405.51000000
USD
1900000.00000000
HKD
2020-02-20
158.87
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
210.00000000
NS
USD
32749.50000000
0.006535139093
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
10958.00000000
NS
198896.29000000
0.039689611149
Long
EC
CORP
NO
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
327.00000000
NS
USD
31702.65000000
0.006326240931
Long
EC
CORP
CH
N
1
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
4669.00000000
NS
USD
127743.84000000
0.025491191094
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
6493.00000000
NS
USD
625340.83000000
0.124786311390
Long
EC
CORP
CA
N
1
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
18.00000000
NS
38091.46000000
0.007601123356
Long
EC
JP
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
-46520.00000000
NS
USD
-724316.40000000
-0.14453681496
Short
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08084041 CDS USD R F 5.00000 SL_2708084041_FEE CCPCDX / Short: S08084041 CDS USD P V 03MEVENT SL_2708084041_PROTECTION CCPCD
000000000
1475100.00000000
OU
Notional Amount
USD
121982.47000000
0.024341513867
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
103705.15
USD
0
USD
1475100
USD
18277.32
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
000000000
-25100.00000000
NS
-1005593.17000000
-0.20066539145
Short
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08115166 IRS AUD R F 1.12970 SL_2708115166_RECEIVE CCPVANIL / Short: S08115166 IRS AUD P V 03MBBSW SL_2708115166_PAY CCPVANILLA
000000000
5620000.00000000
OU
Notional Amount
26927.55000000
0.005373373172
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-12-05
0
AUD
0
AUD
5620000
AUD
26927.55
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
7.00000000
NS
51100.55000000
0.010197077879
Long
EC
JP
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
628.70000000
0.000125456631
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
84000.71000000
EUR
94144.97000000
USD
2020-04-06
628.7
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
-20680.00000000
NS
USD
-555051.20000000
-0.11076006644
Short
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
5020.00000000
NS
USD
164806.60000000
0.032887038108
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-5608.54000000
-0.00111918010
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
316117.82000000
USD
2983178.00000000
SEK
2020-03-18
-5608.54
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
250.00000000
NS
USD
33232.50000000
0.006631521394
Long
EC
CORP
US
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
191.00000000
NS
USD
33709.59000000
0.006726724360
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
-3940.00000000
NS
USD
-407868.80000000
-0.08138992472
Short
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
656.00000000
NS
22357.20000000
0.004461363127
Long
EC
FR
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-27497.91000000
-0.00548718809
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6970000000.00000000
IDR
479631.16000000
USD
2020-04-17
-27497.91
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VISA INC JAN20 197.5 CALL
000000000
-2.00000000
NC
USD
-270.00000000
-0.00005387830
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Visa, Inc. Class A
Visa, Inc. Class A
100.00000000
197.5
USD
2020-01-31
XXXX
-132.69
N
N
N
SNC-Lavalin Group Inc
UL01OYG5OMLM5G6CFM03
SNC-Lavalin Group Inc
000000000
-10700.00000000
NS
-246114.55000000
-0.04911198086
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-6401.58000000
-0.00127743066
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
514687.38000000
USD
672691.00000000
CAD
2020-03-18
-6401.58
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
551.00000000
NS
25402.86000000
0.005069122382
Long
EC
CORP
BE
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MICROSOFT CORP FEB20 155 PUT
000000000
-8.00000000
NC
USD
-384.00000000
-0.00007662692
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
155
USD
2020-02-21
XXXX
1401.11
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-20883.72000000
-0.00416733125
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1040779.37000000
USD
1576948.00000000
NZD
2020-03-18
-20883.72
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-21450.55000000
-0.00428044177
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
166686376.00000000
JPY
1520445.05000000
USD
2020-03-18
-21450.55
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
600.00000000
NS
20814.64000000
0.004153546392
Long
EC
CORP
IE
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
6983.00000000
NS
330445.27000000
0.065940115184
Long
EC
CORP
KR
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITEDHEALTH GROUP INC JAN20 257.5 PUT
000000000
-1.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
257.5
USD
2020-01-31
XXXX
60.75
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
220.00000000
NS
USD
67214.40000000
0.013412585019
Long
EC
CORP
US
N
1
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
267.00000000
NS
18877.41000000
0.003766973543
Long
EC
CORP
FR
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
8497200.00000000
PA
490160.57000000
0.097811188051
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-16178.00000000
NS
USD
-5204947.94000000
-1.03864360561
Short
EC
RF
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
67.00000000
NS
USD
29454.54000000
0.005877632203
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
441.00000000
NS
USD
63384.93000000
0.012648417043
Long
EC
CORP
US
N
1
N
N
N
ASG Managed Futures Strategy Fund
5493003UQM09GTIXUQ46
ASG Managed Futures Strategy Fund
63872T729
706397.81300000
NS
USD
6618947.51000000
1.320806199493
Long
EC
RF
US
N
1
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
-25165.00000000
NS
USD
-1020440.75000000
-0.20362821532
Short
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MERCK + CO INC JAN20 93 CALL
000000000
-3.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Merck & Co Inc
Merck & Co Inc
100.00000000
93
USD
2020-01-31
XXXX
101.66
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
000000000
-10380.00000000
NS
-543079.34000000
-0.10837109041
Short
EC
CORP
CA
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-94027.24000000
-0.01876306789
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1990700.00000000
USD
8130018.80000000
BRL
2020-02-20
-94027.24
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
4539.00000000
NS
293279.43000000
0.058523698630
Long
EC
CORP
FI
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-1223.43000000
-0.00024413457
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
140132619.00000000
JPY
1710000.00000000
CAD
2020-02-05
-1223.43
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
First Capital Real Estate Investment Trust
31890B103
24500.00000000
NS
401175.00000000
0.080054181768
Long
EC
CA
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
1528.00000000
NS
USD
322851.12000000
0.064424708031
Long
EC
CORP
IE
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S07811333 CDS USD R F 5.00000 SL_2707811333_FEE CCPCDX / Short: S07811333 CDS USD P V 03MEVENT SL_2707811333_PROTECTION CCPCD
000000000
3889314.00000000
OU
Notional Amount
USD
321624.37000000
0.064179910954
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
242194.19
USD
0
USD
3889314
USD
79430.18
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JOHNSON + JOHNSON JAN20 150 CALL
000000000
-3.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
150
USD
2020-01-31
XXXX
153.52
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-5579.04000000
-0.00111329340
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
213209.40000000
USD
890000.00000000
BRL
2020-02-20
-5579.04
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5FDQU3 IRS USD R V 12MUSCPI BAV5FDQU3_INF CCPINFLATIONZERO / Short: BAV5FDQU3 IRS USD P F 1.75900 BAV5FDQU3_FIX CCPINFLATIONZERO
000000000
3447973.00000000
OU
Notional Amount
USD
-9301.29000000
-0.00185606570
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2024-12-10
0
USD
0
USD
3447973
USD
-9301.29
N
N
N
Badger Meter Inc
5493002JENE20OGTUG20
Badger Meter Inc
056525108
501.00000000
NS
USD
29589.06000000
0.005904475572
Long
EC
CORP
US
N
1
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SmartCentres Real Estate Investment Trust
000000000
-18090.00000000
NS
-429353.86000000
-0.08567725294
Short
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
68187.60000000
0.013606786376
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3247760.00000000
AUD
2243939.74000000
USD
2020-03-18
68187.6
N
N
N
International Petroleum Corp/Sweden
N/A
International Petroleum Corp/Sweden
000000000
-1.00100000
NS
-3.58000000
-0.00000071438
Short
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08356248 IRS AUD R F 1.17420 SL_2708356248_RECEIVE CCPVANIL / Short: S08356248 IRS AUD P V 03MBBSW SL_2708356248_PAY CCPVANILLA
000000000
9490000.00000000
OU
Notional Amount
49822.28000000
0.009942000023
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2026-01-17
0
AUD
0
AUD
9490000
AUD
49822.28
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
270.00000000
NS
USD
30550.50000000
0.006096330230
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CHEVRON CORP JAN20 125 CALL
000000000
-2.00000000
NC
USD
-4.00000000
-0.00000079819
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Chevron Corp
Chevron Corp
100.00000000
125
USD
2020-01-31
XXXX
51.17
N
N
N
Seven Generations Energy Ltd
549300XZHTA2VXQWAL67
Seven Generations Energy Ltd
000000000
155070.00000000
NS
778045.04000000
0.155258326307
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COCA-COLA CO/THE FEB20 55 PUT
000000000
-4.00000000
NC
USD
-48.00000000
-0.00000957836
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
55
USD
2020-02-21
XXXX
77.23
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
19593.00000000
NS
265753.09000000
0.053030837346
Long
EC
CORP
FR
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
34148.02000000
0.006814212750
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4698303.88000000
AUD
3180000.00000000
USD
2020-02-19
34148.02
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
43347.85000000
0.008650032188
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
9082225.00000000
EUR
10142574.77000000
USD
2020-03-18
43347.85
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-2683.84000000
-0.00053555833
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
180364.70000000
USD
1707046.00000000
SEK
2020-03-18
-2683.84
N
N
N
Broadridge Financial Solutions Inc
N/A
Broadridge Financial Solutions Inc
11133T103
258.00000000
NS
USD
30740.70000000
0.006134284503
Long
EC
CORP
US
N
1
N
N
N
American Hotel Income Properties REIT LP
5493005C6UF6VGGY7R52
American Hotel Income Properties REIT LP
000000000
-106990.00000000
NS
-560254.42000000
-0.11179836524
Short
EC
CA
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
3038.00000000
NS
304988.35000000
0.060860205167
Long
EC
CORP
FR
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
27511.81000000
0.005489961833
N/A
DFE
CO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
935072.30000000
USD
3298000000.00000000
COP
2020-03-06
27511.81
N
N
N
Telekomunikasi Indonesia Persero Tbk PT
529900M5SQZAOKV1PC81
Telekomunikasi Indonesia Persero Tbk PT
000000000
994000.00000000
NS
276616.62000000
0.055198646918
Long
EC
CORP
ID
N
1
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
13058.00000000
NS
95630.16000000
0.019082929422
Long
EC
GB
N
1
N
N
N
CSW Industrials Inc
549300SYOEO3RVQ7FB83
CSW Industrials Inc
126402106
413.00000000
NS
USD
31338.44000000
0.006253563088
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4471.02000000
0.000892188814
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2227580.89000000
USD
2010000.00000000
EUR
2020-02-25
4471.02
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
7045.00000000
0.001405824666
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
680000.00000000
BRL
165683.93000000
USD
2020-02-20
7045
N
N
N
Viavi Solutions Inc
5493006K3E3N1QOBF092
Viavi Solutions Inc
925550105
-21650.00000000
NS
USD
-305265.00000000
-0.06091541047
Short
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
658.59000000
0.000131421159
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2344000.00000000
TWD
78289.91000000
USD
2020-02-19
658.59
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
-3321.00000000
NS
USD
-271192.86000000
-0.05411633952
Short
EC
CORP
US
N
1
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
First Capital Real Estate Investment Trust
31890B103
-15520.00000000
NS
-254132.08000000
-0.05071187318
Short
EC
CA
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
543.00000000
NS
USD
123858.30000000
0.024715834390
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RF7
467060.45000000
PA
USD
587828.92000000
0.117300836818
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.38000000
N
N
N
N
N
N
Ryohin Keikaku Co Ltd
549300PMNF56J66BY371
Ryohin Keikaku Co Ltd
000000000
-34200.00000000
NS
-581388.95000000
-0.11601574545
Short
EC
CORP
JP
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
225.00000000
NS
USD
31866.75000000
0.006358986967
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE FEB20 XSTO 20200221
000000000
3.00000000
NC
2.49000000
0.000000496877
N/A
DE
SE
N
1
Nasdaq Nordic
N/A
Long
OMXS30 Index
QCG0 Index
2020-02-21
536076.07
SEK
2.49
N
N
N
NYKREDIT REALKREDIT AS
LIU16F6VZJSD6UKHD557
Nykredit Realkredit A/S
000000000
298000.00000000
PA
343479.99000000
0.068541184154
Long
DBT
CORP
DK
N
2
2020-10-26
Variable
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SD2
9000000.00000000
PA
USD
8990575.00000000
1.794062753794
Long
STIV
UST
US
N
2
2020-02-27
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-3911.30000000
-0.00078049709
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3500000.00000000
HKD
446602.03000000
USD
2020-02-20
-3911.3
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
SPI 200 FUTURES MAR20 XSFE 20200319
000000000
-4.00000000
NC
-13611.71000000
-0.00271620690
N/A
DE
AU
N
1
ASX - Trade24
549300USWUR0S7VMM868
Short
S&P/ASX 200
XPH0 Index
2020-03-19
-675065.8
AUD
-13611.71
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
19425.00000000
NS
USD
2571093.00000000
0.513059752890
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2708391152 SLI CALL KRW 306.3725 20200312
000000000
5750000.00000000
NC
2225.31000000
0.000444059004
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Call
Purchased
Korea Stock Exchange KOSPI 200 Index
KOSPI2 Index
1.00000000
306.3725
KRW
2020-03-12
XXXX
-27565.44
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
-11630.00000000
NS
USD
-388325.70000000
-0.07749011322
Short
EC
CORP
US
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
11869.00000000
NS
315497.74000000
0.062957346358
Long
EC
CORP
GB
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
94446.00000000
NS
USD
1191908.52000000
0.237844485103
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
189.00000000
NS
USD
38854.62000000
0.007753411384
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
50.00000000
NS
USD
27461.00000000
0.005479822734
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1381.00000000
NS
USD
295492.57000000
0.058965329120
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
2157.00000000
NS
USD
80326.68000000
0.016029131031
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
26000.00000000
NS
275414.61000000
0.054958786690
Long
EC
CORP
TW
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTEK1 TRS USD R E BAV5HTEK1 USD RE / Short: BAV5HTEK1 TRS USD P V 01MLIBOR BAV5HTEK1 USD PV LIBOR 01M
000000000
261538.10000000
OU
Notional Amount
USD
-3765.86000000
-0.00075147464
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
AT&T Inc
AT&T Inc
Y
equity-performance leg
2021-01-15
0
USD
0
USD
261538.1
USD
-3765.86
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2235.36000000
-0.00044606447
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2294053.57000000
USD
247756639.00000000
JPY
2020-03-18
-2235.36
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
2506.00000000
NS
USD
80041.64000000
0.015972251505
Long
EC
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
754.00000000
NS
USD
33379.58000000
0.006660871102
Long
EC
CORP
BM
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-93308.55000000
-0.01861965382
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3887159.24000000
USD
34889742.00000000
NOK
2020-03-18
-93308.55
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic Inc
64829B100
27261.00000000
NS
USD
1799498.61000000
0.359088649136
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-12024.35000000
-0.00239945036
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
363895642.00000000
JPY
3349000.00000000
USD
2020-02-19
-12024.35
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FACEBOOK INC FEB20 220 PUT
000000000
-2.00000000
NC
USD
-3650.00000000
-0.00072835486
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Facebook, Inc. Class A
Facebook, Inc. Class A
100.00000000
220
USD
2020-02-14
XXXX
-1698.5
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1305.59000000
0.000260529542
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
138000.00000000
EUR
154758.44000000
USD
2020-03-18
1305.59
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group Inc/The
74967R106
708.00000000
NS
USD
32617.56000000
0.006508810561
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072101
-16849.00000000
NS
USD
-647001.60000000
-0.12910870241
Short
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
149.00000000
NS
USD
32675.70000000
0.006520412356
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
49367.00000000
NS
USD
1947528.15000000
0.388627837027
Long
EC
CORP
IE
N
1
N
N
N
Madrigal Pharmaceuticals Inc
549300CHIMT2EUSNJB60
Madrigal Pharmaceuticals Inc
558868105
368.00000000
NS
USD
30551.36000000
0.006096501842
Long
EC
CORP
US
N
1
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ
000000000
1659.00000000
NS
21637.38000000
0.004317723565
Long
EC
CORP
FI
N
1
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
199.00000000
NS
20644.36000000
0.004119567141
Long
EC
CORP
BE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1286.92000000
-0.00025680395
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
777483.07000000
USD
83910560.00000000
JPY
2020-03-18
-1286.92
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
433.00000000
NS
USD
31102.39000000
0.006206459481
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-8011.01000000
-0.00159859126
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2807290000.00000000
IDR
197307.42000000
USD
2020-02-19
-8011.01
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1955.55000000
-0.00039022859
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2900000.00000000
HKD
371326.93000000
USD
2020-02-20
-1955.55
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-1419.26000000
-0.00028321230
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
383930.78000000
USD
506235.00000000
CAD
2020-03-18
-1419.26
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-4649.95000000
-0.00092789416
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
517071.21000000
USD
699178.00000000
SGD
2020-03-18
-4649.95
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
602.90000000
0.000120308259
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
55730.00000000
CAD
42712.53000000
USD
2020-03-18
602.9
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
84.00000000
NS
USD
33799.92000000
0.006744749646
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
699.79000000
0.000139642589
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
199443.78000000
USD
180000.00000000
EUR
2020-03-17
699.79
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-4673.97000000
-0.00093268734
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1604230.55000000
USD
2182530.00000000
SGD
2020-03-18
-4673.97
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
356.00000000
NS
USD
61666.32000000
0.012305469658
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
5160.00000000
NS
USD
158308.80000000
0.031590406806
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
8115.50000000
0.001619442168
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
431833.00000000
NZD
287404.73000000
USD
2020-03-18
8115.5
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-4608.52000000
-0.00091962684
N/A
DFE
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
214421.11000000
USD
250000000.00000000
KRW
2020-02-20
-4608.52
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
1742.00000000
NS
11309.72000000
0.002256846465
Long
EC
CORP
ES
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-33848.72000000
-0.00675448765
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1126603.94000000
USD
34040000.00000000
THB
2020-03-06
-33848.72
N
N
N
Cinemark Holdings Inc
N/A
Cinemark Holdings Inc
17243V102
-7915.00000000
NS
USD
-249401.65000000
-0.04976791929
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-2801.57000000
-0.00055905127
N/A
DFE
KR
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
120296.62000000
USD
140000000.00000000
KRW
2020-02-20
-2801.57
N
N
N
GOLDMAN SACHS PRIME BROKER CAD
N/A
GOLDMAN SACHS PRIME BROKER CAD
000000000
-5360.51000000
NS
-4050.56000000
-0.00080828632
Short
STIV
CORP
CA
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
363000.00000000
PA
447905.57000000
0.089379233292
Long
DBT
CORP
FR
N
2
2022-06-17
Variable
6.13000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1066.00000000
NS
USD
290431.70000000
0.057955436164
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
616.00000000
NS
USD
61224.24000000
0.012217252913
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
9999.70000000
0.001995432919
N/A
DFE
TW
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2308341.69000000
USD
70000000.00000000
TWD
2020-02-19
9999.7
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
APPLE INC FEB20 270 PUT
000000000
-5.00000000
NC
USD
-565.00000000
-0.00011274534
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Apple Inc
Apple Inc
100.00000000
270
USD
2020-02-14
XXXX
-207.69
N
N
N
HD Supply Holdings Inc
549300B7Z7O7RWEXS689
HD Supply Holdings Inc
40416M105
795.00000000
NS
USD
32388.30000000
0.006463061894
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
26767.81000000
0.005341497170
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3492291.89000000
USD
2661889.00000000
GBP
2020-03-18
26767.81
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1355.58000000
-0.00027050501
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1254667.02000000
USD
135489032.00000000
JPY
2020-03-18
-1355.58
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-51.09000000
-0.00001019497
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
905631.00000000
JPY
8335.13000000
USD
2020-04-06
-51.09
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
000000000
-320100.00000000
NS
-297508.69000000
-0.05936764441
Short
EC
CORP
CA
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
8525.00000000
NS
USD
512523.00000000
0.102273594821
Long
EC
CORP
US
N
1
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group Inc/The
09260D107
3090.00000000
NS
USD
188706.30000000
0.037656205997
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
-2470.00000000
NS
USD
-183298.70000000
-0.03657712331
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-17105.03000000
-0.00341329639
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1269518.69000000
USD
1936464.00000000
NZD
2020-03-18
-17105.03
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
9000.00000000
NS
2034977.62000000
0.406078315663
Long
EC
CORP
JP
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
33799.39000000
0.006744643885
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4698824.56000000
AUD
3180000.00000000
USD
2020-02-19
33799.39
N
N
N
Bankia SA
549300685QG7DJS55M76
Bankia SA
000000000
400000.00000000
PA
490359.59000000
0.097850902348
Long
DBT
CORP
ES
N
2
2023-09-19
Variable
6.38000000
N
N
N
N
N
N
METRO AG
5299006EQ03K3SSUYS12
METRO AG
000000000
4143.00000000
NS
57871.41000000
0.011548198106
Long
EC
CORP
DE
N
1
N
N
N
Sumitomo Realty & Development Co Ltd
N/A
Sumitomo Realty & Development Co Ltd
000000000
1400.00000000
NS
52328.00000000
0.010442014640
Long
EC
CORP
JP
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
73110.37000000
0.014589121578
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3019434.00000000
AUD
2095901.46000000
USD
2020-03-18
73110.37
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-22896.56000000
-0.00456899202
N/A
DFE
KR
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1440897.62000000
USD
1690000000.00000000
KRW
2020-02-06
-22896.56
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
300.23000000
0.000059910679
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
82222.00000000
SGD
60559.99000000
USD
2020-03-18
300.23
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
9000.00000000
NS
USD
246870.00000000
0.049262730362
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-2305.01000000
-0.00045996308
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
414734.29000000
USD
562743.00000000
SGD
2020-03-18
-2305.01
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1948.80000000
-0.00038888163
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
9000000.00000000
INR
123883.33000000
USD
2020-02-27
-1948.8
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
241.00000000
NS
USD
84624.74000000
0.016886805803
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
209.00000000
NS
USD
32877.79000000
0.006560739270
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
15745.02000000
0.003141907379
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1021929.14000000
AUD
700000.00000000
USD
2020-02-19
15745.02
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
26633.00000000
NS
140112.78000000
0.027959404145
Long
EC
CORP
GB
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
20421.64000000
0.004075123526
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9940689.00000000
SEK
1055115.57000000
USD
2020-03-18
20421.64
N
N
N
BSR Real Estate Investment Trust
N/A
BSR Real Estate Investment Trust
000000000
25850.00000000
NS
USD
317696.50000000
0.063396107330
Long
EC
CA
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
454.00000000
NS
USD
32737.94000000
0.006532832303
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
833.97000000
0.000166418111
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
220000.00000000
EUR
245288.34000000
USD
2020-03-06
833.97
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-20232.50000000
-0.00403738077
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1140164.65000000
USD
1731623.00000000
NZD
2020-03-18
-20232.5
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-972.36000000
-0.00019403373
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
101023.12000000
USD
30400000.00000000
HUF
2020-03-06
-972.36
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
106599.00000000
NS
USD
3293909.10000000
0.657297184072
Long
EC
CORP
US
N
1
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
-9000.00000000
NS
USD
-138690.00000000
-0.02767548942
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1173.64000000
0.000234199015
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
193422.37000000
USD
175000.00000000
EUR
2020-03-18
1173.64
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
-8.76000000
-0.00000174805
N/A
DFE
DK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16798.51000000
USD
112644.80000000
DKK
2020-04-06
-8.76
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
000000000
39625.00000000
NS
1694706.82000000
0.338177523057
Long
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-134.10000000
-0.00002675955
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
58352.78000000
USD
52356.00000000
EUR
2020-03-18
-134.1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-27504.52000000
-0.00548850711
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
9100000000.00000000
IDR
632999.44000000
USD
2020-05-13
-27504.52
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
316.00000000
NS
USD
29678.72000000
0.005922367160
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
2412.00000000
NS
USD
108298.80000000
0.021610947393
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
49598.06000000
0.009897257083
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6981262.16000000
USD
5318287.00000000
GBP
2020-03-18
49598.06
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
2708391151 SLI PUT KRW 306.3725 20200312
000000000
-5750000.00000000
NC
-105240.70000000
-0.02100070574
N/A
DE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
Put
Written
Korea Stock Exchange KOSPI 200 Index
KOSPI2 Index
1.00000000
306.3725
KRW
2020-03-12
XXXX
-75449.95
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
3236.00000000
NS
317237.73000000
0.063304560107
Long
EC
CORP
GB
N
1
N
N
N
Brigham Minerals Inc
549300IQ6JCXW59RO175
Brigham Minerals Inc
10918L103
1527.00000000
NS
USD
25974.27000000
0.005183146835
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
8.42000000
0.000001680204
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
15522.54000000
EUR
17289.35000000
USD
2020-04-06
8.42
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
6473.80000000
0.001291842118
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1686625.12000000
USD
183032187.00000000
JPY
2020-03-18
6473.8
N
N
N
Extended Stay America Inc
549300IESZBC3BJUJW64
Extended Stay America Inc
30224P200
414.00000000
NS
USD
5348.88000000
0.001067365144
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-158.71000000
-0.00003167046
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
322612.24000000
USD
290000.00000000
EUR
2020-03-17
-158.71
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
000000000
-5220.00000000
NS
-487802.18000000
-0.09734057302
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
6893.43000000
0.001375578982
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
685508.46000000
USD
523747.00000000
GBP
2020-03-18
6893.43
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-6334.15000000
-0.00126397506
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1117869.64000000
USD
1471062.00000000
CAD
2020-03-18
-6334.15
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
464.00000000
NS
USD
32173.76000000
0.006420250591
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
4776.80000000
0.000953206993
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1495891.00000000
SEK
160479.22000000
USD
2020-03-18
4776.8
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
314.95000000
0.000062848045
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
48510.00000000
EUR
54256.96000000
USD
2020-03-18
314.95
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
184.00000000
NS
USD
35127.44000000
0.007009655304
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1367.50000000
0.000272883638
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3100000.00000000
TWD
104103.87000000
USD
2020-03-09
1367.5
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
000000000
143.00000000
NS
17001.29000000
0.003392595151
Long
EC
FR
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
1660.00000000
NS
USD
98670.40000000
0.019689607121
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
400000.00000000
PA
464115.04000000
0.092613821334
Long
DBT
CORP
ES
N
2
2025-03-19
Variable
4.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
23059.00000000
0.004601406810
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
915402.00000000
NZD
615097.87000000
USD
2020-03-18
23059
N
N
N
Altus Group Ltd/Canada
54930041VO1EIY4IV355
Altus Group Ltd/Canada
000000000
-12930.00000000
NS
-423542.01000000
-0.08451750247
Short
EC
CORP
CA
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
412.00000000
NS
USD
28044.84000000
0.005596327585
Long
EC
CORP
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
376.93000000
0.000075216109
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
37042.46000000
SGD
27527.19000000
USD
2020-04-06
376.93
N
N
N
GAM Holding AG
549300GGVID7ZGDMX291
GAM Holding AG
000000000
93097.00000000
NS
287835.21000000
0.057437308458
Long
EC
CORP
CH
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
AT+T INC FEB20 40.5 CALL
000000000
-9.00000000
NC
USD
-36.00000000
-0.00000718377
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
AT&T Inc
AT&T Inc
100.00000000
40.5
USD
2020-02-21
XXXX
91.24
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
000000000
-51680.00000000
NS
-1050470.00000000
-0.20962053049
Short
EC
CORP
CA
N
1
N
N
N
WABCO Holdings Inc
549300SNE3FOSCV7FY94
WABCO Holdings Inc
92927K102
235.00000000
NS
USD
31877.75000000
0.006361182010
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
-2801.00000000
NS
USD
-240998.04000000
-0.04809098498
Short
EC
CORP
US
N
1
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp
000000000
-19250.00000000
NS
-337318.65000000
-0.06731169320
Short
EC
CORP
CA
N
1
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
277.00000000
NS
USD
31796.83000000
0.006345034482
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-2214.93000000
-0.00044198768
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
203492.19000000
USD
311212.00000000
NZD
2020-03-18
-2214.93
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
11274.00000000
NS
USD
879822.96000000
0.175568036801
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
210.00000000
NS
USD
34118.70000000
0.006808361965
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1396.74000000
0.000278718459
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
190000.00000000
EUR
212659.40000000
USD
2020-03-17
1396.74
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RL4
461379.07000000
PA
USD
514394.16000000
0.102646983449
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
-11610.00000000
NS
USD
-297216.00000000
-0.05930923833
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-755.65000000
-0.00015078941
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
24033.40000000
USD
223638.00000000
SEK
2020-03-18
-755.65
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COMCAST CORP FEB20 48.5 CALL
000000000
-5.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Comcast Corp. Class A
Comcast Corp. Class A
100.00000000
48.5
USD
2020-02-07
XXXX
118.75
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP Inc
000000000
6460.00000000
NS
329785.10000000
0.065808378737
Long
EC
CORP
CA
N
1
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
10213.00000000
NS
247602.16000000
0.049408832362
Long
EC
CORP
FI
N
1
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
9.00000000
NS
72926.95000000
0.014552520249
Long
EC
JP
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
1347.00000000
NS
16664.35000000
0.003325359017
Long
EC
CORP
FR
N
1
N
N
N
Canada Goose Holdings Inc
529900891XBE6RV8JR07
Canada Goose Holdings Inc
135086106
-3832.00000000
NS
USD
-114960.00000000
-0.02294018504
Short
EC
CORP
CA
N
1
N
N
N
Chugoku Electric Power Co Inc/The
353800MV866ELME96Q46
Chugoku Electric Power Co Inc/The
000000000
8700.00000000
NS
115379.08000000
0.023023812158
Long
EC
CORP
JP
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
271.00000000
NS
26719.11000000
0.005331779120
Long
EC
CORP
NL
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
167.00000000
NS
USD
10676.31000000
0.002130449956
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
1920.00000000
NS
USD
41280.00000000
0.008237394213
Long
EC
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
HOME DEPOT INC/THE FEB20 242.5 CALL
000000000
-1.00000000
NC
USD
-54.00000000
-0.00001077566
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
242.5
USD
2020-02-21
XXXX
52.98
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
87.00000000
NS
USD
31400.04000000
0.006265855324
Long
EC
CORP
US
N
1
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
000000000
53179.00000000
NS
260191.33000000
0.051920992151
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2536763 TRS USD R V 01MFEDL0 FEDL01 -35 BPS / Short: SW2536763 TRS USD P E LOW.N 2536763
000000000
616819.74000000
OU
Notional Amount
USD
-37727.70000000
-0.00752853531
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Lowe's Cos Inc
Lowe's Cos Inc
Y
equity-performance leg
2099-12-31
0
USD
0
USD
616819.74
USD
-37727.7
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
58.00000000
NC
USD
471688.32000000
0.094125063893
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
10762186.68
USD
471688.32
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VISA INC FEB20 195 PUT
000000000
-1.00000000
NC
USD
-253.00000000
-0.00005048596
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Visa, Inc. Class A
Visa, Inc. Class A
100.00000000
195
USD
2020-02-14
XXXX
-83.25
N
N
N
InterRent Real Estate Investment Trust
N/A
InterRent Real Estate Investment Trust
000000000
71210.00000000
NS
905056.82000000
0.180603435356
Long
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-53111.09000000
-0.01059827968
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1632490.63000000
USD
14524595.00000000
NOK
2020-03-18
-53111.09
N
N
N
J&J Snack Foods Corp
N/A
J&J Snack Foods Corp
466032109
172.00000000
NS
USD
28524.48000000
0.005692039401
Long
EC
CORP
US
N
1
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
000000000
-15600.00000000
NS
-125776.03000000
-0.02509851602
Short
EC
CORP
CA
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
9142000000.00000000
PA
735109.19000000
0.146690508421
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.38000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
18429.00000000
NS
USD
3137168.67000000
0.626019744367
Long
EC
CORP
US
N
1
N
N
N
Brookfield Business Partners LP
N/A
Brookfield Business Partners LP
000000000
28510.00000000
NS
1198867.69000000
0.239233182455
Long
EC
CORP
BM
N
1
N
N
N
Atos SE
5493001EZOOA66PTBR68
Atos SE
000000000
262.00000000
NS
21833.50000000
0.004356859170
Long
EC
CORP
FR
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
7957.61000000
0.001587935333
N/A
DFE
RU
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
873064.90000000
USD
56540000.00000000
RUB
2020-03-06
7957.61
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
942.00000000
NS
USD
100925.88000000
0.020139686527
Long
EC
CORP
US
N
1
N
N
N
European Residential Real Estate Investment Trust
N/A
European Residential Real Estate Investment Trust
29880W103
348180.00000000
NS
1304951.49000000
0.260402128197
Long
EC
CA
N
1
N
N
N
Brinker International Inc
52990067JY6PBGJNTG76
Brinker International Inc
109641100
-6687.00000000
NS
USD
-285468.03000000
-0.05696493939
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
659.68000000
0.000131638667
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
137085100.00000000
JPY
1268735.20000000
USD
2020-03-18
659.68
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
557.00000000
NS
USD
28880.45000000
0.005763072957
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
1394.00000000
NS
USD
242444.48000000
0.048379621039
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
1869.00000000
NS
USD
108383.31000000
0.021627811302
Long
EC
CORP
US
N
1
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
397.00000000
NS
USD
33141.56000000
0.006613374383
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
000000000
-67900.00000000
NS
-531543.00000000
-0.10606902209
Short
EC
CORP
CA
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
351.00000000
NS
USD
35061.39000000
0.006996475074
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
1917.00000000
NS
USD
89983.98000000
0.017956238278
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-435.42000000
-0.00008688774
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
744233.83000000
USD
226000000.00000000
HUF
2020-03-06
-435.42
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
12283.69000000
0.002451201475
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1289996.00000000
SGD
957710.14000000
USD
2020-03-18
12283.69
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-9218.05000000
-0.00183945522
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2490000000.00000000
IDR
171881.80000000
USD
2020-04-21
-9218.05
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-13074.93000000
-0.00260909284
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1324302.66000000
USD
1789117.00000000
SGD
2020-03-18
-13074.93
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
34.57000000
0.000006898418
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4404.44000000
USD
3992.00000000
EUR
2020-03-18
34.57
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
9554.00000000
NS
26839.31000000
0.005355764943
Long
EC
CORP
NL
N
1
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
31.00000000
NS
16708.94000000
0.003334256920
Long
EC
CORP
LU
N
1
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
11546.00000000
NS
USD
466689.32000000
0.093127517050
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
132.00000000
NS
USD
32941.92000000
0.006573536365
Long
EC
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
-3439.00000000
NS
USD
-234092.73000000
-0.04671303535
Short
EC
CORP
US
N
1
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources Inc
000000000
-2449.00000000
NS
-22335.98000000
-0.00445712869
Short
EC
CORP
CA
N
1
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581801
45341.00000000
NS
USD
2072537.11000000
0.413573284790
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
44472.00000000
NS
USD
1862042.64000000
0.371569265191
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1633.26000000
-0.00032591585
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
578252.71000000
USD
62335353.00000000
JPY
2020-03-18
-1633.26
N
N
N
AAON Inc
N/A
AAON Inc
000360206
635.00000000
NS
USD
33299.40000000
0.006644871241
Long
EC
CORP
US
N
1
N
N
N
SJW Group
N/A
SJW Group
784305104
460.00000000
NS
USD
33741.00000000
0.006732992203
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
8654.00000000
NS
USD
1128914.30000000
0.225274033958
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
-14350.00000000
NS
USD
-231752.50000000
-0.04624604414
Short
EC
CORP
US
N
1
N
N
N
REX American Resources Corp
N/A
REX American Resources Corp
761624105
386.00000000
NS
USD
29085.10000000
0.005803910717
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
-2180.00000000
NS
USD
-345878.80000000
-0.06901986495
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
92202.66000000
0.018398974271
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4743637.00000000
NZD
3160163.53000000
USD
2020-03-18
92202.66
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-4008.21000000
-0.00079983541
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
90147.33000000
USD
1300000.00000000
ZAR
2020-03-17
-4008.21
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
10923.21000000
0.002179718673
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
4906718.39000000
SEK
522103.07000000
USD
2020-04-06
10923.21
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-81773.77000000
-0.01631789679
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8916612.00000000
GBP
11706129.48000000
USD
2020-03-18
-81773.77
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
97635.13000000
0.019483019739
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
23610000.00000000
NOK
2665281.91000000
USD
2020-04-27
97635.13
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD CAD
000000000
1.00000000
NC
N/A
5102.36000000
0.001018172256
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1370000.00000000
CAD
112660854.00000000
JPY
2020-02-14
5102.36
N
N
N
TripAdvisor Inc
N/A
TripAdvisor Inc
896945201
10507.00000000
NS
USD
287051.24000000
0.057280867810
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
172.68000000
0.000034458169
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10597.00000000
EUR
11956.30000000
USD
2020-03-18
172.68
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
909.00000000
NS
USD
52594.74000000
0.010495242415
Long
EC
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
000000000
-5150.00000000
NS
-217417.64000000
-0.04338553317
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
35.52000000
0.000007087990
N/A
DFE
JP
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
8071.83000000
USD
878472.00000000
JPY
2020-02-03
35.52
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
400000.00000000
PA
506835.63000000
0.101138684242
Long
DBT
CORP
ES
N
2
2024-06-13
Variable
6.75000000
N
N
N
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma Inc
00434H108
628.00000000
NS
USD
57009.84000000
0.011376272434
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4697.89000000
-0.00093746055
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
56055881.00000000
JPY
513834.69000000
USD
2020-03-18
-4697.89
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
55952.95000000
0.011165370797
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
4853303.28000000
USD
3710000.00000000
GBP
2020-04-22
55952.95
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
5377.90000000
0.001073156064
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
307206.00000000
NZD
204064.26000000
USD
2020-03-18
5377.9
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-282.81000000
-0.00005643453
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1921604.00000000
JPY
17511.41000000
USD
2020-04-06
-282.81
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2711.54000000
-0.00054108585
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
649634.20000000
USD
856170.00000000
CAD
2020-03-18
-2711.54
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-4080.64000000
-0.00081428876
N/A
DFE
CA
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
16488925.00000000
JPY
196000.00000000
CAD
2020-02-05
-4080.64
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-160.99000000
-0.00003212543
N/A
DFE
IN
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
112091.44000000
USD
8000000.00000000
INR
2020-02-20
-160.99
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
568.00000000
NS
USD
31808.00000000
0.006347263447
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-9110.00000000
NS
USD
-317756.80000000
-0.06340814015
Short
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
111503.00000000
NS
236938.12000000
0.047280830875
Long
EC
CORP
GB
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2932.14000000
-0.00058510642
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
444629.72000000
CHF
460687.44000000
USD
2020-04-06
-2932.14
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-22566.13000000
-0.00450305495
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2863646.52000000
USD
4240900.00000000
AUD
2020-03-18
-22566.13
N
N
N
Artis Real Estate Investment Trust
549300OG2O5VI2N1XS44
Artis Real Estate Investment Trust
000000000
-26170.00000000
NS
-233145.16000000
-0.04652394844
Short
EC
CA
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
5053.00000000
NS
USD
463360.10000000
0.092463173601
Long
EC
CORP
US
N
1
N
N
N
Vermilion Energy Inc
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
000000000
-43430.00000000
NS
-626804.44000000
-0.12507837370
Short
EC
CORP
CA
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
515.00000000
NS
21150.07000000
0.004220481206
Long
EC
CORP
FR
N
1
N
N
N
Texas Capital Bancshares Inc
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q107
21164.00000000
NS
USD
1163173.44000000
0.232110420624
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
1130.00000000
NS
292589.29000000
0.058385981691
Long
EC
CORP
CH
N
1
N
N
N
alstria office REIT-AG
529900QIJIGPI0DRL085
alstria office REIT-AG
000000000
2747.00000000
NS
54563.87000000
0.010888180886
Long
EC
DE
N
1
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG
000000000
301.00000000
NS
9781.04000000
0.001951799474
Long
EC
CORP
DE
N
1
N
N
N
NATIXIS TD - 03Feb20
N/A
NATIXIS TD - 03Feb20
000000000
2263722.92000000
PA
USD
2263722.92000000
0.451724275219
Long
STIV
CORP
FR
N
2
2020-02-03
Fixed
1.55000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PAYPAL HOLDINGS INC FEB20 124 CALL
000000000
-1.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
PayPal Holdings Inc
PayPal Holdings Inc
100.00000000
124
USD
2020-02-07
XXXX
64.75
N
N
N
NFI Group Inc
549300VX6QRAVXOXZW59
NFI Group Inc
62910L102
-6460.00000000
NS
-149467.43000000
-0.02982611780
Short
EC
CORP
CA
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
216.00000000
NS
USD
32300.64000000
0.006445569404
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MASTERCARD INC FEB20 330 CALL
000000000
-1.00000000
NC
USD
-58.00000000
-0.00001157385
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
MasterCard, Inc. Class A
MasterCard, Inc. Class A
100.00000000
330
USD
2020-02-07
XXXX
86.75
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-12486.73000000
-0.00249171796
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
843069.00000000
GBP
1102063.93000000
USD
2020-03-18
-12486.73
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
20275.00000000
NS
USD
1729660.25000000
0.345152454792
Long
EC
CORP
US
N
1
N
N
N
Mercer International Inc
549300Z5IAG39VRTY874
Mercer International Inc
588056101
-25840.00000000
NS
USD
-284498.40000000
-0.05677145043
Short
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
43082.00000000
NS
USD
2249742.04000000
0.448934400704
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
244.38000000
0.000048765852
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
86000.00000000
EUR
95634.18000000
USD
2020-02-06
244.38
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
5654.95000000
0.001128441191
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1759284.00000000
SEK
188773.09000000
USD
2020-03-18
5654.95
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
1319.00000000
NS
16200.92000000
0.003232881895
Long
EC
CORP
FI
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-14141.90000000
-0.00282200594
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1139348.47000000
USD
1489155.00000000
CAD
2020-03-18
-14141.9
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
469.00000000
NS
USD
40160.47000000
0.008013992809
Long
EC
CORP
US
N
1
N
N
N
Alarm.com Holdings Inc
549300HIH92U1EKIHZ32
Alarm.com Holdings Inc
011642105
746.00000000
NS
USD
32771.78000000
0.006539585051
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
88.03000000
0.000017566322
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
37000.00000000
EUR
41127.83000000
USD
2020-02-06
88.03
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
31140.53000000
0.006214070290
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3448898.00000000
SGD
2558806.81000000
USD
2020-03-18
31140.53
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
37935.35000000
0.007569971718
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3874067.00000000
NZD
2543499.32000000
USD
2020-03-18
37935.35
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5430.56000000
-0.00108366432
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1614467.92000000
USD
14797340.00000000
NOK
2020-03-18
-5430.56
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-24849.03000000
-0.00495860600
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9500000.00000000
CNY
1338048.90000000
USD
2020-10-15
-24849.03
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
2583.90000000
0.000515615380
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
507400.00000000
SGD
374452.79000000
USD
2020-03-18
2583.9
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-15992.75000000
-0.00319134172
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
238361042.00000000
JPY
2188913.56000000
USD
2020-03-18
-15992.75
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
78080.68000000
0.015580943352
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4160737.00000000
AUD
2865457.96000000
USD
2020-03-18
78080.68
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
11040.41000000
0.002203105848
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1141866.00000000
SGD
847903.72000000
USD
2020-03-18
11040.41
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
37284.46000000
0.007440087089
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
5315273.71000000
EUR
5954669.78000000
USD
2020-04-06
37284.46
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
63.28000000
0.000012627478
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
89215.15000000
USD
857731.00000000
SEK
2020-03-18
63.28
N
N
N
MGE Energy Inc
N/A
MGE Energy Inc
55277P104
414.00000000
NS
USD
33091.02000000
0.006603289163
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
582.00000000
NS
USD
48131.40000000
0.009604586139
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
70.29000000
0.000014026318
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
187053.00000000
SEK
19540.03000000
USD
2020-03-18
70.29
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-179.77000000
-0.00003587297
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2084997.00000000
NOK
226539.23000000
USD
2020-03-18
-179.77
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
6768.43000000
0.001350635322
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
636309.00000000
CAD
487563.96000000
USD
2020-03-18
6768.43
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
15602.00000000
NS
USD
710671.10000000
0.141813905196
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
4091.00000000
NS
USD
1219977.11000000
0.243445551984
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
12275.13000000
0.002449493333
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
733611.00000000
AUD
503738.69000000
USD
2020-03-18
12275.13
N
N
N
Verra Mobility Corp
N/A
Verra Mobility Corp
92511U102
15518.00000000
NS
USD
247201.74000000
0.049328928840
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BANK OF AMERICA CORP FEB20 37.5 CALL
000000000
-10.00000000
NC
USD
-10.00000000
-0.00000199549
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Bank of America Corp
Bank of America Corp
100.00000000
37.5
USD
2020-02-07
XXXX
103.16
N
N
N
Tootsie Roll Industries Inc
529900SBKOV9XX4M4Q35
Tootsie Roll Industries Inc
890516107
955.00000000
NS
USD
32575.05000000
0.006500327721
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
15242.00000000
NS
13759.97000000
0.002745792084
Long
EC
CORP
ES
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER GBP
N/A
GOLDMAN SACHS PRIME BROKER GBP
000000000
11.09000000
NS
14.64000000
0.000002921401
Long
STIV
CORP
GB
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
551.00000000
NS
USD
119396.19000000
0.023825423560
Long
EC
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
223.00000000
NS
USD
32430.89000000
0.006471560697
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
35168.43000000
0.007017834829
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2200293.11000000
USD
1690949.00000000
GBP
2020-03-18
35168.43
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
7420.42000000
0.001480739456
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
851700.57000000
USD
92875137.00000000
JPY
2020-03-18
7420.42
N
N
N
Cardiovascular Systems Inc
549300NUBWKJMNMQ3287
Cardiovascular Systems Inc
141619106
661.00000000
NS
USD
30002.79000000
0.005987035094
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-6505.49000000
-0.00129816583
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
322092.44000000
USD
487956.00000000
NZD
2020-03-18
-6505.49
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
281.00000000
NS
USD
32458.31000000
0.006477032339
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MERCK + CO INC FEB20 94 CALL
000000000
-3.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Merck & Co Inc
Merck & Co Inc
100.00000000
94
USD
2020-02-14
XXXX
101.25
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-36371.94000000
-0.00725799438
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2857144.09000000
USD
27100206.00000000
SEK
2020-03-18
-36371.94
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-948.67000000
-0.00018930641
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
45291510.59000000
CZK
1990700.00000000
USD
2020-04-22
-948.67
N
N
N
Ingenico Group SA
969500C1KK5OLNWK1S69
Ingenico Group SA
000000000
164.00000000
NS
19134.21000000
0.003818217798
Long
EC
CORP
FR
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-122.27000000
-0.00002439889
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
38911.37000000
USD
34883.00000000
EUR
2020-03-18
-122.27
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
279.00000000
NS
USD
29961.81000000
0.005978857565
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
423.00000000
NS
12065.97000000
0.002407755606
Long
EC
CORP
BE
N
1
N
N
N
Kirkland Lake Gold Ltd
N/A
Kirkland Lake Gold Ltd
000000000
300.00000000
NS
12302.40000000
0.002454935042
Long
EC
CORP
CA
N
1
N
N
N
Linamar Corp
549300LW6VIYFRMFBU20
Linamar Corp
000000000
-5190.00000000
NS
-170986.85000000
-0.03412030253
Short
EC
CORP
CA
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-6022.00000000
NS
USD
-987066.02000000
-0.19696831203
Short
EC
CORP
US
N
1
N
N
N
Luminex Corp
5299004PD7MBYRVKM104
Luminex Corp
55027E102
1392.00000000
NS
USD
31577.52000000
0.006301271330
Long
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
97.00000000
NS
7207.71000000
0.001438293329
Long
EC
CORP
FR
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
333.00000000
NS
USD
1271051.01000000
0.253637311875
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TG4
2000000.00000000
PA
USD
1998608.52000000
0.398820888002
Long
STIV
UST
US
N
2
2020-02-20
None
0.00000000
N
N
N
N
N
N
Tyler Technologies Inc
N/A
Tyler Technologies Inc
902252105
104.00000000
NS
USD
33662.72000000
0.006717371485
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COCA-COLA CO/THE FEB20 55 PUT
000000000
-4.00000000
NC
USD
-28.00000000
-0.00000558737
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
55
USD
2020-02-14
XXXX
107
N
N
N
Simply Good Foods Co/The
N/A
Simply Good Foods Co/The
82900L102
1136.00000000
NS
USD
26093.92000000
0.005207022907
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
749.00000000
NS
USD
33427.87000000
0.006670507337
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SALESFORCE.COM INC FEB20 195 CALL
000000000
-1.00000000
NC
USD
-30.00000000
-0.00000598647
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
195
USD
2020-02-14
XXXX
52.75
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
7198868.45000000
PA
USD
8686995.94000000
1.733483771429
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1744.74000000
0.000348161608
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7900000.00000000
TWD
263394.79000000
USD
2020-02-20
1744.74
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
4101.00000000
NS
321721.27000000
0.064199247279
Long
EC
CORP
KR
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
27249.00000000
NS
14711.33000000
0.002935635286
Long
EC
CORP
IT
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
28060.68000000
0.005599488445
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18825353.16000000
SEK
1990700.00000000
USD
2020-04-22
28060.68
N
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg Inc
163092109
835.00000000
NS
USD
34427.05000000
0.006869892985
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-998.02000000
-0.00019915417
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
171159.27000000
USD
3870000.00000000
CZK
2020-03-06
-998.02
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
-259.45000000
-0.00005177306
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
216615.88000000
USD
1500000.00000000
CNY
2020-02-20
-259.45
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
319.00000000
NS
USD
31807.49000000
0.006347161677
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
400000.00000000
PA
519700.60000000
0.103705879722
Long
DBT
CORP
AT
N
2
2024-04-15
Variable
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QP6
517732.82000000
PA
USD
722311.59000000
0.144136756576
Long
DBT
UST
US
N
2
2041-02-15
Fixed
2.13000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
6923.00000000
NS
78457.17000000
0.015656071660
Long
EC
CORP
SE
N
1
N
N
N
LaSalle Logiport REIT
353800II3DI1RPKBB314
LaSalle Logiport REIT
000000000
10.00000000
NS
16150.62000000
0.003222844566
Long
EC
JP
N
1
N
N
N
Ensign Energy Services Inc
N/A
Ensign Energy Services Inc
000000000
220650.00000000
NS
393481.94000000
0.078519037196
Long
EC
CORP
CA
N
1
N
N
N
SUMITOMO MITSUI BANKING CORPOR TD - 03Feb20
N/A
SUMITOMO MITSUI BANKING CORPOR TD - 03Feb20
000000000
2517026.81000000
PA
USD
2517026.81000000
0.502270883689
Long
STIV
CORP
XX
N
2
2020-02-03
Fixed
1.57000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P403
7983.00000000
NS
266803.76000000
0.053240497786
Long
EC
CORP
CA
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
317.00000000
NS
USD
30796.55000000
0.006145429330
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-245.99000000
-0.00004908712
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
41760.96000000
USD
54943.00000000
CAD
2020-03-18
-245.99
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
206.00000000
NS
USD
31602.46000000
0.006306248089
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
3869.44000000
0.000772143959
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
13000000.00000000
RUB
206201.92000000
USD
2020-03-17
3869.44
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-18724.97000000
-0.00373655425
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
795177.67000000
USD
1200540.00000000
NZD
2020-03-18
-18724.97
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
21960.00000000
NS
USD
824598.00000000
0.164547935883
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
4932.00000000
NS
USD
282998.16000000
0.056472078621
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-380.98000000
-0.00007602428
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1990700.00000000
USD
38036931.97000000
MXN
2020-04-22
-380.98
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
4637.50000000
0.000925409778
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
396599.63000000
USD
303504.00000000
GBP
2020-03-18
4637.5
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
15263.00000000
NS
530505.43000000
0.105861975752
Long
EC
CORP
DE
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
36626.14000000
0.007308719808
N/A
DFE
IN
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2326221.61000000
USD
169000000.00000000
INR
2020-02-27
36626.14
N
N
N
Crescent Point Energy Corp
549300FTKUHZK8OC7N74
Crescent Point Energy Corp
000000000
-168950.00000000
NS
-556613.27000000
-0.11107177638
Short
EC
CORP
CA
N
1
N
N
N
LIXIL Group Corp
353800KB8G4F9WUJJ886
LIXIL Group Corp
000000000
7100.00000000
NS
120304.55000000
0.024006686142
Long
EC
CORP
JP
N
1
N
N
N
United Airlines Holdings Inc
N/A
United Airlines Holdings Inc
910047109
-8340.00000000
NS
USD
-623832.00000000
-0.12448522545
Short
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
29063.00000000
NS
USD
2702568.37000000
0.539295568103
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
920.00000000
NS
USD
542551.60000000
0.108265780283
Long
EC
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
7003.00000000
NS
69801.47000000
0.013928832970
Long
EC
AU
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
228.54000000
0.000045604992
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
63975.83000000
NOK
7185.75000000
USD
2020-04-06
228.54
N
N
N
Husky Energy Inc
N/A
Husky Energy Inc
000000000
-38620.00000000
NS
-251260.54000000
-0.05013885945
Short
EC
CORP
CA
N
1
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
68100.00000000
NS
814944.31000000
0.162621549009
Long
EC
CORP
SG
N
1
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
85.00000000
NS
USD
31578.35000000
0.006301436956
Long
EC
CORP
US
N
1
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
000000000
103630.00000000
NS
1010928.90000000
0.201730132524
Long
EC
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1071.65000000
0.000213846984
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
170321.00000000
EUR
190464.71000000
USD
2020-03-18
1071.65
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5HBJK5 IRS USD R V 12MUSCPI BAV5HBJK5_INF CCPINFLATIONZERO / Short: BAV5HBJK5 IRS USD P F 1.80750 BAV5HBJK5_FIX CCPINFLATIONZERO
000000000
3282137.00000000
OU
Notional Amount
USD
-23562.46000000
-0.00470187189
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2025-01-14
0
USD
0
USD
3282137
USD
-23562.46
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08413470 CDS EUR R V 03MEVENT SL_2708413470_PROTECTION CCPCD / Short: B08413470 CDS EUR P F 5.00000 SL_2708413470_FEE CCPCDX
000000000
660000.00000000
OU
Notional Amount
-89536.19000000
-0.01786688210
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S32.V1
2I667KHC5
Y
buy protection
2024-12-20
0
EUR
-87228.14
EUR
660000
EUR
7180.04
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
306.00000000
NS
USD
34330.14000000
0.006850554664
Long
EC
CORP
US
N
1
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
1500.00000000
NS
216441.33000000
0.043190711220
Long
EC
CORP
JP
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
3603.39000000
0.000719053874
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
210000000.00000000
KRW
179845.97000000
USD
2020-02-20
3603.39
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBOTT LABORATORIES FEB20 93.5 CALL
000000000
-2.00000000
NC
USD
-16.00000000
-0.00000319278
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
93.5
USD
2020-02-14
XXXX
43.5
N
N
N
CREDIT AGRICOLE CIB TD - 06Feb20
N/A
CREDIT AGRICOLE CIB TD - 06Feb20
000000000
3104684.53000000
PA
USD
3104684.53000000
0.619537557670
Long
STIV
CORP
DE
N
2
2020-02-06
Fixed
1.60000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
8126.00000000
NS
USD
655686.94000000
0.130841855743
Long
EC
CORP
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-4199.39000000
-0.00083798524
N/A
DFE
ZA
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
107715.29000000
USD
1560000.00000000
ZAR
2020-03-06
-4199.39
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
93.00000000
NS
21721.62000000
0.004334533597
Long
EP
CORP
DE
N
1
N
N
N
Cineworld Group PLC
213800J2J3TOOI176M73
Cineworld Group PLC
000000000
82838.00000000
NS
193944.15000000
0.038701415185
Long
EC
CORP
GB
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-3154.84000000
-0.00062954604
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2900000.00000000
HKD
370127.64000000
USD
2020-02-20
-3154.84
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
33836.00000000
NS
USD
2441605.76000000
0.487220667584
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-5886.33000000
-0.00117461290
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
85680000.00000000
TWD
2833614.45000000
USD
2020-03-09
-5886.33
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
291.00000000
NS
20057.88000000
0.004002535480
Long
EC
CORP
DE
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
9823.00000000
NS
1590007.52000000
0.317284853292
Long
EC
CORP
FR
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-1547.87000000
-0.00030887634
N/A
DFE
MX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
230741.09000000
USD
4350000.00000000
MXN
2020-03-06
-1547.87
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COCA-COLA CO/THE FEB20 58 CALL
000000000
-4.00000000
NC
USD
-256.00000000
-0.00005108461
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
58
USD
2020-02-07
XXXX
-229
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
530.56000000
0.000105872865
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
182091.47000000
EUR
203249.26000000
USD
2020-04-06
530.56
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-10677.55000000
-0.00213069739
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
610387.56000000
USD
927263.00000000
NZD
2020-03-18
-10677.55
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
32986.00000000
NS
198929.42000000
0.039696222216
Long
EC
CORP
GB
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
23175.00000000
NS
USD
494091.00000000
0.098595502521
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
48522.63000000
0.009682655803
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2467691.00000000
AUD
1701687.88000000
USD
2020-03-18
48522.63
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTERNATIONAL BUSINESS MACHINE FEB20 145 CALL
000000000
-1.00000000
NC
USD
-108.00000000
-0.00002155132
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
International Business Machines Corp
International Business Machines Corp
100.00000000
145
USD
2020-02-07
XXXX
-45.25
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2.92000000
0.000000582683
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
35000.00000000
EUR
38824.35000000
USD
2020-02-06
2.92
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
12642.00000000
NS
USD
834245.58000000
0.166473103510
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
57075.10000000
0.011389295020
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3154127.00000000
AUD
2170100.25000000
USD
2020-03-18
57075.1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-10697.96000000
-0.00213477019
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
86979907.00000000
JPY
793890.51000000
USD
2020-03-18
-10697.96
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
535.74200000
NS
5864.40000000
0.001170236788
Long
EC
CORP
ES
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-51073.74000000
-0.01019172796
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3508475.00000000
GBP
4587186.16000000
USD
2020-03-18
-51073.74
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
49274.55000000
0.009832700896
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3370946.00000000
NZD
2229443.57000000
USD
2020-03-18
49274.55
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-168.24000000
-0.00003357217
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
30255.77000000
USD
27000.00000000
EUR
2020-04-22
-168.24
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4451.14000000
-0.00088822177
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
88518995.00000000
JPY
814374.32000000
USD
2020-03-18
-4451.14
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
37246.89000000
0.007432590022
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2372690.00000000
AUD
1626768.70000000
USD
2020-03-18
37246.89
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
9023.91000000
0.001800714728
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
598437.00000000
NZD
396064.76000000
USD
2020-03-18
9023.91
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
1600.00000000
NS
USD
80176.00000000
0.015999062946
Long
EC
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD CAD
000000000
1.00000000
NC
N/A
14608.11000000
0.002915037809
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1906000.00000000
CAD
157629630.00000000
JPY
2020-02-05
14608.11
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4304.52000000
-0.00085896385
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7141513.00000000
GBP
9436889.55000000
USD
2020-03-18
-4304.52
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
89.63000000
0.000017885601
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
15018.00000000
EUR
16789.30000000
USD
2020-03-18
89.63
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
-20670.00000000
NS
USD
-409886.10000000
-0.08179247548
Short
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
7750.00000000
NS
USD
280550.00000000
0.055983550059
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
549.00000000
NS
USD
28701.72000000
0.005727407515
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
4376.40000000
0.000873307462
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2695249.00000000
CAD
2040908.45000000
USD
2020-03-18
4376.4
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
-26200.00000000
NS
USD
-417890.00000000
-0.08338964795
Short
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
13288.00000000
NS
USD
1725712.56000000
0.344364696101
Long
EC
CORP
US
N
1
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
27.00000000
NS
36205.99000000
0.007224879178
Long
EC
JP
N
1
N
N
N
Comforia Residential REIT Inc
N/A
Comforia Residential REIT Inc
000000000
4.00000000
NS
13178.90000000
0.002629839985
Long
EC
JP
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-9987.78000000
-0.00199305429
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2217960.03000000
GBP
2923685.41000000
USD
2020-04-06
-9987.78
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
771.73000000
0.000153998164
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
144180.05000000
USD
130355.00000000
EUR
2020-03-18
771.73
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
1399.00000000
NS
USD
332612.25000000
0.066372534479
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
154560.70000000
0.030842476156
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
4887701.00000000
AUD
3428948.55000000
USD
2020-03-18
154560.7
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-12938.26000000
-0.00258182044
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4490000000.00000000
IDR
313372.42000000
USD
2020-04-29
-12938.26
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
19454.00000000
NS
433235.02000000
0.086451735625
Long
EC
CORP
IT
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
938.80000000
0.000187336862
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
481397.00000000
SEK
51045.85000000
USD
2020-03-18
938.8
N
N
N
Armstrong World Industries Inc
KXMRXXOJ88Q45Y45MG74
Armstrong World Industries Inc
04247X102
-2631.00000000
NS
USD
-263968.23000000
-0.05267466982
Short
EC
CORP
US
N
1
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
000000000
-11000.00000000
NS
-679915.37000000
-0.13567662146
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-64334.14000000
-0.01283783121
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3215747.62000000
USD
28981637.00000000
NOK
2020-03-18
-64334.14
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
2342.15000000
0.000467374342
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
151076.00000000
NZD
100050.99000000
USD
2020-03-18
2342.15
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2200.05000000
0.000439018389
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
701297.00000000
SEK
75195.77000000
USD
2020-03-18
2200.05
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
181.00000000
NS
USD
30981.77000000
0.006182389847
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V100
10610.00000000
NS
USD
103553.60000000
0.020664046157
Long
EC
US
N
1
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
37824.00000000
NS
USD
1848837.12000000
0.368934113204
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
-1226.00000000
NS
USD
-255927.50000000
-0.05107014795
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-6908.34000000
-0.00137855426
N/A
DFE
BR
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1306288.89000000
USD
5574000.00000000
BRL
2020-03-06
-6908.34
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
288.00000000
NS
USD
33704.64000000
0.006725736591
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
656.00000000
NS
USD
72606.08000000
0.014488490872
Long
EC
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
-11247.00000000
NS
USD
-688316.40000000
-0.13735304094
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-18118.40000000
-0.00361551364
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2502922.66000000
USD
3288515.00000000
CAD
2020-03-18
-18118.4
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
34896.41000000
0.006963553434
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
11371593.00000000
SGD
8369034.49000000
USD
2020-03-18
34896.41
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
-883.00000000
NS
USD
-67055.02000000
-0.01338078085
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
4660.74000000
0.000930047303
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2800000.00000000
ZAR
190191.15000000
USD
2020-03-17
4660.74
N
N
N
BMC Stock Holdings Inc
549300GHSZDJ1FJEJG18
BMC Stock Holdings Inc
05591B109
12930.00000000
NS
USD
377362.05000000
0.075302324779
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment & Management Co
549300O8FT5GJ4RU1D57
Apartment Investment & Management Co
03748R754
1001.00000000
NS
USD
52762.71000000
0.010528760707
Long
EC
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
572.00000000
NS
USD
29154.84000000
0.005817827284
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
2622.00000000
NS
USD
191170.02000000
0.038147839545
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
715.07000000
0.000142691702
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2368683.00000000
NOK
258281.60000000
USD
2020-03-18
715.07
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-3386.87000000
-0.00067584746
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
138192.16000000
USD
208434.00000000
NZD
2020-03-18
-3386.87
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd
000000000
-92750.00000000
NS
-491994.11000000
-0.09817706963
Short
EC
CORP
CA
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
30120.00000000
NS
250970.50000000
0.050080982178
Long
EC
CORP
GB
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
438.55000000
0.000087512336
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
636165.00000000
CAD
481125.27000000
USD
2020-03-18
438.55
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
-8260.00000000
NS
USD
-948165.40000000
-0.18920572138
Short
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
145727.00000000
NS
USD
2098468.80000000
0.418747934818
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
73094.41000000
0.014585936771
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11568343.71000000
USD
10495500.00000000
EUR
2020-02-06
73094.41
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
306.46000000
0.000061153871
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
43088.00000000
EUR
48219.33000000
USD
2020-03-18
306.46
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-237.38000000
-0.00004736900
N/A
DFE
IN
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
69255.09000000
USD
4940000.00000000
INR
2020-03-05
-237.38
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
251.00000000
NS
USD
28418.22000000
0.005670835294
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
1711.00000000
NS
USD
111745.41000000
0.022298715931
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2180.11000000
0.000435039377
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1142596.00000000
SEK
121109.21000000
USD
2020-03-18
2180.11
N
N
N
Harvey Norman Holdings Ltd
529900ONRWOF42PYKU59
Harvey Norman Holdings Ltd
000000000
49159.00000000
NS
139196.77000000
0.027776615011
Long
EC
CORP
AU
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
3061.00000000
NS
USD
537021.84000000
0.107162320665
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
27301700.00000000
PA
1650777.34000000
0.329411427022
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
34800.00000000
NS
923674.96000000
0.184318671758
Long
EC
CORP
JP
N
1
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
1100.00000000
NS
USD
32747.00000000
0.006534640220
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
1265.00000000
NS
USD
33902.00000000
0.006765119636
Long
EC
US
N
1
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
400000.00000000
PA
467464.37000000
0.093282177718
Long
DBT
CORP
BE
N
2
2025-10-24
Variable
4.25000000
N
N
N
N
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp/MA
904708104
157.00000000
NS
USD
32017.01000000
0.006388971242
Long
EC
CORP
US
N
1
N
N
N
Pacific Biosciences of California Inc
N/A
Pacific Biosciences of California Inc
69404D108
6083.00000000
NS
USD
28407.61000000
0.005668718077
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums Inc
N/A
Inter Parfums Inc
458334109
445.00000000
NS
USD
30753.95000000
0.006136928530
Long
EC
CORP
US
N
1
N
N
N
Afya Ltd
54930008Y7J8Z1BSDT57
Afya Ltd
000000000
934.00000000
NS
USD
27889.24000000
0.005565277717
Long
EC
CORP
KY
N
1
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
000000000
12306.00000000
NS
USD
295836.24000000
0.059033908221
Long
EC
CORP
BM
N
1
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
657.00000000
NS
12080.94000000
0.002410742859
Long
EC
CORP
FI
N
1
N
N
N
Madison Square Garden Co/The
N/A
Madison Square Garden Co/The
55825T103
107.00000000
NS
USD
31692.33000000
0.006324181582
Long
EC
CORP
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
2352.00000000
NS
22266.02000000
0.004443168224
Long
EC
CORP
LU
N
1
N
N
N
Varonis Systems Inc
549300SHIVNRRH7STS26
Varonis Systems Inc
922280102
7155.00000000
NS
USD
598587.30000000
0.119447663783
Long
EC
CORP
US
N
1
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
12972.00000000
NS
175611.87000000
0.035043221939
Long
EC
CORP
GB
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
414.00000000
NS
USD
31021.02000000
0.006190222156
Long
EC
CORP
US
N
1
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
000000000
-5240.00000000
NS
-213614.93000000
-0.04262670514
Short
EC
CORP
CA
N
1
N
N
N
SPDR Dow Jones Industrial Average ETF Trust
54930039F2SG3UG2OZ18
SPDR Dow Jones Industrial Average ETF Trust
78467X109
-1867.00000000
NS
USD
-527278.14000000
-0.10521797236
Short
EC
RF
US
N
1
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
000000000
-62030.00000000
NS
-1002585.54000000
-0.20006522105
Short
EC
CA
N
1
N
N
N
Freshpet Inc
549300S4ZK8ZQ6HNPN59
Freshpet Inc
358039105
528.00000000
NS
USD
33200.64000000
0.006625163754
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp
529900X4O13HED1ZAS58
Lancaster Colony Corp
513847103
204.00000000
NS
USD
31548.60000000
0.006295500365
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
4481.00000000
NS
USD
22584.24000000
0.004506668795
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-638.91000000
-0.00012749402
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
33139.06000000
USD
312241.00000000
SEK
2020-03-18
-638.91
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
542.00000000
NS
23443.09000000
0.004678051693
Long
EC
CORP
IT
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
274.09000000
0.000054694461
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
15456.96000000
AUD
10632.73000000
USD
2020-04-06
274.09
N
N
N
Horizon S&P/TSX 60 Index ETF
549300UV6MMK38353F61
Horizon S&P/TSX 60 Index ETF
44056G105
-139150.00000000
NS
-4040754.50000000
-0.80632964473
Short
EC
RF
CA
N
1
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
86923.00000000
NS
USD
1783659.96000000
0.355928057957
Long
EC
CORP
US
N
1
N
N
N
Well Health Technologies Corp
254900HK2IQLCK4I7B82
Well Health Technologies Corp
000000000
216190.00000000
NS
298947.94000000
0.059654845710
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
30884.38000000
0.006162955743
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3190065.00000000
SGD
2368854.29000000
USD
2020-03-18
30884.38
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
420.00000000
0.000083810696
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
32379.22000000
USD
24810.00000000
GBP
2020-03-18
420
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
34.72000000
0.000006928350
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6669.00000000
EUR
7450.50000000
USD
2020-03-18
34.72
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
1507.00000000
NS
USD
32445.71000000
0.006474518018
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2307.00000000
NS
USD
230100.18000000
0.045916324882
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
819.62000000
0.000163554579
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1318000.00000000
EUR
1470156.77000000
USD
2020-04-29
819.62
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
24.00000000
NS
69106.18000000
0.013790088353
Long
EC
JP
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-800.27000000
-0.00015969330
N/A
DFE
PE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
40030.10000000
USD
133000.00000000
PEN
2020-03-06
-800.27
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
29834.00000000
NS
260220.58000000
0.051926828967
Long
EC
CORP
AU
N
1
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
3819.00000000
NS
26666.45000000
0.005321270855
Long
EC
CORP
IT
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
924.00000000
NS
USD
38346.00000000
0.007651916630
Long
EC
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
18080.00000000
NS
USD
1007779.20000000
0.201101612162
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
HOME DEPOT INC/THE FEB20 235 CALL
000000000
-1.00000000
NC
USD
-65.00000000
-0.00001297070
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
235
USD
2020-02-07
XXXX
-15.25
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
116.00000000
NS
USD
30600.80000000
0.006106367558
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
-7850.00000000
NS
USD
-335587.50000000
-0.06696624347
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
148389.37000000
0.029610991708
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
49355564.00000000
NOK
5515228.72000000
USD
2020-03-18
148389.37
N
N
N
Recipe Unlimited Corp
N/A
Recipe Unlimited Corp
000000000
-33720.00000000
NS
-474434.34000000
-0.09467303020
Short
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
214.29000000
0.000042761414
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
81751.00000000
EUR
91119.54000000
USD
2020-03-18
214.29
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
378.00000000
NS
USD
32421.06000000
0.006469599128
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38620 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38620 TRS USD P E IXM INDEX
000000000
1709944.33000000
OU
Notional Amount
USD
-113982.17000000
-0.02274505977
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Financial Select Sector Index
IXM Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
1709944.33
USD
-113982.17
N
N
N
Troilus Gold Corp
529900ROF3ICFG84XJ17
Troilus Gold Corp
000000000
386350.00000000
NS
201436.83000000
0.040196574072
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-4519.11000000
-0.00090178513
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
217513.38000000
USD
1958779.00000000
NOK
2020-03-18
-4519.11
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5H4QF4 IRS CNY R F 2.95000 CCP-LCH / Short: SAV5H4QF4 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
49950700.00000000
OU
Notional Amount
106733.76000000
0.021298644790
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
CFETS China Fixing Repo Rate 7 Days
CNRR007 Index
Y
2025-03-18
0
CNY
0
CNY
49950700
CNY
106733.76
N
N
N
Toppan Printing Co Ltd
3538003H9W4KIDODQY20
Toppan Printing Co Ltd
000000000
16500.00000000
NS
334400.81000000
0.066729440337
Long
EC
CORP
JP
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX MAR20 3235 CALL
000000000
-15.00000000
NC
USD
-101730.00000000
-0.02030014809
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
S&P 500 Index
SPX Index
100.00000000
3235
USD
2020-03-20
XXXX
11944.2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
89.00000000
NS
USD
32490.34000000
0.006483423902
Long
EC
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
400000.00000000
PA
478000.34000000
0.095384622929
Long
DBT
CORP
ES
N
2
2022-05-24
Variable
5.88000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
1992.00000000
NS
USD
414614.88000000
0.082736100124
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
43731.66000000
0.008726621196
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3543587.00000000
AUD
2417665.38000000
USD
2020-03-18
43731.66
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
-180236.00000000
NS
-555019.75000000
-0.11075379061
Short
EC
CORP
GB
N
1
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
Natixis SA
000000000
2479.00000000
NS
10510.71000000
0.002097404596
Long
EC
CORP
FR
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
4466.00000000
NS
270585.48000000
0.053995137283
Long
EC
CORP
JP
N
1
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044105
-17347.00000000
NS
USD
-342950.19000000
-0.06843546294
Short
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
7753.00000000
NS
USD
869809.07000000
0.173569772278
Long
EC
CORP
US
N
1
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
000000000
2653.00000000
NS
45567.48000000
0.009092957753
Long
EC
CORP
SE
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08110691 IRS AUD R F 1.11870 SL_2708110691_RECEIVE CCPVANIL / Short: S08110691 IRS AUD P V 03MBBSW SL_2708110691_PAY CCPVANILLA
000000000
2810000.00000000
OU
Notional Amount
13027.17000000
0.002599562373
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-11-29
0
AUD
0
AUD
2810000
AUD
13027.17
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
4361.00000000
NS
USD
389088.42000000
0.077642313451
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
20607.94000000
0.004112299556
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
10135500.00000000
EUR
11262739.90000000
USD
2020-02-06
20607.94
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BERKSHIRE HATHAWAY INC JAN20 217.5 PUT
000000000
-2.00000000
NC
USD
-14.00000000
-0.00000279368
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Berkshire Hathaway Inc
Berkshire Hathaway Inc
100.00000000
217.5
USD
2020-01-31
XXXX
147.55
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
15510.00000000
NS
USD
384570.45000000
0.076740755797
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-6767.00000000
NS
USD
-631225.76000000
-0.12596064492
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-972.62000000
-0.00019408561
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
643472.75000000
USD
850317.00000000
CAD
2020-03-18
-972.62
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
23777.15000000
0.004744713125
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1475285.82000000
USD
1133922.00000000
GBP
2020-03-18
23777.15
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08110798 IRS AUD R F 1.04970 SL_2708110798_RECEIVE CCPVANIL / Short: S08110798 IRS AUD P V 03MBBSW SL_2708110798_PAY CCPVANILLA
000000000
5620000.00000000
OU
Notional Amount
18469.26000000
0.003685527505
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-11-30
0
AUD
0
AUD
5620000
AUD
18469.26
N
N
N
Metso OYJ
2138007FRMWVPUDCMA45
Metso OYJ
000000000
346.00000000
NS
12321.61000000
0.002458768384
Long
EC
CORP
FI
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
HOME DEPOT INC/THE JAN20 230 CALL
000000000
-1.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
230
USD
2020-01-31
XXXX
38.75
N
N
N
CONMED Corp
Z6C0YCECH9DCU5ZIQW84
CONMED Corp
207410101
288.00000000
NS
USD
29283.84000000
0.005843569141
Long
EC
CORP
US
N
1
N
N
N
RBC Bearings Inc
N/A
RBC Bearings Inc
75524B104
197.00000000
NS
USD
30635.47000000
0.006113285932
Long
EC
CORP
US
N
1
N
N
N
Japan Rental Housing Investments Inc
N/A
Japan Rental Housing Investments Inc
000000000
13.00000000
NS
12921.42000000
0.002578460037
Long
EC
JP
N
1
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
117.00000000
NS
26224.25000000
0.005233030164
Long
EC
CORP
BE
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
5400.00000000
NS
41946.36000000
0.008370365870
Long
EC
CORP
SG
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
585.00000000
NS
USD
66625.65000000
0.013295100381
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
4693.31000000
0.000936546623
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2528346.00000000
SEK
267860.61000000
USD
2020-03-18
4693.31
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
9015.00000000
NS
218454.02000000
0.043592342058
Long
EC
CORP
AU
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
21622.00000000
NS
1272806.69000000
0.253987656552
Long
EC
CORP
CH
N
1
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
3355.00000000
NS
30498.03000000
0.006085859879
Long
EC
CORP
GB
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
4946.00000000
NS
20125.78000000
0.004016084876
Long
EC
CORP
NL
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
3454.00000000
NS
383831.83000000
0.076593364709
Long
EC
CORP
FR
N
1
N
N
N
Raytheon Co
YR6K3WJN0KKLUPZSNL57
Raytheon Co
755111507
11267.00000000
NS
USD
2489330.98000000
0.496744200797
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-4346.12000000
-0.00086726510
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
250500.26000000
USD
380600.00000000
NZD
2020-03-18
-4346.12
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
11958.58000000
0.002386326009
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2874987.00000000
NZD
1871364.69000000
USD
2020-03-18
11958.58
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
348.41000000
0.000069524964
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
77000.00000000
EUR
85970.65000000
USD
2020-03-18
348.41
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
659.00000000
NS
35658.84000000
0.007115695791
Long
EC
CORP
FR
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
1184.00000000
NS
20944.18000000
0.004179396006
Long
EC
CORP
FR
N
1
N
N
N
Anterix Inc
549300QIX2QHFGIEQG40
Anterix Inc
03676C100
737.00000000
NS
USD
34241.02000000
0.006832770833
Long
EC
CORP
US
N
1
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology Inc
87357P100
477.00000000
NS
USD
26802.63000000
0.005348445476
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
4482.37000000
0.000894453699
N/A
DFE
IN
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
662642.24000000
USD
47750000.00000000
INR
2020-03-05
4482.37
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
147.00000000
NS
USD
33536.58000000
0.006692200339
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
199.00000000
NS
USD
34916.54000000
0.006967570361
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1558.00000000
NS
USD
113344.50000000
0.022617813187
Long
EC
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-4674.25000000
-0.00093274321
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
271000.00000000
CHF
277523.89000000
USD
2020-03-18
-4674.25
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SALESFORCE.COM INC JAN20 185 CALL
000000000
-1.00000000
NC
USD
-1.00000000
-0.00000019954
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
185
USD
2020-01-31
XXXX
83.75
N
N
N
Ambarella Inc
254900XN7F4DG0CEKC02
Ambarella Inc
000000000
509.00000000
NS
USD
30102.26000000
0.006006884261
Long
EC
CORP
KY
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
17.57000000
0.000003506080
N/A
DFE
HK
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
411880.33000000
USD
3200000.00000000
HKD
2020-02-20
17.57
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708225142 SLI CALL CHF 10450 20200320
000000000
-15.00000000
NC
-4009.99000000
-0.00080019061
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Swiss Market Index
SMI Index
1.00000000
10450
CHF
2020-03-20
XXXX
-422.2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
4382.97000000
0.000874618500
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
220000000.00000000
KRW
189018.05000000
USD
2020-02-20
4382.97
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5515.21000000
-0.00110055617
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1254610.83000000
USD
1653116.00000000
CAD
2020-03-18
-5515.21
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
430.00000000
NS
18193.40000000
0.003630479841
Long
EC
CORP
DE
N
1
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
14500.00000000
NS
USD
649745.00000000
0.129656145904
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
129053.46000000
0.025752524820
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
5961540.00000000
AUD
4122831.76000000
USD
2020-03-18
129053.46
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1986.40000000
0.000396384686
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1128782.00000000
CAD
854894.88000000
USD
2020-03-18
1986.4
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-4718.91000000
-0.00094165508
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
604727.24000000
USD
818687.00000000
SGD
2020-03-18
-4718.91
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
9.85000000
0.000001965560
N/A
DFE
DK
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1684.17000000
USD
11365.40000000
DKK
2020-04-06
9.85
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2397.28000000
0.000478375494
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1006316.00000000
EUR
1119541.54000000
USD
2020-02-20
2397.28
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-73.50000000
-0.00001466687
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
754270.00000000
JPY
6911.11000000
USD
2020-04-06
-73.5
N
N
N
Addus HomeCare Corp
52990090ZT33AKPDBX62
Addus HomeCare Corp
006739106
335.00000000
NS
USD
31603.90000000
0.006306535440
Long
EC
CORP
US
N
1
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place Inc/The
168905107
-3870.00000000
NS
USD
-230922.90000000
-0.04608049806
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
28781.38000000
0.005743303610
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2033636.00000000
AUD
1391162.80000000
USD
2020-03-18
28781.38
N
N
N
Perspecta Inc
549300XIT2GJKMZC0O65
Perspecta Inc
715347100
9743.00000000
NS
USD
273486.01000000
0.054573935952
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
000000000
-6720.00000000
NS
-286846.61000000
-0.05724003404
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
19086.55000000
0.003808707279
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1022664.49000000
AUD
704435.44000000
USD
2020-04-06
19086.55
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology Inc
045327103
257.00000000
NS
USD
30577.86000000
0.006101789898
Long
EC
CORP
US
N
1
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
2570.00000000
NS
USD
252631.00000000
0.050412333755
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
81741.03000000
0.016311363553
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3206000000.00000000
KRW
2776190.23000000
USD
2020-04-24
81741.03
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPMORGAN CHASE + CO FEB20 144 CALL
000000000
-3.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
JPMorgan Chase & Co
JPMorgan Chase & Co
100.00000000
144
USD
2020-02-07
XXXX
302.25
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1732.85000000
-0.00034578896
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1593189.00000000
HKD
203343.03000000
USD
2020-02-19
-1732.85
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-15831.74000000
-0.00315921229
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1775412.83000000
USD
2720639.00000000
NZD
2020-03-18
-15831.74
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
901.02000000
0.000179797890
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
74151516.00000000
JPY
686823.28000000
USD
2020-03-18
901.02
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
9276.77000000
0.001851172759
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1133241.78000000
USD
123511784.00000000
JPY
2020-03-18
9276.77
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
18654.36000000
0.003722464077
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
900000000.00000000
KRW
773993.81000000
USD
2020-02-21
18654.36
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-64617.06000000
-0.01289428769
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2560988.76000000
USD
3726351.00000000
AUD
2020-03-18
-64617.06
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
22467.00000000
NS
USD
614023.11000000
0.122527868531
Long
EC
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
625.00000000
NS
20905.58000000
0.004171693403
Long
EC
CORP
NL
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
617.00000000
NS
USD
33021.84000000
0.006589484343
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-9316.46000000
-0.00185909287
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3740000000.00000000
IDR
262143.41000000
USD
2020-05-13
-9316.46
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
17213.95000000
0.003435031301
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
773000000.00000000
KRW
665954.48000000
USD
2020-02-20
17213.95
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
941.03000000
0.000187781857
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
114079.82000000
SGD
84555.81000000
USD
2020-04-06
941.03
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
10133.37000000
0.002022106671
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
8564280.00000000
NOK
941398.48000000
USD
2020-03-18
10133.37
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
31190.00000000
NS
USD
1520512.50000000
0.303417172197
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
3897.00000000
NS
USD
307317.42000000
0.061324969405
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3280.03000000
0.000654527619
N/A
DFE
JP
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1116386.19000000
USD
121041337.00000000
JPY
2020-03-18
3280.03
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-1242.39000000
-0.00024791802
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
270055.65000000
USD
355761.00000000
CAD
2020-03-18
-1242.39
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
6431.00000000
NS
USD
2031810.14000000
0.405446247315
Long
EC
CORP
US
N
1
N
N
N
Kinaxis Inc
5299009VAZ14K7PFUQ15
Kinaxis Inc
000000000
6710.00000000
NS
557121.66000000
0.111173225242
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
998.06000000
0.000199162152
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
47595.36000000
AUD
32894.57000000
USD
2020-04-06
998.06
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
-3351.00000000
NS
USD
-257390.31000000
-0.05136205063
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-4111.35000000
-0.00082041692
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
349444.46000000
USD
471193.00000000
SGD
2020-03-18
-4111.35
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-321.85000000
-0.00006422493
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
44581.88000000
USD
39803.00000000
EUR
2020-03-18
-321.85
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VISA INC FEB20 215 CALL
000000000
-2.00000000
NC
USD
-86.00000000
-0.00001716123
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Visa, Inc. Class A
Visa, Inc. Class A
100.00000000
215
USD
2020-02-21
XXXX
106.36
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
13445.00000000
NS
316733.51000000
0.063203943370
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-3417.79000000
-0.00068201752
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
171206.18000000
USD
259432.00000000
NZD
2020-03-18
-3417.79
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
15852.00000000
NS
2342446.19000000
0.467433446942
Long
EC
CORP
NL
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
325.00000000
NS
USD
652834.00000000
0.130272553625
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MICROSOFT CORP FEB20 148 PUT
000000000
-8.00000000
NC
USD
-64.00000000
-0.00001277115
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
148
USD
2020-02-07
XXXX
391.15
N
N
N
Pegasystems Inc
549300FMCOKPL06FYN26
Pegasystems Inc
705573103
396.00000000
NS
USD
34139.16000000
0.006812444743
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
1913.00000000
NS
USD
242683.18000000
0.048427253452
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
18375.49000000
0.003666815770
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1452344.78000000
USD
1112483.00000000
GBP
2020-03-18
18375.49
N
N
N
Castellum AB
549300GU5OHTR1T5IY68
Castellum AB
000000000
2881.00000000
NS
70806.24000000
0.014129334099
Long
EC
CORP
SE
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
-2591.00000000
NS
USD
-268401.69000000
-0.05355936356
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
616.01000000
0.000122924350
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1607534.88000000
SEK
168088.32000000
USD
2020-04-06
616.01
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-959.60000000
-0.00019148748
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
10060302.00000000
JPY
92101.01000000
USD
2020-03-18
-959.6
N
N
N
Morguard Real Estate Investment Trust
549300NPEVWGZFTMW837
Morguard Real Estate Investment Trust
000000000
-45470.00000000
NS
-432573.14000000
-0.08631965794
Short
EC
CA
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
121.00000000
NS
USD
32792.21000000
0.006543661843
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-44703.10000000
-0.00892047134
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2006597.43000000
USD
2928533.00000000
AUD
2020-03-18
-44703.1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-20575.63000000
-0.00410585211
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2204647.00000000
GBP
2894002.86000000
USD
2020-03-18
-20575.63
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-155.43000000
-0.00003101594
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
23276.73000000
EUR
25758.08000000
USD
2020-04-06
-155.43
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
342.00000000
NS
USD
31228.02000000
0.006231528857
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
2015.00000000
NS
USD
95218.83000000
0.019000848818
Long
EC
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBVIE INC FEB20 81.5 PUT
000000000
-1.00000000
NC
USD
-212.00000000
-0.00004230444
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AbbVie Inc
AbbVie Inc
100.00000000
81.5
USD
2020-02-07
XXXX
-157.25
N
N
N
People Corp
N/A
People Corp
000000000
-33400.00000000
NS
-264746.86000000
-0.05283004487
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-37450.39000000
-0.00747319830
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
877846.07000000
USD
7728609.00000000
NOK
2020-03-18
-37450.39
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ELI LILLY + CO FEB20 147 CALL
000000000
-1.00000000
NC
USD
-78.00000000
-0.00001556484
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
147
USD
2020-02-21
XXXX
-11.25
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
661.00000000
NS
USD
28469.27000000
0.005681022285
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-11530.67000000
-0.00230093687
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
176658351.00000000
JPY
1622608.49000000
USD
2020-03-18
-11530.67
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITEDHEALTH GROUP INC FEB20 255 PUT
000000000
-1.00000000
NC
USD
-280.00000000
-0.00005587379
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
255
USD
2020-02-21
XXXX
-85.14
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-2325.47000000
-0.00046404586
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
238371.20000000
USD
2267779.00000000
SEK
2020-03-18
-2325.47
N
N
N
Aon PLC
VVT2B79I2Z4U3R6BY589
Aon PLC
000000000
1502.00000000
NS
USD
330815.50000000
0.066013994313
Long
EC
CORP
GB
N
1
N
N
N
Invesco Emerging Markets Sovereign Debt ETF
549300VQ5VGUIVZMPZ95
Invesco Emerging Markets Sovereign Debt ETF
46138E784
83494.00000000
NS
USD
2492295.90000000
0.497335848444
Long
EC
RF
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COCA-COLA CO/THE JAN20 54 PUT
000000000
-4.00000000
NC
USD
-4.00000000
-0.00000079819
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Coca-Cola Co/The
Coca-Cola Co/The
100.00000000
54
USD
2020-01-31
XXXX
163
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SM2
5000000.00000000
PA
USD
4982981.50000000
0.994350362685
Long
STIV
UST
US
N
2
2020-04-23
None
0.00000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
APPLE INC FEB20 255 PUT
000000000
-4.00000000
NC
USD
-128.00000000
-0.00002554230
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Apple Inc
Apple Inc
100.00000000
255
USD
2020-02-07
XXXX
63
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
99.00000000
NS
USD
34342.11000000
0.006852943269
Long
EC
CORP
US
N
1
N
N
N
Japan Excellent Inc
N/A
Japan Excellent Inc
000000000
12.00000000
NS
21728.58000000
0.004335922460
Long
EC
JP
N
1
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
3151.00000000
NS
USD
114412.81000000
0.022830993677
Long
EC
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR20 XOSE 20200312
000000000
43.00000000
NC
-138007.52000000
-0.02753930103
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH0 Index
2020-03-12
736923805
JPY
-138007.52
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-323.41000000
-0.00006453623
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1163969000.00000000
IDR
84806.48000000
USD
2020-02-19
-323.41
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Long: BAV4Q52A1 TRS HKD R E HSCEI/BAV4Q52A1 / Short: BAV4Q52A1 TRS HKD P E BAV4Q52A1
000000000
16051.08000000
OU
Notional Amount
-679323.27000000
-0.13555846833
N/A
DE
HK
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Hang Seng China Enterprises Index
HSCEI Index
Y
equity-performance leg
equity-performance leg
2021-12-30
0
HKD
0
HKD
16051.08
HKD
-679323.27
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CITIGROUP INC FEB20 73 PUT
000000000
-2.00000000
NC
USD
-282.00000000
-0.00005627289
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Citigroup Inc
Citigroup Inc
100.00000000
73
USD
2020-02-21
XXXX
-94.5
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
23631.00000000
NS
USD
262304.10000000
0.052342593880
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITED TECHNOLOGIES CORP FEB20 162.5 CALL
000000000
-1.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
United Technologies Corp
United Technologies Corp
100.00000000
162.5
USD
2020-02-14
XXXX
38.86
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FACEBOOK INC JAN20 230 CALL
000000000
-2.00000000
NC
USD
-2.00000000
-0.00000039909
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Facebook, Inc. Class A
Facebook, Inc. Class A
100.00000000
230
USD
2020-01-31
XXXX
429.66
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
3774.00000000
NS
232926.01000000
0.046480217219
Long
EC
CORP
IE
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
9167000000.00000000
PA
696504.03000000
0.138986876600
Long
DBT
NUSS
ID
N
2
2021-07-15
Fixed
8.25000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
218.00000000
NS
USD
75229.62000000
0.015012016386
Long
EC
CORP
US
N
1
N
N
N
COMMERZBANK AG TD
N/A
COMMERZBANK AG TD - 03Feb20
000000000
3018650.46000000
PA
USD
3018650.46000000
0.602369521083
Long
STIV
CORP
GB
N
2
2020-02-03
Fixed
1.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
152.00000000
NC
USD
243950.28000000
0.048680102343
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
18044737.3
USD
243950.28
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITED TECHNOLOGIES CORP JAN20 160 CALL
000000000
-1.00000000
NC
USD
-1.00000000
-0.00000019954
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
United Technologies Corp
United Technologies Corp
100.00000000
160
USD
2020-01-31
XXXX
81.75
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
4163.00000000
NS
167830.76000000
0.033490507054
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1757.39000000
-0.00035068590
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
194771.05000000
USD
173577.00000000
EUR
2020-03-18
-1757.39
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PAYPAL HOLDINGS INC FEB20 125 CALL
000000000
-1.00000000
NC
USD
-18.00000000
-0.00000359188
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
PayPal Holdings Inc
PayPal Holdings Inc
100.00000000
125
USD
2020-02-21
XXXX
93.75
N
N
N
Fiera Capital Corp
549300KJAKQN5OEO4N05
Fiera Capital Corp
000000000
-16050.00000000
NS
-150385.37000000
-0.03000929206
Short
EC
CORP
CA
N
1
N
N
N
Strategic Education Inc
0PYXF82EO1UCNGL5I740
Strategic Education Inc
86272C103
200.00000000
NS
USD
32458.00000000
0.006476970478
Long
EC
CORP
US
N
1
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp Inc
985817105
921.00000000
NS
USD
30024.60000000
0.005991387264
Long
EC
CORP
US
N
1
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS Inc
168615102
11654.00000000
NS
USD
45334.06000000
0.009046378960
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
19198.00000000
NS
USD
1133449.92000000
0.226179113656
Long
EC
CORP
US
N
1
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
857.00000000
NS
23542.78000000
0.004697944760
Long
EC
CORP
ES
N
1
N
N
N
Brenntag AG
NNROIXVWJ7CPSR27SV97
Brenntag AG
000000000
418.00000000
NS
21732.76000000
0.004336756575
Long
EC
CORP
DE
N
1
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
8457.00000000
NS
113182.29000000
0.022585444298
Long
EC
CORP
GB
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
19951.57000000
0.003981321396
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4965592.00000000
CAD
3771956.40000000
USD
2020-03-18
19951.57
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
7279.00000000
NS
USD
1063971.43000000
0.212314731111
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18453000.00000000
PA
1099776.92000000
0.219459690804
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
Simulations Plus Inc
N/A
Simulations Plus Inc
829214105
1111.00000000
NS
USD
36196.38000000
0.007222961510
Long
EC
CORP
US
N
1
N
N
N
Neogen Corp
549300HJT9FC36N4UW43
Neogen Corp
640491106
487.00000000
NS
USD
32760.49000000
0.006537332140
Long
EC
CORP
US
N
1
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
-17758.00000000
NS
USD
-595070.58000000
-0.11874590484
Short
EC
CORP
CW
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
12737.00000000
NS
USD
1824447.88000000
0.364067257961
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBOTT LABORATORIES FEB20 94 CALL
000000000
-2.00000000
NC
USD
-24.00000000
-0.00000478918
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
94
USD
2020-02-21
XXXX
29.75
N
N
N
Entra ASA
549300APU14LQKTYCH34
Entra ASA
000000000
1745.00000000
NS
29899.27000000
0.005966377753
Long
EC
CORP
NO
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
383.00000000
NS
USD
32838.42000000
0.006552883015
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTF04 TRS USD R E BAV5HTF04 USD RE / Short: BAV5HTF04 TRS USD P V 01MLIBOR BAV5HTF04 USD PV 01M
000000000
133668.95000000
OU
Notional Amount
USD
-21551.90000000
-0.00430066609
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
ViacomCBS Inc
ViacomCBS Inc
Y
equity-performance leg
2021-01-15
0
USD
0
USD
133668.95
USD
-21551.9
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
13.00000000
NS
1875.74000000
0.000374302563
Long
EC
CORP
NL
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2610.00000000
NS
USD
251343.00000000
0.050155314284
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-9847.98000000
-0.00196515730
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1524288.65000000
USD
2004287.00000000
CAD
2020-03-18
-9847.98
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MASTERCARD INC FEB20 312.5 PUT
000000000
-1.00000000
NC
USD
-500.00000000
-0.00009977463
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
MasterCard, Inc. Class A
MasterCard, Inc. Class A
100.00000000
312.5
USD
2020-02-14
XXXX
-2.25
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
8482.00000000
NS
155200.98000000
0.030970243568
Long
EC
CORP
SE
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
329.00000000
NS
USD
25754.12000000
0.005139216062
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
875.00000000
NS
USD
30520.00000000
0.006090243977
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-139.37000000
-0.00002781118
N/A
DFE
SE
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
108397.28000000
USD
1040074.00000000
SEK
2020-03-18
-139.37
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COMCAST CORP FEB20 47.5 CALL
000000000
-5.00000000
NC
USD
-10.00000000
-0.00000199549
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Comcast Corp. Class A
Comcast Corp. Class A
100.00000000
47.5
USD
2020-02-21
XXXX
27.76
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
3998.00000000
NS
USD
191704.10000000
0.038254414824
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
47752.00000000
NS
USD
2462570.64000000
0.491404194260
Long
EC
CORP
US
N
1
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
-5605.00000000
NS
USD
-268759.75000000
-0.05363081417
Short
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
4513.00000000
NS
USD
31906.91000000
0.006367000866
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
-6780.00000000
NS
USD
-971167.20000000
-0.19379571398
Short
EC
CORP
US
N
1
N
N
N
TCF Financial Corp
549300UK6KFVK4A0D603
TCF Financial Corp
872307103
37801.00000000
NS
USD
1598226.28000000
0.318924900919
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
588.99000000
0.000117532529
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
52337.00000000
EUR
58786.54000000
USD
2020-03-18
588.99
N
N
N
Tenable Holdings Inc
5493004S5OMPESF0EF83
Tenable Holdings Inc
88025T102
23791.00000000
NS
USD
648304.75000000
0.129368745056
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
18332.00000000
NS
436643.95000000
0.087131985147
Long
EC
CORP
SE
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
321.00000000
NS
USD
31352.07000000
0.006256282945
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
-1100.00000000
NS
USD
-175967.00000000
-0.03511408787
Short
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
789.00000000
NS
21797.25000000
0.004349625508
Long
EC
CORP
FR
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTERNATIONAL BUSINESS MACHINE JAN20 143 CALL
000000000
-1.00000000
NC
USD
-82.00000000
-0.00001636304
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
International Business Machines Corp
International Business Machines Corp
100.00000000
143
USD
2020-01-31
XXXX
-13.93
N
N
N
SNC-Lavalin Group Inc
UL01OYG5OMLM5G6CFM03
SNC-Lavalin Group Inc
000000000
11790.00000000
NS
271186.04000000
0.054114978598
Long
EC
CORP
CA
N
1
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
8182.00000000
NS
USD
935284.42000000
0.186635331124
Long
EC
CORP
IL
N
1
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
000000000
3833.00000000
NS
418689.50000000
0.083549187605
Long
EC
CORP
DK
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
1276.00000000
NS
22246.11000000
0.004439195198
Long
EC
CORP
NL
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08413604 CDS USD R V 03MEVENT SL_2708413604_PROTECTION CCPCD / Short: B08413604 CDS USD P F 5.00000 SL_2708413604_FEE CCPCDX
000000000
451440.00000000
OU
Notional Amount
USD
-37331.55000000
-0.00744948386
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V2
2I65BRSP6
Y
buy protection
2024-12-20
0
USD
-42744.26
USD
451440
USD
5412.71
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
1080.00000000
NS
USD
56646.00000000
0.011303668425
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS PRIME BROKER EUR
N/A
GOLDMAN SACHS PRIME BROKER EUR
000000000
-28.79000000
NS
-31.93000000
-0.00000637160
Short
STIV
CORP
EE
N
1
N
N
N
Macquarie Infrastructure Corp
529900IZSJ64GH477714
Macquarie Infrastructure Corp
55608B105
10084.00000000
NS
USD
444805.24000000
0.088760564677
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-22872.96000000
-0.00456428266
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1613630.00000000
GBP
2110371.63000000
USD
2020-03-18
-22872.96
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
3317.00000000
NS
USD
563292.94000000
0.112404699713
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
7253.00000000
NS
USD
580385.06000000
0.115815419926
Long
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
7620.00000000
NS
231159.26000000
0.046127663532
Long
EC
CORP
DK
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
435.00000000
NS
USD
32538.00000000
0.006492934421
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5HBLN6 IRS USD R V 12MUSCPI BAV5HBLN6_INF CCPINFLATIONZERO / Short: BAV5HBLN6 IRS USD P F 1.80501 BAV5HBLN6_FIX CCPINFLATIONZERO
000000000
6979000.00000000
OU
Notional Amount
USD
-49230.91000000
-0.00982399256
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2025-01-14
0
USD
0
USD
6979000
USD
-49230.91
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08047220 IRS SEK R F .23125 SL_2708047220_RECEIVE CCPVANIL / Short: S08047220 IRS SEK P V 03MSTIBO SL_2708047220_PAY CCPVANILLA
000000000
90250000.00000000
OU
Notional Amount
5008.47000000
0.000999436574
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-15
0
SEK
0
SEK
90250000
SEK
5008.47
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
225.00000000
NS
USD
32987.25000000
0.006582581934
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
152.00000000
NS
USD
33642.16000000
0.006713268752
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
-93078.00000000
NS
-293564.63000000
-0.05858061008
Short
EC
CORP
NO
N
1
N
N
N
Daiwa Office Investment Corp
N/A
Daiwa Office Investment Corp
000000000
3.00000000
NS
24087.49000000
0.004806641248
Long
EC
JP
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
650.00000000
NS
122838.32000000
0.024512298117
Long
EC
FR
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
-10322.00000000
NS
USD
-376753.00000000
-0.07518078929
Short
EC
CORP
US
N
1
N
N
N
Myriad Genetics Inc
52990044IHUOUMETT163
Myriad Genetics Inc
62855J104
23322.00000000
NS
USD
644853.30000000
0.128680010699
Long
EC
CORP
US
N
1
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-431.97000000
-0.00008619930
N/A
DFE
US
N
2
BofA Securities, Inc.
549300HN4UKV1E2R3U73
6264000.00000000
TWD
207026.47000000
USD
2020-02-19
-431.97
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2016.45000000
-0.00040238114
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
23910692.00000000
JPY
219164.14000000
USD
2020-03-18
-2016.45
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
440.00000000
NS
USD
31658.00000000
0.006317331056
Long
EC
CORP
GG
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38661 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38661 TRS USD P E IXV INDEX
000000000
2741162.23000000
OU
Notional Amount
USD
-295598.07000000
-0.05898638156
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Health Care Select Sector Index
IXV Index
Y
equity-performance leg
2022-10-27
0
USD
0
USD
2741162.23
USD
-295598.07
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1757.05000000
-0.00035061805
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
46010.75000000
USD
2840000.00000000
RUB
2020-03-06
-1757.05
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
-4140.00000000
NS
USD
-391105.80000000
-0.07804488017
Short
EC
CORP
IE
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
13566.00000000
NS
USD
585915.54000000
0.116919023219
Long
EC
CORP
US
N
1
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
65774.00000000
NS
USD
1023443.44000000
0.204227399951
Long
EC
US
N
1
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
-3015.00000000
NS
USD
-258174.45000000
-0.05151852520
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
5350.54000000
0.001067696396
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1678754.00000000
SEK
180086.57000000
USD
2020-03-18
5350.54
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades Inc
000000000
-62630.00000000
NS
-535246.56000000
-0.10680806482
Short
EC
CORP
CA
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-109.72000000
-0.00002189454
N/A
DFE
AU
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
17764.52000000
USD
26344.15000000
AUD
2020-04-06
-109.72
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-291.56000000
-0.00005818058
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
68617.00000000
USD
61445.00000000
EUR
2020-03-18
-291.56
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08504756 IRS SEK R V 03MSTIBO SL_2708504756_RECEIVE CCPVANIL / Short: B08504756 IRS SEK P F .21250 SL_2708504756_PAY CCPVANILLA
000000000
30083333.00000000
OU
Notional Amount
-1072.04000000
-0.00021392480
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-18
0
SEK
-2709.69
SEK
30083333
SEK
-790.86
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
24664.50000000
0.004921783177
N/A
DFE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
7641320.80000000
PLN
1997000.00000000
USD
2020-02-20
24664.5
N
N
N
Medical Facilities Corp
549300KHW6BB8F1NXK22
Medical Facilities Corp
000000000
-34767.00000000
NS
-107448.26000000
-0.02144122275
Short
EC
CORP
CA
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
197.00000000
NS
USD
33265.42000000
0.006638090557
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
125.00000000
NS
USD
34291.25000000
0.006842794193
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALMART INC FEB20 114 PUT
000000000
-1.00000000
NC
USD
-137.00000000
-0.00002733825
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Walmart Inc
Walmart Inc
100.00000000
114
USD
2020-02-14
XXXX
-4.54
N
N
N
Evo Payments Inc
549300Z5UL344C8KEC55
Evo Payments Inc
26927E104
3213.00000000
NS
USD
89032.23000000
0.017766317252
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano SpA
213800ED5AN2J56N6Z02
Davide Campari-Milano SpA
000000000
1297.00000000
NS
12557.56000000
0.002505852036
Long
EC
CORP
IT
N
1
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
3006.00000000
NS
144366.65000000
0.028808260834
Long
EC
CORP
KY
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
-10350.00000000
NS
USD
-180193.50000000
-0.03595748290
Short
EC
CORP
US
N
1
N
N
N
Valeo SA
5493006IH2N2WMIBB742
Valeo SA
000000000
605.00000000
NS
18062.65000000
0.003604388773
Long
EC
CORP
FR
N
1
N
N
N
Orpea
969500LHIH3NT7PK1V89
Orpea
000000000
1408.00000000
NS
183637.31000000
0.036644692700
Long
EC
CORP
FR
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
191.00000000
NS
USD
30489.33000000
0.006084123800
Long
EC
CORP
US
N
1
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
54000.00000000
NS
2108070.69000000
0.420663985039
Long
EC
CORP
JP
N
1
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
408.00000000
NS
24588.43000000
0.004906603463
Long
EC
CORP
FI
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
170227.00000000
NS
1297890.07000000
0.258993026931
Long
EC
CORP
AU
N
1
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
1320.00000000
NS
USD
16777.20000000
0.003347878153
Long
EC
US
N
1
N
N
N
TPG Telecom Ltd
N/A
TPG Telecom Ltd
000000000
8613.00000000
NS
43126.26000000
0.008605814063
Long
EC
CORP
AU
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
438.00000000
NS
21096.72000000
0.004209835252
Long
EC
CORP
DE
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
1199.00000000
NS
19314.63000000
0.003854220479
Long
EC
CORP
GB
N
1
N
N
N
Hawaiian Holdings Inc
529900TQUS2JVPSSPP86
Hawaiian Holdings Inc
419879101
-12470.00000000
NS
USD
-347663.60000000
-0.06937602051
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
5381.72000000
0.001073918342
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
742254.00000000
SGD
549372.99000000
USD
2020-03-18
5381.72
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
267115.30000000
0.053302665368
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
315309041.00000000
NOK
34553279.45000000
USD
2020-03-18
267115.3
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
COMCAST CORP FEB20 46.5 PUT
000000000
-5.00000000
NC
USD
-1575.00000000
-0.00031429011
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Comcast Corp. Class A
Comcast Corp. Class A
100.00000000
46.5
USD
2020-02-14
XXXX
-386.25
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: BAV5GXL74 TRS USD R E BAV5GXL74 USD RE / Short: BAV5GXL74 TRS USD P V 01MLIBOR BAV5GXL74 USD PV LIBOR 01M
000000000
1290828.29000000
OU
Notional Amount
USD
19599.57000000
0.003911080050
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
MSCI World Net Total Return USD Index
M1WO Index
Y
equity-performance leg
2020-10-28
0
USD
0
USD
1290828.29
USD
19599.57
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-619.81000000
-0.00012368263
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5400000.00000000
TWD
178229.59000000
USD
2020-02-20
-619.81
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1454.92000000
0.000290328236
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
489038.00000000
AUD
329073.18000000
USD
2020-03-18
1454.92
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
595.00000000
NS
USD
35319.20000000
0.007047920874
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708224758 SLI CALL CHF 10415 20200320
000000000
-15.00000000
NC
-4371.26000000
-0.00087228177
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Written
Swiss Market Index
SMI Index
1.00000000
10415
CHF
2020-03-20
XXXX
-700.6
N
N
N
Safran SA
N/A
Safran SA
000000000
461.00000000
NS
74620.12000000
0.014890391101
Long
EP
CORP
FR
N
2
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
Allied Properties Real Estate Investment Trust
000000000
1039.00000000
NS
43353.17000000
0.008651093790
Long
EC
CA
N
1
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs Inc
743713109
322.00000000
NS
USD
33327.00000000
0.006650378801
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1268.00000000
NS
USD
108337.92000000
0.021618753761
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
37879.36000000
0.007558798954
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4898819.00000000
SGD
3628179.68000000
USD
2020-03-18
37879.36
N
N
N
NuVista Energy Ltd
549300MG32TDSM60SX75
NuVista Energy Ltd
67072Q104
153350.00000000
NS
246815.40000000
0.049251834971
Long
EC
CORP
CA
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
19716.00000000
NS
USD
1146879.72000000
0.228859020555
Long
EC
CORP
US
N
1
N
N
N
ATS Automation Tooling Systems Inc
5493005KP4RP3IU7HQ41
ATS Automation Tooling Systems Inc
000000000
12910.00000000
NS
198322.73000000
0.039575157664
Long
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PROCTER + GAMBLE CO/THE FEB20 131 CALL
000000000
-3.00000000
NC
USD
-66.00000000
-0.00001317025
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
131
USD
2020-02-21
XXXX
44.25
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-2571.64000000
-0.00051316890
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
137196.60000000
USD
1238064.00000000
NOK
2020-03-18
-2571.64
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
195.00000000
NS
17954.29000000
0.003582765613
Long
EC
CORP
FR
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1003.36000000
-0.00020021976
N/A
DFE
TR
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
59390.92000000
USD
352000.00000000
TRY
2020-03-06
-1003.36
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
41.00000000
NS
USD
31044.38000000
0.006194883627
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
524.00000000
NS
USD
27006.96000000
0.005389219380
Long
EC
CORP
US
N
1
N
N
N
LEG Immobilien AG
391200SO40AKONBO0Z96
LEG Immobilien AG
000000000
691.00000000
NS
85333.43000000
0.017028224381
Long
EC
CORP
DE
N
1
N
N
N
Children's Place Inc/The
549300BGVK2OO5O7TC19
Children's Place Inc/The
168905107
285.00000000
NS
USD
17005.95000000
0.003393525051
Long
EC
CORP
US
N
1
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
22961.00000000
NS
262230.67000000
0.052327940977
Long
EC
CORP
CN
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTEL CORP FEB20 56 PUT
000000000
-5.00000000
NC
USD
-25.00000000
-0.00000498873
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Intel Corp
Intel Corp
100.00000000
56
USD
2020-02-07
XXXX
343.29
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
307.00000000
NS
22689.47000000
0.004527667366
Long
EC
CORP
NL
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-46716.03000000
-0.00932215007
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2269449.00000000
GBP
2953531.74000000
USD
2020-03-18
-46716.03
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-34460.00000000
NS
USD
-1089280.60000000
-0.21736515772
Short
EC
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
378.00000000
NS
USD
31207.68000000
0.006227470025
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PFIZER INC FEB20 38 PUT
000000000
-6.00000000
NC
USD
-720.00000000
-0.00014367548
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Pfizer Inc
Pfizer Inc
100.00000000
38
USD
2020-02-21
XXXX
-499.5
N
N
N
Arena Pharmaceuticals Inc
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals Inc
040047607
700.00000000
NS
USD
31983.00000000
0.006382184571
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
5121.00000000
NS
USD
30828.42000000
0.006151788965
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-6404.44000000
-0.00127800138
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1450367.53000000
USD
1970229.00000000
SGD
2020-03-18
-6404.44
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
411.00000000
NS
USD
30031.77000000
0.005992818033
Long
EC
CORP
US
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
18862000000.00000000
PA
1402736.06000000
0.279914968581
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTF87 TRS USD R E BAV5HTF87 USD RE / Short: BAV5HTF87 TRS USD P V 01MLIBOR BAV5HTF87 USD PV 01M
000000000
131829.28000000
OU
Notional Amount
USD
-10195.46000000
-0.00203449668
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Discovery Holding Co
Discovery Holding Co
Y
equity-performance leg
2021-01-15
0
USD
0
USD
131829.28
USD
-10195.46
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
221.00000000
NS
USD
31065.97000000
0.006199191896
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED JPY / SOLD CAD
000000000
1.00000000
NC
N/A
1537.26000000
0.000306759123
N/A
DFE
JP
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1370000.00000000
CAD
112244538.00000000
JPY
2020-02-19
1537.26
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-16472.60000000
-0.00328709544
N/A
DFE
SG
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2028721.56000000
USD
2745632.00000000
SGD
2020-03-18
-16472.6
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
HOME DEPOT INC/THE FEB20 242.5 CALL
000000000
-1.00000000
NC
USD
-28.00000000
-0.00000558737
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Home Depot Inc/The
Home Depot Inc/The
100.00000000
242.5
USD
2020-02-14
XXXX
56.75
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
1265.00000000
NS
13086.70000000
0.002611441541
Long
EC
CORP
LU
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99FC38646 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99FC38646 TRS USD P E IXT INDEX
000000000
3419119.36000000
OU
Notional Amount
USD
-672418.31000000
-0.13418058855
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Technology Select Sector Index
IXT Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
3419119.36
USD
-672418.31
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
SALESFORCE.COM INC FEB20 190 CALL
000000000
-1.00000000
NC
USD
-35.00000000
-0.00000698422
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
salesforce.com Inc
salesforce.com Inc
100.00000000
190
USD
2020-02-07
XXXX
97.75
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-28569.47000000
-0.00570101712
N/A
DFE
CA
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
115171296.00000000
JPY
1370000.00000000
CAD
2020-02-19
-28569.47
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-25239.30000000
-0.00503648410
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1013886.91000000
USD
1475761.00000000
AUD
2020-03-18
-25239.3
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
103.00000000
NS
14861.60000000
0.002965621556
Long
EC
CORP
NL
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
7541.00000000
NS
USD
813824.72000000
0.162398135633
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
7087.61000000
0.001414327461
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
355551.94000000
USD
274308.00000000
GBP
2020-03-18
7087.61
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
273.00000000
NS
20782.17000000
0.004147067027
Long
EC
CORP
FR
N
1
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
000000000
84030.00000000
NS
USD
1799922.60000000
0.359173256034
Long
EC
CORP
NL
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FACEBOOK INC FEB20 210 PUT
000000000
-2.00000000
NC
USD
-1746.00000000
-0.00034841304
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Facebook, Inc. Class A
Facebook, Inc. Class A
100.00000000
210
USD
2020-02-07
XXXX
-1040.5
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
35702.00000000
NS
USD
2348120.54000000
0.468565759390
Long
EC
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
300.00000000
NS
USD
92928.00000000
0.018543715344
Long
EC
US
N
1
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
000000000
111739.00000000
NS
1182910.22000000
0.236048880831
Long
EC
CORP
CA
N
1
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4766000000.00000000
PA
396846.72000000
0.079190476617
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Paramount Resources Ltd
549300YKTB12F04EGT95
Paramount Resources Ltd
000000000
-32500.00000000
NS
-148330.06000000
-0.02959915644
Short
EC
CORP
CA
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR MAR20 3875 CALL
000000000
640.00000000
NC
26262.29000000
0.005240621019
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
EURO STOXX 50 Index
SX5E Index
10.00000000
3875
EUR
2020-03-20
XXXX
-128756.2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR20 IFUS 20200320
000000000
104.00000000
NC
USD
-314237.53000000
-0.06270587236
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH0 Index
2020-03-20
5774757.53
USD
-314237.53
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
16168.82000000
0.003226476363
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1019885.00000000
AUD
699414.19000000
USD
2020-03-18
16168.82
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1081.67000000
-0.00021584646
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
93375.78000000
USD
83000.00000000
EUR
2020-03-18
-1081.67
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
000000000
19500.00000000
NS
486542.24000000
0.097089152910
Long
EC
CORP
CA
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
612.00000000
NS
USD
32527.80000000
0.006490899018
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITED TECHNOLOGIES CORP FEB20 160 CALL
000000000
-1.00000000
NC
USD
-19.00000000
-0.00000379143
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
United Technologies Corp
United Technologies Corp
100.00000000
160
USD
2020-02-21
XXXX
23.75
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
12747.85000000
0.002543824268
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1140000.00000000
BRL
278701.35000000
USD
2020-02-20
12747.85
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
730100.00000000
NS
508277.15000000
0.101426338517
Long
EC
CORP
SG
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBOTT LABORATORIES JAN20 90.5 CALL
000000000
-2.00000000
NC
USD
-4.00000000
-0.00000079819
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
90.5
USD
2020-01-31
XXXX
56.02
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV52P2A0 IRS GBP R F 3.59100 BAV52P2A0_FIX CCPINFLATIONZERO / Short: SAV52P2A0 IRS GBP P V 12MUKRPI BAV52P2A0_INF CCPINFLATIONZERO
000000000
8550000.00000000
OU
Notional Amount
339224.86000000
0.067692076033
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
UK Retail Price Index
UKRPI Index
Y
2029-05-15
0
GBP
0
GBP
8550000
GBP
339224.86
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
9077.00000000
NS
USD
1460216.99000000
0.291385246685
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1009.91000000
-0.00020152681
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
69814.26000000
USD
661029.00000000
SEK
2020-03-18
-1009.91
N
N
N
BANK OF MONTREAL TD
N/A
BANK OF MONTREAL TD - 11Feb20
000000000
3029488.13000000
PA
USD
3029488.13000000
0.604532170311
Long
STIV
CORP
GB
N
2
2020-02-11
Fixed
1.56000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
457.00000000
NS
USD
655443.11000000
0.130793199643
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5532.16000000
-0.00110393853
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
135292.49000000
USD
1193327.00000000
NOK
2020-03-18
-5532.16
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
4224.00000000
NS
USD
532899.84000000
0.106339778540
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708356307 SLI PUT CHF 10584.1398 20200320
000000000
-40.00000000
NC
-9384.15000000
-0.00187260036
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Written
Swiss Market Index
SMI Index
1.00000000
10584.1398
CHF
2020-03-20
XXXX
-1705.01
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
348.00000000
NS
USD
32346.60000000
0.006454740689
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FACEBOOK INC FEB20 235 CALL
000000000
-2.00000000
NC
USD
-22.00000000
-0.00000439008
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Facebook, Inc. Class A
Facebook, Inc. Class A
100.00000000
235
USD
2020-02-21
XXXX
298.91
N
N
N
Norbord Inc
549300VL705RQ5PHI407
Norbord Inc
65548P403
93200.00000000
NS
USD
2735420.00000000
0.545851087164
Long
EC
CORP
CA
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
-4314.00000000
NS
USD
-520484.10000000
-0.10386222658
Short
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR20 XCME 20200320
000000000
-186.00000000
NC
USD
346333.02000000
0.069110504232
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 Index
RTYH0 Index
2020-03-20
-15363043.02
USD
346333.02
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071101
-34098.00000000
NS
USD
-702759.78000000
-0.14023520699
Short
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
266.00000000
NS
USD
30675.12000000
0.006121198061
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBVIE INC JAN20 83 PUT
000000000
-1.00000000
NC
USD
-205.00000000
-0.00004090760
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AbbVie Inc
AbbVie Inc
100.00000000
83
USD
2020-01-31
XXXX
-121.31
N
N
N
JELD-WEN Holding Inc
529900AXX7CT9GZSCS30
JELD-WEN Holding Inc
47580P103
7800.00000000
NS
USD
186264.00000000
0.037168846794
Long
EC
CORP
US
N
1
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
1588.00000000
NS
93733.83000000
0.018704518139
Long
EC
CORP
GB
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
72.00000000
NS
USD
33626.88000000
0.006710219639
Long
EC
CORP
US
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5CXUW3 TRS USD R V 01MLIBOR US0001M-19BPS / Short: BAV5CXUW3 TRS USD P E NDWUCSTA
000000000
2877391.70000000
OU
Notional Amount
USD
11589.86000000
0.002312748199
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
MSCI World Consumer Staples Net Total Return Index
NDWUCSTA Index
Y
equity-performance leg
2020-10-26
0
USD
0
USD
2877391.7
USD
11589.86
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ORACLE CORP JAN20 56 CALL
000000000
-2.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Oracle Corp
Oracle Corp
100.00000000
56
USD
2020-01-31
XXXX
28.56
N
N
N
AGENCE CENTRALE ORGANISMES SEC
N/A
AGENCE CENTRALE ORGANISMES SEC 02/20 ZCP
000000000
2500000.00000000
PA
USD
2498602.02000000
0.498594230139
Long
STIV
CORP
FR
N
2
2020-02-13
None
0.00000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
15126.00000000
NS
804216.65000000
0.160480852197
Long
EC
CORP
FR
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
418.00000000
NS
USD
31295.66000000
0.006245026370
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
384000.00000000
PA
457176.83000000
0.091229306535
Long
DBT
CORP
FR
N
2
2021-06-23
Variable
6.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
721.00000000
NS
USD
42106.40000000
0.008402301736
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
178.39000000
0.000035597595
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
37000.00000000
EUR
41321.55000000
USD
2020-03-18
178.39
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
6888.00000000
NS
34559.44000000
0.006896311314
Long
EC
CORP
PT
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
2150.00000000
NS
USD
1197528.50000000
0.238965948057
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BAV3RSAH8 USD PUT TRY CALL JUN20 4 PUT
000000000
1005000.00000000
OU
Notional Amount
USD
1.01000000
0.000000201544
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Purchased
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Citibank, National Association
E57ODZWZ7FF32TWEFA76
FX Contract
N/A
1.00000000
NC
USD
1.01000000
0.00000000
DFE
US
4020000.00000000
TRY
1005000.00000000
USD
2020-06-04
1.00000000
4
USD
2020-06-04
XXXX
-41324.59
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
1649.00000000
NS
19339.81000000
0.003859245130
Long
EC
CORP
IT
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-321.91000000
-0.00006423690
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
292140.96000000
USD
2803614.00000000
SEK
2020-03-18
-321.91
N
N
N
Ingersoll-Rand PLC
549300BURLR9SLYY2705
Ingersoll-Rand PLC
000000000
4125.00000000
NS
USD
549573.75000000
0.109667045248
Long
EC
CORP
IE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-691284.55000000
-0.13794533313
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
32517673.47000000
USD
47507467.00000000
AUD
2020-03-18
-691284.55
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
-6567.00000000
NS
USD
-876891.51000000
-0.17498306806
Short
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
334.00000000
NS
25788.82000000
0.005146140422
Long
EC
CORP
DE
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
72.00000000
NS
USD
29239.20000000
0.005834661261
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
5123.47000000
0.001022384741
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
556745.00000000
SGD
413156.87000000
USD
2020-03-18
5123.47
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08486850 IRS AUD R V 03MBBSW SL_2708486850_RECEIVE CCPVANIL / Short: B08486850 IRS AUD P F 1.00400 SL_2708486850_PAY CCPVANILLA
000000000
1720000.00000000
OU
Notional Amount
-4137.95000000
-0.00082572493
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-11-29
0
AUD
-2479.83
AUD
1720000
AUD
-2463.7
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAM2
448500.00000000
PA
USD
429258.45000000
0.085658213951
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
1.50000000
N
N
N
N
Y
SM Energy Co
SM Energy Co
USD
XXXX
N
N
N
Vonage Holdings Corp
529900W7N0N4WLN1JY21
Vonage Holdings Corp
92886T201
131018.00000000
NS
USD
1162129.66000000
0.231902135078
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-5643.97000000
-0.00112625014
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
564902.83000000
USD
763086.00000000
SGD
2020-03-18
-5643.97
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
76.00000000
NS
14413.21000000
0.002876145655
Long
EC
CORP
FR
N
1
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
000000000
5625.00000000
NS
154462.87000000
0.030822954250
Long
EC
CORP
FR
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
7639.89000000
0.001524534536
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
532875.00000000
NZD
352278.33000000
USD
2020-03-18
7639.89
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
71163.17000000
0.014200559223
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5283694.15000000
USD
578000000.00000000
JPY
2020-04-15
71163.17
N
N
N
ESCO Technologies Inc
5493007JJLP5MEWVDH10
ESCO Technologies Inc
296315104
338.00000000
NS
USD
32434.48000000
0.006472277079
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TH2
2000000.00000000
PA
USD
1997195.00000000
0.398538821106
Long
STIV
UST
US
N
2
2020-03-05
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
374.00000000
NC
USD
886048.85000000
0.176810408658
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
48353388.65
USD
886048.85
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
58580.39000000
0.011689674553
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
25251979.00000000
NOK
2804437.26000000
USD
2020-03-18
58580.39
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
13029.00000000
NS
486091.48000000
0.096999204078
Long
EC
CORP
NL
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-12198.90000000
-0.00243428169
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
847593.31000000
USD
1105603.00000000
CAD
2020-03-18
-12198.9
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
188.00000000
NS
USD
30713.56000000
0.006128868735
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
-13088.00000000
NS
USD
-455724.16000000
-0.09093942728
Short
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
3824.00000000
NS
USD
1072173.12000000
0.213951372433
Long
EC
CORP
US
N
1
N
N
N
OneSpaWorld Holdings Ltd
5493007W8PZ8W6UC2X76
OneSpaWorld Holdings Ltd
000000000
1903.00000000
NS
USD
28564.03000000
0.005699931575
Long
EC
CORP
BS
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
329.00000000
NS
USD
29340.22000000
0.005854819729
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-13215.82000000
-0.00263720734
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
704170.47000000
USD
6638258.00000000
SEK
2020-03-18
-13215.82
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
3407.00000000
NS
147816.16000000
0.029496608066
Long
EC
CORP
AT
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-290047.63000000
-0.05787879527
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16714071.91000000
USD
157791703.00000000
SEK
2020-03-18
-290047.63
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1134.96000000
-0.00022648044
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
111790.03000000
USD
99512.00000000
EUR
2020-03-18
-1134.96
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
632.34000000
0.000126182990
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
242013.00000000
SEK
25822.68000000
USD
2020-03-18
632.34
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
825.20000000
0.000164668064
N/A
DFE
XX
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
179395.79000000
USD
161882.97000000
EUR
2020-04-06
825.2
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
90444.00000000
NS
USD
1413639.72000000
0.282090786066
Long
EC
CORP
US
N
1
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
1093.00000000
NS
13552.30000000
0.002704351685
Long
EC
CORP
IT
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBVIE INC FEB20 82 PUT
000000000
-1.00000000
NC
USD
-277.00000000
-0.00005527515
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AbbVie Inc
AbbVie Inc
100.00000000
82
USD
2020-02-21
XXXX
-111.27
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08413505 CDS USD R V 03MEVENT SL_2708413505_PROTECTION CCPCD / Short: B08413505 CDS USD P F 5.00000 SL_2708413505_FEE CCPCDX
000000000
451440.00000000
OU
Notional Amount
USD
-37331.55000000
-0.00744948386
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V2
2I65BRSP6
Y
buy protection
2024-12-20
0
USD
-42762.22
USD
451440
USD
5430.67
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
553.00000000
NS
USD
30619.61000000
0.006110121080
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
200000.00000000
PA
242050.06000000
0.048300914813
Long
DBT
CORP
GB
N
2
2022-09-16
Variable
5.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
-5720.00000000
NS
USD
-558443.60000000
-0.11143701741
Short
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
642.00000000
NS
9847.10000000
0.001964981699
Long
EC
CORP
DE
N
1
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
000000000
24000.00000000
NS
492549.49000000
0.098287895313
Long
EC
CA
N
1
N
N
N
KBC BANK NV TD - 03Feb20
N/A
KBC BANK NV TD - 03Feb20
000000000
3024923.67000000
PA
USD
3024923.67000000
0.603621335611
Long
STIV
CORP
GB
N
2
2020-02-03
Fixed
1.55000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTD22 TRS USD R E BAV5HTD22 USD RE / Short: BAV5HTD22 TRS USD P V 01MLIBOR BAV5HTD22 USD PV 01M
000000000
133193.42000000
OU
Notional Amount
USD
6398.12000000
0.001276740229
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
CenturyLink Inc
CenturyLink Inc
Y
equity-performance leg
2021-01-15
0
USD
0
USD
133193.42
USD
6398.12
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALT DISNEY CO/THE FEB20 141 PUT
000000000
-2.00000000
NC
USD
-1118.00000000
-0.00022309609
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Walt Disney Co/The
Walt Disney Co/The
100.00000000
141
USD
2020-02-07
XXXX
-639.06
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VERIZON COMMUNICATIONS INC JAN20 62 CALL
000000000
-5.00000000
NC
USD
-20.00000000
-0.00000399098
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Verizon Communications Inc
Verizon Communications Inc
100.00000000
62
USD
2020-01-31
XXXX
54.62
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
000000000
89480.00000000
NS
456392.63000000
0.091072819990
Long
EC
CORP
CA
N
1
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
226.00000000
NS
USD
27599.12000000
0.005507384480
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08504757 IRS SEK R V 03MSTIBO SL_2708504757_RECEIVE CCPVANIL / Short: B08504757 IRS SEK P F .20625 SL_2708504757_PAY CCPVANILLA
000000000
30083333.00000000
OU
Notional Amount
-865.17000000
-0.00017264404
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-19
0
SEK
-747.32
SEK
30083333
SEK
-787.61
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1803.52000000
0.000359891114
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
257492.88000000
USD
233185.00000000
EUR
2020-03-18
1803.52
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08356135 CDS USD R V 03MEVENT SL_2708356135_PROTECTION CCPCD / Short: B08356135 CDS USD P F 5.00000 SL_2708356135_FEE CCPCDX
000000000
1950300.00000000
OU
Notional Amount
USD
-161278.83000000
-0.03218307415
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V2
2I65BRSP6
Y
buy protection
2024-12-20
0
USD
-182800.39
USD
1950300
USD
21521.56
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: SW2087807 TRS USD R E BDX US/US0758871091 / Short: SW2087807 TRS USD P V 01MFEDL0 FEDL01+40 BPS
000000000
1764801.60000000
OU
Notional Amount
USD
36526.68000000
0.007288872636
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Becton Dickinson and Co
Becton Dickinson and Co
Y
equity-performance leg
2023-02-07
0
USD
0
USD
1764801.6
USD
36526.68
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246401
10320.00000000
NS
USD
439838.40000000
0.087769435339
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1317.73000000
0.000262952070
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
450000.00000000
EUR
501676.65000000
USD
2020-03-17
1317.73
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PROCTER + GAMBLE CO/THE FEB20 131 CALL
000000000
-3.00000000
NC
USD
-78.00000000
-0.00001556484
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Procter & Gamble Co/The
Procter & Gamble Co/The
100.00000000
131
USD
2020-02-14
XXXX
20.25
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
-81694.00000000
NS
USD
-906803.40000000
-0.18095196413
Short
EC
CORP
US
N
1
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
17486.00000000
NS
USD
520033.64000000
0.103772337614
Long
EC
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPMORGAN CHASE + CO FEB20 128 PUT
000000000
-3.00000000
NC
USD
-342.00000000
-0.00006824585
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
JPMorgan Chase & Co
JPMorgan Chase & Co
100.00000000
128
USD
2020-02-14
XXXX
-261.75
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1570.38000000
-0.00031336819
N/A
DFE
XX
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
107208.21000000
USD
95000.00000000
EUR
2020-03-18
-1570.38
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTEN5 TRS USD R E BAV5HTEN5 USD RE / Short: BAV5HTEN5 TRS USD P V 01MLIBOR BAV5HTEN5 USD PV LIBOR 01M
000000000
265743.90000000
OU
Notional Amount
USD
1736.10000000
0.000346437502
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Verizon Communications Inc
Verizon Communications Inc
Y
equity-performance leg
2021-01-15
0
USD
0
USD
265743.9
USD
1736.1
N
N
N
Merrill Lynch International Bank
2138009CXUOQZ3WWFP41
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
1673.01000000
0.000333847938
N/A
DFE
TW
N
2
Merrill Lynch International Bank
2138009CXUOQZ3WWFP41
673529.02000000
USD
20387050.00000000
TWD
2020-02-19
1673.01
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-377.26000000
-0.00007528196
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2826456.00000000
MXN
147860.85000000
USD
2020-04-06
-377.26
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
3531.00000000
NS
30671.14000000
0.006120403855
Long
EC
CORP
GB
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
-10400.00000000
NS
USD
-1669512.00000000
-0.33314991490
Short
EC
RF
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3594.00000000
NS
USD
213591.42000000
0.042622013736
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
4041.00000000
NS
USD
965879.82000000
0.192740621117
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-21985.50000000
-0.00438719066
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2787365.15000000
USD
4127901.00000000
AUD
2020-03-18
-21985.5
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPMORGAN CHASE + CO JAN20 126 PUT
000000000
-3.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
JPMorgan Chase & Co
JPMorgan Chase & Co
100.00000000
126
USD
2020-01-31
XXXX
125.25
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
815.78000000
0.000162788310
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
90000.00000000
EUR
100642.32000000
USD
2020-02-06
815.78
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-2323.15000000
-0.00046358290
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
18368415.00000000
JPY
167589.83000000
USD
2020-03-18
-2323.15
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MICROSOFT CORP JAN20 157.5 PUT
000000000
-8.00000000
NC
USD
-8.00000000
-0.00000159639
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Microsoft Corp
Microsoft Corp
100.00000000
157.5
USD
2020-01-31
XXXX
2527.92
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
163.00000000
NS
31726.02000000
0.006330904398
Long
EC
CORP
DE
N
1
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
-3876.00000000
NS
USD
-422639.04000000
-0.08433731546
Short
EC
RF
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08047169 IRS SEK R F .20500 SL_2708047169_RECEIVE CCPVANIL / Short: S08047169 IRS SEK P V 03MSTIBO SL_2708047169_PAY CCPVANILLA
000000000
45125000.00000000
OU
Notional Amount
1233.76000000
0.000246195917
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-22
0
SEK
0
SEK
45125000
SEK
1233.76
N
N
N
WD-40 Co
549300UZHTN0CNKBOB19
WD-40 Co
929236107
169.00000000
NS
USD
31572.58000000
0.006300285556
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITEDHEALTH GROUP INC FEB20 267.5 PUT
000000000
-1.00000000
NC
USD
-401.00000000
-0.00008001926
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
267.5
USD
2020-02-07
XXXX
-304.02
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B08413497 CDS EUR R V 03MEVENT SL_2708413497_PROTECTION CCPCD / Short: B08413497 CDS EUR P F 5.00000 SL_2708413497_FEE CCPCDX
000000000
660000.00000000
OU
Notional Amount
-89536.19000000
-0.01786688210
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S32.V1
2I667KHC5
Y
buy protection
2024-12-20
0
EUR
-86554.72
EUR
660000
EUR
6477.11
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PAYPAL HOLDINGS INC FEB20 125 CALL
000000000
-1.00000000
NC
USD
-10.00000000
-0.00000199549
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
PayPal Holdings Inc
PayPal Holdings Inc
100.00000000
125
USD
2020-02-14
XXXX
77.75
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BERKSHIRE HATHAWAY INC FEB20 237.5 CALL
000000000
-2.00000000
NC
USD
-22.00000000
-0.00000439008
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Berkshire Hathaway Inc
Berkshire Hathaway Inc
100.00000000
237.5
USD
2020-02-14
XXXX
43.5
N
N
N
CapitaLand Mall Trust
54930031292WUTXF0L29
CapitaLand Mall Trust
000000000
22700.00000000
NS
41919.98000000
0.008365101760
Long
EC
SG
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-430.35000000
-0.00008587603
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
111789.01000000
USD
1024098.00000000
NOK
2020-03-18
-430.35
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08040729 IRS SEK R F .20625 SL_2708040729_RECEIVE CCPVANIL / Short: S08040729 IRS SEK P V 03MSTIBO SL_2708040729_PAY CCPVANILLA
000000000
90250000.00000000
OU
Notional Amount
2595.50000000
0.000517930152
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-19
0
SEK
0
SEK
90250000
SEK
2595.5
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
397.00000000
NS
USD
33927.62000000
0.006770232089
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JOHNSON + JOHNSON FEB20 155 CALL
000000000
-3.00000000
NC
USD
-78.00000000
-0.00001556484
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Johnson & Johnson
Johnson & Johnson
100.00000000
155
USD
2020-02-14
XXXX
107.25
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ELI LILLY + CO FEB20 145 CALL
000000000
-1.00000000
NC
USD
-48.00000000
-0.00000957836
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Eli Lilly & Co
Eli Lilly & Co
100.00000000
145
USD
2020-02-07
XXXX
41.75
N
N
N
Dexus
N/A
Dexus
000000000
6336.00000000
NS
53949.57000000
0.010765597764
Long
EC
AU
N
1
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp
575385109
3900.00000000
NS
USD
292929.00000000
0.058453770577
Long
EC
CORP
CA
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
-63799.00000000
NS
-945020.47000000
-0.18857815287
Short
EC
CORP
LU
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-3492.80000000
-0.00069698571
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
187841.24000000
USD
243976.00000000
CAD
2020-03-18
-3492.8
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
3760.00000000
NS
254663.50000000
0.050817917663
Long
EC
CORP
DE
N
1
N
N
N
DEMIRE REAL ESTATE AG
391200FHEFGXUKL2BO93
DEMIRE Deutsche Mittelstand Real Estate AG
000000000
100000.00000000
PA
112241.36000000
0.022397682396
Long
DBT
CORP
DE
N
2
2024-10-15
Fixed
1.88000000
N
N
N
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
406.00000000
NS
19127.64000000
0.003816906759
Long
EC
CORP
DE
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08047197 CDS USD R F 5.00000 SL_2708047197_FEE CCPCDX / Short: S08047197 CDS USD P V 03MEVENT SL_2708047197_PROTECTION CCPCD
000000000
1403325.00000000
OU
Notional Amount
USD
116047.08000000
0.023157111076
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
98542.12
USD
0
USD
1403325
USD
17504.96
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
285987.00000000
NS
563825.16000000
0.112510903830
Long
EC
CORP
GB
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
316.00000000
NS
USD
64846.36000000
0.012940044345
Long
EC
CORP
IE
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALMART INC FEB20 121 CALL
000000000
-1.00000000
NC
USD
-3.00000000
-0.00000059864
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Walmart Inc
Walmart Inc
100.00000000
121
USD
2020-02-07
XXXX
13.75
N
N
N
Exelixis Inc
N/A
Exelixis Inc
30161Q104
1881.00000000
NS
USD
32353.20000000
0.006456057714
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3607.00000000
-0.00071977424
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1125000.00000000
EUR
1246443.75000000
USD
2020-03-06
-3607
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VERIZON COMMUNICATIONS INC FEB20 63 CALL
000000000
-5.00000000
NC
USD
-25.00000000
-0.00000498873
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Verizon Communications Inc
Verizon Communications Inc
100.00000000
63
USD
2020-02-14
XXXX
23.75
N
N
N
Invesco Office J-Reit Inc
353800L26AROSFHOI265
Invesco Office J-Reit Inc
000000000
56.00000000
NS
11938.54000000
0.002382327042
Long
EC
JP
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
41640.00000000
NS
USD
1754709.60000000
0.350151034509
Long
EC
CORP
US
N
1
N
N
N
Balchem Corp
549300VR70OPMHUI3557
Balchem Corp
057665200
310.00000000
NS
USD
33486.20000000
0.006682147046
Long
EC
CORP
US
N
1
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
000000000
23300.00000000
NS
455295.45000000
0.090853878513
Long
EC
CORP
CA
N
1
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
1369.00000000
NS
46622.24000000
0.009303434350
Long
EC
CORP
GB
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5GWLX9 IRS CNY R F 2.97500 CCP-LCH / Short: SAV5GWLX9 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
25500000.00000000
OU
Notional Amount
58757.81000000
0.011725078586
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
CFETS China Fixing Repo Rate 7 Days
CNRR007 Index
Y
2025-03-18
0
CNY
0
CNY
25500000
CNY
58757.81
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
37338.00000000
NS
USD
1552887.42000000
0.309877564122
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1326.21000000
-0.00026464424
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
123814.67000000
GBP
162442.20000000
USD
2020-04-06
-1326.21
N
N
N
Belfius Bank SA/NV
A5GWLFH3KM7YV2SFQL84
Belfius Bank SA
000000000
400000.00000000
PA
432516.89000000
0.086308433302
Long
DBT
CORP
BE
N
2
2025-04-16
Variable
3.63000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
9439.17000000
0.001883579562
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2234628.23000000
NOK
252449.50000000
USD
2020-04-06
9439.17
N
N
N
Gates Industrial Corp PLC
N/A
Gates Industrial Corp PLC
000000000
-31010.00000000
NS
USD
-386694.70000000
-0.07716464835
Short
EC
CORP
GB
N
1
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp
747316107
193.00000000
NS
USD
32041.86000000
0.006393930042
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-22959.24000000
-0.00458149977
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
696236.25000000
USD
6191720.00000000
NOK
2020-03-18
-22959.24
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MEDTRONIC PLC FEB20 109 PUT
000000000
-1.00000000
NC
USD
-11.00000000
-0.00000219504
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Medtronic PLC
Medtronic PLC
100.00000000
109
USD
2020-02-07
XXXX
6.75
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-15056.43000000
-0.00300449974
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2097205.61000000
USD
2755621.00000000
CAD
2020-03-18
-15056.43
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ABBOTT LABORATORIES FEB20 89 CALL
000000000
-2.00000000
NC
USD
-100.00000000
-0.00001995492
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Abbott Laboratories
Abbott Laboratories
100.00000000
89
USD
2020-02-07
XXXX
-48.5
N
N
N
Heska Corp
529900O1OR2EB7L0HY27
Heska Corp
42805E306
332.00000000
NS
USD
33263.08000000
0.006637623611
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 78378X107 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 78378X107 TRS USD P E SPX INDEX
000000000
3971764.56000000
OU
Notional Amount
USD
-353657.76000000
-0.07057215081
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P 500 Index
SPX Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
3971764.56
USD
-353657.76
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: S08156275 IRS AUD R F 1.15970 SL_2708156275_RECEIVE CCPVANIL / Short: S08156275 IRS AUD P V 03MBBSW SL_2708156275_PAY CCPVANILLA
000000000
5620000.00000000
OU
Notional Amount
30158.23000000
0.006018053034
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
BBA LIBOR AUD National Australia Bank 3 Month
AU1303M Index
Y
2025-12-06
0
AUD
0
AUD
5620000
AUD
30158.23
N
N
N
Minto Apartment Real Estate Investment Trust
N/A
Minto Apartment Real Estate Investment Trust
60448E103
33960.00000000
NS
632291.37000000
0.126173286632
Long
EC
CA
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDP1 TRS USD R E BAV5HTDP1 USD RE / Short: BAV5HTDP1 TRS USD P V 01MLIBOR BAV5HTDP1 USD PV LIBOR 01M
000000000
133303.16000000
OU
Notional Amount
USD
-5228.10000000
-0.00104326358
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Walt Disney Co/The
Walt Disney Co/The
Y
equity-performance leg
2021-01-15
0
USD
0
USD
133303.16
USD
-5228.1
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
24200.00000000
NS
1311005.49000000
0.261610199528
Long
EC
CORP
JP
N
1
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
000000000
-8150.00000000
NS
-363098.08000000
-0.07245595985
Short
EC
CORP
CA
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-24907.45000000
-0.00497026367
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9500000.00000000
CNY
1337990.48000000
USD
2020-10-15
-24907.45
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
4100.00000000
NS
29362.74000000
0.005859313579
Long
EC
CORP
JP
N
1
N
N
N
a2 Milk Co Ltd
529900PVC9CV0KFA2U62
a2 Milk Co Ltd
000000000
17840.00000000
NS
172976.61000000
0.034517357708
Long
EC
CORP
NZ
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
352.22000000
0.000070285246
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
31310.00000000
EUR
35168.23000000
USD
2020-03-18
352.22
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1272.14000000
-0.00025385461
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
48911.29000000
USD
457687.00000000
SEK
2020-03-18
-1272.14
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR MAR20 3700 PUT
000000000
-32.00000000
NC
-39109.52000000
-0.00780427649
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
3700
EUR
2020-03-20
XXXX
-6207.49
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
22440.00000000
NS
USD
615753.60000000
0.122873186562
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MEDTRONIC PLC FEB20 118 PUT
000000000
-1.00000000
NC
USD
-276.00000000
-0.00005507560
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Medtronic PLC
Medtronic PLC
100.00000000
118
USD
2020-02-14
XXXX
-176.25
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-400.96000000
-0.00008001127
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
21236.10000000
USD
32215.00000000
NZD
2020-03-18
-400.96
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1107.70000000
-0.00022104073
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1700000.00000000
HKD
217713.06000000
USD
2020-02-20
-1107.7
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
65930.00000000
NS
USD
907196.80000000
0.181030466821
Long
EC
CORP
US
N
1
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
-10300.00000000
NS
USD
-264813.00000000
-0.05284324306
Short
EC
CORP
IE
N
1
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
249.00000000
NS
USD
33764.40000000
0.006737661656
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: SWBX90C05 TRS USD R E CLNX.MC/ES0105066007 / Short: SWBX90C05 TRS USD P V 01MFEDL FEDL 01M/+25.00 BPS
000000000
2348516.32000000
OU
Notional Amount
USD
508178.50000000
0.101406652981
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Cellnex Telecom SA
Cellnex Telecom SA
Y
equity-performance leg
2022-12-21
0
USD
0
USD
2348516.32
USD
508178.5
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
UNITEDHEALTH GROUP INC FEB20 272.5 PUT
000000000
-1.00000000
NC
USD
-699.00000000
-0.00013948494
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
UnitedHealth Group Inc
UnitedHealth Group Inc
100.00000000
272.5
USD
2020-02-14
XXXX
-649.25
N
N
N
Calavo Growers Inc
N/A
Calavo Growers Inc
128246105
368.00000000
NS
USD
28192.48000000
0.005625789040
Long
EC
CORP
US
N
1
N
N
N
Suez
549300JQIZM6CL7POC81
Suez
000000000
1043.00000000
NS
17154.43000000
0.003423154128
Long
EC
CORP
FR
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SAV5E1D34 IRS BRL R F 6.13750 BAV5E1D34_FIX CCPNDFPREDISWAP / Short: SAV5E1D34 IRS BRL P V 00MBRCDI BAV5E1D34_FLO CCPNDFPREDISWAP
000000000
32715889.00000000
OU
Notional Amount
38752.35000000
0.007733003479
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Brazil Cetip DI Interbank Deposit Rate
BZDIOVRA Index
Y
2025-01-02
0
BRL
0
BRL
32715889
BRL
38752.35
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
6157.00000000
NS
637091.68000000
0.127131185028
Long
EC
CORP
GB
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALMART INC JAN20 122 CALL
000000000
-1.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Walmart Inc
Walmart Inc
100.00000000
122
USD
2020-01-31
XXXX
24.63
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-571.53000000
-0.00011404839
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
128484.49000000
USD
115032.00000000
EUR
2020-03-18
-571.53
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
BAV3Q3LF6 USD PUT TRY CALL MAY22 4.00 PUT
000000000
500000.00000000
OU
Notional Amount
USD
0.50000000
0.000000099774
N/A
DFE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Put
Purchased
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
O2RNE8IBXP4R0TD8PU41
FX Contract
N/A
1.00000000
NC
USD
0.50000000
0.00000000
DFE
US
2000000.00000000
TRY
500000.00000000
USD
2020-05-04
1.00000000
4
USD
2020-05-04
XXXX
-21084
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
32.00000000
NC
USD
-58783.76000000
-0.01173025689
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH0 Index
2020-03-20
5217183.76
USD
-58783.76
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08504755 IRS SEK R V 03MSTIBO SL_2708504755_RECEIVE CCPVANIL / Short: B08504755 IRS SEK P F .23125 SL_2708504755_PAY CCPVANILLA
000000000
30083333.00000000
OU
Notional Amount
-1669.49000000
-0.00033314552
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-15
0
SEK
-8465.93
SEK
30083333
SEK
-791.05
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-3047.47000000
-0.00060812043
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
371084.81000000
USD
502172.00000000
SGD
2020-03-18
-3047.47
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
755.00000000
NS
USD
123216.00000000
0.024587663889
Long
EC
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708225141 SLI PUT CHF 10450 20200320
000000000
15.00000000
NC
2682.52000000
0.000535294930
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
Swiss Market Index
SMI Index
1.00000000
10450
CHF
2020-03-20
XXXX
-905.27
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Long: BAV5HTDY2 TRS USD R E BAV5HTDY2 USD RE / Short: BAV5HTDY2 TRS USD P V 01MLIBOR BAV5HTDY2 USD PV 01M
000000000
134489.45000000
OU
Notional Amount
USD
3201.46000000
0.000638849032
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
Netflix Inc
Netflix Inc
Y
equity-performance leg
2021-01-15
0
USD
0
USD
134489.45
USD
3201.46
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
15539000000.00000000
PA
1159023.91000000
0.231282384907
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
13850.00000000
NS
USD
728648.50000000
0.145401282393
Long
EC
CORP
GB
N
1
N
N
N
Shenzhou International Group Holdings Ltd
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd
000000000
19701.00000000
NS
263302.32000000
0.052541787961
Long
EC
CORP
KY
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
-18.00000000
NC
USD
-16898.37000000
-0.00337205753
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESH0 Index
2020-03-20
-2884701.63
USD
-16898.37
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-67171.00000000
NS
-594285.27000000
-0.11858919680
Short
EC
CORP
GB
N
1
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
2922.00000000
NS
14304.20000000
0.002854392788
Long
EC
CORP
IE
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
20855.00000000
NS
USD
1107191.95000000
0.220939354690
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
-55.00000000
NC
USD
-326829.51000000
-0.06521859288
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USH0 Comdty
2020-03-20
-8667389.24
USD
-326829.51
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
MSCI WORLD INDEX MAR20 XEUR 20200320
000000000
-39.00000000
NC
USD
-9804.42000000
-0.00195646493
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index
ZWPH0 Index
2020-03-20
-2675735.58
USD
-9804.42
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MEDTRONIC PLC JAN20 119 CALL
000000000
-1.00000000
NC
USD
-1.00000000
-0.00000019954
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Medtronic PLC
Medtronic PLC
100.00000000
119
USD
2020-01-31
XXXX
34.75
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
29525.00000000
0.005891692445
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
594781147.00000000
HUF
1990700.00000000
USD
2020-04-22
29525
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9600.68000000
0.001915808766
N/A
DFE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
1889531.67000000
EUR
2115206.00000000
USD
2020-04-22
9600.68
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
111435911.61000000
NS
USD
111435911.61000000
22.23695575140
Long
STIV
RF
US
N
2
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
441.00000000
NS
USD
80398.71000000
0.016043504566
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5FHNV5 IRS USD R V 12MUSCPI BAV5FHNV5_INF CCPINFLATIONZERO / Short: BAV5FHNV5 IRS USD P F 1.77900 BAV5FHNV5_FIX CCPINFLATIONZERO
000000000
8276027.00000000
OU
Notional Amount
USD
-31326.91000000
-0.00625126228
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2024-12-11
0
USD
0
USD
8276027
USD
-31326.91
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
APPLE INC FEB20 245 PUT
000000000
-5.00000000
NC
USD
-325.00000000
-0.00006485351
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Apple Inc
Apple Inc
100.00000000
245
USD
2020-02-21
XXXX
-44.18
N
N
N
Cominar Real Estate Investment Trust
549300UPHCRPB5SL8E15
Cominar Real Estate Investment Trust
000000000
46700.00000000
NS
514144.63000000
0.102597189917
Long
EC
CA
N
1
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
653656108
1304.00000000
NS
USD
224679.20000000
0.044834572235
Long
EC
CORP
IL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
10.00000000
NC
-12713.42000000
-0.00253695378
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH0 Index
2020-03-20
375363.35
EUR
-12713.42
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
AT+T INC JAN20 37 PUT
000000000
-1.00000000
NC
USD
-1.00000000
-0.00000019954
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AT&T Inc
AT&T Inc
100.00000000
37
USD
2020-01-31
XXXX
35.21
N
N
N
Parex Resources Inc
549300U7LWRGTY6XWK67
Parex Resources Inc
000000000
-25840.00000000
NS
-409058.49000000
-0.08162732650
Short
EC
CORP
CA
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
500000.00000000
PA
600273.05000000
0.119784053980
Long
DBT
CORP
DK
N
2
2022-04-06
Variable
5.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2863.00000000
-0.00057130958
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4144548.49000000
USD
5481315.00000000
CAD
2020-03-18
-2863
N
N
N
AQR Style Premia Alternative Fund
549300H47CIW5R9UN420
AQR Style Premia Alternative Fund
00203H420
2494546.93600000
NS
USD
20056157.37000000
4.002191730981
Long
EC
RF
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
2108.00000000
NS
USD
130948.96000000
0.026130770477
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1812.77000000
0.000361736945
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
84810.00000000
AUD
58629.02000000
USD
2020-03-18
1812.77
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1936.00000000
NS
USD
270343.04000000
0.053946758556
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PFIZER INC FEB20 42 CALL
000000000
-6.00000000
NC
USD
-6.00000000
-0.00000119729
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Pfizer Inc
Pfizer Inc
100.00000000
42
USD
2020-02-14
XXXX
52.5
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1242.00000000
NS
USD
154778.04000000
0.030885846196
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
15796.00000000
NS
117225.42000000
0.023392247973
Long
EC
CORP
GB
N
1
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
445.00000000
NS
USD
29396.70000000
0.005866090272
Long
EC
CORP
US
N
1
N
N
N
Burford Capital Ltd
549300FUKUWFYJMT2277
Burford Capital Ltd
000000000
8701.00000000
NS
72442.37000000
0.014455822660
Long
EC
CORP
GG
N
1
N
N
N
Whitecap Resources Inc
5493004AMPGZA0JO5Q37
Whitecap Resources Inc
000000000
-77840.00000000
NS
-283503.70000000
-0.05657295876
Short
EC
CORP
CA
N
1
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
200000.00000000
PA
223881.61000000
0.044675413726
Long
DBT
CORP
NL
N
2
2024-11-08
Variable
2.00000000
N
N
N
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
69354M108
3243.00000000
NS
USD
328548.33000000
0.065561582176
Long
EC
CORP
US
N
1
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
422.00000000
NS
USD
31320.84000000
0.006250051021
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
-1100.00000000
NS
USD
-256278.00000000
-0.05114008997
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
52060.00000000
0.010388535434
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2928359.00000000
AUD
2013837.76000000
USD
2020-03-18
52060
N
N
N
Dorman Products Inc
N/A
Dorman Products Inc
258278100
421.00000000
NS
USD
29385.80000000
0.005863915185
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
185.00000000
NS
USD
30312.25000000
0.006048787614
Long
EC
CORP
US
N
1
N
N
N
Navistar International Corp
WNDD3CRVXJGC8I7GX671
Navistar International Corp
63934E108
-5370.00000000
NS
USD
-196649.40000000
-0.03924124587
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-6803.47000000
-0.00135762752
N/A
DFE
NO
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
330794.08000000
USD
2979545.00000000
NOK
2020-03-18
-6803.47
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FTSE 100 INDEX MAR20 7850 CALL
000000000
280.00000000
NC
9243.50000000
0.001844533755
N/A
DE
GB
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
FTSE 100 Index
UKX Index
10.00000000
7850
GBP
2020-03-20
XXXX
-77276.29
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SM2
18000000.00000000
PA
USD
17937680.00000000
3.579451100457
Long
STIV
UST
US
N
2
2020-04-23
None
0.00000000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
54871.00000000
NS
146531.75000000
0.029240304977
Long
EC
CORP
MX
N
1
N
N
N
Hardwoods Distribution Inc
N/A
Hardwoods Distribution Inc
000000000
51979.00000000
NS
638249.02000000
0.127362131390
Long
EC
CORP
CA
N
1
N
N
N
Kelt Exploration Ltd
549300OBXGWYN1VOFC24
Kelt Exploration Ltd
000000000
143440.00000000
NS
411872.45000000
0.082188850196
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5HQQT5 IRS USD R V 12MUSCPI BAV5HQQT5_INF CCPINFLATIONZERO / Short: BAV5HQQT5 IRS USD P F 1.82100 BAV5HQQT5_FIX CCPINFLATIONZERO
000000000
9678863.00000000
OU
Notional Amount
USD
-76297.80000000
-0.01522517093
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2025-01-15
0
USD
0
USD
9678863
USD
-76297.8
N
N
N
AO Smith Corp
549300XG4US7UJNECY36
AO Smith Corp
831865209
674.00000000
NS
USD
28773.06000000
0.005741643360
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
1264.00000000
NS
14509.03000000
0.002895266467
Long
EC
CORP
IT
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long: BAV59E3K5 TRS USD R E BAV59E3K5 / Short: BAV59E3K5 TRS USD P E SPX/BAV59E3K5
000000000
1073.00000000
OU
Notional Amount
USD
215911.94000000
0.043085071828
N/A
DE
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
S&P 500 Index
SPX Index
Y
equity-performance leg
equity-performance leg
2020-06-19
0
USD
0
USD
1073
USD
215911.94
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
59488.07000000
0.011870801442
N/A
DFE
MX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1471364.60000000
USD
29055000.00000000
MXN
2020-03-06
59488.07
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
-57204.00000000
NS
USD
-1134927.36000000
-0.22647393574
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
717.06000000
0.000143088805
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
146484.00000000
EUR
163603.92000000
USD
2020-03-18
717.06
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-757.34000000
-0.00015112665
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
29129.30000000
USD
272580.00000000
SEK
2020-03-18
-757.34
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
-10850.00000000
NS
USD
-399931.00000000
-0.07980594246
Short
EC
CORP
US
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-77079.42000000
-0.01538114264
N/A
DFE
RU
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
1990700.00000000
USD
123466200.00000000
RUB
2020-04-22
-77079.42
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PHILIP MORRIS INTERNATIONAL IN JAN20 89.5 CALL
000000000
-1.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Philip Morris International Inc
Philip Morris International Inc
100.00000000
89.5
USD
2020-01-31
XXXX
44.18
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
2880.00000000
NS
43506.77000000
0.008681744559
Long
EC
CORP
GB
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CHEVRON CORP FEB20 121 CALL
000000000
-2.00000000
NC
USD
-4.00000000
-0.00000079819
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Chevron Corp
Chevron Corp
100.00000000
121
USD
2020-02-07
XXXX
71.5
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
-12920.00000000
NS
USD
-189019.60000000
-0.03771872478
Short
EC
CORP
US
N
1
N
N
N
Northland Power Inc
549300IT8CIDW8V5KX72
Northland Power Inc
666511100
31010.00000000
NS
698041.33000000
0.139293643706
Long
EC
CORP
CA
N
1
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
000000000
78614.00000000
NS
2633337.33000000
0.525480564027
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
145.59000000
0.000029052379
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
225819.00000000
NOK
24700.76000000
USD
2020-03-18
145.59
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
ORACLE CORP FEB20 56 CALL
000000000
-2.00000000
NC
USD
-18.00000000
-0.00000359188
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Oracle Corp
Oracle Corp
100.00000000
56
USD
2020-02-21
XXXX
12.19
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
400000.00000000
PA
461556.24000000
0.092103214640
Long
DBT
CORP
FI
N
2
2025-03-12
Variable
3.50000000
N
N
N
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
13267.00000000
NS
461977.91000000
0.092187358584
Long
EC
CORP
JE
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
AT+T INC FEB20 36 PUT
000000000
-1.00000000
NC
USD
-5.00000000
-0.00000099774
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
AT&T Inc
AT&T Inc
100.00000000
36
USD
2020-02-07
XXXX
12.75
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1242.55000000
-0.00024794995
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
203455.61000000
USD
1942736.00000000
SEK
2020-03-18
-1242.55
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
5428.00000000
NS
USD
1299408.92000000
0.259296112353
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT FEB20 XHKF 20200227
000000000
-2.00000000
NC
20135.12000000
0.004017948666
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
Hang Seng Index
HIG0 Index
2020-02-27
-2779681.46
HKD
20135.12
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
406534.73000000
PA
USD
480985.89000000
0.095980387277
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
1997.00000000
NS
USD
535595.40000000
0.106877675592
Long
EC
CORP
US
N
1
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
-4755.00000000
NS
USD
-297187.50000000
-0.05930355117
Short
EC
CORP
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
5351.55000000
0.001067897940
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
5688186.28000000
DKK
853177.99000000
USD
2020-04-06
5351.55
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
1804.00000000
NS
198511.97000000
0.039612920370
Long
EC
CORP
FR
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
82479.23000000
0.016458670830
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3956000.00000000
AUD
2734592.91000000
USD
2020-04-23
82479.23
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
S+P 500 INDEX MAR20 3460 CALL
000000000
-320.00000000
NC
USD
-56640.00000000
-0.01130247112
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
S&P 500 Index
SPX Index
100.00000000
3460
USD
2020-03-20
XXXX
235609.6
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-1033.71000000
-0.00020627608
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
12365736.00000000
JPY
113352.81000000
USD
2020-03-18
-1033.71
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
14728.68000000
0.002939097466
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1329438.97000000
USD
1016756.00000000
GBP
2020-03-18
14728.68
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
451.00000000
NS
12389.49000000
0.002472313789
Long
EC
CORP
DE
N
1
N
N
N
iShares S&P/TSX 60 Index ETF
5493008RYO4S47ZRDF66
iShares S&P/TSX 60 Index ETF
000000000
-65327.00000000
NS
-1287387.15000000
-0.25689717682
Short
EC
RF
CA
N
1
N
N
N
iShares Edge MSCI USA Momentum Factor ETF
5493002ZOOZ0SN3YYI81
iShares Edge MSCI USA Momentum Factor ETF
46432F396
-8050.00000000
NS
USD
-1048593.00000000
-0.20924597650
Short
EC
RF
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2664.56000000
0.000531711025
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
183316.15000000
USD
20105415.00000000
JPY
2020-03-18
2664.56
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
000000000
400000.00000000
PA
505726.58000000
0.100917374114
Long
DBT
CORP
NL
N
2
2024-05-29
Variable
7.38000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
655.00000000
NS
USD
93894.25000000
0.018736529834
Long
EC
US
N
1
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
381.00000000
NS
USD
31813.50000000
0.006348360968
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RA8
472560.00000000
PA
USD
511089.00000000
0.101987441156
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.63000000
N
N
N
N
N
N
Birchcliff Energy Ltd
5493000BBN3EF2L0XW29
Birchcliff Energy Ltd
000000000
-261990.00000000
NS
-346442.87000000
-0.06913242472
Short
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5FKTQ3 IRS GBP R F 3.53750 BAV5FKTQ3_FIX CCPINFLATIONZERO / Short: SAV5FKTQ3 IRS GBP P V 12MUKRPI BAV5FKTQ3_INF CCPINFLATIONZERO
000000000
1313400.00000000
OU
Notional Amount
33538.48000000
0.006692579483
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
UK Retail Price Index
UKRPI Index
Y
2029-12-15
0
GBP
0
GBP
1313400
GBP
33538.48
N
N
N
LLOYDS BANK PLC TD - 03Feb20
N/A
LLOYDS BANK PLC TD - 03Feb20
000000000
3000111.94000000
PA
USD
3000111.94000000
0.598670172794
Long
STIV
CORP
GB
N
2
2020-02-03
Fixed
1.55000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
527.68000000
0.000105298163
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
158147.02000000
USD
142696.00000000
EUR
2020-03-18
527.68
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
15102.00000000
NS
USD
674304.30000000
0.134556936497
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
6238.00000000
NS
USD
275719.60000000
0.055019647225
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
138051.74000000
0.027548125101
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
7287927.00000000
NZD
4851539.48000000
USD
2020-03-18
138051.74
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
PEPSICO INC FEB20 142 PUT
000000000
-1.00000000
NC
USD
-258.00000000
-0.00005148371
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
PepsiCo Inc
PepsiCo Inc
100.00000000
142
USD
2020-02-21
XXXX
-35.43
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp
35138V102
459.00000000
NS
USD
30211.38000000
0.006028659078
Long
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
FTSE 100 INDEX MAR20 7950 CALL
000000000
-280.00000000
NC
-1848.70000000
-0.00036890675
N/A
DE
GB
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
FTSE 100 Index
UKX Index
10.00000000
7950
GBP
2020-03-20
XXXX
39869.47
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1311.00000000
NS
USD
195168.57000000
0.038945747312
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-12187.52000000
-0.00243201082
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
96411221.00000000
JPY
879643.24000000
USD
2020-03-18
-12187.52
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1196.71000000
0.000238802616
N/A
DFE
GB
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
170660.75000000
USD
130000.00000000
GBP
2020-03-17
1196.71
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
000000000
7292.00000000
NS
USD
317639.52000000
0.063384737012
Long
EC
CORP
BM
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
-4040.00000000
NS
USD
-841168.40000000
-0.16785454724
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
1462.76000000
0.000291892702
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
144879.00000000
CAD
110933.43000000
USD
2020-03-18
1462.76
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2708356304 SLI CALL CHF 10584.1398 20200320
000000000
40.00000000
NC
7347.18000000
0.001466124467
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
Swiss Market Index
SMI Index
1.00000000
10584.1398
CHF
2020-03-20
XXXX
-331.96
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
726.00000000
NS
USD
33287.10000000
0.006642416785
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SAV5GSS86 IRS CNY R F 2.99750 CCP-LCH / Short: SAV5GSS86 IRS CNY P V 03MCNDR CNRR007-CCP LCH
000000000
12700000.00000000
OU
Notional Amount
31177.68000000
0.006221483546
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
CFETS China Fixing Repo Rate 7 Days
CNRR007 Index
Y
2025-03-18
0
CNY
0
CNY
12700000
CNY
31177.68
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
NIKKEI 225 APR20 24875 CALL
000000000
180.00000000
NC
83060.31000000
0.016574624925
N/A
DE
JP
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Purchased
Nikkei 225 Index
NKY Index
1000.00000000
24875
JPY
2020-04-10
XXXX
-240744.75
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-2368.93000000
-0.00047271827
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1557442.69000000
USD
2121835.00000000
SGD
2020-03-18
-2368.93
N
N
N
Boot Barn Holdings Inc
529900QE1BFMYA3N4E71
Boot Barn Holdings Inc
099406100
-9389.00000000
NS
USD
-394056.33000000
-0.07863365630
Short
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
-2610.00000000
NS
USD
-377510.40000000
-0.07533192791
Short
EC
CORP
US
N
1
N
N
N
CA Immobilien Anlagen AG
5299003ICAPV07J0R180
CA Immobilien Anlagen AG
000000000
895.00000000
NS
39455.82000000
0.007873380410
Long
EC
CORP
AT
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
66703.24000000
0.013310583410
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
19505149.00000000
NOK
2187659.68000000
USD
2020-03-18
66703.24
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
-4400.00000000
NS
USD
-308352.00000000
-0.06153141909
Short
EC
CORP
US
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
VISA INC FEB20 205 CALL
000000000
-2.00000000
NC
USD
-158.00000000
-0.00003152878
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Visa, Inc. Class A
Visa, Inc. Class A
100.00000000
205
USD
2020-02-07
XXXX
-32.34
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
130.00000000
NS
14202.82000000
0.002834162482
Long
EC
CORP
DE
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BAV5FHFZ5 IRS USD R V 12MUSCPI BAV5FHFZ5_INF CCPINFLATIONZERO / Short: BAV5FHFZ5 IRS USD P F 1.77400 BAV5FHFZ5_FIX CCPINFLATIONZERO
000000000
8276000.00000000
OU
Notional Amount
USD
-29244.98000000
-0.00583581465
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
US CPI Urban Consumers NSA
CPURNSA Index
Y
2024-12-11
0
USD
0
USD
8276000
USD
-29244.98
N
N
N
ELIS SA
969500UX71LCE8MAY492
Elis SA
000000000
100000.00000000
PA
109691.65000000
0.021888889605
Long
DBT
CORP
FR
N
2
2025-04-03
Fixed
1.00000000
N
N
N
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
1197.00000000
NS
34237.06000000
0.006831980618
Long
EC
BE
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTEL CORP FEB20 55.5 PUT
000000000
-5.00000000
NC
USD
-30.00000000
-0.00000598647
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Intel Corp
Intel Corp
100.00000000
55.5
USD
2020-02-14
XXXX
188.75
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
WALT DISNEY CO/THE FEB20 140 PUT
000000000
-2.00000000
NC
USD
-1090.00000000
-0.00021750871
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Walt Disney Co/The
Walt Disney Co/The
100.00000000
140
USD
2020-02-14
XXXX
-644.5
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPMORGAN CHASE + CO FEB20 125 PUT
000000000
-3.00000000
NC
USD
-264.00000000
-0.00005268100
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
JPMorgan Chase & Co
JPMorgan Chase & Co
100.00000000
125
USD
2020-02-21
XXXX
26.95
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
CISCO SYSTEMS INC FEB20 50 CALL
000000000
-5.00000000
NC
USD
-10.00000000
-0.00000199549
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
Cisco Systems Inc
Cisco Systems Inc
100.00000000
50
USD
2020-02-07
XXXX
48.75
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
MASTERCARD INC JAN20 317.5 CALL
000000000
-1.00000000
NC
USD
-2.00000000
-0.00000039909
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
MasterCard, Inc. Class A
MasterCard, Inc. Class A
100.00000000
317.5
USD
2020-01-31
XXXX
95.22
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
EURO STOXX 50 PR MAR20 3925 CALL
000000000
-640.00000000
NC
-9227.29000000
-0.00184129906
N/A
DE
DE
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Call
Written
EURO STOXX 50 Index
SX5E Index
10.00000000
3925
EUR
2020-03-20
XXXX
73081.51
N
N
N
Invesco QQQ Trust Series 1
549300VY6FEJBCIMET58
Invesco QQQ Trust Series 1
46090E103
-11431.00000000
NS
USD
-2504189.17000000
-0.49970914189
Short
EC
RF
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08047190 CDS USD R F 5.00000 SL_2708047190_FEE CCPCDX / Short: S08047190 CDS USD P V 03MEVENT SL_2708047190_PROTECTION CCPCD
000000000
1403396.28000000
OU
Notional Amount
USD
116052.97000000
0.023158286421
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
98747.97
USD
0
USD
1403396.28
USD
17305
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
880.00000000
NS
USD
31372.00000000
0.006260259962
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
475.00000000
NS
USD
65697.25000000
0.013109838831
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08047219 CDS USD R F 5.00000 SL_2708047219_FEE CCPCDX / Short: S08047219 CDS USD P V 03MEVENT SL_2708047219_PROTECTION CCPCD
000000000
1403183.43000000
OU
Notional Amount
USD
116035.37000000
0.023154774354
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
98908.42
USD
0
USD
1403183.43
USD
17126.95
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
91191.00000000
NS
USD
1270290.63000000
0.253485578595
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Long: 99BHA9425 TRS USD R V 01MFEDL0 FEDL01 -30 BPS / Short: 99BHA9425 TRS USD P E SPSIRBK INDEX
000000000
895234.95000000
OU
Notional Amount
USD
-17073.17000000
-0.00340693875
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P Regional Banks Select Industry Index
SPSIRBK Index
Y
equity-performance leg
2099-12-31
0
USD
0
USD
895234.95
USD
-17073.17
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-7193.41000000
-0.00143543977
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
531454.52000000
USD
810605.00000000
NZD
2020-03-18
-7193.41
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
29739.00000000
NS
785406.89000000
0.156727378162
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-18767.62000000
-0.00374506502
N/A
DFE
NZ
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
883968.39000000
USD
1337761.00000000
NZD
2020-03-18
-18767.62
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
59.00000000
NS
495239.83000000
0.098824750719
Long
EC
CORP
CH
N
1
N
N
N
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long: BAV59E2E0 TRS USD R E SPX/BAV59E2E0 / Short: BAV59E2E0 TRS USD P E BAV59E2E0
000000000
1621.00000000
OU
Notional Amount
USD
-194497.87000000
-0.03881190961
N/A
DE
US
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
S&P 500 Index
SPX Index
Y
equity-performance leg
equity-performance leg
2021-12-17
0
USD
0
USD
1621
USD
-194497.87
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
253.44000000
0.000050573769
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
328961.00000000
EUR
366050.56000000
USD
2020-03-18
253.44
N
N
N
Novagold Resources Inc
529900587LVZTJ2BHS60
Novagold Resources Inc
66987E206
3725.00000000
NS
USD
33972.00000000
0.006779088086
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
4863.03000000
0.000970414127
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1346506.00000000
SEK
145016.45000000
USD
2020-03-18
4863.03
N
N
N
Savaria Corp
549300OFRDMCLTX90G87
Savaria Corp
000000000
-24067.00000000
NS
-243143.26000000
-0.04851906208
Short
EC
CORP
CA
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
2733.00000000
NS
USD
225937.11000000
0.045085587267
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
549.00000000
NS
USD
147598.65000000
0.029453204102
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
11733.00000000
NS
USD
541829.94000000
0.108121773551
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-553.68000000
-0.00011048644
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
85000.00000000
EUR
93964.38000000
USD
2020-03-18
-553.68
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
928.00000000
NS
24494.91000000
0.004887941615
Long
EC
CORP
ES
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
21680.00000000
NS
433637.04000000
0.086531958426
Long
EC
CORP
ES
N
1
N
N
N
Xerox Holdings Corp
N/A
Xerox Holdings Corp
98421M106
2063.00000000
NS
USD
73380.91000000
0.014643107640
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QV3
483781.75000000
PA
USD
535817.13000000
0.106921921654
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.75000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
2089.00000000
NS
USD
163798.49000000
0.032685870485
Long
EC
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
10177.00000000
NS
USD
1525532.30000000
0.304418869665
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
485000.00000000
PA
584997.33000000
0.116735795076
Long
DBT
CORP
CH
N
2
2022-02-19
Variable
5.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: B08504758 IRS SEK R V 03MSTIBO SL_2708504758_RECEIVE CCPVANIL / Short: B08504758 IRS SEK P F .20250 SL_2708504758_PAY CCPVANILLA
000000000
15041667.00000000
OU
Notional Amount
-372.09000000
-0.00007425029
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Stockholm Interbank Offer Rate 3 Months
STIB3M Index
Y
2022-11-22
238.66
SEK
0
SEK
15041667
SEK
-396.86
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QF8
313810.91000000
PA
USD
433519.57000000
0.086508517372
Long
DBT
UST
US
N
2
2040-02-15
Fixed
2.13000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
72.83000000
0.000014533173
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
68000.00000000
EUR
75687.28000000
USD
2020-03-18
72.83
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
113294.11000000
0.022607757899
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
29430915.00000000
NOK
3313561.31000000
USD
2020-03-18
113294.11
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
5470.30000000
0.001091594417
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
226485.00000000
NZD
151950.12000000
USD
2020-03-18
5470.3
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
7731.00000000
NS
141901.10000000
0.028316262111
Long
EC
CORP
SE
N
1
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd
556269108
741.00000000
NS
USD
28572.96000000
0.005701713550
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15956.93000000
0.003184193867
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1124000.00000000
GBP
1501902.85000000
USD
2020-03-18
15956.93
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-27153.02000000
-0.00541836554
N/A
DFE
CA
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2835492.66000000
USD
3716698.00000000
CAD
2020-03-18
-27153.02
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
000000000
1100.00000000
NS
1156230.16000000
0.230724894110
Long
EC
CORP
CA
N
1
N
N
N
Boyd Group Services Inc
549300FVHMLW88VSTP09
Boyd Group Services Inc
103310108
7030.00000000
NS
1104858.47000000
0.220473710440
Long
EC
CORP
CA
N
1
N
N
N
Stella-Jones Inc
5493007LOVNNLYJ6KZ35
Stella-Jones Inc
000000000
-21600.00000000
NS
-611406.98000000
-0.12200582167
Short
EC
CORP
CA
N
1
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
-2610.00000000
NS
USD
-168840.90000000
-0.03369207976
Short
EC
CORP
US
N
1
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SmartCentres Real Estate Investment Trust
000000000
27000.00000000
NS
640826.66000000
0.127876497592
Long
EC
CA
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
138.00000000
NS
USD
30883.02000000
0.006162684356
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-67894.13000000
-0.01354822465
N/A
DFE
AU
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
3066119.91000000
USD
4475472.00000000
AUD
2020-03-18
-67894.13
N
N
N
FLIR Systems Inc
VOBD35NEPH6WISIRTJ85
FLIR Systems Inc
302445101
608.00000000
NS
USD
31336.32000000
0.006253140044
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S08047236 CDS USD R F 5.00000 SL_2708047236_FEE CCPCDX / Short: S08047236 CDS USD P V 03MEVENT SL_2708047236_PROTECTION CCPCD
000000000
1403395.29000000
OU
Notional Amount
USD
116052.89000000
0.023158270457
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
99030.86
USD
0
USD
1403395.29
USD
17022.03
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
2917.00000000
NS
USD
301967.84000000
0.060257464576
Long
EC
CORP
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-1644.19000000
-0.00032809692
N/A
DFE
TH
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
69379.60000000
USD
2110000.00000000
THB
2020-03-06
-1644.19
N
N
N
Aedifica SA
529900DTKNXL0AXQFN28
Aedifica SA
000000000
134.00000000
NS
18130.74000000
0.003617976084
Long
EC
BE
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
500000.00000000
PA
576742.34000000
0.115088517778
Long
DBT
CORP
IT
N
2
2025-06-03
Variable
5.38000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1805.00000000
NS
USD
34258.90000000
0.006836338774
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-36467.13000000
-0.00727698947
N/A
DFE
AU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1151000.00000000
USD
1664545.61000000
AUD
2020-02-19
-36467.13
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
24754.00000000
NS
USD
1558264.30000000
0.310950516646
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
22260.00000000
NS
USD
1268597.40000000
0.253147695770
Long
EC
CORP
IE
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-1248.22000000
-0.00024908140
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
536360.52000000
USD
730139.00000000
SGD
2020-03-18
-1248.22
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-20258.62000000
-0.00404259300
N/A
DFE
KR
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
976780.05000000
USD
1140000000.00000000
KRW
2020-02-06
-20258.62
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR20 IFLL 20200320
000000000
4.00000000
NC
-18685.60000000
-0.00372869799
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index
Z H0 Index
2020-03-20
302850.4
GBP
-18685.6
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
500000.00000000
PA
571160.50000000
0.113974665634
Long
DBT
CORP
NL
N
2
2020-09-22
Variable
5.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
23976000000.00000000
PA
1790957.16000000
0.357384208951
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
92736.00000000
NS
1142136.10000000
0.227912434607
Long
EC
CORP
LU
N
1
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
INTEL CORP FEB20 58 PUT
000000000
-5.00000000
NC
USD
-165.00000000
-0.00003292563
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Intel Corp
Intel Corp
100.00000000
58
USD
2020-02-21
XXXX
-106.25
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
15907.00000000
NS
USD
1836304.08000000
0.366433154116
Long
EC
CORP
IE
N
1
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
Inmobiliaria Colonial Socimi SA
000000000
3531.00000000
NS
47345.09000000
0.009447678546
Long
EC
ES
N
1
N
N
N
US Physical Therapy Inc
N/A
US Physical Therapy Inc
90337L108
279.00000000
NS
USD
32682.06000000
0.006521681490
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
6182.39000000
0.001233691463
N/A
DFE
RO
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
625581.06000000
USD
2724500.00000000
RON
2020-03-06
6182.39
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
BANK OF AMERICA CORP JAN20 31 PUT
000000000
-10.00000000
NC
USD
0.00000000
0.000000
N/A
DE
US
N
1
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
Put
Written
Bank of America Corp
Bank of America Corp
100.00000000
31
USD
2020-01-31
XXXX
57.5
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
3900.00000000
NS
USD
1036659.00000000
0.206864555413
Long
EC
CORP
CA
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
3093.00000000
NS
341604.38000000
0.068166907532
Long
EC
CORP
CH
N
1
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
000000000
53894.00000000
NS
155357.60000000
0.031001496976
Long
EC
CORP
GB
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-5144.47000000
-0.00102657527
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
251311.62000000
USD
325790.00000000
CAD
2020-03-18
-5144.47
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
7780.00000000
NS
USD
350022.20000000
0.069846677439
Long
EC
CORP
CA
N
1
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA
000000000
1393.00000000
NS
USD
136458.28000000
0.027230151307
Long
EC
CORP
PA
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
963.00000000
NS
USD
36545.85000000
0.007292697996
Long
EC
CORP
US
N
1
N
N
N
2020-02-27
PACE SELECT ADVISORS TRUST
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer