NPORT-P
false
0001691167
XXXXXXXX
S000056292
C000177447
C000177448
FS Series Trust
811-23216
0001691167
549300SWBHM656UWP474
201 ROUSE BOULEVARD
PHILADELPHIA
19112
215-495-1150
FS Multi-Strategy Alternatives Fund
S000056292
549300E0668BUMX3FG88
2022-12-31
2022-03-31
N
278443786.38
31936561.77
246507224.61
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
128000.00000000
0.00000000
0.00000000
180845337.05000000
EUR
JPY
USD
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAB6
-138000.00000000
PA
USD
-119637.72000000
-0.04853314956
Short
DBT
CORP
US
N
2
2029-07-15
Fixed
7.13000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
8796.77000000
0.003568564780
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-06
78309.23000000
USD
8796.77000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-503.85000000
-0.00020439563
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Future
LMPK22 COMDTY
2022-05-27
-59996.90000000
USD
-503.85000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAF FINANCIAL JUN22
000000000
1.00000000
NC
USD
-3488.94000000
-0.00141534999
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E Mini Financial Select Sector Futures
IXAM2 INDEX
2022-06-17
121451.44000000
USD
-3488.94000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-9209.10000000
-0.00373583371
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-06
-77896.90000000
USD
-9209.10000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
6798.54000000
0.002757947565
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPK22 COMDTY
2022-05-09
114403.46000000
USD
6798.54000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-2216.14000000
-0.00089901624
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
38088000.00000000
INR
500000.00000000
USD
2022-04-07
-2216.14000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN22
000000000
-10.00000000
NC
5654.49000000
0.002293843520
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Future
DUM2 COMDTY
2022-06-08
-1112861.40000000
EUR
5654.49000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-76223.72000000
-0.03092149535
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNK22 COMDTY
2022-05-03
-309062.92000000
USD
-76223.72000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2868.46000000
0.001163641351
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
688877.50000000
USD
625000.00000000
EUR
2022-04-21
2868.46000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT JUN22
000000000
3.00000000
NC
77.28000000
0.000031349993
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Future
Z M2 INDEX
2022-06-17
223396.17000000
GBP
77.28000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-3.00000000
NC
USD
28657.45000000
0.011625399639
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAM22 COMDTY
2022-06-07
-290190.70000000
USD
28657.45000000
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
16172.00000000
NS
USD
499876.52000000
0.202783719946
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
132.00000000
NS
94828.61000000
0.038468896865
Long
EC
CORP
FR
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-333.34000000
-0.00013522524
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
18707022.00000000
KRW
15060.00000000
USD
2022-04-18
-333.34000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN22
000000000
-33.00000000
NC
22068.33000000
0.008952406987
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Future
RXM2 COMDTY
2022-06-08
-5255728.78000000
EUR
22068.33000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-439.58000000
-0.00017832337
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
28384.27000000
EUR
31045.32000000
USD
2022-06-15
-439.58000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
9.00000000
NC
USD
6928.77000000
0.002810777660
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
1096836.86000000
USD
6928.77000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
11018.40000000
0.004469808143
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-03
76190.60000000
USD
11018.40000000
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
-4072.00000000
NS
USD
-1839078.08000000
-0.74605443427
Short
EC
RF
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
159.42000000
0.000064671532
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
243261577.00000000
KRW
2022-04-21
159.42000000
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
1911.00000000
NS
USD
918885.24000000
0.372761991642
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
390.44000000
0.000158388866
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2852705.30000000
TWD
100000.00000000
USD
2022-04-18
390.44000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT MAY22
000000000
-1.00000000
NC
USD
1185.28000000
0.000480829720
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Feeder Cattle Future
FCK2 COMDTY
2022-05-26
-84460.28000000
USD
1185.28000000
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAC8
-302000.00000000
PA
USD
-297282.76000000
-0.12059799077
Short
DBT
CORP
US
N
2
2027-11-15
Fixed
4.63000000
N
N
N
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp
830830105
11680.00000000
NS
USD
640998.40000000
0.260032297639
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1363.00000000
NS
548619.73000000
0.222557262111
Long
EC
CORP
FR
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1427.19000000
-0.00057896477
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
156186.17000000
EUR
171820.41000000
USD
2022-06-15
-1427.19000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-7747.98000000
-0.00314310463
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 Comdty
2022-05-24
-251539.52000000
USD
-7747.98000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MICR MIN CBOTJUN22
000000000
1.00000000
NC
USD
4.03000000
0.000001634840
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Micro E-mini Dow Futures
HWIM2 INDEX
2022-06-17
17335.47000000
USD
4.03000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-9748.60000000
-0.00395469139
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-11
-249497.40000000
USD
-9748.60000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-2993.31000000
-0.00121428895
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1531834.00000000
TRY
100000.00000000
USD
2022-04-21
-2993.31000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
449000.00000000
PA
USD
447742.80000000
0.181634757645
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
-110.00000000
NS
USD
-17911.30000000
-0.00726603450
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
579.14000000
0.000234938347
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
78578144.00000000
CLP
100000.00000000
USD
2022-04-29
579.14000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AC1
-216000.00000000
PA
USD
-213235.20000000
-0.08650261684
Short
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-426.78000000
-0.00017313082
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
377086356.51000000
COP
2022-05-02
-426.78000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-394.30000000
-0.00015995474
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
37954.29000000
EUR
41706.03000000
USD
2022-06-15
-394.30000000
N
N
N
FIVE POINT OP CO LP/FIVE
N/A
Five Point Operating Co LP / Five Point Capital Corp
33834YAA6
1134000.00000000
PA
USD
1162089.18000000
0.471421956025
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
33.95000000
0.000013772415
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
30366.00000000
USD
36946248.00000000
KRW
2022-04-21
33.95000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURR FUT JUN22
000000000
1.00000000
NC
USD
116.99000000
0.000047459055
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Japanese Yen Currency Future
JYM2 CURNCY
2022-06-13
102758.01000000
USD
116.99000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-6524.48000000
-0.00264677029
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-09
-80547.02000000
USD
-6524.48000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
-12755.80000000
-0.00517461507
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
74423120.00000000
JPY
800000.00000000
AUD
2022-04-21
-12755.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
13423.52000000
0.005445487458
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-28
245827.98000000
USD
13423.52000000
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
3329.00000000
NS
USD
1407667.65000000
0.571045190349
Long
EC
CORP
US
N
1
N
N
N
American Greetings Corp
549300WMJOT8C9DNMF90
American Greetings Corp
026375AR6
392000.00000000
PA
USD
385557.48000000
0.156408186660
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
12105.15000000
0.004910667433
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-14
74946.35000000
USD
12105.15000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-4643.90000000
-0.00188387987
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
498214.82000000
BRL
100000.00000000
USD
2022-04-04
-4643.90000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-5627.44000000
-0.00228287021
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
38412300.00000000
INR
500000.00000000
USD
2022-04-11
-5627.44000000
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
7425.00000000
NS
USD
2028584.25000000
0.822930951905
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-639.00000000
-0.00025922161
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
945962.70000000
SEK
100000.00000000
USD
2022-04-21
-639.00000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1678.86000000
0.000681059146
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
USD
30559308.79000000
INR
2022-04-18
1678.86000000
N
N
N
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
OMXS30 IND FUTURE APR22
000000000
1.00000000
NC
-219.16000000
-0.00008890611
N/A
DE
SE
N
1
Nasdaq Stockholm AB
549300KBQIVNEJEZVL96
Long
OML Stockholm OMXS30 Index Future
QCJ2 INDEX
2022-04-13
210635.67000000
SEK
-219.16000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD EUR
000000000
1.00000000
NC
N/A
797.16000000
0.000323382002
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
EUR
84870.30000000
GBP
2022-04-21
797.16000000
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CK8
44000.00000000
PA
USD
41112.72000000
0.016678099420
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-7671.73000000
-0.00311217247
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-20
-251597.02000000
USD
-7671.73000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
USD/CNH JUN22
000000000
-2.00000000
NC
842.52000000
0.000341783086
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX USD/CNH Futures
XUCM2 Curncy
2022-06-13
-1280234.28000000
CNY
842.52000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
701000.00000000
PA
USD
746673.66000000
0.302901329233
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.88000000
N
N
N
N
N
N
METIS MERGER SUB LLC
N/A
Metis Merger Sub LLC
59155LAA0
159000.00000000
PA
USD
149954.49000000
0.060831681601
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
Viking Cruises Ltd
92676XAF4
-249000.00000000
PA
USD
-229563.06000000
-0.09312630100
Short
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
-110.00000000
NS
USD
-12721.50000000
-0.00516070067
Short
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
-2000.00000000
NS
USD
-331960.00000000
-0.13466542431
Short
EC
RF
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 5YR BOND FUT JUN22
000000000
-1.00000000
NC
-321.18000000
-0.00013029232
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 5 Year Canadian Bond Future
XQM2 COMDTY
2022-06-21
-116848.48000000
CAD
-321.18000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-32123.20000000
-0.01303134220
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-12
-486387.80000000
USD
-32123.20000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-56017.28000000
-0.02272439685
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 Comdty
2022-04-25
-136659.40000000
USD
-56017.28000000
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
221000.00000000
PA
USD
220259.65000000
0.089352208783
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
SPECIALTY BUILDING PRODU
N/A
Specialty Building Products Holdings LLC / SBP Finance Corp
84749AAA5
614000.00000000
PA
USD
625266.90000000
0.253650537419
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.38000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
213000.00000000
PA
USD
218404.88000000
0.088599788645
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
TKC HOLDINGS INC
N/A
TKC Holdings Inc
87256YAC7
537000.00000000
PA
USD
522874.22000000
0.212113142252
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-4513.37000000
-0.00183092808
N/A
DFE
TR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
2907500.00000000
TRY
2022-04-21
-4513.37000000
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
230000.00000000
PA
USD
235750.00000000
0.095636142256
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-33256.06000000
-0.01349090682
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 Comdty
2022-04-25
-485331.44000000
USD
-33256.06000000
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36159RAG8
210000.00000000
PA
USD
200809.35000000
0.081461851804
Long
DBT
US
N
2
2023-04-01
Fixed
5.13000000
N
N
N
N
N
N
Invesco S&P 500 Equal Weight ETF
N/A
Invesco S&P 500 Equal Weight ETF
46137V357
-2783.00000000
NS
USD
-438906.93000000
-0.17805033126
Short
EC
RF
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
2193.80000000
0.000889953632
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
124192789.00000000
KRW
2022-04-18
2193.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
9367.02000000
0.003799896743
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPM22 COMDTY
2022-06-08
250045.48000000
USD
9367.02000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-5278.10000000
-0.00214115428
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPM22 COMDTY
2022-06-09
-254134.40000000
USD
-5278.10000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: 60852022 TRS USD R V 12MSOFR USD-SOFR-COMPOUND / Short: 60852022 TRS USD P E IBOXHY
000000000
2640000.00000000
OU
Notional Amount
USD
-15617.50000000
-0.00633551411
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Markit iBoxx USD Liquid High Yield Index
IBOXHY INDEX
Y
equity-performance leg
2022-09-20
0.00000000
USD
0.00000000
USD
2640000.00000000
USD
-15617.50000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1019.86000000
0.000413724182
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2835505.30000000
TWD
100000.00000000
USD
2022-04-11
1019.86000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
2145.97000000
0.000870550550
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
164263.00000000
USD
12660221.17000000
INR
2022-04-18
2145.97000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
6603.44000000
0.002678801812
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
600000.00000000
USD
46083403.18000000
INR
2022-04-11
6603.44000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
531.31000000
0.000215535265
N/A
DFE
CH
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
45520.41000000
USD
42427.16000000
CHF
2022-06-15
531.31000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-285.98000000
-0.00011601282
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
27069.04000000
GBP
35262.95000000
USD
2022-06-15
-285.98000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-82.01000000
-0.00003326880
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
75273.14000000
USD
1500000.00000000
MXN
2022-04-21
-82.01000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
1663.04000000
0.000674641484
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LMNM22 COMDTY
2022-06-07
-194191.04000000
USD
1663.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
132.00000000
0.000053548126
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
113399452.00000000
KRW
93437.00000000
USD
2022-04-22
132.00000000
N
N
N
Treatt PLC
213800G4OJM9F7G9LG39
Treatt PLC
000000000
5963.00000000
NS
88907.87000000
0.036067044339
Long
EC
CORP
GB
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
4402.00000000
NS
USD
1027294.74000000
0.416740215880
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1.91000000
-0.00000077482
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2427.42000000
USD
69494.47000000
TWD
2022-04-01
-1.91000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-13215.93000000
-0.00536127491
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000000.00000000
JPY
808455.15000000
USD
2022-04-21
-13215.93000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
49676.00000000
NS
USD
4470840.00000000
1.813675038154
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-9457.43000000
-0.00383657315
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
38653700.00000000
INR
500000.00000000
USD
2022-04-08
-9457.43000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6568.76000000
0.002664733258
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
507379.18000000
BRL
2022-04-04
6568.76000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR AUG22
000000000
1.00000000
NC
USD
-4850.91000000
-0.00196785713
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COQ2 COMDTY
2022-06-30
106730.91000000
USD
-4850.91000000
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
624000.00000000
PA
USD
628592.64000000
0.254999682461
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD SEK
000000000
1.00000000
NC
N/A
847.14000000
0.000343657270
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2592881.50000000
SEK
250000.00000000
EUR
2022-04-21
847.14000000
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
723000.00000000
PA
USD
761655.20000000
0.308978854962
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
965.05000000
0.000391489540
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2837500.00000000
TWD
100000.00000000
USD
2022-04-06
965.05000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-167.96000000
-0.00006813593
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
7625812.80000000
INR
100000.00000000
USD
2022-04-22
-167.96000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-43538.56000000
-0.01766218416
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-06
-474856.44000000
USD
-43538.56000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
256.12000000
0.000103899591
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
67790.00000000
USD
82699115.00000000
KRW
2022-04-21
256.12000000
N
N
N
ICE Endex Derivatives
N/A
ECX EMISSION DEC22
000000000
-1.00000000
NC
-1221.43000000
-0.00049549460
N/A
DCO
NL
N
1
ICE Endex Derivatives
N/A
Short
COMEX Gold 100 Troy Ounces Future
MOZ22 Index
2022-12-19
-76015.88000000
EUR
-1221.43000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
-661.00000000
NS
USD
-35132.15000000
-0.01425197580
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1471.83000000
0.000597073778
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1986957.73000000
TWD
70821.00000000
USD
2022-04-01
1471.83000000
N
N
N
Bursa Malaysia
N/A
CRUDE PALM OIL FU AUG22
000000000
1.00000000
NC
-1815.85000000
-0.00073663155
N/A
DCO
MY
N
1
Bursa Malaysia
N/A
Long
MDE Crude Palm Oil Future
KOQ2 COMDTY
2022-08-15
143560.18000000
MYR
-1815.85000000
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
-659.00000000
NS
USD
-50373.96000000
-0.02043508464
Short
EC
RF
US
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165C104
-733.00000000
NS
USD
-18061.12000000
-0.00732681162
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-104.62000000
-0.00004244094
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
54882255.00000000
CLP
69296.00000000
USD
2022-05-02
-104.62000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
967.00000000
NS
USD
571158.55000000
0.231700531659
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2553.00000000
NS
USD
1470145.05000000
0.596390248734
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1033.95000000
-0.00041944003
N/A
DFE
TR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
2959250.00000000
TRY
2022-04-21
-1033.95000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES APR22
000000000
-2.00000000
NC
-276.28000000
-0.00011207785
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng China Enterprises Index Future
HCJ2 INDEX
2022-04-28
-747035.80000000
HKD
-276.28000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
3.00000000
NC
USD
-887.94000000
-0.00036020850
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAM22 COMDTY
2022-06-07
262421.19000000
USD
-887.94000000
N
N
N
NEW HOME CO INC/THE
549300PLCE8TB3TVRQ85
New Home Co Inc/The
645370AC1
743000.00000000
PA
USD
720992.34000000
0.292483249178
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR SEP22
000000000
1.00000000
NC
USD
-3970.91000000
-0.00161086962
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COU2 COMDTY
2022-07-29
104310.91000000
USD
-3970.91000000
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AB7
377000.00000000
PA
USD
384992.40000000
0.156178951999
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.95000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
60179.26000000
0.024412777392
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 COMDTY
2022-04-13
132482.72000000
USD
60179.26000000
N
N
N
Watches of Switzerland Group PLC
2138008ZOT5K9PJW7168
Watches of Switzerland Group PLC
000000000
58646.00000000
NS
878259.36000000
0.356281387447
Long
EC
CORP
GB
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
878.94000000
0.000356557501
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2687789.33000000
TWD
94717.00000000
USD
2022-04-15
878.94000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
7502.02000000
0.003043326625
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-17
251854.23000000
USD
7502.02000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-22116.48000000
-0.00897193988
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZK22 COMDTY
2022-05-03
-188205.02000000
USD
-22116.48000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN22
000000000
-10.00000000
NC
13580.76000000
0.005509274635
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 5 Year Euro BOBL Future
OEM2 COMDTY
2022-06-08
-1301676.40000000
EUR
13580.76000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
12436.97000000
0.005045276064
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSJ22 COMDTY
2022-04-12
206528.03000000
USD
12436.97000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9479.38000000
-0.00384547755
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1808018.88000000
USD
1625000.00000000
EUR
2022-04-21
-9479.38000000
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
948000.00000000
PA
USD
933324.96000000
0.378619718540
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD SEK
000000000
1.00000000
NC
N/A
-1291.31000000
-0.00052384265
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
545858.50000000
SEK
500000.00000000
NOK
2022-04-21
-1291.31000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD EUR
000000000
1.00000000
NC
N/A
-4721.24000000
-0.00191525421
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
EUR
333459.20000000
GBP
2022-04-21
-4721.24000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-9797.27000000
-0.00397443523
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
1440610.73000000
EUR
1588182.57000000
USD
2022-06-15
-9797.27000000
N
N
N
HADRIAN MERGER SUB
N/A
Hadrian Merger Sub Inc
42239PAA7
283000.00000000
PA
USD
285205.97000000
0.115698828077
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES JUN22
000000000
-2.00000000
NC
-7073.22000000
-0.00286937634
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Future
XPM2 INDEX
2022-06-16
-364547.62000000
AUD
-7073.22000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: MLBX3P231 TRS USD R E MLBX3P23 INDEX / Short: MLBX3P231 TRS USD P F .00000 FIXED 0.00 PERCENT
000000000
18038266.07000000
OU
Notional Amount
USD
-674799.25000000
-0.27374420813
N/A
DCO
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BAML Commodity Basket
MLBX3P23
LEAN HOGS FUTURE Oct22
1.00000000
USD
86817.33000000
USD
GASOLINE RBOB FUT May22
1.00000000
USD
-920263.74000000
USD
WHEAT FUTURE(CBT) May22
1.00000000
USD
-1198079.21000000
USD
LEAN HOGS FUTURE Jun22
1.00000000
USD
-1857890.95000000
USD
Low Su Gasoil G Jul22
1.00000000
USD
1111261.88000000
USD
LIVE CATTLE FUTR Oct22
1.00000000
USD
607721.34000000
USD
NY Harb ULSD Fut Jun22
1.00000000
USD
729265.61000000
USD
WTI CRUDE FUTURE Jul22
1.00000000
USD
3160150.96000000
USD
Low Su Gasoil G May22
1.00000000
USD
-1180715.74000000
USD
COTTON NO.2 FUTR May22
1.00000000
USD
-555630.94000000
USD
LME NICKEL FUTURE Dec22
1.00000000
USD
-381996.27000000
USD
LIVE CATTLE FUTR Jun22
1.00000000
USD
-1111261.88000000
USD
LME ZINC FUTURE May22
1.00000000
USD
-1145988.81000000
USD
SILVER FUTURE Jul22
1.00000000
USD
-451450.14000000
USD
LME ZINC FUTURE Dec22
1.00000000
USD
-295178.94000000
USD
COFFEE 'C' FUTURE Sep22
1.00000000
USD
833446.41000000
USD
SUGAR #11 (WORLD) Oct22
1.00000000
USD
937627.21000000
USD
LME PRI ALUM FUTR Jul22
1.00000000
USD
1580075.48000000
USD
GASOLINE RBOB FUT Jul22
1.00000000
USD
902900.27000000
USD
BRENT CRUDE FUTR Dec22
1.00000000
USD
1788437.08000000
USD
BRENT CRUDE FUTR Jul22
1.00000000
USD
-2708700.82000000
USD
SOYBEAN FUTURE Nov22
1.00000000
USD
1336986.95000000
USD
CATTLE FEEDER FUT Aug22
1.00000000
USD
1753710.15000000
USD
NATURAL GAS FUTR Sep22
1.00000000
USD
3785235.77000000
USD
COFFEE 'C' FUTURE May22
1.00000000
USD
-833446.41000000
USD
LME ZINC FUTURE Jul22
1.00000000
USD
1145988.81000000
USD
GASOLINE RBOB FUT Dec22
1.00000000
USD
104180.80000000
USD
LME PRI ALUM FUTR Dec22
1.00000000
USD
-434086.67000000
USD
GOLD 100 OZ FUTR Aug22
1.00000000
USD
-1389077.35000000
USD
NY Harb ULSD Fut Jul22
1.00000000
USD
833446.41000000
USD
SOYBEAN MEAL FUTR Jul22
1.00000000
USD
590357.87000000
USD
KC HRW WHEAT FUT May22
1.00000000
USD
-694538.67000000
USD
LEAN HOGS FUTURE Aug22
1.00000000
USD
-190998.14000000
USD
CORN FUTURE Dec22
1.00000000
USD
1423804.28000000
USD
NATURAL GAS FUTR Dec22
1.00000000
USD
-1024444.54000000
USD
Low Su Gasoil G Dec22
1.00000000
USD
711902.14000000
USD
SOYBEAN OIL FUTR Aug22
1.00000000
USD
1180715.74000000
USD
LME PRI ALUM FUTR May22
1.00000000
USD
-1580075.48000000
USD
SUGAR #11 (WORLD) May22
1.00000000
USD
-937627.21000000
USD
KC HRW WHEAT FUT Jul22
1.00000000
USD
-520904.00000000
USD
Low Su Gasoil G Jun22
1.00000000
USD
729265.61000000
USD
SOYBEAN OIL FUTR May22
1.00000000
USD
-1163352.28000000
USD
COTTON NO.2 FUTR Dec22
1.00000000
USD
347269.34000000
USD
NY Harb ULSD Fut Dec22
1.00000000
USD
121544.27000000
USD
GASOLINE RBOB FUT Jun22
1.00000000
USD
468813.60000000
USD
KC HRW WHEAT FUT Dec22
1.00000000
USD
-190998.14000000
USD
SOYBEAN FUTURE May22
1.00000000
USD
-2100979.49000000
USD
LME COPPER FUTURE Jul22
1.00000000
USD
1823164.02000000
USD
SOYBEAN MEAL FUTR Dec22
1.00000000
USD
781356.01000000
USD
WTI CRUDE FUTURE May22
1.00000000
USD
-3177514.43000000
USD
WHEAT FUTURE(CBT) Dec22
1.00000000
USD
-329905.87000000
USD
SOYBEAN OIL FUTR Dec22
1.00000000
USD
590357.87000000
USD
LME COPPER FUTURE May22
1.00000000
USD
-1823164.02000000
USD
LME NICKEL FUTURE May22
1.00000000
USD
-1319623.48000000
USD
BRENT CRUDE FUTR Aug22
1.00000000
USD
2812881.62000000
USD
SOYBEAN MEAL FUTR May22
1.00000000
USD
-1250169.61000000
USD
LME NICKEL FUTURE Jul22
1.00000000
USD
1336986.95000000
USD
LME COPPER FUTURE Dec22
1.00000000
USD
-486177.07000000
USD
COFFEE 'C' FUTURE Dec22
1.00000000
USD
-225725.07000000
USD
SOYBEAN FUTURE Jul22
1.00000000
USD
572994.41000000
USD
WHEAT FUTURE(CBT) Jul22
1.00000000
USD
486177.07000000
USD
CORN FUTURE Jul22
1.00000000
USD
-607721.34000000
USD
NY Harb ULSD Fut May22
1.00000000
USD
-868173.34000000
USD
NATURAL GAS FUTR May22
1.00000000
USD
-3785235.77000000
USD
SUGAR #11 (WORLD) Mar23
1.00000000
USD
-243088.54000000
USD
WTI CRUDE FUTURE Dec22
1.00000000
USD
2048889.08000000
USD
SOYBEAN OIL FUTR Jul22
1.00000000
USD
-555630.94000000
USD
WTI CRUDE FUTURE Jun22
1.00000000
USD
-746629.07000000
USD
CORN FUTURE May22
1.00000000
USD
-2153069.89000000
USD
Y
equity-performance leg
Other
2022-11-21
0.00000000
USD
0.00000000
USD
18038266.07000000
USD
-674799.25000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14893.75000000
-0.00604191216
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZK22 COMDTY
2022-05-04
-90258.00000000
USD
-14893.75000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
3817.34000000
0.001548571246
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
391703356.51000000
COP
2022-04-04
3817.34000000
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: GSIRVA012 TRS USD R E GSIRVA012 / Short: GSIRVA012 TRS USD P F .15000 FIXED 0.15 PERCENT
000000000
17632187.72000000
OU
Notional Amount
USD
161609.73000000
0.065559835114
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs Macro Index VA01
GSIRVA01
JPN 10Y BOND(OSE) Jun22
1.00000000
USD
-7021499.72000000
USD
US 10YR NOTE (CBT)Jun22
1.00000000
USD
-6592099.05000000
USD
Euro-BTP Future Jun22
1.00000000
USD
1139351.00000000
USD
EURO-BUND FUTURE Jun22
1.00000000
USD
-3356084.77000000
USD
AUST 10Y BOND FUT Jun22
1.00000000
USD
2919775.52000000
USD
CAN 10YR BOND FUT Jun22
1.00000000
USD
1172266.71000000
USD
LONG GILT FUTURE Jun22
1.00000000
USD
-11355565.89000000
USD
Euro-OAT Future Jun22
1.00000000
USD
761086.32000000
USD
Y
equity-performance leg
2022-05-17
0.00000000
USD
0.00000000
USD
17632187.72000000
USD
161609.73000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
55467.40000000
0.022501328343
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 COMDTY
2022-04-21
137222.60000000
USD
55467.40000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
0.00000000
0.000000
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LMNM22 COMDTY
2022-06-01
-194136.14000000
USD
0.00000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-490.23000000
-0.00019887043
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
122129711.00000000
KRW
100000.00000000
USD
2022-04-21
-490.23000000
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
494000.00000000
PA
USD
492730.42000000
0.199884778541
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-10658.20000000
-0.00432368666
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPK22 COMDTY
2022-05-09
-110543.80000000
USD
-10658.20000000
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
1052000.00000000
PA
USD
1040065.06000000
0.421920721246
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.38000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Long: SGBVVRRU1 TRS USD R E BBG00KT290C6 / Short: SGBVVRRU1 TRS USD P V 00MFEDL0 FLOAT FF + 0/FEDL01
000000000
19664953.21000000
OU
Notional Amount
USD
2026178.04000000
0.821954830413
N/A
DIR
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SG Vol Roll on Rates
SGBVVRRU
1y Forward 1y3y Straddle
1.00000000
USD
834274.28000000
USD
1y Forward 1y7y Straddle
1.00000000
USD
1668548.56000000
USD
1y Forward 5y20y Straddle
1.00000000
USD
14182662.74000000
USD
1y Forward 3y3y Straddle
1.00000000
USD
417137.14000000
USD
1y Forward 3y7y Straddle
1.00000000
USD
1668548.56000000
USD
1y Forward 10y20y Straddle
1.00000000
USD
2919959.98000000
USD
Y
equity-performance leg
2022-04-05
0.00000000
USD
0.00000000
USD
19664953.21000000
USD
2026178.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1648.50000000
-0.00066874307
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
80173000.00000000
CLP
100000.00000000
USD
2022-04-18
-1648.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-12824.10000000
-0.00520232217
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-04
-74191.15000000
USD
-12824.10000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1278.54000000
-0.00051866228
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2827794.70000000
TWD
2022-04-14
-1278.54000000
N
N
N
BROADSTREET PARTNERS INC
549300BS9N54G8DD0R75
BroadStreet Partners Inc
11135RAA3
140000.00000000
PA
USD
130837.00000000
0.053076334864
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.88000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-30471.10000000
-0.01236113872
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LMNM22 COMDTY
2022-06-22
-162116.90000000
USD
-30471.10000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
17655.47000000
0.007162252557
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-11
241590.53000000
USD
17655.47000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1539.01000000
-0.00062432652
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
30584720.00000000
INR
400000.00000000
USD
2022-04-25
-1539.01000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
263000.00000000
PA
USD
272757.30000000
0.110648805701
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
-220.00000000
NS
USD
-77640.20000000
-0.03149611542
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
29993.04000000
0.012167205260
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZK22 COMDTY
2022-05-03
180328.46000000
USD
29993.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-1882.58000000
-0.00076370175
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
105512648.00000000
KRW
84940.00000000
USD
2022-04-18
-1882.58000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1984.54000000
-0.00080506362
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
5673440.00000000
TWD
2022-04-01
-1984.54000000
N
N
N
ICE Futures Canada, Inc.
549300QVU6WVGZWEYS03
CANOLA FUTR (WCE) MAY22
000000000
1.00000000
NC
-38.11000000
-0.00001545999
N/A
DCO
CA
N
1
ICE Futures Canada, Inc.
549300QVU6WVGZWEYS03
Long
WCE Canola Future
RSK2 COMDTY
2022-05-13
22625.64000000
CAD
-38.11000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-3843.47000000
-0.00155917134
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
369222000.00000000
KRW
300000.00000000
USD
2022-04-14
-3843.47000000
N
N
N
HEXION INC
54930030FZF8HYAEHM46
Hexion Inc
42829LAF1
184000.00000000
PA
USD
194156.80000000
0.078763127655
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
7.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI JUN22
000000000
2.00000000
NC
USD
-7592.88000000
-0.00308018558
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini NASDAQ 100 Index Future
NQM2 INDEX
2022-06-17
604282.88000000
USD
-7592.88000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-1089.50000000
-0.00044197487
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSK22 COMDTY
2022-05-16
218729.50000000
USD
-1089.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
12470.77000000
0.005058987629
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-29
74696.48000000
USD
12470.77000000
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
209000.00000000
PA
USD
185085.18000000
0.075083065128
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.63000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-606.63000000
-0.00024609015
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
150296.00000000
USD
200000.00000000
AUD
2022-04-21
-606.63000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
111.04000000
0.000045045332
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2858720.00000000
TWD
100000.00000000
USD
2022-05-03
111.04000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
5095.50000000
0.002067079375
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSK22 COMDTY
2022-05-25
-221845.50000000
USD
5095.50000000
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
2098.00000000
NS
USD
707886.18000000
0.287166504397
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-3732.47000000
-0.00151414223
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPJ22 COMDTY
2022-04-06
-56784.78000000
USD
-3732.47000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: JPQFLVW13 TRS USD R E BBG00HQ050N2 / Short: JPQFLVW13 TRS USD P F .00000 FIXED 0.00 PERCENT
000000000
13974051.25000000
OU
Notional Amount
USD
-4562.71000000
-0.00185094372
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPM Low Volatility Factor
JPQFLVW1
CarMax Inc
-601.58000000
USD
-58040.54000000
USD
General Dynamics Corp
285.13000000
USD
68767.32000000
USD
Republic Services Inc
529.84000000
USD
70204.00000000
USD
Delivery Hero SE
-1706.78000000
USD
-75662.12000000
USD
Bachem Holding AG
-131.62000000
USD
-73093.78000000
USD
Tesla Inc
-15.38000000
USD
-16575.52000000
USD
Albemarle Corp
-320.74000000
USD
-70931.73000000
USD
IDEX Corp
319.55000000
USD
61266.52000000
USD
First Quantum Minerals Ltd
-2054.68000000
USD
-71198.32000000
USD
Cable One Inc
5.87000000
USD
8598.64000000
USD
UnitedHealth Group Inc
135.81000000
USD
69258.53000000
USD
AutoZone Inc
34.34000000
USD
70212.73000000
USD
Origin Energy Ltd
-6.31000000
USD
-29.51000000
USD
Hershey Co/The
325.02000000
USD
70408.81000000
USD
Baloise Holding AG
400.18000000
USD
71803.17000000
USD
Procter & Gamble Co/The
455.89000000
USD
69660.63000000
USD
Novocure Ltd
-400.89000000
USD
-33214.07000000
USD
Kyocera Corp
579.07000000
USD
32828.30000000
USD
Aker BP ASA
-1899.93000000
USD
-71824.92000000
USD
Tyler Technologies Inc
162.21000000
USD
72166.64000000
USD
ZoomInfo Technologies Inc
796.17000000
USD
47563.41000000
USD
salesforce.com Inc
330.29000000
USD
70126.83000000
USD
Fastenal Co
1210.04000000
USD
71876.54000000
USD
Stryker Corp
216.95000000
USD
58002.34000000
USD
Northern Star Resources Ltd
-4220.04000000
USD
-34026.45000000
USD
CSL Ltd
305.97000000
USD
61595.62000000
USD
BlackRock Inc
66.46000000
USD
50784.79000000
USD
SITC International Holdings Co
-14565.42000000
USD
-51612.83000000
USD
Coinbase Global Inc
-373.77000000
USD
-70963.72000000
USD
Pembina Pipeline Corp
12.00000000
USD
451.31000000
USD
Lululemon Athletica Inc
29.78000000
USD
10876.10000000
USD
Evolution Gaming Group AB
-630.46000000
USD
-65506.95000000
USD
DocuSign Inc
-694.74000000
USD
-74420.68000000
USD
GEA Group AG
1205.89000000
USD
50037.69000000
USD
Equifax Inc
-296.36000000
USD
-70266.02000000
USD
Hydro One Ltd
1614.09000000
USD
43524.94000000
USD
Sartorius AG
-1.30000000
USD
-581.66000000
USD
Nomura Holdings Inc
-11893.13000000
USD
-50474.39000000
USD
Yum! Brands Inc
582.46000000
USD
69039.28000000
USD
Symrise AG
329.68000000
USD
39909.81000000
USD
International Flavors & Fragra
133.88000000
USD
17581.87000000
USD
Oracle Corp
-779.31000000
USD
-64472.30000000
USD
ZOZO Inc
-1938.00000000
USD
-52443.12000000
USD
Kinder Morgan Inc/DE
3653.61000000
USD
69089.75000000
USD
Lundin Mining Corp
-2153.49000000
USD
-21845.26000000
USD
United Parcel Service Inc
-323.83000000
USD
-69448.45000000
USD
IAC/InterActiveCorp
686.77000000
USD
68868.99000000
USD
Carnival Corp
1750.07000000
USD
35386.42000000
USD
Snap Inc
-1971.38000000
USD
-70949.82000000
USD
Vestas Wind Systems A/S
-2481.93000000
USD
-74124.93000000
USD
Paychex Inc
541.32000000
USD
73873.63000000
USD
Legrand SA
747.97000000
USD
71856.05000000
USD
Best Buy Co Inc
-723.83000000
USD
-65796.29000000
USD
Palo Alto Networks Inc
-45.35000000
USD
-28230.91000000
USD
DNB ASA
221.31000000
USD
4994.97000000
USD
Chipotle Mexican Grill Inc
44.77000000
USD
70822.93000000
USD
Take-Two Interactive Software
-261.97000000
USD
-40275.06000000
USD
Waters Corp
213.74000000
USD
66343.99000000
USD
Bureau Veritas SA
2396.91000000
USD
69148.97000000
USD
Roper Technologies Inc
149.56000000
USD
70627.01000000
USD
VeriSign Inc
322.94000000
USD
71841.15000000
USD
Enphase Energy Inc
-360.08000000
USD
-72656.48000000
USD
Zoom Video Communications Inc
611.55000000
USD
71692.45000000
USD
Great-West Lifeco Inc
2401.01000000
USD
70819.16000000
USD
Dover Corp
292.56000000
USD
45902.57000000
USD
Eni SpA
2169.51000000
USD
32076.06000000
USD
Twitter Inc
1805.03000000
USD
69836.77000000
USD
Moderna Inc
-281.50000000
USD
-48491.82000000
USD
Zurich Insurance Group AG
144.50000000
USD
71733.30000000
USD
Medtronic PLC
642.39000000
USD
71273.71000000
USD
CenturyLink Inc
-6121.64000000
USD
-68990.83000000
USD
Generac Holdings Inc
-223.24000000
USD
-66360.07000000
USD
CNP Assurances
-2910.28000000
USD
-70559.43000000
USD
Cameco Corp
-2436.49000000
USD
-71026.97000000
USD
PTC Inc
-650.26000000
USD
-70045.77000000
USD
Liberty Global PLC
2692.14000000
USD
68676.45000000
USD
Home Depot Inc/The
93.81000000
USD
28078.67000000
USD
Biogen Inc
-330.79000000
USD
-69664.41000000
USD
Hitachi Metals Ltd
4243.95000000
USD
71353.05000000
USD
International Business Machine
-531.83000000
USD
-69148.97000000
USD
Trimble Inc
973.09000000
USD
70198.69000000
USD
CoStar Group Inc
-1032.96000000
USD
-68805.32000000
USD
CME Group Inc
281.26000000
USD
66900.80000000
USD
Pearson PLC
-6728.49000000
USD
-66475.96000000
USD
Siemens Gamesa Renewable Energ
-4054.90000000
USD
-72041.76000000
USD
SCSK Corp
2475.28000000
USD
42839.94000000
USD
Waste Management Inc
445.83000000
USD
70664.25000000
USD
Accenture PLC
212.61000000
USD
71698.34000000
USD
Lyft Inc
-1860.48000000
USD
-71442.56000000
USD
Citrix Systems Inc
-690.41000000
USD
-69662.36000000
USD
GoDaddy Inc
-766.58000000
USD
-64163.13000000
USD
AMETEK Inc
521.67000000
USD
69476.04000000
USD
Occidental Petroleum Corp
-1188.67000000
USD
-67445.12000000
USD
M&T Bank Corp
-380.16000000
USD
-64437.10000000
USD
Walgreens Boots Alliance Inc
-1481.04000000
USD
-66306.26000000
USD
Trade Desk Inc/The
-1066.26000000
USD
-73838.53000000
USD
Colgate-Palmolive Co
707.28000000
USD
53633.11000000
USD
Cadence Design Systems Inc
96.48000000
USD
15866.50000000
USD
Coca-Cola Europacific Partners
-1439.79000000
USD
-69988.23000000
USD
Ceridian HCM Holding Inc
1034.21000000
USD
70698.25000000
USD
Enagas SA
3076.26000000
USD
68938.53000000
USD
Exact Sciences Corp
-762.26000000
USD
-53297.37000000
USD
MercadoLibre Inc
20.33000000
USD
24181.55000000
USD
Franklin Resources Inc
-2507.61000000
USD
-70012.37000000
USD
Air Products & Chemicals Inc
282.59000000
USD
70621.03000000
USD
Cie Generale des Etablissement
530.36000000
USD
72520.52000000
USD
Ambu A/S
-1248.58000000
USD
-18668.32000000
USD
Japan Tobacco Inc
4065.34000000
USD
69907.33000000
USD
Williams Cos Inc/The
2056.51000000
USD
68707.85000000
USD
Nuvei Corp
-978.09000000
USD
-73611.45000000
USD
Nucor Corp
-426.40000000
USD
-63385.10000000
USD
Linde PLC
218.59000000
USD
69825.12000000
USD
Mercari Inc
-116.44000000
USD
-3093.49000000
USD
Realty Income Corp
1025.38000000
USD
71058.50000000
USD
Skyworks Solutions Inc
504.82000000
USD
67282.17000000
USD
Fiverr International Ltd
-322.02000000
USD
-24495.79000000
USD
Amphenol Corp
920.76000000
USD
69379.26000000
USD
Fortive Corp
245.26000000
USD
14943.93000000
USD
Pool Corp
161.56000000
USD
68317.60000000
USD
Walmart Inc
485.70000000
USD
72330.53000000
USD
United Utilities Group PLC
2612.90000000
USD
38674.07000000
USD
Nippon Yusen KK
-769.13000000
USD
-68173.26000000
USD
Wendel SA
315.99000000
USD
32542.02000000
USD
Brenntag AG
716.54000000
USD
58444.71000000
USD
Red Electrica Corp SA
1575.41000000
USD
32606.49000000
USD
Kao Corp
1687.30000000
USD
69843.84000000
USD
Cardinal Health Inc
-1097.87000000
USD
-62249.42000000
USD
McDonald's Corp
288.41000000
USD
71318.37000000
USD
Takeda Pharmaceutical Co Ltd
2353.44000000
USD
67814.56000000
USD
AES Corp/VA
-2318.73000000
USD
-59660.81000000
USD
Severn Trent PLC
1799.60000000
USD
72909.11000000
USD
SolarEdge Technologies Inc
-208.15000000
USD
-67101.57000000
USD
Square Inc
534.60000000
USD
72491.59000000
USD
Prosus NV
-476.95000000
USD
-25765.97000000
USD
Zendesk Inc
-579.29000000
USD
-69682.37000000
USD
Hewlett Packard Enterprise Co
-3978.56000000
USD
-66481.79000000
USD
Zillow Group Inc.
-518.00000000
USD
-24982.95000000
USD
Nasdaq Inc
397.50000000
USD
70834.96000000
USD
voestalpine AG
696.29000000
USD
20923.75000000
USD
Match Group Inc
652.81000000
USD
70986.56000000
USD
Gilead Sciences Inc
1182.72000000
USD
70312.99000000
USD
NN Group NV
1428.59000000
USD
72862.53000000
USD
Molson Coors Brewing Co
-1293.31000000
USD
-69036.63000000
USD
Vornado Realty Trust
-1495.00000000
USD
-67753.49000000
USD
JXTG Holdings Inc
17862.17000000
USD
67390.53000000
USD
Alphabet Inc.
24.59000000
USD
68393.02000000
USD
Embracer Group AB
-5725.64000000
USD
-48780.36000000
USD
Sands China Ltd
-30585.27000000
USD
-74127.65000000
USD
Phoenix Group Holdings PLC
8404.00000000
USD
67919.25000000
USD
Starbucks Corp
796.98000000
USD
72501.65000000
USD
Anglo American PLC
-1079.07000000
USD
-56422.67000000
USD
Fair Isaac Corp
-34.25000000
USD
-15974.14000000
USD
Liberty Broadband Corp.
505.69000000
USD
68429.90000000
USD
Vistra Energy Corp
-3068.90000000
USD
-71351.89000000
USD
Annaly Capital Management Inc
9583.81000000
USD
67470.00000000
USD
Simon Property Group Inc
-536.12000000
USD
-70531.95000000
USD
Zillow Group Inc
-977.69000000
USD
-48190.56000000
USD
Synopsys Inc
218.47000000
USD
72810.32000000
USD
Sampo Oyj
1024.07000000
USD
50545.37000000
USD
RingCentral Inc
334.75000000
USD
39236.63000000
USD
ABIOMED Inc
-70.05000000
USD
-23203.52000000
USD
ArcelorMittal
-2036.22000000
USD
-66352.21000000
USD
Akamai Technologies Inc
590.70000000
USD
70524.08000000
USD
Anheuser-Busch InBev SA/NV
-1177.68000000
USD
-71067.66000000
USD
Keysight Technologies Inc
435.16000000
USD
68742.90000000
USD
Oracle Corp Japan
-504.69000000
USD
-35338.35000000
USD
Uber Technologies Inc
-2048.93000000
USD
-73105.98000000
USD
Royal Bank of Canada
617.10000000
USD
68004.24000000
USD
Masimo Corp
-453.19000000
USD
-65957.32000000
USD
eBay Inc
-98.50000000
USD
-5640.00000000
USD
Walt Disney Co/The
500.75000000
USD
68682.85000000
USD
NetApp Inc
89.64000000
USD
7440.40000000
USD
Devon Energy Corp
-1116.58000000
USD
-66023.37000000
USD
West Pharmaceutical Services I
35.61000000
USD
14626.68000000
USD
DISH Network Corp
-678.56000000
USD
-21476.40000000
USD
Kerry Group PLC
330.84000000
USD
37199.32000000
USD
Eisai Co Ltd
-1426.90000000
USD
-66646.35000000
USD
Lincoln National Corp
-1029.76000000
USD
-67304.97000000
USD
Evolution Mining Ltd
-12761.90000000
USD
-42156.38000000
USD
Datadog Inc
-56.17000000
USD
-8508.24000000
USD
Garmin Ltd
597.68000000
USD
70891.26000000
USD
Puma SE
434.42000000
USD
37414.72000000
USD
RPM International Inc
454.23000000
USD
36992.56000000
USD
TransCanada Corp
1204.68000000
USD
68008.01000000
USD
Neurocrine Biosciences Inc
-575.09000000
USD
-53914.22000000
USD
J Sainsbury PLC
-4190.54000000
USD
-13938.42000000
USD
Cooper Cos Inc/The
170.58000000
USD
71232.49000000
USD
Assicurazioni Generali SpA
3265.69000000
USD
75435.24000000
USD
Chow Tai Fook Jewellery Group
-27289.13000000
USD
-49691.36000000
USD
Cie Financiere Richemont SA
-513.90000000
USD
-65902.36000000
USD
Power Corp of Canada
2227.32000000
USD
69012.95000000
USD
Thermo Fisher Scientific Inc
121.29000000
USD
71640.27000000
USD
Delta Air Lines Inc
-1840.85000000
USD
-72842.60000000
USD
Charter Communications Inc
124.81000000
USD
68083.66000000
USD
Coles Group Ltd
5199.62000000
USD
69913.74000000
USD
Bristol-Myers Squibb Co
950.79000000
USD
69436.26000000
USD
BorgWarner Inc
1805.47000000
USD
70232.92000000
USD
Elanco Animal Health Inc
-1008.03000000
USD
-26299.56000000
USD
Wynn Resorts Ltd
868.00000000
USD
69214.22000000
USD
Nestle SA
544.04000000
USD
71068.24000000
USD
Cheniere Energy Inc
466.67000000
USD
64703.56000000
USD
Baxter International Inc
602.60000000
USD
46725.58000000
USD
Wells Fargo & Co
-474.87000000
USD
-23012.41000000
USD
Otsuka Holdings Co Ltd
1991.99000000
USD
69443.70000000
USD
DSV A/S
217.93000000
USD
42374.64000000
USD
Link REIT
6286.93000000
USD
53787.98000000
USD
Invitation Homes Inc
868.67000000
USD
34903.17000000
USD
Alnylam Pharmaceuticals Inc
-426.02000000
USD
-69565.20000000
USD
T&D Holdings Inc
-4987.88000000
USD
-68658.08000000
USD
Liberty Broadband Corp
521.32000000
USD
68323.89000000
USD
Tryg A/S
2926.52000000
USD
71869.41000000
USD
Bill.com Holdings Inc
-317.83000000
USD
-72081.46000000
USD
Coca-Cola Co/The
1132.37000000
USD
70206.77000000
USD
IQVIA Holdings Inc
309.99000000
USD
71673.80000000
USD
Clorox Co/The
-511.41000000
USD
-71101.08000000
USD
Advance Auto Parts Inc
84.25000000
USD
17436.49000000
USD
Alleghany Corp
-81.15000000
USD
-68731.77000000
USD
Enbridge Inc
1508.20000000
USD
69512.85000000
USD
Intuit Inc
151.68000000
USD
72933.89000000
USD
Humana Inc
-160.23000000
USD
-69727.43000000
USD
EPAM Systems Inc
-261.39000000
USD
-77530.66000000
USD
PepsiCo Inc
421.66000000
USD
70576.93000000
USD
Las Vegas Sands Corp
300.23000000
USD
11669.93000000
USD
Dell Technologies Inc
-1.70000000
USD
-85.28000000
USD
Dai-ichi Life Holdings Inc
-3239.19000000
USD
-66680.92000000
USD
Webster Financial Corp
-1169.35000000
USD
-65623.81000000
USD
Deutsche Boerse AG
391.23000000
USD
70923.12000000
USD
Roku Inc
-12.20000000
USD
-1527.87000000
USD
Schroders PLC
790.29000000
USD
33609.60000000
USD
Industrivarden AB.
2213.82000000
USD
62703.57000000
USD
Vivendi SA
-306.11000000
USD
-4030.84000000
USD
Industrivarden AB
1003.62000000
USD
28953.94000000
USD
Cognex Corp
-932.85000000
USD
-71969.25000000
USD
STERIS PLC
292.48000000
USD
70711.96000000
USD
BlackBerry Ltd
-9460.57000000
USD
-70215.73000000
USD
Sinch AB
-8467.23000000
USD
-58578.94000000
USD
Boeing Co/The
-0.56000000
USD
-106.56000000
USD
First Citizens BancShares Inc/
-101.72000000
USD
-67705.60000000
USD
NVIDIA Corp
223.68000000
USD
61034.09000000
USD
NRG Energy Inc
-1884.60000000
USD
-72293.32000000
USD
Santen Pharmaceutical Co Ltd
4204.27000000
USD
42494.68000000
USD
Daito Trust Construction Co Lt
-250.65000000
USD
-26821.42000000
USD
Domino's Pizza Enterprises Ltd
-1105.64000000
USD
-72920.73000000
USD
Mondelez International Inc
1132.55000000
USD
71101.39000000
USD
Viatris Inc
-6236.53000000
USD
-67853.41000000
USD
Activision Blizzard Inc
-876.72000000
USD
-70233.91000000
USD
CDW Corp/DE
56.98000000
USD
10192.98000000
USD
Dollar General Corp
127.12000000
USD
28300.35000000
USD
WiseTech Global Ltd
-1811.01000000
USD
-69449.02000000
USD
ONEOK Inc
915.38000000
USD
64653.25000000
USD
Citigroup Inc
1129.17000000
USD
60297.93000000
USD
Ecolab Inc
392.33000000
USD
69269.96000000
USD
Mosaic Co/The
-313.19000000
USD
-20827.33000000
USD
Centene Corp
-713.81000000
USD
-60095.83000000
USD
Waste Connections Inc
516.57000000
USD
72164.14000000
USD
Evonik Industries AG
2498.97000000
USD
69981.07000000
USD
National Grid PLC
4689.08000000
USD
72360.54000000
USD
Barry Callebaut AG
25.09000000
USD
59174.14000000
USD
Spark New Zealand Ltd
936.27000000
USD
2981.73000000
USD
Bunge Ltd
-595.04000000
USD
-65935.99000000
USD
Vail Resorts Inc
269.60000000
USD
70167.69000000
USD
Assurant Inc
377.99000000
USD
68729.88000000
USD
Dropbox Inc
2992.17000000
USD
69568.05000000
USD
AVEVA Group PLC
648.18000000
USD
20902.60000000
USD
Clarivate PLC
-4281.40000000
USD
-71756.19000000
USD
AvalonBay Communities Inc
172.79000000
USD
42915.50000000
USD
Allianz SE
0.06000000
USD
14.90000000
USD
Emera Inc
1440.80000000
USD
71486.41000000
USD
Tokyo Century Corp
-1773.37000000
USD
-65956.34000000
USD
Paycom Software Inc
204.16000000
USD
70718.48000000
USD
Swedbank AB
3453.69000000
USD
52265.22000000
USD
Ocado Group PLC
-4912.30000000
USD
-75714.63000000
USD
Swiss Life Holding AG
110.06000000
USD
71073.41000000
USD
Bio-Rad Laboratories Inc
123.47000000
USD
69541.30000000
USD
Teva Pharmaceutical Industries
-4688.75000000
USD
-44027.32000000
USD
SGS SA
24.11000000
USD
67493.72000000
USD
FUJIFILM Holdings Corp
441.70000000
USD
27296.27000000
USD
Avalara Inc
723.36000000
USD
71981.81000000
USD
Straumann Holding AG
-300.46000000
USD
-48539.35000000
USD
Mitsui OSK Lines Ltd
-2472.70000000
USD
-69662.07000000
USD
Motorola Solutions Inc
299.80000000
USD
72611.71000000
USD
Target Corp
316.14000000
USD
67090.52000000
USD
Airbnb Inc
46.27000000
USD
7948.09000000
USD
Berkshire Hathaway Inc
194.21000000
USD
68538.31000000
USD
Marsh & McLennan Cos Inc
419.45000000
USD
71482.19000000
USD
Telecom Italia SpA/Milano
-191274.51000000
USD
-70944.10000000
USD
Air Liquide SA
402.14000000
USD
71076.02000000
USD
Honeywell International Inc
352.16000000
USD
68523.95000000
USD
PG&E Corp
-5825.28000000
USD
-69553.80000000
USD
Ryman Healthcare Ltd
2808.62000000
USD
18318.90000000
USD
Adobe Inc
134.30000000
USD
61190.33000000
USD
Caltex Australia Ltd
1746.51000000
USD
40175.02000000
USD
SS&C Technologies Holdings Inc
403.30000000
USD
30255.79000000
USD
Arthur J Gallagher & Co
414.50000000
USD
72372.19000000
USD
Monolithic Power Systems Inc
141.75000000
USD
68846.24000000
USD
Kobe Bussan Co Ltd
-286.46000000
USD
-8907.85000000
USD
Moody's Corp
77.89000000
USD
26282.15000000
USD
Twilio Inc
450.03000000
USD
74170.15000000
USD
Kroger Co/The
-1224.33000000
USD
-70239.83000000
USD
Alimentation Couche-Tard Inc
-67.20000000
USD
-3030.08000000
USD
Antofagasta PLC
-1616.92000000
USD
-35606.02000000
USD
Isuzu Motors Ltd
-5341.40000000
USD
-69872.20000000
USD
Analog Devices Inc
420.66000000
USD
69484.61000000
USD
Asana Inc
-1841.33000000
USD
-73597.97000000
USD
Symantec Corp
-2466.83000000
USD
-65420.23000000
USD
Microsoft Corp
229.43000000
USD
70736.01000000
USD
Discovery Inc
266.24000000
USD
6634.74000000
USD
Aptiv PLC
589.26000000
USD
70540.58000000
USD
Lasertec Corp
-414.52000000
USD
-70974.10000000
USD
Sonova Holding AG
-182.30000000
USD
-76791.10000000
USD
Daimler Truck Holding AG
-2501.89000000
USD
-70201.92000000
USD
Dassault Systemes SE
966.12000000
USD
48045.12000000
USD
Koninklijke DSM NV
231.28000000
USD
41798.23000000
USD
Lear Corp
486.04000000
USD
69304.56000000
USD
Ross Stores Inc
772.26000000
USD
69858.41000000
USD
Huntington Bancshares Inc/OH
-4546.24000000
USD
-66465.99000000
USD
Constellation Energy Corp
-1297.15000000
USD
-72964.79000000
USD
Universal Music Group NV
-2713.36000000
USD
-73012.37000000
USD
O'Reilly Automotive Inc
99.06000000
USD
67850.22000000
USD
Black Knight Inc
1179.29000000
USD
68387.21000000
USD
Groupe Bruxelles Lambert SA
477.80000000
USD
50014.25000000
USD
Lam Research Corp
10.97000000
USD
5898.43000000
USD
3M Co
463.08000000
USD
68942.75000000
USD
Zebra Technologies Corp
163.68000000
USD
67716.38000000
USD
Netflix Inc
102.83000000
USD
38518.38000000
USD
VMware Inc
-13.71000000
USD
-1561.02000000
USD
Liberty Media Corp-Liberty Sir
1495.15000000
USD
68343.25000000
USD
Owens Corning
-249.98000000
USD
-22873.54000000
USD
Brown & Brown Inc
274.37000000
USD
19829.07000000
USD
SVB Financial Group
-119.01000000
USD
-66579.48000000
USD
Tenaris SA
-2220.52000000
USD
-33968.71000000
USD
Discover Financial Services
-616.22000000
USD
-67900.86000000
USD
Splunk Inc
-489.70000000
USD
-72773.77000000
USD
Gjensidige Forsikring ASA
1537.23000000
USD
38443.56000000
USD
Arista Networks Inc
-47.47000000
USD
-6596.99000000
USD
Estee Lauder Cos Inc/The
-253.87000000
USD
-69134.34000000
USD
Okta Inc
504.48000000
USD
76155.90000000
USD
Seagate Technology PLC
-767.56000000
USD
-69003.66000000
USD
Sherwin-Williams Co/The
284.14000000
USD
70927.55000000
USD
EDP - Energias de Portugal SA
4627.69000000
USD
22979.96000000
USD
News Corp
3085.64000000
USD
68347.01000000
USD
Quest Diagnostics Inc
371.20000000
USD
50802.60000000
USD
Fortinet Inc
143.84000000
USD
49154.20000000
USD
Intercontinental Exchange Inc
515.11000000
USD
68056.78000000
USD
Orsted A/S
-23.59000000
USD
-2995.03000000
USD
IDP Education Ltd
-3030.52000000
USD
-71849.55000000
USD
AbbVie Inc
431.87000000
USD
70010.90000000
USD
Invesco Ltd
-3156.16000000
USD
-72781.04000000
USD
Venture Corp Ltd
5359.17000000
USD
69568.28000000
USD
Johnson & Johnson
393.82000000
USD
69796.47000000
USD
Verizon Communications Inc
81.69000000
USD
4161.08000000
USD
DexCom Inc
-145.09000000
USD
-74229.94000000
USD
Liberty Media Corp-Liberty Sir.
1493.21000000
USD
68284.47000000
USD
McDonald's Holdings Co Japan L
1676.64000000
USD
70023.93000000
USD
Guidewire Software Inc
758.56000000
USD
71774.49000000
USD
Capgemini SE
134.97000000
USD
30397.20000000
USD
AT&T Inc
142.97000000
USD
3378.28000000
USD
Chevron Corp
411.80000000
USD
67053.54000000
USD
Ford Motor Co
-4103.84000000
USD
-69395.91000000
USD
Crown Resorts Ltd
-2947.19000000
USD
-28232.80000000
USD
Domino's Pizza Inc
166.32000000
USD
67693.61000000
USD
RioCan Real Estate Investment
2825.08000000
USD
57066.98000000
USD
Zoetis Inc
367.81000000
USD
69365.58000000
USD
Snowflake Inc
7.49000000
USD
1716.56000000
USD
Regions Financial Corp
-2974.64000000
USD
-66215.38000000
USD
Amazon.com Inc
14.45000000
USD
47114.27000000
USD
BT Group PLC
-28478.29000000
USD
-68296.86000000
USD
F5 Networks Inc
-332.52000000
USD
-69480.10000000
USD
Dollar Tree Inc
-446.18000000
USD
-71455.40000000
USD
MTR Corp Ltd
12969.68000000
USD
70138.16000000
USD
Rolls-Royce Holdings PLC
-34377.66000000
USD
-45747.34000000
USD
Tyson Foods Inc
-802.79000000
USD
-71953.79000000
USD
Cloudflare Inc
-583.35000000
USD
-69827.26000000
USD
Mizrahi Tefahot Bank Ltd
1079.71000000
USD
42362.82000000
USD
Live Nation Entertainment Inc
-600.05000000
USD
-70590.21000000
USD
ANSYS Inc
225.45000000
USD
71613.07000000
USD
Liberty Media Corp-Liberty For
1046.68000000
USD
73100.35000000
USD
Bentley Systems Inc
1550.22000000
USD
68488.76000000
USD
IPG Photonics Corp
-445.82000000
USD
-48932.77000000
USD
Raiffeisen Bank International
-4017.92000000
USD
-57867.47000000
USD
Mettler-Toledo International I
50.18000000
USD
68911.49000000
USD
RELX PLC
2291.87000000
USD
71887.45000000
USD
Sonic Healthcare Ltd
2643.46000000
USD
70412.91000000
USD
Danaher Corp
242.32000000
USD
71079.05000000
USD
Dynatrace Inc
-637.13000000
USD
-30009.00000000
USD
Peloton Interactive Inc
-2455.55000000
USD
-64875.58000000
USD
Sage Group PLC/The
7656.09000000
USD
70662.24000000
USD
Ferguson PLC
138.00000000
USD
18854.59000000
USD
GN Store Nord A/S
-1534.59000000
USD
-76336.48000000
USD
Kimco Realty Corp
-2862.46000000
USD
-70702.70000000
USD
Wolters Kluwer NV
662.54000000
USD
71164.63000000
USD
Duke Realty Corp
1227.74000000
USD
71282.70000000
USD
CF Industries Holdings Inc
-100.27000000
USD
-10333.69000000
USD
Ramsay Health Care Ltd
1463.73000000
USD
71593.20000000
USD
Freeport-McMoRan Inc
-1343.86000000
USD
-66843.58000000
USD
Facebook Inc
-307.53000000
USD
-68383.23000000
USD
Sysco Corp
-862.52000000
USD
-70424.94000000
USD
Trend Micro Inc/Japan
1166.07000000
USD
68775.76000000
USD
Taisho Pharmaceutical Holdings
604.72000000
USD
28294.54000000
USD
Brookfield Renewable Corp
-800.85000000
USD
-35009.17000000
USD
Coupa Software Inc
697.51000000
USD
70887.89000000
USD
HubSpot Inc
44.96000000
USD
21353.49000000
USD
Argenx SE
-93.17000000
USD
-29272.32000000
USD
10X Genomics Inc
-149.73000000
USD
-11389.84000000
USD
HP Inc
-1751.67000000
USD
-63585.54000000
USD
Halma PLC
2140.50000000
USD
70717.60000000
USD
Orpea
-1773.44000000
USD
-77670.36000000
USD
Host Hotels & Resorts Inc
-3655.67000000
USD
-71029.65000000
USD
Advanced Micro Devices Inc
0.20000000
USD
21.98000000
USD
Affirm Holdings Inc
-1284.83000000
USD
-59462.12000000
USD
Newell Brands Inc
-3128.02000000
USD
-66970.96000000
USD
Diamondback Energy Inc
-476.32000000
USD
-65294.58000000
USD
ViacomCBS Inc
-772.90000000
USD
-29223.43000000
USD
Workday Inc
292.63000000
USD
70073.75000000
USD
Teradyne Inc
-562.61000000
USD
-66517.86000000
USD
Fidelity National Information
714.97000000
USD
71797.47000000
USD
Alphabet Inc
24.61000000
USD
68729.88000000
USD
Wix.com Ltd
-433.92000000
USD
-45327.41000000
USD
AGNC Investment Corp
5250.52000000
USD
68781.77000000
USD
Transurban Group
1247.01000000
USD
12685.39000000
USD
Sartorius Stedim Biotech
-177.15000000
USD
-73387.02000000
USD
Eurazeo SE
0.18000000
USD
15.51000000
USD
Western Digital Corp
-709.33000000
USD
-35218.45000000
USD
GlaxoSmithKline PLC
3253.69000000
USD
70544.20000000
USD
MongoDB Inc
-171.87000000
USD
-76240.19000000
USD
La Francaise des Jeux SAEM
1271.79000000
USD
50862.61000000
USD
Insulet Corp
-277.00000000
USD
-73788.85000000
USD
Signature Bank/New York NY
-226.21000000
USD
-66389.14000000
USD
Apple Inc
78.56000000
USD
13717.17000000
USD
Associated British Foods PLC
-1976.43000000
USD
-43236.46000000
USD
Volkswagen AG
-189.28000000
USD
-47616.62000000
USD
United Rentals Inc
-191.90000000
USD
-68163.24000000
USD
Arconic Inc
-1886.12000000
USD
-67787.21000000
USD
DoorDash Inc
-552.93000000
USD
-64798.44000000
USD
WP Carey Inc
854.58000000
USD
69084.55000000
USD
Agilent Technologies Inc
513.41000000
USD
67939.10000000
USD
Nisshin Seifun Group Inc
4764.47000000
USD
66956.55000000
USD
Lion Corp
6100.99000000
USD
68450.49000000
USD
Citizens Financial Group Inc
-1432.97000000
USD
-64956.50000000
USD
Illinois Tool Works Inc
329.04000000
USD
68901.21000000
USD
Corning Inc
-171.74000000
USD
-6338.84000000
USD
Schlumberger Ltd
-851.44000000
USD
-35173.12000000
USD
Tokyo Electric Power Co Holdin
-6414.42000000
USD
-21294.22000000
USD
Synchrony Financial
-1811.76000000
USD
-63067.34000000
USD
Booking Holdings Inc
30.99000000
USD
72789.64000000
USD
Y
equity-performance leg
Other
2022-06-28
0.00000000
USD
0.00000000
USD
13974051.25000000
USD
-4562.71000000
N
N
N
MERLIN ENTERTAINMENTS
549300ZTI0VEFO6WV007
Merlin Entertainments Ltd
59010QAB2
-328000.00000000
PA
USD
-324229.64000000
-0.13152946754
Short
DBT
CORP
GB
N
2
2026-06-15
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) JUL22
000000000
1.00000000
NC
USD
-2214.72000000
-0.00089844019
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Future
W N2 Comdty
2022-07-14
52314.72000000
USD
-2214.72000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1088.93000000
-0.00044174364
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2833094.70000000
TWD
2022-04-15
-1088.93000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14729.98000000
-0.00597547598
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-27
-244535.77000000
USD
-14729.98000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-4841.30000000
-0.00196395866
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
5591589.39000000
TWD
2022-04-06
-4841.30000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-120.16000000
-0.00004874502
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
240070.10000000
USD
300000.00000000
CAD
2022-04-21
-120.16000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
3.00000000
NC
USD
29924.06000000
0.012139222307
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-11
747961.69000000
USD
29924.06000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1.80000000
0.000000730201
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
65787.78000000
TWD
2297.94000000
USD
2022-04-01
1.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-11507.85000000
-0.00466836216
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-29
-75659.40000000
USD
-11507.85000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-16257.60000000
-0.00659518195
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSJ22 COMDTY
2022-04-12
-202707.40000000
USD
-16257.60000000
N
N
N
MOHEGAN GAMING & ENT
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
551000.00000000
PA
USD
548222.96000000
0.222396305368
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
3953.00000000
NS
USD
1681566.67000000
0.682157154890
Long
EC
CORP
US
N
1
N
N
N
RITE AID CORP
529900W353T1JY1DKT44
Rite Aid Corp
767754CL6
113000.00000000
PA
USD
104171.88000000
0.042259159002
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC22
000000000
2.00000000
NC
USD
2270.56000000
0.000921092679
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C Z2 Comdty
2022-12-14
66104.44000000
USD
2270.56000000
N
N
N
Shake Shack Inc
529900J74GJAHYP80N79
Shake Shack Inc
819047101
-1319.00000000
NS
USD
-89560.10000000
-0.03633163293
Short
EC
CORP
US
N
1
N
N
N
Pactiv LLC
549300O4WTC6DL4JIE57
Pactiv LLC
880394AE1
861000.00000000
PA
USD
883730.40000000
0.358500811243
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-240.23000000
-0.00009745353
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
NZD
69048.50000000
USD
2022-04-21
-240.23000000
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
728000.00000000
PA
USD
664580.28000000
0.269598702858
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
-440.00000000
NS
USD
-36339.60000000
-0.01474179917
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-35.46000000
-0.00001438497
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
5724810.61000000
TWD
200000.00000000
USD
2022-05-03
-35.46000000
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Long: MQIS3311 TRS USD R E MQIS331 INDEX / Short: MQIS3311 TRS USD P F .25000 FIXED .25 PERCENT
000000000
11639967.46000000
OU
Notional Amount
USD
-113255.90000000
-0.04594425180
N/A
DE
US
N
2
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
US Equity Overnight Mean Reversion
MQIS331
S&P500 EMINI FUT Jun22
1.00000000
USD
0.01000000
USD
Y
equity-performance leg
2022-03-09
0.00000000
USD
0.00000000
USD
11639967.46000000
USD
-113255.90000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-6026.36000000
-0.00244469913
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
500000.00000000
CHF
535374.90000000
USD
2022-04-21
-6026.36000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE MAY22
000000000
-2.00000000
NC
USD
10436.58000000
0.004233782606
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Future
CLK2 COMDTY
2022-04-20
-213316.58000000
USD
10436.58000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR JUN23
000000000
-4.00000000
NC
-112.48000000
-0.00004562949
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
3 Month Euro Euribor Future
ERM3 COMDTY
2023-06-19
-989648.32000000
EUR
-112.48000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
2718.40000000
0.001102766867
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LLJ2 Comdty
2022-04-25
57875.35000000
USD
2718.40000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-21304.60000000
-0.00864258645
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-28
-237946.90000000
USD
-21304.60000000
N
N
N
HOUGHTON MIFFLIN HARCOUR
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishers Inc
44157TAA3
1043000.00000000
PA
USD
1090586.88000000
0.442415787904
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
9.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
-150000.00000000
PA
USD
-143199.75000000
-0.05809150227
Short
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
8840.52000000
0.003586312739
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-04
78334.23000000
USD
8840.52000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-3.00000000
NC
USD
-30845.05000000
-0.01251283813
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-11
-747040.70000000
USD
-30845.05000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
422.00000000
NS
USD
1173729.70000000
0.476144138110
Long
EC
CORP
US
N
1
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd / HLF Financing Inc
42704MAA0
174000.00000000
PA
USD
178643.19000000
0.072469758353
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR MAY22
000000000
1.00000000
NC
USD
-762.27000000
-0.00030922825
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Future
SMK2 COMDTY
2022-05-13
47512.27000000
USD
-762.27000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-110.07000000
-0.00004465183
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2860734.70000000
TWD
2022-04-18
-110.07000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
162.41000000
0.000065884478
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
242875223.00000000
KRW
200000.00000000
USD
2022-04-22
162.41000000
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
-44.00000000
NS
USD
-9783.84000000
-0.00396898712
Short
EC
CORP
US
N
1
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BU4
-327000.00000000
PA
USD
-325768.85000000
-0.13215387521
Short
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-15988.85000000
-0.00648615878
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-20
-243323.65000000
USD
-15988.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-3206.26000000
-0.00130067587
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
130944.00000000
USD
3659877.86000000
TWD
2022-04-01
-3206.26000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1413.71000000
-0.00057349637
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
69056.00000000
USD
1938052.98000000
TWD
2022-04-01
-1413.71000000
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAC5
561000.00000000
PA
USD
586806.00000000
0.238048195515
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
9.75000000
N
N
N
N
N
N
SoFi Technologies Inc
549300SW81JCMVZDDY09
SoFi Technologies Inc
83406F102
-1759.00000000
NS
USD
-16622.55000000
-0.00674323035
Short
EC
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
-328000.00000000
PA
USD
-327491.60000000
-0.13285273911
Short
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
528.54000000
0.000214411565
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-23
-174746.54000000
USD
528.54000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 INSU JUN22
000000000
2.00000000
NC
751.21000000
0.000304741575
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Insurance Index Future
JVM2 INDEX
2022-06-17
30740.94000000
EUR
751.21000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-20553.96000000
-0.00833807610
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-09
-497996.04000000
USD
-20553.96000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SX5E DIVIDEND FUT DEC22
000000000
1.00000000
NC
452.09000000
0.000183398275
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Dow Jones EURO STOXX 50 Dividend Future
DEDZ2 INDEX
2022-12-16
11461.33000000
EUR
452.09000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
7743.40000000
0.003141246676
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-09
79328.10000000
USD
7743.40000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: RU20INTR TRS USD R E RU20INTR INDEX / Short: RU20INTR TRS USD P V 03MSOFR SOFR + 0.41 PERCENT
000000000
9995438.88000000
OU
Notional Amount
USD
278654.88000000
0.113041262965
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Russell 2000 Total Return Index
RU20INTR INDEX
Y
equity-performance leg
2023-03-09
0.00000000
USD
0.00000000
USD
9995438.88000000
USD
278654.88000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
321.25000000
0.000130320724
N/A
DFE
ZA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
300000.00000000
USD
4397947.50000000
ZAR
2022-04-21
321.25000000
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
-4391.00000000
NS
USD
-196585.07000000
-0.07974819817
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
6603.27000000
0.002678732848
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-10
80477.98000000
USD
6603.27000000
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
814000.00000000
PA
USD
854944.20000000
0.346823181897
Long
DBT
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
MINI TPX IDX FUT JUN22
000000000
2.00000000
NC
3.07000000
0.000001245399
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE Mini Topix Future
TMIM2 INDEX
2022-06-09
3892626.00000000
JPY
3.07000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: BNPUFSLV3 TRS USD R E BBG00PG3G0D8 / Short: BNPUFSLV3 TRS USD P V 03MSOFR US0003M +0.43 PERCENT
000000000
24768608.04000000
OU
Notional Amount
USD
-490699.46000000
-0.19906088382
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Equity Value Factor
BNPUFSLV
Eagle Bulk Shipping Inc
404.74000000
USD
27567.08000000
USD
MetLife Inc
531.97000000
USD
37386.52000000
USD
Arrow Electronics Inc
705.52000000
USD
83696.39000000
USD
AmerisourceBergen Corp
166.05000000
USD
25689.91000000
USD
GoPro Inc
4838.50000000
USD
41272.44000000
USD
NetScout Systems Inc
2654.28000000
USD
85149.42000000
USD
Atea Pharmaceuticals Inc
4016.68000000
USD
29000.45000000
USD
Bloomin' Brands Inc
1963.01000000
USD
43068.52000000
USD
New Residential Investment Cor
3269.89000000
USD
35903.39000000
USD
CVS Health Corp
234.27000000
USD
23710.05000000
USD
Peoples Financial Services Cor
498.11000000
USD
25144.39000000
USD
Graphite Bio Inc
2822.90000000
USD
14396.80000000
USD
Summit Materials Inc
812.80000000
USD
25245.63000000
USD
Olin Corp
513.63000000
USD
26852.34000000
USD
A10 Networks Inc
6082.15000000
USD
84845.95000000
USD
Southern National Bancorp of V
1712.30000000
USD
23938.02000000
USD
Kaman Corp
626.40000000
USD
27235.69000000
USD
Avanos Medical Inc
736.02000000
USD
24656.64000000
USD
Energizer Holdings Inc
1891.52000000
USD
58183.22000000
USD
1-800-Flowers.com Inc
2612.77000000
USD
33338.91000000
USD
Teradata Corp
1819.41000000
USD
89678.71000000
USD
TimkenSteel Corp
1289.41000000
USD
28212.39000000
USD
Peoples Bancorp Inc/OH
750.48000000
USD
23497.62000000
USD
CONSOL Energy Inc
1034.27000000
USD
38919.67000000
USD
Heidrick & Struggles Internati
696.45000000
USD
27565.38000000
USD
Phibro Animal Health Corp
1184.18000000
USD
23624.35000000
USD
Mercantile Bank Corp
660.05000000
USD
23379.14000000
USD
Textron Inc
385.10000000
USD
28644.05000000
USD
YRC Worldwide Inc
3221.93000000
USD
22585.74000000
USD
Navient Corp
2065.19000000
USD
35190.83000000
USD
Dropbox Inc
3870.19000000
USD
89981.94000000
USD
World Fuel Services Corp
1266.09000000
USD
34235.01000000
USD
Bioventus Inc
1812.51000000
USD
25556.38000000
USD
Unum Group
1239.58000000
USD
39059.27000000
USD
Laredo Petroleum Inc
453.46000000
USD
35887.12000000
USD
Seres Therapeutics Inc
3547.27000000
USD
25256.55000000
USD
Macatawa Bank Corp
2649.85000000
USD
23875.14000000
USD
Convey Health Solutions Holdin
4593.80000000
USD
30043.43000000
USD
Modine Manufacturing Co
4262.16000000
USD
38402.07000000
USD
National Western Life Group In
158.65000000
USD
33380.91000000
USD
Natus Medical Inc
931.60000000
USD
24482.57000000
USD
Universal Logistics Holdings I
1346.77000000
USD
27137.36000000
USD
K12 Inc
1171.90000000
USD
42574.95000000
USD
Barrett Business Services Inc
357.99000000
USD
27733.63000000
USD
Consolidated Edison Inc
480.15000000
USD
45460.87000000
USD
Paysafe Ltd
28491.16000000
USD
96585.05000000
USD
Viemed Healthcare Inc
5668.94000000
USD
28231.32000000
USD
Willis Lease Finance Corp
787.45000000
USD
25348.08000000
USD
Rite Aid Corp
6107.60000000
USD
53441.50000000
USD
Titan International Inc
2358.07000000
USD
34734.40000000
USD
NewAge Inc
95988.84000000
USD
55769.51000000
USD
CuriosityStream Inc
22994.53000000
USD
66684.13000000
USD
AGCO Corp
210.44000000
USD
30730.01000000
USD
Seneca Foods Corp
1121.10000000
USD
57781.42000000
USD
Atkore International Group Inc
274.29000000
USD
27001.40000000
USD
Fulgent Genetics Inc
438.78000000
USD
27384.51000000
USD
REX American Resources Corp
367.99000000
USD
36652.12000000
USD
CDK Global Inc
1740.20000000
USD
84713.15000000
USD
Vir Biotechnology Inc
1063.40000000
USD
27350.52000000
USD
Vertex Pharmaceuticals Inc
100.46000000
USD
26215.77000000
USD
Red River Bancshares Inc
494.46000000
USD
26161.63000000
USD
Innovage Holding Corp
5048.33000000
USD
32410.28000000
USD
Primoris Services Corp
997.06000000
USD
23749.86000000
USD
Lazard Ltd
1024.57000000
USD
35347.66000000
USD
Brookfield Infrastructure Corp
597.67000000
USD
45087.96000000
USD
Aerojet Rocketdyne Holdings In
674.43000000
USD
26538.91000000
USD
Rayonier Advanced Materials In
3793.52000000
USD
24923.46000000
USD
Atossa Therapeutics Inc
19495.55000000
USD
24369.44000000
USD
Penn National Gaming Inc
894.29000000
USD
37935.69000000
USD
Mitek Systems Inc
5747.15000000
USD
84310.62000000
USD
PNM Resources Inc
926.91000000
USD
44185.79000000
USD
Kohl's Corp
699.84000000
USD
42312.27000000
USD
Bassett Furniture Industries I
2120.18000000
USD
35110.23000000
USD
Group 1 Automotive Inc
195.29000000
USD
32775.18000000
USD
Nabors Industries Ltd
225.83000000
USD
34489.44000000
USD
Blackstone Mortgage Trust Inc
1053.73000000
USD
33497.93000000
USD
SolarWinds Corp
7054.00000000
USD
93888.74000000
USD
Aaron's Co Inc/The
1709.55000000
USD
34327.75000000
USD
Hovnanian Enterprises Inc
516.20000000
USD
30507.13000000
USD
Forestar Group Inc
1884.53000000
USD
33469.28000000
USD
Home Bancorp Inc
613.05000000
USD
25006.25000000
USD
Resideo Technologies Inc
1061.71000000
USD
25300.49000000
USD
Kraft Heinz Co/The
1462.92000000
USD
57624.34000000
USD
CNO Financial Group Inc
1438.70000000
USD
36096.88000000
USD
Intel Corp
1691.48000000
USD
83829.68000000
USD
Central Garden & Pet Co
1256.25000000
USD
55224.96000000
USD
Ready Capital Corp
2169.87000000
USD
32678.31000000
USD
Tyson Foods Inc
612.61000000
USD
54908.62000000
USD
Preformed Line Products Co
419.28000000
USD
26590.62000000
USD
Sotera Health Co
1305.37000000
USD
28274.30000000
USD
Ladder Capital Corp
2919.44000000
USD
34653.80000000
USD
Great Ajax Corp
2972.09000000
USD
34862.59000000
USD
Lands' End Inc
2333.53000000
USD
39483.41000000
USD
Jabil Inc
1509.68000000
USD
93192.45000000
USD
Photronics Inc
4715.09000000
USD
80015.13000000
USD
Lifetime Brands Inc
3062.87000000
USD
39327.30000000
USD
Chesapeake Energy Corp
436.36000000
USD
37963.37000000
USD
SkyWest Inc
1023.71000000
USD
29534.08000000
USD
TRI Pointe Group Inc
1743.06000000
USD
35000.73000000
USD
FibroGen Inc
1904.64000000
USD
22893.83000000
USD
PVH Corp
538.38000000
USD
41245.25000000
USD
Viatris Inc
2410.01000000
USD
26220.87000000
USD
Golden Entertainment Inc
749.28000000
USD
43510.62000000
USD
Puma Biotechnology Inc
8594.80000000
USD
24753.03000000
USD
Benefitfocus Inc
8334.56000000
USD
105182.10000000
USD
PennyMac Mortgage Investment T
2040.90000000
USD
34470.75000000
USD
RenaissanceRe Holdings Ltd
239.24000000
USD
37922.34000000
USD
Reneo Pharmaceuticals Inc
5589.62000000
USD
16433.47000000
USD
TTM Technologies Inc
6453.44000000
USD
95639.91000000
USD
GrafTech International Ltd
2829.69000000
USD
27221.60000000
USD
RE/MAX Holdings Inc
1182.23000000
USD
32783.19000000
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Hillenbrand Inc
571.63000000
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25249.02000000
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Biogen Inc
118.70000000
USD
24999.21000000
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Xencor Inc
841.39000000
USD
22448.33000000
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Gates Industrial Corp PLC
1730.92000000
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26067.68000000
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Exelixis Inc
1173.75000000
USD
26608.83000000
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Incyte Corp
337.03000000
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26766.88000000
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Anika Therapeutics Inc
783.64000000
USD
19677.24000000
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Perrigo Co PLC
665.73000000
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25584.06000000
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Griffon Corp
1170.55000000
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23446.15000000
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Escalade Inc
2850.12000000
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37621.53000000
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Macy's Inc
1612.11000000
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39270.97000000
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Bruker Corp
380.02000000
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24435.47000000
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Olympic Steel Inc
761.98000000
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29305.86000000
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Merchants Bancorp/IN
862.95000000
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23627.50000000
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G-III Apparel Group Ltd
1561.54000000
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42239.68000000
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Greenhill & Co Inc
2022.11000000
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31282.09000000
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Maxar Technologies Inc
769.98000000
USD
30383.56000000
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Vista Outdoor Inc
1105.61000000
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39459.37000000
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Kulicke & Soffa Industries Inc
1642.51000000
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92013.27000000
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Telephone & Data Systems Inc
3920.50000000
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74018.97000000
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Western Union Co/The
4534.15000000
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84970.01000000
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Discovery Inc
2902.75000000
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72336.51000000
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Vishay Intertechnology Inc
4461.14000000
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87438.34000000
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Houghton Mifflin Harcourt Co
1784.73000000
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37497.23000000
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IBEX Ltd
5027.86000000
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80144.05000000
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Dorian LPG Ltd
2512.72000000
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36409.34000000
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Pzena Investment Management In
4116.95000000
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33017.96000000
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Universal Corp/VA
1018.12000000
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59122.05000000
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Century Casinos Inc
3707.69000000
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44306.94000000
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Encore Wire Corp
223.44000000
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25487.92000000
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Knowles Corp
3822.67000000
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82302.11000000
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Trinseo SA
493.60000000
USD
23653.24000000
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Arch Coal Inc
240.01000000
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32972.56000000
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American National Bankshares I
637.08000000
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24005.27000000
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Sesen Bio Inc
38789.47000000
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23378.41000000
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Fossil Group Inc
2946.59000000
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28405.15000000
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US Xpress Enterprises Inc
6213.14000000
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24106.99000000
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Maravai LifeSciences Holdings
680.08000000
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23986.33000000
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American Finance Trust Inc
4442.12000000
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35137.17000000
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Alector Inc
1788.18000000
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25481.61000000
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Enova International Inc
992.18000000
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37673.24000000
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Varex Imaging Corp
995.83000000
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21201.17000000
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Flagstar Bancorp Inc
535.26000000
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22694.99000000
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Biglari Holdings Inc
234.67000000
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33936.15000000
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Bank of New York Mellon Corp/T
465.41000000
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23098.25000000
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Vontier Corp
3617.52000000
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91848.91000000
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Viant Technology Inc
11128.14000000
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72889.32000000
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Clearwater Paper Corp
805.37000000
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22574.57000000
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VMware Inc
731.14000000
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83255.02000000
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OPKO Health Inc
7760.39000000
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26695.75000000
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Marcus Corp/The
4304.73000000
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76193.79000000
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Customers Bancorp Inc
461.59000000
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24067.18000000
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FS Bancorp Inc
769.06000000
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23840.91000000
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American Public Education Inc
1790.72000000
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38034.99000000
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First Solar Inc
1010.38000000
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84609.00000000
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HealthStream Inc
1174.32000000
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23392.49000000
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Clearway Energy Inc
1205.82000000
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44024.35000000
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Vishay Precision Group Inc
2589.27000000
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83245.06000000
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National HealthCare Corp
358.92000000
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25207.02000000
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Liberty Latin America Ltd
7820.11000000
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75855.11000000
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Syndax Pharmaceuticals Inc
1410.56000000
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24515.59000000
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TPG RE Finance Trust Inc
2861.15000000
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33790.24000000
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American Vanguard Corp
1374.50000000
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27929.79000000
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Athira Pharma Inc
2615.00000000
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35302.51000000
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Community Health Systems Inc
2234.82000000
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26527.26000000
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State Street Corp
297.51000000
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25918.85000000
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Nuvation Bio Inc
4893.80000000
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25741.38000000
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Pfizer Inc
505.47000000
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26168.19000000
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Moderna Inc
185.49000000
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31951.67000000
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Accuray Inc
7201.08000000
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23835.57000000
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MiMedx Group Inc
5016.66000000
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23628.47000000
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B Riley Financial Inc
534.03000000
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37360.79000000
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Tutor Perini Corp
2572.45000000
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27782.42000000
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Landsea Homes Corp
5945.30000000
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50832.36000000
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Silgan Holdings Inc
547.63000000
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25317.00000000
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Cue Health Inc
2986.26000000
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19261.36000000
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Churchill Capital Corp III
4985.38000000
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23331.56000000
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Olema Pharmaceuticals Inc
5474.78000000
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23322.57000000
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Organon & Co
654.29000000
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22854.25000000
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AAR Corp
591.39000000
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28641.13000000
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Unitil Corp
789.87000000
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39398.92000000
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OneSpan Inc
6156.72000000
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88903.03000000
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Alliance Data Systems Corp
1499.25000000
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84183.16000000
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Powell Industries Inc
1182.64000000
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22966.90000000
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Goodyear Tire & Rubber Co/The
3011.00000000
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43027.25000000
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Everbridge Inc
2220.09000000
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96884.88000000
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Gannett Co Inc
16336.88000000
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73679.33000000
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Taylor Morrison Home Corp
1262.65000000
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34369.26000000
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KKR Real Estate Finance Trust
1640.64000000
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33813.54000000
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Valhi Inc
1016.54000000
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29794.82000000
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Cowen Inc
1246.15000000
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33770.57000000
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UWM Holdings Corp
7647.43000000
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34642.88000000
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Belden Inc
1492.02000000
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82657.78000000
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WESCO International Inc
237.33000000
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30886.60000000
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NETGEAR Inc
3296.89000000
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81367.17000000
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Charles River Laboratories Int
93.43000000
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26531.14000000
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Avista Corp
939.46000000
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42416.42000000
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Clipper Realty Inc
3582.66000000
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32494.77000000
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Pactiv Evergreen Inc
2551.55000000
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25668.55000000
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Molson Coors Brewing Co
1088.67000000
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58113.30000000
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Nielsen Holdings PLC
1506.54000000
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41038.16000000
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Industrial Logistics Propertie
1499.30000000
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33989.07000000
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Hersha Hospitality Trust
3758.32000000
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34125.51000000
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CenturyLink Inc
6698.87000000
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75496.28000000
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Ionis Pharmaceuticals Inc
741.26000000
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27456.13000000
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Radiant Logistics Inc
4067.67000000
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25911.08000000
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Marcus & Millichap Inc
733.76000000
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38654.56000000
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MEDNAX Inc
1071.47000000
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25158.23000000
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Diodes Inc
991.92000000
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86286.84000000
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Full House Resorts Inc
4575.56000000
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43971.18000000
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VOXX International Corp
3656.86000000
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36458.86000000
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Sinclair Broadcast Group Inc
2654.82000000
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74388.00000000
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Gilead Sciences Inc
402.75000000
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23943.36000000
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Red Rock Resorts Inc
886.85000000
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43065.61000000
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United Fire Group Inc
1192.49000000
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37050.76000000
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REGENXBIO Inc
820.09000000
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27218.93000000
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Dolby Laboratories Inc
1138.19000000
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89029.52000000
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Eastman Kodak Co
17198.40000000
USD
112649.50000000
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PG&E Corp
3931.15000000
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46937.94000000
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Annaly Capital Management Inc
4642.32000000
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32681.95000000
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CenterPoint Energy Inc
1493.12000000
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45749.29000000
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Thermon Group Holdings Inc
1460.08000000
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23653.24000000
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ScanSource Inc
2430.28000000
USD
84549.52000000
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Qurate Retail Inc
7573.33000000
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36049.05000000
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Alleghany Corp
55.05000000
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46627.91000000
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Genworth Financial Inc
8860.34000000
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33492.10000000
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Invesco Ltd
1701.62000000
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39239.41000000
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Groupon Inc
2039.13000000
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39212.46000000
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Capital City Bank Group Inc
899.09000000
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23700.09000000
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Perdoceo Education Corp
3586.60000000
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41174.12000000
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American International Group I
594.31000000
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37304.95000000
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OneMain Holdings Inc
778.65000000
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36916.02000000
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Huntsman Corp
645.25000000
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24203.38000000
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United Therapeutics Corp
139.03000000
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24943.12000000
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Innoviva Inc
1360.93000000
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26334.00000000
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Dynavax Technologies Corp
2386.02000000
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25864.47000000
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Allscripts Healthcare Solution
1131.96000000
USD
25491.80000000
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Prudential Financial Inc
317.84000000
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37559.62000000
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MidWestOne Financial Group Inc
772.84000000
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25580.90000000
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Fluent Inc
49562.53000000
USD
103090.07000000
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Casa Systems Inc
19407.02000000
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87719.73000000
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AT&T Inc
3189.24000000
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75361.78000000
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EZCORP Inc
5782.52000000
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34926.44000000
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Interactive Brokers Group Inc
559.70000000
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36889.55000000
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Amkor Technology Inc
3919.27000000
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85126.60000000
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Teekay Corp
10773.11000000
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34150.76000000
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Cerence Inc
2619.67000000
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94569.98000000
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Tyra Biosciences Inc
2118.33000000
USD
22666.10000000
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Retail Value Inc
10048.91000000
USD
30749.67000000
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Ryder System Inc
341.37000000
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27081.04000000
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Caleres Inc
1965.08000000
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37984.97000000
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WestRock Co
561.87000000
USD
26424.56000000
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Seaboard Corp
14.83000000
USD
62372.62000000
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FutureFuel Corp
2797.67000000
USD
27221.36000000
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ManpowerGroup Inc
294.89000000
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27696.24000000
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Oppenheimer Holdings Inc
787.77000000
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34331.15000000
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Colony Credit Real Estate Inc
3801.66000000
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35165.34000000
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Ribbon Communications Inc
27994.86000000
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86504.13000000
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Cigna Corp
104.67000000
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25079.57000000
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Finance Of America Cos Inc
11135.33000000
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33851.42000000
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EMCORE Corp
21892.44000000
USD
81002.03000000
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Douglas Elliman Inc
4868.62000000
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35540.92000000
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Greif Inc
411.96000000
USD
26801.84000000
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Silverback Therapeutics Inc
6498.53000000
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22809.82000000
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Cardinal Health Inc
457.36000000
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25932.45000000
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Zynex Inc
4099.07000000
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25537.20000000
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Myriad Genetics Inc
990.90000000
USD
24970.56000000
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Owens & Minor Inc
593.70000000
USD
26134.68000000
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Blue Ridge Bankshares Inc
1546.18000000
USD
23455.62000000
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Carrols Restaurant Group Inc
17365.79000000
USD
39246.70000000
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XBiotech Inc
2620.72000000
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22643.03000000
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Veritiv Corp
222.47000000
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29719.32000000
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Caesarstone Ltd
2263.75000000
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23814.69000000
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Builders FirstSource Inc
368.90000000
USD
23808.62000000
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Ironwood Pharmaceuticals Inc
2109.01000000
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26531.38000000
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Stewart Information Services C
517.92000000
USD
31391.09000000
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Elanco Animal Health Inc
939.64000000
USD
24515.10000000
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REV Group Inc
1994.87000000
USD
26731.19000000
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Scholastic Corp
1762.86000000
USD
71008.03000000
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Tenet Healthcare Corp
277.32000000
USD
23838.24000000
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JPMorgan Chase & Co
184.02000000
USD
25086.12000000
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Newpark Resources Inc
8466.42000000
USD
30987.11000000
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Acumen Pharmaceuticals Inc
4507.43000000
USD
17624.06000000
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Tiptree Inc
2805.15000000
USD
36046.14000000
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Coca-Cola Consolidated Inc
123.14000000
USD
61180.33000000
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United States Cellular Corp
2527.66000000
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76411.08000000
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Universal Electronics Inc
1159.16000000
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36212.20000000
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Pilgrim's Pride Corp
2625.65000000
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65903.84000000
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Jefferies Financial Group Inc
1101.25000000
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36176.03000000
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Graham Holdings Co
65.04000000
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39768.91000000
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Westlake Chemical Corp
208.22000000
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25694.77000000
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Synchrony Financial
940.12000000
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32725.41000000
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NCI Building Systems Inc
1080.21000000
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26270.64000000
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Liberty TripAdvisor Holdings I
40083.42000000
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82171.01000000
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Chemours Co/The
966.79000000
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30434.54000000
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Bluegreen Vacations Holding Co
1366.64000000
USD
40411.55000000
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Civista Bancshares Inc
983.76000000
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23708.59000000
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American Outdoor Brands Inc
2489.11000000
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32681.95000000
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Kelly Services Inc
1352.37000000
USD
29332.81000000
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United States Steel Corp
781.74000000
USD
29503.00000000
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Oportun Financial Corp
2502.18000000
USD
35931.30000000
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Crawford & Co
4616.30000000
USD
34899.25000000
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Unisys Corp
3849.80000000
USD
83194.08000000
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Alkermes PLC
1004.17000000
USD
26419.71000000
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Cohu Inc
2936.31000000
USD
86914.91000000
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Delek US Holdings Inc
1751.82000000
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37173.61000000
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Beazer Homes USA Inc
2306.15000000
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35099.54000000
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JOANN Inc
3241.03000000
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36980.11000000
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Atlas Air Worldwide Holdings I
322.71000000
USD
27872.50000000
USD
Danaher Corp
93.21000000
USD
27340.57000000
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Benchmark Electronics Inc
3125.05000000
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78251.34000000
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TrueBlue Inc
1028.97000000
USD
29727.09000000
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StarTek Inc
18949.32000000
USD
83945.48000000
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Primo Water Corp
4143.33000000
USD
59042.42000000
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Whole Earth Brands Inc
6442.46000000
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46128.03000000
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Hanmi Financial Corp
983.76000000
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24210.42000000
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SMART Global Holdings Inc
3142.16000000
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81162.02000000
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General Motors Co
928.77000000
USD
40624.47000000
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New York Community Bancorp Inc
2111.84000000
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22638.91000000
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SJW Group
627.13000000
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43635.90000000
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Progress Software Corp
1892.12000000
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89099.92000000
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Lions Gate Entertainment Corp
4886.91000000
USD
79412.31000000
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Terns Pharmaceuticals Inc
7310.84000000
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21713.19000000
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Lazydays Holdings Inc
2110.60000000
USD
42591.95000000
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Deluxe Corp
839.23000000
USD
25378.43000000
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Alpha & Omega Semiconductor Lt
1711.66000000
USD
93542.05000000
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SecureWorks Corp
5942.68000000
USD
78740.54000000
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Sonic Automotive Inc
731.37000000
USD
31090.53000000
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A-Mark Precious Metals Inc
460.92000000
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35647.74000000
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GMS Inc
528.59000000
USD
26308.03000000
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Eagle Pharmaceuticals Inc/DE
488.18000000
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24160.16000000
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Cross Country Healthcare Inc
1169.16000000
USD
25335.70000000
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Lincoln National Corp
554.70000000
USD
36255.41000000
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Vera Bradley Inc
5498.74000000
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42175.34000000
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EQT Corp
1405.01000000
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48346.30000000
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Safe Bulkers Inc
5850.11000000
USD
27846.52000000
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Rackspace Technology Inc
7947.10000000
USD
88689.63000000
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TCR2 Therapeutics Inc
9708.35000000
USD
26795.04000000
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KARYOPHARM THERAPEUTICS INC
4030.17000000
USD
29702.32000000
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Adtalem Global Education Inc
1596.26000000
USD
47424.95000000
USD
Insight Enterprises Inc
790.88000000
USD
84876.78000000
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NOW Inc
2311.99000000
USD
25501.27000000
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Commercial Vehicle Group Inc
3341.85000000
USD
28238.61000000
USD
QIAGEN NV
567.83000000
USD
27823.70000000
USD
Container Store Group Inc/The
4525.65000000
USD
36974.53000000
USD
Virtu Financial Inc
996.69000000
USD
37096.64000000
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Thermo Fisher Scientific Inc
45.63000000
USD
26948.48000000
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Inotiv Inc
1041.69000000
USD
27271.37000000
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Sientra Inc
9868.09000000
USD
21907.17000000
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Village Super Market Inc
2456.85000000
USD
60192.70000000
USD
Computer Programs and Systems
709.66000000
USD
24447.85000000
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Tactile Systems Technology Inc
1256.79000000
USD
25336.91000000
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NN Inc
9974.34000000
USD
28726.11000000
USD
Parsons Corp
725.77000000
USD
28087.11000000
USD
Newmark Group Inc
2044.70000000
USD
32551.58000000
USD
CIRCOR International Inc
1076.64000000
USD
28660.07000000
USD
PlayAGS Inc
5052.32000000
USD
33698.95000000
USD
Intercept Pharmaceuticals Inc
1745.86000000
USD
28405.15000000
USD
Designer Brands Inc
3057.87000000
USD
41311.77000000
USD
JELD-WEN Holding Inc
1196.37000000
USD
24262.37000000
USD
M/I Homes Inc
764.47000000
USD
33904.10000000
USD
Covenant Transportation Group
1227.39000000
USD
26425.78000000
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Talos Energy Inc
2059.66000000
USD
32521.96000000
USD
Donnelley Financial Solutions
1095.76000000
USD
36445.03000000
USD
Orthofix Medical Inc
706.53000000
USD
23103.59000000
USD
Haverty Furniture Cos Inc
1323.52000000
USD
36290.86000000
USD
Comstock Resources Inc
3771.73000000
USD
49221.03000000
USD
Aerie Pharmaceuticals Inc
2993.71000000
USD
27242.73000000
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Luther Burbank Corp
1837.38000000
USD
24418.72000000
USD
PBF Energy Inc
1528.56000000
USD
37251.05000000
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Wells Fargo & Co
508.18000000
USD
24626.54000000
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SS&C Technologies Holdings Inc
1111.43000000
USD
83379.32000000
USD
Koppers Holdings Inc
835.44000000
USD
22991.18000000
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Aveanna Healthcare Holdings In
5235.70000000
USD
17853.73000000
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Huntington Ingalls Industries
124.16000000
USD
24763.47000000
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Orchid Island Capital Inc
9751.65000000
USD
31692.87000000
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GEO Group Inc/The
4615.78000000
USD
30510.29000000
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RBB Bancorp
998.32000000
USD
23450.52000000
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Titan Machinery Inc
1002.43000000
USD
28328.68000000
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Kodiak Sciences Inc
3129.08000000
USD
24156.52000000
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Antero Resources Corp
1381.28000000
USD
42170.48000000
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Fluidigm Corp
7032.14000000
USD
25245.38000000
USD
Invacare Corp
10247.69000000
USD
14449.24000000
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Helix Energy Solutions Group I
6738.24000000
USD
32208.77000000
USD
Granite Point Mortgage Trust I
3056.57000000
USD
33989.07000000
USD
Sensei Biotherapeutics Inc
7785.54000000
USD
17984.59000000
USD
MDU Resources Group Inc
1638.98000000
USD
43678.87000000
USD
Textainer Group Holdings Ltd
734.57000000
USD
27964.99000000
USD
Sanderson Farms Inc
314.27000000
USD
58922.97000000
USD
Trinity Industries Inc
827.24000000
USD
28423.85000000
USD
Retrophin Inc
1017.47000000
USD
26220.14000000
USD
Midland States Bancorp Inc
822.72000000
USD
23743.79000000
USD
Park-Ohio Holdings Corp
1684.99000000
USD
23707.86000000
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South Plains Financial Inc
879.34000000
USD
23372.83000000
USD
MoneyGram International Inc
7572.59000000
USD
79966.58000000
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Artesian Resources Corp
861.75000000
USD
41838.12000000
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Rocky Brands Inc
835.45000000
USD
34746.54000000
USD
ON24 Inc
6341.37000000
USD
83389.03000000
USD
MKS Instruments Inc
559.70000000
USD
83955.19000000
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Air Lease Corp
730.65000000
USD
32623.44000000
USD
Senior Housing Properties Trus
11365.70000000
USD
36370.25000000
USD
StoneCo Ltd
8413.10000000
USD
98433.32000000
USD
Micron Technology Inc
1041.28000000
USD
81105.21000000
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Invesco Mortgage Capital Inc
14780.45000000
USD
33699.44000000
USD
Fluor Corp
942.20000000
USD
27031.75000000
USD
Waterstone Financial Inc
1213.90000000
USD
23476.74000000
USD
Select Medical Holdings Corp
1009.24000000
USD
24211.63000000
USD
Braemar Hotels & Resorts Inc
5577.08000000
USD
34466.38000000
USD
Organogenesis Holdings Inc
2827.77000000
USD
21547.61000000
USD
Ducommun Inc
509.66000000
USD
26700.84000000
USD
ViacomCBS Inc
2173.41000000
USD
82176.59000000
USD
Centene Corp
293.98000000
USD
24749.87000000
USD
Nordstrom Inc
1532.70000000
USD
41551.40000000
USD
Texas Capital Bancshares Inc
399.30000000
USD
22883.63000000
USD
AbbVie Inc
162.96000000
USD
26417.52000000
USD
Retractable Technologies Inc
5112.93000000
USD
24286.41000000
USD
Sylvamo Corp
721.44000000
USD
24009.39000000
USD
Xperi Holding Corp
5072.30000000
USD
87852.28000000
USD
Mesa Air Group Inc
6288.20000000
USD
27668.08000000
USD
Rimini Street Inc
14190.02000000
USD
82302.11000000
USD
McKesson Corp
87.92000000
USD
26914.25000000
USD
Meritage Homes Corp
398.04000000
USD
31537.00000000
USD
AVAYA HOLDINGS CORP
6361.46000000
USD
80599.74000000
USD
Amneal Pharmaceuticals Inc
6009.92000000
USD
25061.36000000
USD
Winnebago Industries Inc
640.53000000
USD
34607.92000000
USD
TravelCenters of America Inc
993.26000000
USD
42670.37000000
USD
Ultra Clean Holdings Inc
1997.64000000
USD
84680.13000000
USD
Boise Cascade Co
362.88000000
USD
25209.45000000
USD
SmartFinancial Inc
918.69000000
USD
23500.04000000
USD
Cleveland-Cliffs Inc
967.60000000
USD
31166.52000000
USD
Quanex Building Products Corp
1156.64000000
USD
24277.91000000
USD
International Game Technology
1583.77000000
USD
39087.43000000
USD
Endo International PLC
10610.39000000
USD
24510.01000000
USD
Exagen Inc
3325.74000000
USD
26705.70000000
USD
Collier Creek Holdings
3916.66000000
USD
57888.25000000
USD
Cass Information Systems Inc
1986.78000000
USD
73331.91000000
USD
ACI Worldwide Inc
2544.18000000
USD
80116.13000000
USD
Veracyte Inc
951.95000000
USD
26245.15000000
USD
Northwest Natural Holding Co
757.30000000
USD
39167.79000000
USD
GENESCO INC
594.06000000
USD
37788.08000000
USD
Vistra Energy Corp
1881.40000000
USD
43742.48000000
USD
Rocket Cos Inc
2821.96000000
USD
31380.17000000
USD
Foot Locker Inc
1246.63000000
USD
36975.01000000
USD
Financial Institutions Inc
759.42000000
USD
22881.20000000
USD
Ford Motor Co
2329.17000000
USD
39386.29000000
USD
Radius Health Inc
2706.51000000
USD
23898.44000000
USD
CommScope Holding Co Inc
10844.95000000
USD
85458.24000000
USD
CNX Resources Corp
1989.07000000
USD
41213.45000000
USD
Heritage Insurance Holdings In
5182.45000000
USD
37002.69000000
USD
Ebix Inc
3166.94000000
USD
104983.99000000
USD
TrustCo Bank Corp NY
718.73000000
USD
22948.94000000
USD
Flowserve Corp
792.72000000
USD
28458.81000000
USD
Big 5 Sporting Goods Corp
2273.84000000
USD
38996.39000000
USD
PC Connection Inc
1604.66000000
USD
84068.09000000
USD
Syneos Health Inc
323.39000000
USD
26178.63000000
USD
Owens Corning
318.18000000
USD
29113.10000000
USD
Orrstown Financial Services In
1004.69000000
USD
23037.55000000
USD
Bristow Group Inc
959.78000000
USD
35588.74000000
USD
Nature's Sunshine Products Inc
3364.45000000
USD
56590.11000000
USD
Reinsurance Group of America I
330.56000000
USD
36183.55000000
USD
Alpine Immune Sciences Inc
3372.65000000
USD
30252.70000000
USD
DXC Technology Co
2603.54000000
USD
84953.50000000
USD
Diebold Nixdorf Inc
11036.42000000
USD
74275.11000000
USD
PerkinElmer Inc
145.06000000
USD
25306.81000000
USD
Inogen Inc
773.53000000
USD
25077.87000000
USD
Equity Bancshares Inc
778.70000000
USD
25159.92000000
USD
Ellington Financial Inc
1869.56000000
USD
33184.74000000
USD
Heritage Financial Corp/WA
948.45000000
USD
23768.07000000
USD
Ichor Holdings Ltd
2439.88000000
USD
86908.36000000
USD
Peabody Energy Corp
1594.26000000
USD
39107.10000000
USD
Catalyst Pharmaceuticals Inc
3205.83000000
USD
26576.30000000
USD
EnerSys
383.86000000
USD
28624.14000000
USD
Northrim BanCorp Inc
535.48000000
USD
23331.07000000
USD
Summit Financial Group Inc
925.89000000
USD
23693.54000000
USD
O-I Glass Inc
1950.04000000
USD
25701.57000000
USD
InterDigital Inc
1293.81000000
USD
82544.89000000
USD
Avnet Inc
2084.72000000
USD
84618.95000000
USD
Daktronics Inc
17854.51000000
USD
68561.30000000
USD
AMC Networks Inc
1888.10000000
USD
76713.34000000
USD
Smith & Wesson Brands Inc
2526.15000000
USD
38220.71000000
USD
PROG Holdings Inc
1223.93000000
USD
35212.44000000
USD
IQVIA Holdings Inc
113.88000000
USD
26331.33000000
USD
Aerovate Therapeutics Inc
1924.52000000
USD
35276.53000000
USD
Thryv Holdings Inc
2677.11000000
USD
75280.21000000
USD
Oil-Dri Corp of America
1962.40000000
USD
56222.78000000
USD
Children's Place Inc/The
643.73000000
USD
31736.08000000
USD
CNB Financial Corp/PA
912.64000000
USD
24020.81000000
USD
NCR Corp
2240.52000000
USD
90046.52000000
USD
Emergent BioSolutions Inc
580.90000000
USD
23851.83000000
USD
Conduent Inc
18728.48000000
USD
96638.94000000
USD
iTeos Therapeutics Inc
689.86000000
USD
22199.72000000
USD
Hospitality Properties Trust
4325.51000000
USD
38194.25000000
USD
Aldeyra Therapeutics Inc
5877.33000000
USD
26124.73000000
USD
Miller Industries Inc/TN
877.72000000
USD
24716.61000000
USD
Apollo Commercial Real Estate
2504.60000000
USD
34889.05000000
USD
Vectrus Inc
689.07000000
USD
24710.06000000
USD
Barnes & Noble Education Inc
9598.05000000
USD
34361.01000000
USD
Party City Holdco Inc
10790.92000000
USD
38631.49000000
USD
Twin River Worldwide Holdings
1227.37000000
USD
37729.33000000
USD
Bunge Ltd
532.00000000
USD
58950.40000000
USD
Fresh Del Monte Produce Inc
2173.58000000
USD
56317.46000000
USD
Mueller Industries Inc
470.34000000
USD
25478.21000000
USD
Outbrain Inc
6652.10000000
USD
71377.05000000
USD
KemPharm Inc
4474.28000000
USD
22505.62000000
USD
COLLEGIUM PHARMACEUTICAL INC
1383.22000000
USD
28162.37000000
USD
Tenneco Inc
2062.79000000
USD
37790.26000000
USD
American Axle & Manufacturing
4971.56000000
USD
38579.30000000
USD
Ovintiv Inc
762.82000000
USD
41245.74000000
USD
EchoStar Corp
3076.87000000
USD
74891.04000000
USD
ChannelAdvisor Corp
4773.93000000
USD
79103.98000000
USD
Madison Square Garden Entertai
986.58000000
USD
82192.37000000
USD
Brighthouse Financial Inc
746.39000000
USD
38558.42000000
USD
Outfront Media Inc
1242.38000000
USD
35320.96000000
USD
Jones Lang LaSalle Inc
155.09000000
USD
37136.95000000
USD
Sanmina Corp
2061.19000000
USD
83313.28000000
USD
ACCO Brands Corp
3125.23000000
USD
25001.88000000
USD
MaxCyte Inc
4244.15000000
USD
29666.63000000
USD
DXP Enterprises Inc/TX
827.76000000
USD
22424.05000000
USD
Old Republic International Cor
1316.83000000
USD
34066.52000000
USD
Pitney Bowes Inc
5369.15000000
USD
27919.59000000
USD
Target Hospitality Corp
8447.17000000
USD
50683.05000000
USD
Realogy Holdings Corp
2197.37000000
USD
34454.72000000
USD
Agenus Inc
8156.29000000
USD
20064.48000000
USD
GCM Grosvenor Inc
3279.64000000
USD
31845.33000000
USD
AXT Inc
11610.58000000
USD
81506.28000000
USD
BRT Apartments Corp
1432.44000000
USD
34335.52000000
USD
Altice USA Inc
6485.64000000
USD
80940.85000000
USD
OFG Bancorp
900.81000000
USD
23997.50000000
USD
GoHealth Inc
26746.85000000
USD
31561.28000000
USD
Generation Bio Co
5538.01000000
USD
40648.99000000
USD
Amgen Inc
103.76000000
USD
25091.95000000
USD
TreeHouse Foods Inc
1610.84000000
USD
51965.65000000
USD
ePlus Inc
1581.29000000
USD
88646.90000000
USD
Amalgamated Bank
1418.89000000
USD
25497.39000000
USD
Neuronetics Inc
8355.29000000
USD
25316.52000000
USD
Archer-Daniels-Midland Co
680.34000000
USD
61407.33000000
USD
Alerus Financial Corp
831.05000000
USD
22970.30000000
USD
Popular Inc
295.98000000
USD
24193.42000000
USD
AquaBounty Technologies Inc
17895.16000000
USD
33463.94000000
USD
Resources Connection Inc
1600.59000000
USD
27434.04000000
USD
Regeneron Pharmaceuticals Inc
39.01000000
USD
27243.70000000
USD
American Equity Investment Lif
882.00000000
USD
35200.78000000
USD
Moog Inc
313.16000000
USD
27495.46000000
USD
Prestige Consumer Healthcare I
427.75000000
USD
22644.98000000
USD
Oceaneering International Inc
2071.52000000
USD
31404.20000000
USD
Quidel Corp
244.32000000
USD
27475.79000000
USD
Upland Software Inc
4848.83000000
USD
85387.83000000
USD
BlueLinx Holdings Inc
305.73000000
USD
21976.12000000
USD
Supernus Pharmaceuticals Inc
798.79000000
USD
25816.89000000
USD
Bristol-Myers Squibb Co
353.99000000
USD
25852.09000000
USD
Cushman & Wakefield PLC
1758.83000000
USD
36073.57000000
USD
Greenlight Capital Re Ltd
4484.41000000
USD
31704.76000000
USD
Sapiens International Corp NV
3166.93000000
USD
80408.43000000
USD
Weight Watchers International
3664.04000000
USD
37483.15000000
USD
Manitowoc Co Inc/The
1674.16000000
USD
25246.35000000
USD
Cooper-Standard Holdings Inc
4356.65000000
USD
38207.84000000
USD
Universal Forest Products Inc
315.63000000
USD
24353.90000000
USD
Vector Group Ltd
5621.93000000
USD
67688.02000000
USD
Cleanspark Inc
7954.97000000
USD
98402.98000000
USD
Capital Bancorp Inc
1035.08000000
USD
23661.98000000
USD
Entercom Communications Corp
24614.94000000
USD
71137.19000000
USD
Medpace Holdings Inc
168.00000000
USD
27482.35000000
USD
Ocwen Financial Corp
914.42000000
USD
21726.54000000
USD
Spark Energy Inc
3884.55000000
USD
32008.72000000
USD
Horizon Pharma Plc
239.58000000
USD
25206.30000000
USD
CHANGE HEALTHCARE INC
1157.31000000
USD
25229.36000000
USD
Republic First Bancorp Inc
4648.56000000
USD
23986.57000000
USD
ORIC Pharmaceuticals Inc
3440.42000000
USD
18371.82000000
USD
Verint Systems Inc
1667.95000000
USD
86232.95000000
USD
United Insurance Holdings Corp
9581.56000000
USD
31714.96000000
USD
SYNNEX Corp
784.70000000
USD
80988.68000000
USD
Ryerson Holding Corp
776.97000000
USD
27209.47000000
USD
Vanda Pharmaceuticals Inc
2152.56000000
USD
24345.40000000
USD
Acacia Research Corp
7271.80000000
USD
32795.81000000
USD
Allison Transmission Holdings
666.15000000
USD
26152.89000000
USD
Cimpress PLC
422.14000000
USD
26843.60000000
USD
National Energy Services Reuni
3503.62000000
USD
29430.41000000
USD
Mistras Group Inc
4112.66000000
USD
27184.70000000
USD
Conn's Inc
1999.82000000
USD
30817.16000000
USD
Harvard Bioscience Inc
4144.06000000
USD
25734.58000000
USD
CoreCivic Inc
3099.18000000
USD
34617.87000000
USD
StoneX Group Inc
486.14000000
USD
36086.44000000
USD
Banco Latinoamericano de Comer
1576.12000000
USD
24555.89000000
USD
Avantor Inc
726.43000000
USD
24568.03000000
USD
Par Pacific Holdings Inc
2723.86000000
USD
35464.68000000
USD
Thor Industries Inc
440.91000000
USD
34699.93000000
USD
RMR Group Inc/The
1097.95000000
USD
34146.15000000
USD
Y
equity-performance leg
2023-01-05
0.00000000
USD
0.00000000
USD
24768608.04000000
USD
-490699.46000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EMINI S+P REESTATEJUN22
000000000
1.00000000
NC
USD
3573.56000000
0.001449677592
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P Real Estate Select Sector Stock Index Futures
XARM2 INDEX
2022-06-17
55401.44000000
USD
3573.56000000
N
N
N
CHANGE HEALTH / FIN INC
N/A
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
1204000.00000000
PA
USD
1205438.78000000
0.489007485239
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-12868.28000000
-0.00522024456
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-07
-74159.47000000
USD
-12868.28000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-523.23000000
-0.00021225747
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2877405.30000000
TWD
100000.00000000
USD
2022-04-29
-523.23000000
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
519000.00000000
PA
USD
520416.87000000
0.211116274917
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
YEN DENOM NIKKEI JUN22
000000000
-1.00000000
NC
-6121.85000000
-0.00248343634
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Yen Denominated Nikkei 225 Index Future
NHM2 INDEX
2022-06-09
-13047226.00000000
JPY
-6121.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-9009.78000000
-0.00365497604
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
519001.00000000
BRL
100000.00000000
USD
2022-04-04
-9009.78000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
4644.65000000
0.001884184127
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-10
254640.60000000
USD
4644.65000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-4955.98000000
-0.00201048062
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
37500000.00000000
JPY
303170.68000000
USD
2022-04-21
-4955.98000000
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
244000.00000000
PA
USD
250800.28000000
0.101741553577
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAY22
000000000
1.00000000
NC
USD
2422.66000000
0.000982794724
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Future
CTK2 Comdty
2022-05-06
65347.34000000
USD
2422.66000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR DEC22
000000000
1.00000000
NC
USD
2319.09000000
0.000940779729
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COZ2 Comdty
2022-10-31
94040.91000000
USD
2319.09000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-13779.50000000
-0.00558989701
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZJ22 COMDTY
2022-04-27
-91408.00000000
USD
-13779.50000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-125.86000000
-0.00005105732
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
121373789.00000000
KRW
2022-04-18
-125.86000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-608.98000000
-0.00024704346
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2788765.72000000
INR
36100.00000000
USD
2022-04-11
-608.98000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-1346.47000000
-0.00054621928
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Future
LLJ2 Comdty
2022-04-25
-59247.28000000
USD
-1346.47000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
556.83000000
0.000225887902
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7659287.20000000
INR
2022-04-25
556.83000000
N
N
N
AT HOME GROUP INC
549300LGPR0P05O30I24
At Home Group Inc
04650YAA8
138000.00000000
PA
USD
123098.07000000
0.049936901522
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.88000000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
Foundation Building Materials Inc
350392AA4
-172000.00000000
PA
USD
-155133.68000000
-0.06293271130
Short
DBT
CORP
US
N
2
2029-03-01
Fixed
6.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-46.48000000
-0.00001885543
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-04
-87128.27000000
USD
-46.48000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
-17.00000000
NC
USD
16433.57000000
0.006666567288
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
-3616449.21000000
USD
16433.57000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 MINI JUN22
000000000
7.00000000
NC
-196.64000000
-0.00007977048
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
OSE Nikkei 225 mini Future
NOM2 INDEX
2022-06-09
19476939.00000000
JPY
-196.64000000
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
165000.00000000
PA
USD
168084.68000000
0.068186512693
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp
44988MAA3
610000.00000000
PA
USD
621342.95000000
0.252058717947
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
8159.00000000
NS
USD
2515501.29000000
1.020457430397
Long
EC
CORP
US
N
1
N
N
N
Italian Derivatives Market
N/A
MINI FTSE/MIB FUT JUN22
000000000
-1.00000000
NC
303.79000000
0.000123237767
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Short
FTSE/MIB Index Mini Future
SWM2 INDEX
2022-06-17
-24619.61000000
EUR
303.79000000
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
150000.00000000
PA
USD
151923.00000000
0.061630242375
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
3464.18000000
0.001405305668
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
500000.00000000
EUR
67771760.00000000
JPY
2022-04-21
3464.18000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
951.23000000
0.000385883213
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
79301.00000000
USD
97520237.00000000
KRW
2022-04-14
951.23000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
714.05000000
0.000289666966
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7667387.20000000
INR
2022-04-22
714.05000000
N
N
N
EMPIRE RESORTS INC
549300WBFN23L9HI5N68
Empire Resorts Inc
292052AF4
207000.00000000
PA
USD
202073.40000000
0.081974635964
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-639.00000000
-0.00025922161
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
945962.70000000
SEK
100000.00000000
USD
2022-04-21
-639.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
17146.97000000
0.006955970571
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZJ22 COMDTY
2022-04-07
88328.03000000
USD
17146.97000000
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAB7
164000.00000000
PA
USD
169207.00000000
0.068641801581
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
8.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD JPY
000000000
1.00000000
NC
N/A
-5016.14000000
-0.00203488559
N/A
DFE
NZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
34341120.00000000
JPY
400000.00000000
NZD
2022-04-21
-5016.14000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
-752.85000000
-0.00030540687
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
13561655.00000000
JPY
100000.00000000
EUR
2022-04-21
-752.85000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
15096.90000000
0.006124323546
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-03
244215.60000000
USD
15096.90000000
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
300000.00000000
PA
USD
309567.00000000
0.125581309225
Long
DBT
US
N
2
2025-08-15
Fixed
6.38000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14428.03000000
-0.00585298464
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-19
-244896.97000000
USD
-14428.03000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-103.95000000
-0.00004216914
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
500000.00000000
MXN
24959.76000000
USD
2022-04-21
-103.95000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
305.44000000
0.000123907118
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
163881.13000000
USD
125000.00000000
GBP
2022-04-21
305.44000000
N
N
N
GARDA WORLD SECURITY
549300ZF1NDXLMCHNO20
Garda World Security Corp
36485MAK5
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.63000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE JUN22
000000000
1.00000000
NC
USD
-3201.71000000
-0.00129883008
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLM2 Comdty
2022-05-20
102901.71000000
USD
-3201.71000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
297.02000000
0.000120491397
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Future
LLK22 Comdty
2022-05-24
-60772.02000000
USD
297.02000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
1184.33000000
0.000480444336
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
92421.00000000
USD
7121395.90000000
INR
2022-04-18
1184.33000000
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
-78.00000000
NS
-48299.98000000
-0.01959373810
Short
EC
CORP
CH
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: GSVICVC21 TRS USD R E GSVICVC2 INDEX / Short: GSVICVC21 TRS USD P F .15000 FIXED 0.15 PERCENTAGE
000000000
11458678.89000000
OU
Notional Amount
USD
101719.01000000
0.041264109058
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
GS Calls-vs-Calls US Series 2 Excess Return Strategy
GSVICVC2
COST American Call Option
1.00000000
USD
-219361.19000000
USD
AVGO American Call Option
1.00000000
USD
-192353.82000000
USD
AAPL American Call Option
1.00000000
USD
-1159248.39000000
USD
HD American Call Option
1.00000000
USD
-290699.61000000
USD
ACN American Call Option
1.00000000
USD
-750604.82000000
USD
MA American Call Option
1.00000000
USD
-239962.66000000
USD
PYPL American Call Option
1.00000000
USD
-406942.29000000
USD
NKE American Call Option
1.00000000
USD
-671216.07000000
USD
PG American Call Option
1.00000000
USD
-482801.78000000
USD
AMT American Call Option
1.00000000
USD
-225436.76000000
USD
ISRG American Call Option
1.00000000
USD
-307497.24000000
USD
AMAT American Call Option
1.00000000
USD
-202118.57000000
USD
QCOM American Call Option
1.00000000
USD
-407744.27000000
USD
LIN American Call Option
1.00000000
USD
-525217.66000000
USD
SPX European Call Option
1.00000000
USD
15788402.78000000
USD
CB American Call Option
1.00000000
USD
-297096.29000000
USD
CSCO American Call Option
1.00000000
USD
-259753.19000000
USD
MU American Call Option
1.00000000
USD
-558402.61000000
USD
US Dollar
1.00000000
USD
290192.05000000
USD
NVDA American Call Option
1.00000000
USD
-667967.43000000
USD
ORCL American Call Option
1.00000000
USD
-490358.63000000
USD
CHTR American Call Option
1.00000000
USD
-444311.27000000
USD
GOOGL American Call Option
1.00000000
USD
-244817.99000000
USD
ADI American Call Option
1.00000000
USD
-198141.86000000
USD
MSFT American Call Option
1.00000000
USD
-850354.45000000
USD
NOW American Call Option
1.00000000
USD
-678661.00000000
USD
INTU American Call Option
1.00000000
USD
-218516.84000000
USD
JPM American Call Option
1.00000000
USD
-325918.46000000
USD
CVX American Call Option
1.00000000
USD
-524016.31000000
USD
FB American Call Option
1.00000000
USD
-467492.64000000
USD
CRM American Call Option
1.00000000
USD
-342335.58000000
USD
C American Call Option
1.00000000
USD
-365909.90000000
USD
ADBE American Call Option
1.00000000
USD
-597153.65000000
USD
MMC American Call Option
1.00000000
USD
-253729.14000000
USD
PM American Call Option
1.00000000
USD
-275873.62000000
USD
BKNG American Call Option
1.00000000
USD
-435514.56000000
USD
AMZN American Call Option
1.00000000
USD
-918927.40000000
USD
DIS American Call Option
1.00000000
USD
-209853.45000000
USD
PEP American Call Option
1.00000000
USD
-986155.79000000
USD
BRK American Call Option
1.00000000
USD
-193350.54000000
USD
PFE American Call Option
1.00000000
USD
-760243.66000000
USD
MS American Call Option
1.00000000
USD
-210660.70000000
USD
SBUX American Call Option
1.00000000
USD
-261285.34000000
USD
KO American Call Option
1.00000000
USD
-216385.09000000
USD
LOW American Call Option
1.00000000
USD
-310235.59000000
USD
GOOG American Call Option
1.00000000
USD
-303190.95000000
USD
NFLX American Call Option
1.00000000
USD
-293804.68000000
USD
AMD American Call Option
1.00000000
USD
-256482.46000000
USD
NEE American Call Option
1.00000000
USD
-277392.80000000
USD
LMT American Call Option
1.00000000
USD
-592239.39000000
USD
Y
equity-performance leg
2022-11-08
0.00000000
USD
0.00000000
USD
11458678.89000000
USD
101719.01000000
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
-210.00000000
NS
USD
-33631.50000000
-0.01364321068
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-3.00000000
NC
USD
-57507.36000000
-0.02332887406
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LMNM22 COMDTY
2022-06-06
-520070.70000000
USD
-57507.36000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CHF / SOLD EUR
000000000
1.00000000
NC
N/A
243.31000000
0.000098702989
N/A
DFE
CH
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
125000.00000000
EUR
127994.25000000
CHF
2022-04-21
243.31000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1673.06000000
0.000678706274
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
80086856.00000000
CLP
2022-04-11
1673.06000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AP2
-362000.00000000
PA
USD
-364731.29000000
-0.14795967565
Short
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.13000000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
Real Hero Merger Sub 2 Inc
75602BAA7
-171000.00000000
PA
USD
-156141.81000000
-0.06334167700
Short
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-13615.48000000
-0.00552335941
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-03
-245697.02000000
USD
-13615.48000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
296.83000000
0.000120414320
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
24766.88000000
USD
500000.00000000
MXN
2022-04-21
296.83000000
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
1000000.00000000
PA
USD
1057930.00000000
0.429167949001
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE JUN22
000000000
-1.00000000
NC
7189.24000000
0.002916441906
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex DAX Index Future
GXM2 INDEX
2022-06-17
-365698.75000000
EUR
7189.24000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MICRO EMIN RUS2000JUN22
000000000
3.00000000
NC
USD
-596.88000000
-0.00024213489
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Micro E-mini Russell 2000 Futures
HWRM2 INDEX
2022-06-17
31633.38000000
USD
-596.88000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
191000.00000000
PA
USD
171459.75000000
0.069555669320
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-1358.68000000
-0.00055117248
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
77991821.00000000
KRW
62818.00000000
USD
2022-04-18
-1358.68000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3541.00000000
NS
USD
358384.61000000
0.145385033062
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT JUN22
000000000
1.00000000
NC
USD
-395.51000000
-0.00016044560
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Euro Foreign Exchange Currency Future
ECM2 CURNCY
2022-06-13
139076.76000000
USD
-395.51000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD EUR
000000000
1.00000000
NC
N/A
-2360.62000000
-0.00095762710
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
EUR
166729.60000000
GBP
2022-04-21
-2360.62000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
6050.87000000
0.002454642053
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
500000.00000000
USD
38395235.98000000
INR
2022-04-08
6050.87000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-401.63000000
-0.00016292828
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
136090.40000000
SGD
100000.00000000
USD
2022-04-21
-401.63000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
367.39000000
0.000149038228
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
84745.00000000
USD
103440415.00000000
KRW
2022-04-21
367.39000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD JPY
000000000
1.00000000
NC
N/A
-2508.08000000
-0.00101744685
N/A
DFE
NZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
17170560.00000000
JPY
200000.00000000
NZD
2022-04-21
-2508.08000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
18747.22000000
0.007605140185
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-04
240440.53000000
USD
18747.22000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
277.97000000
0.000112763429
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
242730000.00000000
KRW
200000.00000000
USD
2022-04-21
277.97000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
262000.00000000
PA
USD
264364.55000000
0.107244138754
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAY22
000000000
2.00000000
NC
USD
155.38000000
0.000063032635
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Future
CCK2 Comdty
2022-05-13
52804.62000000
USD
155.38000000
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
966000.00000000
PA
USD
951978.51000000
0.386186859839
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
Mister Car Wash Inc
N/A
Mister Car Wash Inc
60646V105
16075.00000000
NS
USD
237749.25000000
0.096447173252
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-3049.10000000
-0.00123692115
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPJ22 COMDTY
2022-04-11
-57479.90000000
USD
-3049.10000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14834.23000000
-0.00601776683
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZK22 COMDTY
2022-05-09
-90290.77000000
USD
-14834.23000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT JUN22
000000000
1.00000000
NC
7032.93000000
0.002853031999
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Future
PTM2 INDEX
2022-06-16
255647.78000000
CAD
7032.93000000
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
-1646.00000000
NS
USD
-110314.92000000
-0.04475119144
Short
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
-661.00000000
NS
USD
-25051.90000000
-0.01016274473
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD SEK
000000000
1.00000000
NC
N/A
-6456.51000000
-0.00261919706
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2729292.50000000
SEK
2500000.00000000
NOK
2022-04-21
-6456.51000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
6955.02000000
0.002821426435
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZK22 COMDTY
2022-05-04
98196.73000000
USD
6955.02000000
N
N
N
WeWork Inc
N/A
WeWork Inc
96209A104
-3307.00000000
NS
USD
-22553.74000000
-0.00914932210
Short
EC
CORP
US
N
1
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
708000.00000000
PA
USD
731873.76000000
0.296897488971
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-2682.25000000
-0.00108810198
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
387420643.49000000
COP
100000.00000000
USD
2022-04-04
-2682.25000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
-12045.50000000
-0.00488646935
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
216986480.00000000
JPY
1600000.00000000
EUR
2022-04-21
-12045.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
17317.37000000
0.007025096334
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSK22 COMDTY
2022-05-16
-234957.37000000
USD
17317.37000000
N
N
N
RWT HOLDINGS INC
Z31FN4C0IQMCYFAEUP31
RWT Holdings Inc
749772AD1
338000.00000000
PA
USD
332296.25000000
0.134801830058
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
Redwood Trust Inc
Redwood Trust Inc
USD
XXXX
N
N
N
MAXIM CRANE WORKS LLC
N/A
Maxim Crane Works Holdings Capital LLC
18911YAA3
862000.00000000
PA
USD
878826.24000000
0.356511352310
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
10.13000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE JUN22
000000000
-7.00000000
NC
-5258.00000000
-0.00213300036
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Long Gilt Future
G M2 COMDTY
2022-06-28
-846077.41000000
GBP
-5258.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-4.00000000
NC
USD
-300.54000000
-0.00012191934
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-540824.46000000
USD
-300.54000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
-2858.00000000
NS
USD
-147301.32000000
-0.05975537643
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
-754.50000000
-0.00030607622
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
18309500.00000000
JPY
200000.00000000
AUD
2022-04-21
-754.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
19449.30000000
0.007889951311
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-27
154843.70000000
USD
19449.30000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-124.55000000
-0.00005052590
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2860320.00000000
TWD
2022-04-18
-124.55000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-1186.36000000
-0.00048126784
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
382700000.00000000
COP
100000.00000000
USD
2022-04-22
-1186.36000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
14183.00000000
0.005753583905
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZK22 COMDTY
2022-05-09
90942.00000000
USD
14183.00000000
N
N
N
POWDR CORP
549300XIF5ZPMVRIGO50
Powdr Corp
73900LAA9
207000.00000000
PA
USD
212517.58000000
0.086211501645
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-68600.72000000
-0.02782909105
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 COMDTY
2022-04-05
-123987.28000000
USD
-68600.72000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
107.08000000
0.000043438889
N/A
DFE
ZA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
1465982.50000000
ZAR
2022-04-21
107.08000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-53.06000000
-0.00002152472
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
12247.76000000
EUR
13532.62000000
USD
2022-06-15
-53.06000000
N
N
N
SRS DISTRIBUTION INC
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAD8
153000.00000000
PA
USD
141827.18000000
0.057534695068
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1213.27000000
0.000492184357
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
AUD
300592.00000000
USD
2022-04-21
1213.27000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
316.78000000
0.000128507389
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
187500.00000000
GBP
246596.63000000
USD
2022-04-21
316.78000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD GBP
000000000
1.00000000
NC
N/A
-586.76000000
-0.00023802953
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
125000.00000000
GBP
218585.75000000
AUD
2022-04-21
-586.76000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
DOLLAR INDEX JUN22
000000000
2.00000000
NC
USD
-228.12000000
-0.00009254089
N/A
DFE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT FINEX United States Dollar Index Future
DXM2 CURNCY
2022-06-13
196988.12000000
USD
-228.12000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
4831.63000000
0.001960035860
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
700000.00000000
USD
4483535.00000000
CNY
2022-04-21
4831.63000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD NZD
000000000
1.00000000
NC
N/A
-1885.45000000
-0.00076486602
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
866869.60000000
NZD
800000.00000000
AUD
2022-04-21
-1885.45000000
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer Inc
60783XAA2
-468000.00000000
PA
USD
-437161.14000000
-0.17734212078
Short
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
-2418.00000000
NS
USD
-275627.82000000
-0.11181328272
Short
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) JUN22
000000000
1.00000000
NC
-823.16000000
-0.00033392936
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
OSE Nikkei 225 Index Future
NKM2 INDEX
2022-06-09
27890212.00000000
JPY
-823.16000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-47612.72000000
-0.01931493897
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 COMDTY
2022-04-21
-145077.28000000
USD
-47612.72000000
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBJ6
735000.00000000
PA
USD
753000.15000000
0.305467781397
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
10.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-398.84000000
-0.00016179647
N/A
DFE
TR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
1481382.00000000
TRY
2022-04-21
-398.84000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-537.27000000
-0.00021795304
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
376181000.00000000
COP
2022-04-22
-537.27000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-8553.10000000
-0.00346971575
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPM22 COMDTY
2022-06-08
-250859.40000000
USD
-8553.10000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1598.84000000
-0.00064859762
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
866490.50000000
NOK
2022-04-21
-1598.84000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: JPQIFSS14 TRS USD R V 00MFEDL0 FEDL01 -.21 PERCENT FLOAT / Short: JPQIFSS14 TRS USD P E JPQIFSS1 INDEX
000000000
13157137.98000000
OU
Notional Amount
USD
-101196.27000000
-0.04105205036
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPM Short ERP Sector
JPQIFSS1
Chart Industries Inc
-1458.83000000
USD
-250582.52000000
USD
National Oilwell Varco Inc
-7639.94000000
USD
-149819.18000000
USD
Sensata Technologies Holding P
-5318.98000000
USD
-270470.02000000
USD
Sunstone Hotel Investors Inc
-22735.00000000
USD
-267818.35000000
USD
Axalta Coating Systems Ltd
-11111.54000000
USD
-273121.69000000
USD
Uber Technologies Inc
-7840.55000000
USD
-279750.85000000
USD
Southwest Airlines Co
-6194.94000000
USD
-283728.35000000
USD
Sunrun Inc
-8425.61000000
USD
-255885.85000000
USD
American Tower Corp
-1155.79000000
USD
-290357.52000000
USD
TransDigm Group Inc
-402.91000000
USD
-262515.02000000
USD
Cheniere Energy Inc
-1922.05000000
USD
-266492.52000000
USD
American Airlines Group Inc
-16273.24000000
USD
-296986.69000000
USD
Sherwin-Williams Co/The
-1088.84000000
USD
-271795.85000000
USD
Prologis Inc
-1740.63000000
USD
-281076.69000000
USD
Park Hotels & Resorts Inc
-14527.82000000
USD
-283728.35000000
USD
Host Hotels & Resorts Inc
-14534.36000000
USD
-282402.52000000
USD
SBA Communications Corp
-836.11000000
USD
-287705.85000000
USD
Generac Holdings Inc
-838.51000000
USD
-249256.68000000
USD
Delta Air Lines Inc
-7304.31000000
USD
-289031.69000000
USD
United Rentals Inc
-757.70000000
USD
-269144.19000000
USD
NextEra Energy Inc
-3255.50000000
USD
-275773.35000000
USD
Equinix Inc
-382.58000000
USD
-283728.35000000
USD
Mosaic Co/The
-3967.53000000
USD
-263840.85000000
USD
Trex Co Inc
-3876.23000000
USD
-253234.18000000
USD
Crown Holdings Inc
-1738.24000000
USD
-217436.68000000
USD
Martin Marietta Materials Inc
-709.61000000
USD
-273121.69000000
USD
Middleby Corp/The
-1609.37000000
USD
-263840.85000000
USD
Aqua America Inc
-1581.77000000
USD
-80875.84000000
USD
Plug Power Inc
-9546.37000000
USD
-273121.69000000
USD
Saia Inc
-978.80000000
USD
-238650.02000000
USD
Textron Inc
-1711.21000000
USD
-127280.01000000
USD
JetBlue Airways Corp
-18801.12000000
USD
-281076.69000000
USD
Boeing Co/The
-1440.07000000
USD
-275773.35000000
USD
PG&E Corp
-22985.55000000
USD
-274447.52000000
USD
Rexford Industrial Realty Inc
-2399.62000000
USD
-178987.51000000
USD
AZEK Co Inc/The
-6778.62000000
USD
-168380.85000000
USD
Occidental Petroleum Corp
-4696.73000000
USD
-266492.52000000
USD
Lyft Inc
-6974.44000000
USD
-267818.35000000
USD
HEICO Corp
-1752.93000000
USD
-269144.19000000
USD
XPO Logistics Inc
-3569.55000000
USD
-259863.35000000
USD
Berry Global Group Inc
-4689.37000000
USD
-271795.85000000
USD
Pebblebrook Hotel Trust
-7149.10000000
USD
-175010.01000000
USD
Sun Communities Inc
-1580.80000000
USD
-277099.19000000
USD
Alcoa Corp
-2856.96000000
USD
-257211.68000000
USD
CenterPoint Energy Inc
-6404.16000000
USD
-196223.35000000
USD
Invitation Homes Inc
-3695.70000000
USD
-148493.34000000
USD
American Homes 4 Rent
-7054.77000000
USD
-282402.52000000
USD
General Electric Co
-2883.51000000
USD
-263840.85000000
USD
Summit Materials Inc
-4610.11000000
USD
-143190.01000000
USD
Colfax Corp
-2499.17000000
USD
-171032.51000000
USD
EQT Corp
-8862.01000000
USD
-304941.69000000
USD
American Water Works Co Inc
-1722.07000000
USD
-285054.19000000
USD
Southwestern Energy Co
-45673.76000000
USD
-327480.86000000
USD
Y
equity-performance leg
2023-02-21
0.00000000
USD
0.00000000
USD
13157137.98000000
USD
-101196.27000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-4315.60000000
-0.00175069919
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPJ22 COMDTY
2022-04-29
-56321.90000000
USD
-4315.60000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-15138.85000000
-0.00614134130
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZJ22 COMDTY
2022-04-25
-90098.65000000
USD
-15138.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-3082.43000000
-0.00125044205
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
81197000.00000000
CLP
100000.00000000
USD
2022-04-11
-3082.43000000
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
-2205.00000000
NS
USD
-277874.10000000
-0.11272452579
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-4.00000000
NC
USD
-241102.40000000
-0.09780743764
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 COMDTY
2022-04-11
-529513.60000000
USD
-241102.40000000
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAY22
000000000
1.00000000
NC
USD
-2301.71000000
-0.00093372922
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Future
SIK2 Comdty
2022-05-26
127126.71000000
USD
-2301.71000000
N
N
N
ZIPRECRUITER INC
549300HLOVNNFCY2IV80
ZipRecruiter Inc
98980BAA1
-609000.00000000
PA
USD
-595394.94000000
-0.24153245039
Short
DBT
CORP
US
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WTI CRUDE FUTURE JUN22
000000000
1.00000000
NC
USD
1549.06000000
0.000628403488
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE WTI Crude Oil Futures Contract
ENM2 COMDTY
2022-05-19
97930.94000000
USD
1549.06000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
138.77000000
0.000056294496
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-24
86970.23000000
USD
138.77000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-17.05000000
-0.00000691663
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1524.61000000
GBP
1985.17000000
USD
2022-06-15
-17.05000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
BRENT FIN LAST DA JUN22
000000000
-1.00000000
NC
USD
4309.02000000
0.001748029903
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Brent Crude Oil Last Day Future Contract
BZAM2 Comdty
2022-04-29
-110299.02000000
USD
4309.02000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-907.79000000
-0.00036826101
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2837494.70000000
TWD
2022-04-21
-907.79000000
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
-1099.00000000
NS
USD
-46663.54000000
-0.01892988737
Short
EC
CORP
US
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUL22
000000000
2.00000000
NC
USD
3718.18000000
0.001508345244
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
CON2 COMDTY
2022-05-31
203481.82000000
USD
3718.18000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD EUR
000000000
1.00000000
NC
N/A
2.32000000
0.000000941148
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
EUR
465785.00000000
PLN
2022-04-21
2.32000000
N
N
N
Legalzoom.com Inc
5493000L8EBF74Y9JZ48
Legalzoom.com Inc
52466B103
-962.00000000
NS
USD
-13602.68000000
-0.00551816686
Short
EC
CORP
US
N
1
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
-37000.00000000
PA
USD
-36687.54000000
-0.01488294716
Short
DBT
CORP
US
N
2
2027-05-13
Fixed
6.63000000
N
N
N
N
N
N
Nomura Global Financial Products, Inc.
0Z3VO5H2G7GRS05BHJ91
Long: NMSY2RNU2 TRS USD R E NMSY2RNU / Short: NMSY2RNU2 TRS USD P F .15000 PAY FIX 0.15 PERCENT
000000000
18449999.97000000
OU
Notional Amount
USD
-68590.19000000
-0.02782481937
N/A
DE
US
N
2
Nomura Global Financial Products, Inc.
0Z3VO5H2G7GRS05BHJ91
Nomura G10 FX Mean Reversion 25x
NMSY2RNU
SWEDISH KRONA
1.00000000
USD
-3292945.74000000
USD
AUSTRALIAN DOLLAR
1.00000000
USD
-3468653.01000000
USD
NORWEGIAN KRONE
1.00000000
USD
-1289420.29000000
USD
CANADIAN DOLLAR
1.00000000
USD
-1678455.04000000
USD
JAPANESE YEN
1.00000000
USD
7624348.02000000
USD
BRITISH POUND
1.00000000
USD
2606776.65000000
USD
SWISS FRANC
1.00000000
USD
-151242.92000000
USD
EURO
1.00000000
USD
656825.88000000
USD
NEW ZEALAND DOLLAR
1.00000000
USD
-2331553.35000000
USD
Y
equity-performance leg
2022-07-29
0.00000000
USD
0.00000000
USD
18449999.97000000
USD
-68590.19000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
1014.04000000
0.000411363197
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
336281.60000000
GBP
400000.00000000
EUR
2022-04-21
1014.04000000
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
264000.00000000
PA
USD
267379.20000000
0.108467084655
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
349000.00000000
PA
USD
336327.81000000
0.136437303422
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.63000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR MAY22
000000000
2.00000000
NC
USD
5506.68000000
0.002233881789
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGK22 Comdty
2022-04-27
107153.32000000
USD
5506.68000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
14825.15000000
0.006014083369
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-27
244440.60000000
USD
14825.15000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-2555.12000000
-0.00103652945
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
526467.90000000
USD
700000.00000000
AUD
2022-04-21
-2555.12000000
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAZ1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
425.55000000
0.000172631857
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
379970000.00000000
COP
2022-04-25
425.55000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-5094.50000000
-0.00206667370
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSK22 COMDTY
2022-05-23
221904.50000000
USD
-5094.50000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-403.68000000
-0.00016375990
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
50000000.00000000
JPY
410431.86000000
USD
2022-04-21
-403.68000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
4880.65000000
0.001979921686
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1414723.50000000
TRY
100000.00000000
USD
2022-04-21
4880.65000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE JUN22
000000000
-1.00000000
NC
USD
2077.76000000
0.000842879961
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Future
LHM2 COMDTY
2022-06-14
-50327.76000000
USD
2077.76000000
N
N
N
PROMONTORIA HOLDING
54930014SXEXD3RX1509
Promontoria Holding 264 BV
74349MAA4
100000.00000000
PA
USD
97360.50000000
0.039496002664
Long
DBT
CORP
NL
N
2
2027-03-01
Fixed
7.88000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD AUD
000000000
1.00000000
NC
N/A
994.29000000
0.000403351261
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
218041.25000000
AUD
125000.00000000
GBP
2022-04-21
994.29000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
USD/CNH FUTURES JUN22
000000000
-1.00000000
NC
569.47000000
0.000231015541
N/A
DFE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKEx USD/CNH Futures
UCAM2 Curncy
2022-06-13
-641239.02000000
CNY
569.47000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Long: SGIXUSGC4 TRS USD R E SGIXUSGC / Short: SGIXUSGC4 TRS USD P F .15000 TRS FINANCING FIXED 0.15
000000000
11548671.20000000
OU
Notional Amount
USD
31376.97000000
0.012728620854
N/A
DE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SGI US Delta Capped Mean Reversion
SGIXUSGC
S&P 500 Index
1.00000000
USD
-4521478.44000000
USD
Y
equity-performance leg
2023-01-21
0.00000000
USD
0.00000000
USD
11548671.20000000
USD
31376.97000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
2997.00000000
NS
USD
1071067.86000000
0.434497553446
Long
EC
CORP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
12989.00000000
NS
USD
1721042.50000000
0.698171221035
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD SEK
000000000
1.00000000
NC
N/A
-538.45000000
-0.00021843173
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
538782.00000000
SEK
500000.00000000
NOK
2022-04-21
-538.45000000
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
460000.00000000
PA
USD
446823.30000000
0.181261746266
Long
DBT
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
31875.30000000
0.012930777201
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-14
486674.70000000
USD
31875.30000000
N
N
N
Luminar Technologies Inc
549300AVGXLDWYMI4298
Luminar Technologies Inc
550424105
-3076.00000000
NS
USD
-48077.88000000
-0.01950363932
Short
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-365.02000000
-0.00014807679
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
75209.70000000
USD
100000.00000000
AUD
2022-04-21
-365.02000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT JUN22
000000000
-7.00000000
NC
5974.88000000
0.002423815370
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 10 Year Canadian Bond Future
CNM2 COMDTY
2022-06-21
-920059.50000000
CAD
5974.88000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-931.03000000
-0.00037768872
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2838474.70000000
TWD
2022-04-01
-931.03000000
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
184000.00000000
PA
USD
167337.88000000
0.067883560112
Long
DBT
US
N
2
2029-06-15
Fixed
4.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAY22
000000000
-2.00000000
NC
USD
6758.06000000
0.002741526140
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Future
S K2 COMDTY
2022-05-13
-168583.06000000
USD
6758.06000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN22
000000000
-6.00000000
NC
9516.98000000
0.003860730660
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 10 Year Australian Bond Future
XMM2 COMDTY
2022-06-15
-772877.81000000
AUD
9516.98000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
10241.80000000
0.004154766667
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPK22 COMDTY
2022-05-03
111018.70000000
USD
10241.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
16074.72000000
0.006520993461
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-04
70940.53000000
USD
16074.72000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
6.16000000
0.000002498912
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
7968940.00000000
KRW
6563.00000000
USD
2022-04-22
6.16000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
6933.00000000
NS
USD
2075254.89000000
0.841863719525
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
104.02000000
0.000042197546
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2861305.30000000
TWD
100000.00000000
USD
2022-04-15
104.02000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-452.54000000
-0.00018358082
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
638993.00000000
CNY
100000.00000000
USD
2022-04-21
-452.54000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
15046.97000000
0.006104068561
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZJ22 COMDTY
2022-04-26
90165.53000000
USD
15046.97000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1144.46000000
0.000464270368
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2831635.30000000
TWD
100000.00000000
USD
2022-04-14
1144.46000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
11446.90000000
0.004643636720
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 Comdty
2022-05-24
247840.60000000
USD
11446.90000000
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
-989.00000000
NS
USD
-147242.32000000
-0.05973144204
Short
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 ETF
549300R9T7XRZ4D3YF43
iShares Russell 1000 ETF
464287622
-45912.00000000
NS
USD
-11481213.84000000
-4.65755673415
Short
EC
RF
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
30776.55000000
0.012485049900
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 Comdty
2022-04-25
487810.95000000
USD
30776.55000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CHF / SOLD JPY
000000000
1.00000000
NC
N/A
-2725.35000000
-0.00110558625
N/A
DFE
CH
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
66221950.00000000
JPY
500000.00000000
CHF
2022-04-21
-2725.35000000
N
N
N
RP ESCROW ISSUER LLC
N/A
RP Escrow Issuer LLC
74969PAA6
361000.00000000
PA
USD
353144.64000000
0.143259346884
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
69.34000000
0.000028128993
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
17099.00000000
USD
20865361.00000000
KRW
2022-04-21
69.34000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
5936.59000000
0.002408282357
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
495337.63000000
USD
10000000.00000000
MXN
2022-04-21
5936.59000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
20145.68000000
0.008172450130
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNK22 COMDTY
2022-05-04
172490.98000000
USD
20145.68000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-278.78000000
-0.00011309202
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
242695577.00000000
KRW
2022-04-14
-278.78000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
4603.52000000
0.001867499018
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPJ22 COMDTY
2022-04-29
56033.98000000
USD
4603.52000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
1334.40000000
0.000541322876
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LLK22 Comdty
2022-05-24
59140.60000000
USD
1334.40000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD GBP
000000000
1.00000000
NC
N/A
4719.89000000
0.001914706559
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
250000.00000000
GBP
40538488.00000000
JPY
2022-04-21
4719.89000000
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
32845.00000000
NS
USD
2711026.30000000
1.099775596552
Long
EC
CORP
CA
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
223.66000000
0.000090731620
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
69962.92000000
USD
63274.60000000
EUR
2022-06-15
223.66000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
WTI CRUDE FUTURE MAY22
000000000
-1.00000000
NC
USD
8279.06000000
0.003358546595
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE WTI Crude Oil Futures Contract
ENK2 COMDTY
2022-04-19
-109579.06000000
USD
8279.06000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-2308.96000000
-0.00093667031
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2798994.70000000
TWD
2022-04-06
-2308.96000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT APR22
000000000
-3.00000000
NC
-2775.66000000
-0.00112599539
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng Index Future
HIJ2 INDEX
2022-04-28
-3262507.40000000
HKD
-2775.66000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
511.49000000
0.000207494932
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7660990.00000000
INR
2022-04-29
511.49000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
3171.30000000
0.001286493734
N/A
DFE
CH
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
808930.59000000
USD
750000.00000000
CHF
2022-04-21
3171.30000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD JPY
000000000
1.00000000
NC
N/A
-574.85000000
-0.00023319803
N/A
DFE
NZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
16935280.00000000
JPY
200000.00000000
NZD
2022-04-21
-574.85000000
N
N
N
Getty Images Inc
5493005NV20IG4VEKZ40
Getty Images Inc
374276AJ2
336000.00000000
PA
USD
348274.08000000
0.141283518384
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
9.75000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 APR22
000000000
11.00000000
NC
USD
2581.16000000
0.001047093043
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE China A50 Futures Contract
XUJ2 INDEX
2022-04-28
148657.84000000
USD
2581.16000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
545.50000000
0.000221291688
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSK22 COMDTY
2022-05-11
-218245.50000000
USD
545.50000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-837.22000000
-0.00033963304
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
3566104.20000000
INR
46104.00000000
USD
2022-04-11
-837.22000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
17629.94000000
0.007151895863
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-12
500881.06000000
USD
17629.94000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-1700.98000000
-0.00069003251
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LMNM22 COMDTY
2022-06-22
194288.98000000
USD
-1700.98000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
102026.68000000
0.041388920816
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNK22 COMDTY
2022-05-03
283259.96000000
USD
102026.68000000
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
642.00000000
NS
USD
261300.42000000
0.106001120418
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 APR22
000000000
5.00000000
NC
USD
-751.15000000
-0.00030471723
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX Nifty 50 Index Futures
IHJ2 INDEX
2022-04-28
176116.15000000
USD
-751.15000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
11815.65000000
0.004793226656
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-20
247453.10000000
USD
11815.65000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-50.40000000
-0.00002044564
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
24320683.00000000
CLP
30704.00000000
USD
2022-05-02
-50.40000000
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
18864.00000000
NS
USD
706456.80000000
0.286586651209
Long
EC
CORP
US
N
1
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XBB7
248000.00000000
PA
USD
263242.08000000
0.106788789016
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-5585.88000000
-0.00226601066
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
39616720.00000000
JPY
400000.00000000
CAD
2022-04-21
-5585.88000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
3.00000000
NC
USD
63330.00000000
0.025690930600
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LMNM22 COMDTY
2022-06-06
514248.06000000
USD
63330.00000000
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
396000.00000000
PA
USD
412293.42000000
0.167254091904
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Mauser Packaging Solut
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
12429TAD6
815000.00000000
PA
USD
812870.81000000
0.329755369760
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: RU10INTR TRS USD R V 03MSOFR SOFR +0.395 PERCENT / Short: RU10INTR TRS USD P E RU10INTR INDEX
000000000
10001087.70000000
OU
Notional Amount
USD
-597311.25000000
-0.24230983531
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Russell 1000 Index Total Return Index
RU10INTR INDEX
Y
equity-performance leg
2023-03-09
0.00000000
USD
0.00000000
USD
10001087.70000000
USD
-597311.25000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-690.91000000
-0.00028027981
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
7669500.00000000
INR
100000.00000000
USD
2022-04-25
-690.91000000
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat Inc
92552VAK6
637000.00000000
PA
USD
623199.40000000
0.252811819607
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: BNPUFSGB3 TRS USD R V 03MSOFR US0003M +0.23 PERCENT / Short: BNPUFSGB3 TRS USD P E BBG00PG3DYX5
000000000
26377641.51000000
OU
Notional Amount
USD
1395775.59000000
0.566220966630
N/A
DE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Equity Growth Factor
BNPUFSGB
Woodward Inc
-232.20000000
USD
-29003.70000000
USD
Avid Technology Inc
-2966.01000000
USD
-103424.92000000
USD
East West Bancorp Inc
-318.71000000
USD
-25184.72000000
USD
TRUPANION INC
-399.34000000
USD
-35589.42000000
USD
Seer Inc
-2393.33000000
USD
-36474.27000000
USD
Focus Financial Partners Inc
-775.32000000
USD
-35463.26000000
USD
Fortress Value Acquisition Cor
-544.80000000
USD
-31239.07000000
USD
Patterson-UTI Energy Inc
-2379.54000000
USD
-36835.26000000
USD
Advanced Drainage Systems Inc
-247.38000000
USD
-29390.92000000
USD
Glacier Bancorp Inc
-451.52000000
USD
-22702.27000000
USD
Altimmune Inc
-4016.67000000
USD
-24461.49000000
USD
Digimarc Corp
-3472.12000000
USD
-91559.79000000
USD
Burlington Stores Inc
-228.60000000
USD
-41643.27000000
USD
Fox Factory Holding Corp
-432.83000000
USD
-42395.73000000
USD
MicroVision Inc
-18827.13000000
USD
-87922.68000000
USD
Toro Co/The
-327.48000000
USD
-27996.43000000
USD
Intercontinental Exchange Inc
-267.92000000
USD
-35397.06000000
USD
AutoZone Inc
-22.32000000
USD
-45628.13000000
USD
T-Mobile US Inc
-676.93000000
USD
-86883.93000000
USD
First Financial Bankshares Inc
-517.30000000
USD
-22823.43000000
USD
AAON Inc
-505.01000000
USD
-28144.07000000
USD
Badger Meter Inc
-874.19000000
USD
-87165.98000000
USD
Gatos Silver Inc
-5610.86000000
USD
-24238.91000000
USD
Adaptive Biotechnologies Corp
-2464.93000000
USD
-34213.17000000
USD
SBA Communications Corp
-102.80000000
USD
-35374.82000000
USD
Blue Foundry Bancorp
-1728.73000000
USD
-23424.25000000
USD
Bridgebio Pharma Inc
-3683.21000000
USD
-37384.61000000
USD
Acutus Medical Inc
-20599.62000000
USD
-28633.47000000
USD
NextEra Energy Inc
-520.36000000
USD
-44079.50000000
USD
TFS Financial Corp
-1399.95000000
USD
-23239.13000000
USD
BlackRock Inc
-50.34000000
USD
-38472.07000000
USD
Dollar Tree Inc
-281.10000000
USD
-45018.82000000
USD
22nd Century Group Inc
-29806.92000000
USD
-69152.05000000
USD
Sigilon Therapeutics Inc
-22708.35000000
USD
-33381.27000000
USD
Workhorse Group Inc
-10774.43000000
USD
-53872.14000000
USD
Allakos Inc
-5599.93000000
USD
-31919.58000000
USD
International Seaways Inc
-2050.92000000
USD
-36998.64000000
USD
Ball Corp
-271.63000000
USD
-24446.25000000
USD
Costco Wholesale Corp
-123.59000000
USD
-71168.34000000
USD
Pulse Biosciences Inc
-6255.85000000
USD
-30403.43000000
USD
BigCommerce Holdings Inc
-4072.24000000
USD
-89222.73000000
USD
Teekay Tankers Ltd
-2668.53000000
USD
-36932.44000000
USD
LHC Group Inc
-215.37000000
USD
-36310.64000000
USD
Latham Group Inc
-2958.14000000
USD
-39165.82000000
USD
Watsco Inc
-95.12000000
USD
-28977.47000000
USD
Carvana Co
-392.26000000
USD
-46793.03000000
USD
Hess Corp
-388.87000000
USD
-41625.03000000
USD
nLight Inc
-5625.03000000
USD
-97537.95000000
USD
TuSimple Holdings Inc
-2514.24000000
USD
-30673.73000000
USD
Mirum Pharmaceuticals Inc
-1360.35000000
USD
-29955.01000000
USD
Rhythm Pharmaceuticals Inc
-3032.54000000
USD
-34934.89000000
USD
InfuSystem Holdings Inc
-2702.86000000
USD
-26488.02000000
USD
Pacific Ethanol Inc
-6200.15000000
USD
-42285.06000000
USD
Community Bank System Inc
-326.78000000
USD
-22923.61000000
USD
Akoya Biosciences Inc
-2886.85000000
USD
-31726.47000000
USD
WillScot Corp
-777.62000000
USD
-30428.16000000
USD
Relmada Therapeutics Inc
-1356.52000000
USD
-36612.42000000
USD
Boeing Co/The
-155.66000000
USD
-29808.36000000
USD
PLBY Group Inc
-2722.03000000
USD
-35631.39000000
USD
Gentherm Inc
-629.25000000
USD
-45960.39000000
USD
MetroMile Inc
-32428.17000000
USD
-42805.18000000
USD
ONEOK Inc
-562.97000000
USD
-39762.89000000
USD
Tradeweb Markets Inc
-400.40000000
USD
-35182.71000000
USD
Amphenol Corp
-1137.20000000
USD
-85687.80000000
USD
First Bancorp/Southern Pines N
-550.31000000
USD
-22986.56000000
USD
Okta Inc
-516.85000000
USD
-78023.11000000
USD
Privia Health Group Inc
-1231.41000000
USD
-32915.61000000
USD
Dominion Energy Inc
-522.85000000
USD
-44426.25000000
USD
2seventy bio Inc
-2367.79000000
USD
-40394.43000000
USD
Certara Inc
-1531.58000000
USD
-32898.37000000
USD
Silvergate Capital Corp
-216.56000000
USD
-32606.83000000
USD
Atreca Inc
-10924.09000000
USD
-34629.36000000
USD
Value Line Inc
-593.27000000
USD
-39748.90000000
USD
Piedmont Office Realty Trust I
-1965.92000000
USD
-33853.18000000
USD
Lyft Inc
-740.37000000
USD
-28430.36000000
USD
Xometry Inc
-1007.96000000
USD
-37042.61000000
USD
Century Aluminum Co
-925.35000000
USD
-24345.83000000
USD
Novagold Resources Inc
-3100.92000000
USD
-23970.10000000
USD
SkyWater Technology Inc
-8140.44000000
USD
-88161.00000000
USD
Cardlytics Inc
-1558.17000000
USD
-85668.06000000
USD
Bancorp Inc/The
-930.85000000
USD
-26371.11000000
USD
Kopin Corp
-30769.66000000
USD
-77847.24000000
USD
Sabre Corp
-9735.87000000
USD
-111280.97000000
USD
Taysha Gene Therapies Inc
-4929.86000000
USD
-32142.67000000
USD
United Parcel Service Inc
-133.00000000
USD
-28522.80000000
USD
Philip Morris International In
-688.32000000
USD
-64660.56000000
USD
Guardant Health Inc
-513.71000000
USD
-34028.05000000
USD
Ranpak Holdings Corp
-1151.98000000
USD
-23534.92000000
USD
TechTarget Inc
-1128.97000000
USD
-91762.89000000
USD
Triumph Bancorp Inc
-251.04000000
USD
-23602.62000000
USD
Texas Pacific Land Trust
-29.23000000
USD
-39522.31000000
USD
Steven Madden Ltd
-1058.65000000
USD
-40906.06000000
USD
Schrodinger Inc/United States
-948.67000000
USD
-32368.75000000
USD
Cactus Inc
-619.40000000
USD
-35144.74000000
USD
Revance Therapeutics Inc
-1829.93000000
USD
-35683.60000000
USD
Aeglea BioTherapeutics Inc
-11917.22000000
USD
-27409.60000000
USD
Lululemon Athletica Inc
-139.17000000
USD
-50828.35000000
USD
Biodesix Inc
-13791.76000000
USD
-23308.08000000
USD
Romeo Power Inc
-18035.40000000
USD
-26872.74000000
USD
Atara Biotherapeutics Inc
-3204.40000000
USD
-29768.89000000
USD
Griffin Industrial Realty Inc
-456.42000000
USD
-33359.78000000
USD
PureCycle Technologies Inc
-3072.96000000
USD
-24583.65000000
USD
Danimer Scientific Inc
-6006.56000000
USD
-35198.45000000
USD
Maiden Holdings Ltd
-14459.32000000
USD
-34846.95000000
USD
Illinois Tool Works Inc
-132.93000000
USD
-27834.80000000
USD
Five Below Inc
-276.43000000
USD
-43778.97000000
USD
Bank of Hawaii Corp
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Traeger Inc
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Nicolet Bankshares Inc
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UnitedHealth Group Inc
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Capitol Federal Financial Inc
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Home Depot Inc/The
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Fortress Biotech Inc
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Radian Group Inc
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Liberty Broadband Corp
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Erie Indemnity Co
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Poseida Therapeutics Inc
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Advanced Micro Devices Inc
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Ameresco Inc
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CODEXIS INC
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TransDigm Group Inc
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AptarGroup Inc
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Nordson Corp
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Cohen & Steers Inc
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Surgery Partners Inc
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Lennox International Inc
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Banc of California Inc
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Smith Micro Software Inc
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Meta Materials Inc
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Xponential Fitness Inc
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Sorrento Therapeutics Inc
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Cloudflare Inc
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NanoString Technologies Inc
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Cheniere Energy Inc
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Novanta Inc
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Omega Flex Inc
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Equity LifeStyle Properties In
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OLLIE'S BARGAIN OUTLET HOLDI
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Bed Bath & Beyond Inc
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Rafael Holdings Inc
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Lordstown Motors Corp
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ADVERUM BIOTECHNOLOGIES INC
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R1 RCM Inc
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Garmin Ltd
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Brightsphere Investment Group
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Surface Oncology Inc
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Snap One Holdings Corp
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Lovesac Co/The
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Colgate-Palmolive Co
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Pennant Group Inc/The
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Franklin BSP Realty Trust Inc
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Lancaster Colony Corp
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Cullen/Frost Bankers Inc
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Rivian Automotive Inc
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Wolfspeed Inc
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CBTX Inc
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Transcat Inc
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Martin Marietta Materials Inc
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SiteOne Landscape Supply Inc
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Sun Communities Inc
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CorVel Corp
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TransUnion
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Blucora Inc
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WD-40 Co
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Chemed Corp
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SOC Telemed Inc
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Kirby Corp
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NI Holdings Inc
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Rexford Industrial Realty Inc
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Hyliion Holdings Corp
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Gentex Corp
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Progyny Inc
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Monolithic Power Systems Inc
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Bonanza Creek Energy Inc
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Legalzoom.com Inc
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Brigham Minerals Inc
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Clearfield Inc
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Cadiz Inc
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Carnival Corp
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IAA Inc
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Chart Industries Inc
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QuantumScape Corp
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Bright Health Group Inc
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Freshpet Inc
-651.70000000
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Apple Inc
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PAR Technology Corp
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Cintas Corp
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Morningstar Inc
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Moody's Corp
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Boston Beer Co Inc/The
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F45 Training Holdings Inc
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James River Group Holdings Ltd
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Frontline Ltd/Bermuda
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Mister Car Wash Inc
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Saia Inc
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Brookfield Renewable Corp
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MarketAxess Holdings Inc
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WW Grainger Inc
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TJX Cos Inc/The
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Ur-Energy Inc
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United Community Banks Inc/GA
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Five Star Bancorp
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Allegro MicroSystems Inc
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-91232.78000000
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Albemarle Corp
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Waste Management Inc
-182.84000000
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NMI Holdings Inc
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Arbutus Biopharma Corp
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Systemax Inc
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Rogers Corp
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Public Service Enterprise Grou
-639.52000000
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-44766.50000000
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Western Alliance Bancorp
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Celsius Holdings Inc
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-76573.67000000
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AvidXchange Holdings Inc
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-80366.16000000
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MBIA Inc
-2515.13000000
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-38707.90000000
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Spirit AeroSystems Holdings In
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-33870.16000000
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HyreCar Inc
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Unity Software Inc
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Rapid7 Inc
-797.43000000
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-88706.61000000
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Codiak Biosciences Inc
-6645.06000000
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-41664.51000000
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Sculptor Capital Management In
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-38837.81000000
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Verisk Analytics Inc
-146.21000000
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-31380.97000000
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Homology Medicines Inc
-9126.43000000
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-27744.36000000
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Frequency Therapeutics Inc
-14419.84000000
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LifeStance Health Group Inc
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O'Reilly Automotive Inc
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WideOpenWest Inc
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Aptiv PLC
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Crown Holdings Inc
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Phreesia Inc
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Asana Inc
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Palomar Holdings Inc
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DMC Global Inc
-1262.11000000
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PRA Group Inc
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Spectrum Brands Holdings Inc
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Geron Corp
-27730.42000000
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Deere & Co
-74.13000000
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-30799.14000000
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Fluence Energy Inc
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-31386.47000000
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Brown & Brown Inc
-546.39000000
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NantKwest Inc
-4659.05000000
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Scholar Rock Holding Corp
-1988.94000000
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Velocity Financial Inc
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Brown-Forman Corp
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Marsh & McLennan Cos Inc
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Copart Inc
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Church & Dwight Co Inc
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Hingham Institution For Saving
-66.04000000
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-22663.30000000
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Casella Waste Systems Inc
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Aemetis Inc
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Range Resources Corp
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Royal Gold Inc
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Fastenal Co
-499.51000000
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-29670.71000000
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SVB Financial Group
-44.71000000
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-25011.34000000
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Ensign Group Inc/The
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Blue Bird Corp
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Fox Corp
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Kontoor Brands Inc
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Graco Inc
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-27976.19000000
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NexPoint Residential Trust Inc
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-34014.81000000
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TopBuild Corp
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-36913.21000000
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Commerce Bancshares Inc/MO
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First Hawaiian Inc
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Alliant Energy Corp
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Walker & Dunlop Inc
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-33616.60000000
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Rekor Systems Inc
-23426.91000000
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Ameren Corp
-485.96000000
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-45563.93000000
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Southern Co/The
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USD
-45592.40000000
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Eiger BioPharmaceuticals Inc
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-56058.31000000
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Ormat Technologies Inc
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-44863.93000000
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Axos Financial Inc
-494.51000000
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-22940.10000000
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Arista Networks Inc
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Wix.com Ltd
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MacroGenics Inc
-3466.30000000
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Coherent Inc
-325.97000000
USD
-89106.07000000
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Frontier Group Holdings Inc
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Zymergen Inc
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Applied Industrial Technologie
-268.01000000
USD
-27514.28000000
USD
Napco Security Technologies In
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USD
-84227.86000000
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Aspira Women's Health Inc
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-28839.57000000
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Codex DNA Inc
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World Acceptance Corp
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Clorox Co/The
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Byrna Technologies Inc
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USD
-22733.50000000
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AMERISAFE Inc
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Amedisys Inc
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Prologis Inc
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USD
-36693.61000000
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Entegris Inc
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USD
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Shenandoah Telecommunications
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Tivity Health Inc
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Universal Insurance Holdings I
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Axon Enterprise Inc
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American Express Co
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-39025.17000000
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Sherwin-Williams Co/The
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-24817.49000000
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Webster Financial Corp
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McCormick & Co Inc/MD
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EastGroup Properties Inc
-176.92000000
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-35964.64000000
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Charles Schwab Corp/The
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Cannae Holdings Inc
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-34172.44000000
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GXO Logistics Inc
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USD
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Energy Fuels Inc/Canada
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Ryman Hospitality Properties I
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Lucid Diagnostics Inc
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Hershey Co/The
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Signature Bank/New York NY
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Ambarella Inc
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Royal Caribbean Cruises Ltd
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WSFS Financial Corp
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Clovis Oncology Inc
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Joint Corp/The
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Splunk Inc
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USD
-98741.32000000
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Vivint Smart Home Inc
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USD
-40963.02000000
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Globalstar Inc
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USD
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Open Lending Corp
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USD
SEI Investments Co
-603.01000000
USD
-36307.39000000
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Bath & Body Works Inc
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USD
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Old Second Bancorp Inc
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Quantum Corp
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Atomera Inc
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USD
-87345.10000000
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Zevia PBC
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Brooks Automation Inc
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USD
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Magnite Inc
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USD
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ADTRAN Inc
-4274.91000000
USD
-78872.00000000
USD
Cogent Communications Holdings
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USD
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Ross Stores Inc
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USD
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Oak Street Health Inc
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agilon health Inc
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USD
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Aon PLC
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USD
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Lexicon Pharmaceuticals Inc
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ChargePoint Holdings Inc
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-32476.43000000
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Vroom Inc
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First Republic Bank/CA
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Aeva Technologies Inc
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-98928.19000000
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Zscaler Inc
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USD
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Switch Inc
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USD
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Park National Corp
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USD
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HEICO Corp
-191.00000000
USD
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Vulcan Materials Co
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USD
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Bluebird Bio Inc
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USD
-30275.27000000
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Middlesex Water Co
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-43168.66000000
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Zebra Technologies Corp
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USD
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Flywire Corp
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USD
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USD
Skyline Champion Corp
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USD
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USD
PDF Solutions Inc
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USD
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Anterix Inc
-1431.89000000
USD
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Lindblad Expeditions Holdings
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USD
-45028.31000000
USD
Arthur J Gallagher & Co
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USD
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Itron Inc
-1752.29000000
USD
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Costamare Inc
-1826.68000000
USD
-31144.89000000
USD
Livent Corp
-1069.33000000
USD
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USD
Equifax Inc
-124.52000000
USD
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Rollins Inc
-830.62000000
USD
-29113.12000000
USD
Norwegian Cruise Line Holdings
-2585.60000000
USD
-56572.93000000
USD
National CineMedia Inc
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USD
-77685.61000000
USD
Peloton Interactive Inc
-1829.98000000
USD
-48348.15000000
USD
Lawson Products Inc/DE
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USD
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USD
ARMOUR Residential REIT Inc
-3843.61000000
USD
-32286.31000000
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Humanigen Inc
-10336.77000000
USD
-31113.66000000
USD
Stock Yards Bancorp Inc
-453.11000000
USD
-23969.35000000
USD
Black Diamond Therapeutics Inc
-10801.37000000
USD
-29919.78000000
USD
Deciphera Pharmaceuticals Inc
-4073.39000000
USD
-37760.34000000
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Neenah Inc
-680.93000000
USD
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USD
Torrid Holdings Inc
-5482.82000000
USD
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USD
Amyris Inc
-5545.57000000
USD
-24178.70000000
USD
Coastal Financial Corp/WA
-503.01000000
USD
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USD
Velodyne Lidar Inc
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USD
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NVIDIA Corp
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USD
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Essent Group Ltd
-843.67000000
USD
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Lamb Weston Holdings Inc
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USD
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Alignment Healthcare Inc
-3183.17000000
USD
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VeriSign Inc
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USD
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Cognex Corp
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USD
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HireQuest Inc
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USD
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Allegion PLC
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USD
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Forian Inc
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USD
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US Physical Therapy Inc
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USD
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Cboe Global Markets Inc
-293.79000000
USD
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USD
Compass Minerals International
-397.50000000
USD
-24959.13000000
USD
Quotient Ltd
-24861.74000000
USD
-29834.09000000
USD
Crocs Inc
-597.80000000
USD
-45671.85000000
USD
Exponent Inc
-284.80000000
USD
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USD
BRP Group Inc
-1436.60000000
USD
-38544.02000000
USD
Evelo Biosciences Inc
-9776.16000000
USD
-33141.19000000
USD
Selectquote Inc
-13522.62000000
USD
-37728.11000000
USD
Cambium Networks Corp
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USD
-86181.19000000
USD
Ulta Beauty Inc
-114.94000000
USD
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USD
Carpenter Technology Corp
-663.31000000
USD
-27845.79000000
USD
FARO Technologies Inc
-1534.48000000
USD
-79670.17000000
USD
CoStar Group Inc
-498.13000000
USD
-33180.16000000
USD
Upwork Inc
-1449.02000000
USD
-33675.31000000
USD
Golden Nugget Online Gaming In
-6498.59000000
USD
-46204.96000000
USD
Etsy Inc
-298.10000000
USD
-37048.11000000
USD
Virgin Galactic Holdings Inc
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USD
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USD
Esperion Therapeutics Inc
-6584.39000000
USD
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USD
Republic Services Inc
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USD
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USD
MaxLinear Inc
-1524.27000000
USD
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McGrath RentCorp
-340.68000000
USD
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USD
MongoDB Inc
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USD
-129834.75000000
USD
Camden Property Trust
-199.46000000
USD
-33149.69000000
USD
WEC Energy Group Inc
-453.65000000
USD
-45279.13000000
USD
Theravance Biopharma Inc
-2945.82000000
USD
-28162.06000000
USD
Lakeland Financial Corp
-296.63000000
USD
-21653.78000000
USD
Sysco Corp
-858.87000000
USD
-70126.35000000
USD
Construction Partners Inc
-1029.42000000
USD
-26950.19000000
USD
89bio Inc
-8055.76000000
USD
-30370.20000000
USD
Limoneira Co
-4409.08000000
USD
-64725.27000000
USD
Seacoast Banking Corp of Flori
-712.70000000
USD
-24958.88000000
USD
Snowflake Inc
-430.37000000
USD
-98610.17000000
USD
Forward Air Corp
-277.04000000
USD
-27089.34000000
USD
Integral Ad Science Holding Co
-5216.03000000
USD
-71981.25000000
USD
CME Group Inc
-149.96000000
USD
-35669.86000000
USD
Trex Co Inc
-395.29000000
USD
-25824.00000000
USD
Credit Acceptance Corp
-67.14000000
USD
-36952.68000000
USD
AZEK Co Inc/The
-1103.32000000
USD
-27406.36000000
USD
Goosehead Insurance Inc
-506.77000000
USD
-39816.60000000
USD
CBIZ Inc
-708.33000000
USD
-29728.42000000
USD
Helen of Troy Ltd
-206.56000000
USD
-40452.39000000
USD
Forte Biosciences Inc
-22184.24000000
USD
-32388.99000000
USD
AES Corp/VA
-1977.90000000
USD
-50891.31000000
USD
Molecular Templates Inc
-11771.24000000
USD
-40610.77000000
USD
Desktop Metal Inc
-6848.93000000
USD
-32463.93000000
USD
Old National Bancorp/IN
-1348.49000000
USD
-22088.22000000
USD
Ouster Inc
-26773.62000000
USD
-120481.29000000
USD
DarioHealth Corp
-4323.79000000
USD
-25250.92000000
USD
S&P Global Inc
-86.06000000
USD
-35298.63000000
USD
Eos Energy Enterprises Inc
-8003.94000000
USD
-33456.46000000
USD
Trimble Inc
-1279.88000000
USD
-92330.73000000
USD
NIKE Inc
-340.45000000
USD
-45811.25000000
USD
First Interstate BancSystem In
-601.43000000
USD
-22114.70000000
USD
Mid-America Apartment Communit
-160.44000000
USD
-33604.86000000
USD
International Business Machine
-656.13000000
USD
-85310.32000000
USD
Old Dominion Freight Line Inc
-90.37000000
USD
-26992.66000000
USD
Harpoon Therapeutics Inc
-5958.60000000
USD
-29614.25000000
USD
CVB Financial Corp
-1014.62000000
USD
-23549.41000000
USD
Bright Horizons Family Solutio
-318.83000000
USD
-42305.54000000
USD
Hyster-Yale Materials Handling
-756.73000000
USD
-25131.01000000
USD
Ubiquiti Inc
-330.27000000
USD
-96162.45000000
USD
Landec Corp
-5575.96000000
USD
-64569.63000000
USD
Energy Recovery Inc
-1434.42000000
USD
-28889.28000000
USD
Tompkins Financial Corp
-299.66000000
USD
-23454.72000000
USD
Sleep Number Corp
-642.98000000
USD
-32605.33000000
USD
Tucows Inc
-1289.69000000
USD
-88085.81000000
USD
Uranium Energy Corp
-7960.34000000
USD
-36537.98000000
USD
Enphase Energy Inc
-468.57000000
USD
-94547.12000000
USD
Foghorn Therapeutics Inc
-3251.37000000
USD
-49518.31000000
USD
Sirius XM Holdings Inc
-12655.81000000
USD
-83781.43000000
USD
Rexnord Corp
-841.20000000
USD
-29778.63000000
USD
Axsome Therapeutics Inc
-1020.87000000
USD
-42253.83000000
USD
SQZ Biotechnologies Co
-6202.05000000
USD
-29831.85000000
USD
908 Devices Inc
-4612.01000000
USD
-87674.36000000
USD
Tellurian Inc
-9164.10000000
USD
-48569.74000000
USD
Coursera Inc
-2388.09000000
USD
-55021.56000000
USD
Calix Inc
-1798.53000000
USD
-77174.98000000
USD
Louisiana-Pacific Corp
-387.17000000
USD
-24051.29000000
USD
Continental Resources Inc/OK
-638.88000000
USD
-39182.81000000
USD
Union Pacific Corp
-106.73000000
USD
-29160.08000000
USD
APPIAN CORP
-1527.66000000
USD
-92912.06000000
USD
Talis Biomedical Corp
-16574.49000000
USD
-23370.04000000
USD
Tetra Tech Inc
-177.36000000
USD
-29254.26000000
USD
NRG Energy Inc
-1138.98000000
USD
-43691.28000000
USD
Ooma Inc
-5426.35000000
USD
-81340.96000000
USD
Rapid Micro Biosystems Inc
-4798.62000000
USD
-32582.60000000
USD
ServisFirst Bancshares Inc
-271.41000000
USD
-25862.48000000
USD
Verrica Pharmaceuticals Inc
-3745.40000000
USD
-30375.20000000
USD
Avrobio Inc
-22184.28000000
USD
-29283.24000000
USD
Hamilton Lane Inc
-453.33000000
USD
-35037.57000000
USD
Calavo Growers Inc
-1484.53000000
USD
-54111.22000000
USD
Nesco Holdings Inc
-3385.89000000
USD
-28407.63000000
USD
Lowe's Cos Inc
-184.83000000
USD
-37371.62000000
USD
Cable One Inc
-56.72000000
USD
-83050.21000000
USD
Evoqua Water Technologies Corp
-644.13000000
USD
-30261.03000000
USD
Angion Biomedica Corp
-14789.50000000
USD
-31353.74000000
USD
Veeva Systems Inc
-158.61000000
USD
-33697.79000000
USD
GreenBox POS
-31716.43000000
USD
-133843.34000000
USD
FirstCash Inc
-556.50000000
USD
-39144.09000000
USD
H&R Block Inc
-1723.01000000
USD
-44867.18000000
USD
Epizyme Inc
-20453.63000000
USD
-23521.68000000
USD
Tractor Supply Co
-188.18000000
USD
-43915.62000000
USD
Arteris Inc
-6655.59000000
USD
-86522.69000000
USD
Seritage Growth Properties
-2917.12000000
USD
-36930.69000000
USD
Mastercard Inc
-262.34000000
USD
-93756.69000000
USD
fuboTV Inc
-11356.41000000
USD
-74611.59000000
USD
Wingstop Inc
-319.47000000
USD
-37490.04000000
USD
Iridium Communications Inc
-2057.17000000
USD
-82945.29000000
USD
Aligos Therapeutics Inc
-11309.70000000
USD
-24315.85000000
USD
Apollo Medical Holdings Inc
-707.89000000
USD
-34311.59000000
USD
Ardagh Metal Packaging SA
-3266.57000000
USD
-26557.22000000
USD
Winmark Corp
-186.33000000
USD
-40992.24000000
USD
MSCI Inc
-71.68000000
USD
-36044.34000000
USD
Investors Real Estate Trust
-321.87000000
USD
-31582.32000000
USD
Columbia Financial Inc
-1086.14000000
USD
-23362.79000000
USD
OptimizeRx Corp
-724.43000000
USD
-27318.17000000
USD
LPL Financial Holdings Inc
-229.91000000
USD
-41999.51000000
USD
Live Oak Bancshares Inc
-428.97000000
USD
-21830.40000000
USD
OneSpaWorld Holdings Ltd
-4245.50000000
USD
-43304.07000000
USD
Inovio Pharmaceuticals Inc
-8846.50000000
USD
-31758.95000000
USD
Vuzix Corp
-6529.46000000
USD
-43094.47000000
USD
Oyster Point Pharma Inc
-2778.37000000
USD
-32340.27000000
USD
XPEL Inc
-730.24000000
USD
-38418.11000000
USD
DraftKings Inc
-2374.34000000
USD
-46228.44000000
USD
Apellis Pharmaceuticals Inc
-678.58000000
USD
-34478.47000000
USD
Impinj Inc
-1404.10000000
USD
-89216.49000000
USD
Marvell Technology Group Ltd
-1278.29000000
USD
-91666.46000000
USD
Verastem Inc
-25749.57000000
USD
-36306.90000000
USD
Duke Realty Corp
-622.57000000
USD
-36146.51000000
USD
Accelerate Diagnostics Inc
-12704.67000000
USD
-18294.72000000
USD
PAVmed Inc
-20747.82000000
USD
-27387.12000000
USD
MGIC Investment Corp
-2434.47000000
USD
-32987.06000000
USD
Dollar General Corp
-207.10000000
USD
-46106.03000000
USD
Eastern Bankshares Inc
-1108.00000000
USD
-23866.43000000
USD
Apollo Global Management Inc
-556.50000000
USD
-34497.21000000
USD
Curo Group Holdings Corp
-2862.12000000
USD
-37350.64000000
USD
Akoustis Technologies Inc
-13929.54000000
USD
-90542.03000000
USD
Kronos Bio Inc
-4382.92000000
USD
-31688.50000000
USD
Armstrong World Industries Inc
-311.60000000
USD
-28047.14000000
USD
Nektar Therapeutics
-2789.12000000
USD
-15033.34000000
USD
National Research Corp
-765.18000000
USD
-30339.23000000
USD
Scotts Miracle-Gro Co/The
-200.07000000
USD
-24600.39000000
USD
Omeros Corp
-4712.34000000
USD
-28321.19000000
USD
Novavax Inc
-396.20000000
USD
-29180.32000000
USD
Extra Space Storage Inc
-169.90000000
USD
-34931.89000000
USD
Southwestern Energy Co
-6709.46000000
USD
-48106.83000000
USD
Domo Inc
-2015.71000000
USD
-101934.51000000
USD
Keysight Technologies Inc
-563.69000000
USD
-89046.86000000
USD
Applied Therapeutics Inc
-16865.25000000
USD
-35585.67000000
USD
Target Corp
-197.63000000
USD
-41940.06000000
USD
Riot Blockchain Inc
-5461.12000000
USD
-115611.83000000
USD
Inspire Medical Systems Inc
-129.93000000
USD
-33352.04000000
USD
Alexandria Real Estate Equitie
-175.06000000
USD
-35230.43000000
USD
DoorDash Inc
-485.43000000
USD
-56887.21000000
USD
Helmerich & Payne Inc
-894.17000000
USD
-38252.48000000
USD
CSW Industrials Inc
-221.82000000
USD
-26083.82000000
USD
Upstart Holdings Inc
-298.22000000
USD
-32533.13000000
USD
Lattice Semiconductor Corp
-1520.89000000
USD
-92698.46000000
USD
Cadence BanCorp
-793.72000000
USD
-23224.14000000
USD
CarLotz Inc
-24417.86000000
USD
-33452.47000000
USD
Provention Bio Inc
-4806.59000000
USD
-35184.21000000
USD
Y-mAbs Therapeutics Inc
-3412.97000000
USD
-40546.07000000
USD
Hemisphere Media Group Inc
-14815.45000000
USD
-67706.60000000
USD
Thoughtworks Holding Inc
-4545.91000000
USD
-94600.33000000
USD
Ares Management Corp
-503.25000000
USD
-40879.33000000
USD
Balchem Corp
-181.74000000
USD
-24843.72000000
USD
Floor & Decor Holdings Inc
-477.40000000
USD
-38669.18000000
USD
Westamerica Bancorporation
-392.48000000
USD
-23745.01000000
USD
Square Inc
-819.55000000
USD
-111130.58000000
USD
Syros Pharmaceuticals Inc
-25981.56000000
USD
-30918.06000000
USD
MSA Safety Inc
-210.30000000
USD
-27906.99000000
USD
EVI Industries Inc
-1555.68000000
USD
-28920.01000000
USD
Identiv Inc
-5519.60000000
USD
-89251.96000000
USD
Inseego Corp
-17215.59000000
USD
-69723.14000000
USD
New York Times Co/The
-1756.83000000
USD
-80533.29000000
USD
FactSet Research Systems Inc
-82.03000000
USD
-35614.15000000
USD
Leslie's Inc
-2034.82000000
USD
-39394.15000000
USD
Nasdaq Inc
-202.43000000
USD
-36073.06000000
USD
Rubius Therapeutics Inc
-6123.05000000
USD
-33738.01000000
USD
UDR Inc
-590.33000000
USD
-33867.42000000
USD
Aspen Aerogels Inc
-1262.53000000
USD
-43532.15000000
USD
Chesapeake Utilities Corp
-307.45000000
USD
-42354.26000000
USD
First Citizens BancShares Inc/
-34.79000000
USD
-23157.19000000
USD
Y
equity-performance leg
2023-01-05
0.00000000
USD
0.00000000
USD
26377641.51000000
USD
1395775.59000000
N
N
N
Flex Acquisition Co Inc
549300HHED2KGPBEDW39
Flex Acquisition Co Inc
33936YAC9
833000.00000000
PA
USD
863046.31000000
0.350109945607
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.88000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-3446.48000000
-0.00139812535
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPK22 COMDTY
2022-05-04
-57176.52000000
USD
-3446.48000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
12718.90000000
0.005159645937
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-07
74308.85000000
USD
12718.90000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
17798.52000000
0.007220283311
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSK22 COMDTY
2022-05-23
-234608.52000000
USD
17798.52000000
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
-4096.00000000
NS
USD
-74752.00000000
-0.03032446619
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-4696.85000000
-0.00190535997
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-10
-82384.40000000
USD
-4696.85000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX IRON ORE 62 MAY22
000000000
3.00000000
NC
USD
2038.34000000
0.000826888543
N/A
DCO
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Index Futures
SCOK2 COMDTY
2022-05-31
46396.66000000
USD
2038.34000000
N
N
N
99 ESCROW ISSUER INC
N/A
99 Escrow Issuer Inc
65442QAA9
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
-6981.05000000
-0.00283198596
N/A
DFE
NO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
250000.00000000
EUR
2375048.25000000
NOK
2022-04-21
-6981.05000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
15100.00000000
NS
USD
3769262.00000000
1.529067558146
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-6416.13000000
-0.00260281620
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
3070056.00000000
TRY
200000.00000000
USD
2022-04-21
-6416.13000000
N
N
N
CLEAR CHANNEL INTL BV
N/A
Clear Channel International BV
18452MAB2
1013000.00000000
PA
USD
1031993.75000000
0.418646452100
Long
DBT
CORP
NL
N
2
2025-08-01
Fixed
6.63000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 JUN22
000000000
-1.00000000
NC
1293.79000000
0.000524848714
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Future
VGM2 INDEX
2022-06-17
-39159.53000000
EUR
1293.79000000
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
-492000.00000000
PA
USD
-514565.58000000
-0.20874259600
Short
DBT
CORP
US
N
2
2025-09-01
Fixed
7.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD JPY
000000000
1.00000000
NC
N/A
-9566.84000000
-0.00388095724
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
55817340.00000000
JPY
600000.00000000
AUD
2022-04-21
-9566.84000000
N
N
N
ARK Innovation ETF
254900636IK9WKHH6949
ARK Innovation ETF
00214Q104
-2315.00000000
NS
USD
-153461.35000000
-0.06225430116
Short
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN22
000000000
-1.00000000
NC
USD
3386.01000000
0.001373594630
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESM2 INDEX
2022-06-17
-230436.01000000
USD
3386.01000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-114.98000000
-0.00004664366
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7568787.20000000
INR
2022-04-04
-114.98000000
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1756.00000000
NS
USD
729547.76000000
0.295953906078
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE JUL22
000000000
1.00000000
NC
USD
227.69000000
0.000092366461
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Future
CCN2 COMDTY
2022-07-14
26612.31000000
USD
227.69000000
N
N
N
RLJ LODGING TRUST LP
549300RX5I8Z6I6LDZ74
RLJ Lodging Trust LP
74965LAA9
418000.00000000
PA
USD
397660.12000000
0.161317835868
Long
DBT
US
N
2
2026-07-01
Fixed
3.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-26475.10000000
-0.01074009090
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LMNM22 COMDTY
2022-06-07
219003.10000000
USD
-26475.10000000
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
35000.00000000
PA
USD
35653.45000000
0.014463450333
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Trupanion Inc
549300J86GFKIDGMQP18
Trupanion Inc
898202106
-659.00000000
NS
USD
-58730.08000000
-0.02382489198
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: ASDZ223 TRS USD R E ASDZ22 INDEX / Short: ASDZ223 TRS USD P F .00000 FIXED 0.0 PERCENT
000000000
23999959.75000000
OU
Notional Amount
USD
349055.50000000
0.141600515178
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
S&P 500 Annual Dividend Index Futures
ASDZ22 INDEX
Y
equity-performance leg
Other
2022-12-16
0.00000000
USD
0.00000000
USD
23999959.75000000
USD
349055.50000000
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings Inc
29272WAC3
-418000.00000000
PA
USD
-380476.14000000
-0.15434685153
Short
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
-3306.00000000
NS
USD
-281869.56000000
-0.11434535456
Short
EC
CORP
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2018.53000000
-0.00081885226
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
146804.50000000
EUR
160822.57000000
USD
2022-06-15
-2018.53000000
N
N
N
WHITE CAP PARENT LLC
N/A
White Cap Parent LLC
96351CAA4
375000.00000000
PA
USD
368881.88000000
0.149643435637
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
Y
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT APR22
000000000
-2.00000000
NC
2907.16000000
0.001179340688
N/A
DE
NL
N
1
Euronext Eqf, Equities And Indices Derivatives
N/A
Short
Euronext Amsterdam Index Future
EOJ2 INDEX
2022-04-14
-292687.94000000
EUR
2907.16000000
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
-1099.00000000
NS
USD
-109218.62000000
-0.04430645802
Short
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAY22
000000000
5.00000000
NC
USD
-873.30000000
-0.00035426953
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C K2 Comdty
2022-05-13
188060.80000000
USD
-873.30000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
16217.40000000
0.006578874118
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSJ22 COMDTY
2022-04-13
202707.60000000
USD
16217.40000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX APR22
000000000
4.00000000
NC
USD
2134.68000000
0.000865970562
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTJ2 INDEX
2022-04-28
244065.32000000
USD
2134.68000000
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
-1102.00000000
NS
USD
-149431.20000000
-0.06061939979
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
270.52000000
0.000109741205
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-24
-87379.52000000
USD
270.52000000
N
N
N
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
CBOE VIX FUTURE MAY22
000000000
-6.00000000
NC
USD
-1638.96000000
-0.00066487300
N/A
DE
US
N
1
CBOE Futures Exchange, LLC
254900O9GJPIWCP8RH13
Short
CBOE Volatility Index Future
UXK2 INDEX
2022-05-18
-146981.04000000
USD
-1638.96000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-55144.58000000
-0.02237037072
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 COMDTY
2022-04-13
-137517.40000000
USD
-55144.58000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
4880.65000000
0.001979921686
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1414723.50000000
TRY
100000.00000000
USD
2022-04-21
4880.65000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
-8.00000000
NC
USD
3399.31000000
0.001378990009
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-919336.81000000
USD
3399.31000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
4.00000000
NC
USD
262975.12000000
0.106680491988
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 COMDTY
2022-04-11
507640.88000000
USD
262975.12000000
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT JUN22
000000000
2.00000000
NC
-85.56000000
-0.00003470892
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Future
STM2 INDEX
2022-06-17
243527.34000000
EUR
-85.56000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
3076.08000000
0.001247866063
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
81192000.00000000
CLP
2022-04-11
3076.08000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
542.05000000
0.000219892135
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
376309000.00000000
COP
100000.00000000
USD
2022-04-25
542.05000000
N
N
N
H-FOOD HOLDNG/HEARTHSIDE
N/A
H-Food Holdings LLC / Hearthside Finance Co Inc
577088AA5
307000.00000000
PA
USD
295513.60000000
0.119880299844
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
XAY CONS DISCRET JUN22
000000000
1.00000000
NC
USD
-6111.44000000
-0.00247921334
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E Mini Consumer Discretionary Select Sector Futures
IXYM2 INDEX
2022-06-17
193231.44000000
USD
-6111.44000000
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688CAA5
276000.00000000
PA
USD
267482.65000000
0.108509050971
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-55899.76000000
-0.02267672279
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNK22 COMDTY
2022-05-04
-136736.90000000
USD
-55899.76000000
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAL4
350000.00000000
PA
USD
363062.00000000
0.147282498748
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
7192.00000000
NS
USD
912952.48000000
0.370355262992
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
785.58000000
0.000318684371
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
78356144.00000000
CLP
100000.00000000
USD
2022-04-25
785.58000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 JUN22
000000000
2.00000000
NC
-565.23000000
-0.00022929551
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOM2 INDEX
2022-06-17
45250.94000000
EUR
-565.23000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
1333.69000000
0.000541034852
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
EUR
13632346.00000000
JPY
2022-04-21
1333.69000000
N
N
N
CASCADES INC/USA INC
N/A
Cascades Inc/Cascades USA Inc
14739LAB8
-212000.00000000
PA
USD
-212026.50000000
-0.08601228638
Short
DBT
CORP
XX
N
2
2028-01-15
Fixed
5.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD JPY
000000000
1.00000000
NC
N/A
-14492.80000000
-0.00587925973
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
101673975.00000000
JPY
625000.00000000
GBP
2022-04-21
-14492.80000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-108.79000000
-0.00004413258
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1488932.00000000
TRY
100000.00000000
USD
2022-04-21
-108.79000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM FUTURE JUL22
000000000
1.00000000
NC
USD
-276.74000000
-0.00011226445
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Platinum Future
PLN2 COMDTY
2022-07-27
49686.74000000
USD
-276.74000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD AUD
000000000
1.00000000
NC
N/A
6153.42000000
0.002496243268
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
AUD
37184240.00000000
JPY
2022-04-21
6153.42000000
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871NAA9
236000.00000000
PA
USD
206135.38000000
0.083622449737
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
549000.00000000
PA
USD
524962.04000000
0.212960103230
Long
DBT
US
N
2
2026-07-15
Fixed
3.63000000
N
N
N
N
N
N
Warby Parker Inc
N/A
Warby Parker Inc
93403J106
-772.00000000
NS
USD
-26101.32000000
-0.01058846045
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-12097.60000000
-0.00490760464
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-13
-74947.40000000
USD
-12097.60000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
-11.00000000
NS
USD
-35859.45000000
-0.01454701786
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
19189.80000000
0.007784680562
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-06
499205.20000000
USD
19189.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-9615.35000000
-0.00390063618
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-04
-249572.40000000
USD
-9615.35000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND JUN22
000000000
-5.00000000
NC
-12591.11000000
-0.00510780567
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 30 Year Euro BUXL Future
UBM2 COMDTY
2022-06-08
-917218.20000000
EUR
-12591.11000000
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
265.00000000
NS
378611.21000000
0.153590309817
Long
EC
CORP
FR
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1304.04000000
0.000529006807
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1628922.50000000
TWD
58157.00000000
USD
2022-04-01
1304.04000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE JUN22
000000000
-10.00000000
NC
-5468.75000000
-0.00221849481
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKM2 COMDTY
2022-06-08
-1380256.50000000
EUR
-5468.75000000
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Long: MQIS3111 TRS USD R E MQIS311 INDEX / Short: MQIS3111 TRS USD P F .25000 FIXED + 0.25 PERCENT
000000000
17999999.99000000
OU
Notional Amount
USD
0.35000000
0.000000141983
N/A
DE
US
N
2
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Equity Risk Control Congestion Strategy
MQIS311
S&P500 EMINI FUT Jun22
1.00000000
USD
0.01000000
USD
Y
equity-performance leg
2023-03-24
0.00000000
USD
0.00000000
USD
17999999.99000000
USD
0.35000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-17524.33000000
-0.00710905330
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSK22 COMDTY
2022-05-11
235224.33000000
USD
-17524.33000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-120.16000000
-0.00004874502
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
240070.10000000
USD
300000.00000000
CAD
2022-04-21
-120.16000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
51813.56000000
0.021019083753
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNK22 COMDTY
2022-05-17
140763.10000000
USD
51813.56000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-324.80000000
-0.00013176084
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1376629.65000000
INR
17796.00000000
USD
2022-04-11
-324.80000000
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
-771.00000000
NS
USD
-183390.06000000
-0.07439540982
Short
EC
CORP
US
N
1
N
N
N
ACCO BRANDS CORP
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081TAK4
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
15954.90000000
0.006472386367
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-19
243370.10000000
USD
15954.90000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
324.39000000
0.000131594520
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
435090.44000000
TWD
15510.00000000
USD
2022-04-01
324.39000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Long: MLEISUVU3 TRS USD R E MLEISUVU INDEX / Short: MLEISUVU3 TRS USD P F .20000 FIXED .20 PERCENT
000000000
18009499.56000000
OU
Notional Amount
USD
-108772.57000000
-0.04412550998
N/A
DE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
BofAML Short Upside Vol Index
MLEISUVU
United States Dollar
1.00000000
USD
13361917.50000000
USD
S&P 500 Index
1.00000000
USD
4717040.37000000
USD
S&P 500 Index Call
1.00000000
USD
-178013.97000000
USD
Y
equity-performance leg
2023-03-03
0.00000000
USD
0.00000000
USD
18009499.56000000
USD
-108772.57000000
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAC9
434000.00000000
PA
USD
434000.00000000
0.176059748628
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.38000000
N
N
N
N
N
Apollo Commercial Real Estate Finance Inc
Apollo Commercial Real Estate Finance Inc
USD
XXXX
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
14901.27000000
0.006044962789
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZJ22 COMDTY
2022-04-27
90286.23000000
USD
14901.27000000
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BM4
140000.00000000
PA
USD
140462.70000000
0.056981169709
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT JUN22
000000000
-7.00000000
NC
USD
-4319.87000000
-0.00175243139
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE US MSCI Emerging Markets EM Index Futures
MESM2 INDEX
2022-06-17
-390550.13000000
USD
-4319.87000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
527.35000000
0.000213928821
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2849180.00000000
TWD
100000.00000000
USD
2022-04-15
527.35000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
MINI H-SHR IDX FU APR22
000000000
-1.00000000
NC
-86.33000000
-0.00003502128
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Mini Hang Seng China Enterprise Index Future
MHCJ2 INDEX
2022-04-28
-74533.74000000
HKD
-86.33000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
6574.96000000
0.002667248398
N/A
DFE
JP
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
404260.58000000
USD
50000000.00000000
JPY
2022-04-21
6574.96000000
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
84611WAB0
553000.00000000
PA
USD
551581.56000000
0.223758780649
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
728.95000000
0.000295711414
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
67221.00000000
GBP
89008.20000000
USD
2022-06-15
728.95000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
2292.39000000
0.000929948403
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
80680856.00000000
CLP
2022-04-18
2292.39000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1010.40000000
0.000409886566
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
5701350.61000000
TWD
200000.00000000
USD
2022-04-06
1010.40000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
1682.53000000
0.000682547946
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPJ22 COMDTY
2022-04-19
58865.22000000
USD
1682.53000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COCOA FUTURE - IC JUL22
000000000
1.00000000
NC
130.22000000
0.000052826037
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Cocoa Future
QCN2 COMDTY
2022-07-14
17790.87000000
GBP
130.22000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-775.74000000
-0.00031469260
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
4371477.34000000
INR
56684.00000000
USD
2022-04-18
-775.74000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 JUN22
000000000
3.00000000
NC
USD
-3924.32000000
-0.00159196956
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYM2 INDEX
2022-06-17
314304.32000000
USD
-3924.32000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT MAY22
000000000
-2.00000000
NC
USD
-944.18000000
-0.00038302325
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBK2 COMDTY
2022-04-29
-265428.22000000
USD
-944.18000000
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow Inc
81104PAA7
-216000.00000000
PA
USD
-216475.20000000
-0.08781697994
Short
DBT
CORP
US
N
2
2027-07-15
Fixed
5.88000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUN22
000000000
1.00000000
NC
USD
-560.91000000
-0.00022754302
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COM2 COMDTY
2022-04-29
106180.91000000
USD
-560.91000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-526.64000000
-0.00021364079
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2849634.70000000
TWD
2022-04-11
-526.64000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Long: BBL170011 TRS USD R E BBL17001 INDEX / Short: BBL170011 TRS USD P F .00000 FIXED 0.0 PERCENT
000000000
104550000.44000000
OU
Notional Amount
USD
-396342.43000000
-0.16078329169
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays MFI vs REMIX
BBL17001
iShares MBS ETF
1.00000000
USD
-104153658.00000000
USD
iShares 3-7 Year Treasury Bond
1.00000000
USD
104153658.01000000
USD
Y
equity-performance leg
Other
2022-12-16
0.00000000
USD
0.00000000
USD
104550000.44000000
USD
-396342.43000000
N
N
N
Credit Suisse Securities LLC
1V8Y6QCX6YMJ2OELII46
Long: CSVPDSPG2 TRS USD R E CSVPDSPG INDEX / Short: CSVPDSPG2 TRS USD P F .50000 FIXED +0.50 PERCENT
000000000
11169720.63000000
OU
Notional Amount
USD
4666.08000000
0.001892877584
N/A
DE
US
N
2
Credit Suisse Securities LLC
1V8Y6QCX6YMJ2OELII46
CS Gamma Weighted Dispersion Index
CSVPDSPG
AMAZON.COM INC Put
1.00000000
USD
2723512.80000000
USD
ABBVIE INC Put
1.00000000
USD
561191.68000000
USD
PEPSICO INC Put
1.00000000
USD
548114.55000000
USD
COMCAST CORP-A Put
1.00000000
USD
554239.95000000
USD
ALPHABET INC-A Put
1.00000000
USD
1676391.87000000
USD
BERKSHIRE HATHAWAY INC-CL B Put
1.00000000
USD
1364689.29000000
USD
MICROSOFT CORP
-2763.51000000
USD
-852017.85000000
USD
COCA-COLA CO/THE Put
1.00000000
USD
504523.90000000
USD
APPLE INC Call
1.00000000
USD
3352375.52000000
USD
ALPHABET INC-C Call
1.00000000
USD
1111317.76000000
USD
AMAZON.COM INC
-152.52000000
USD
-497206.47000000
USD
JOHNSON&JOHNSON Call
1.00000000
USD
631275.10000000
USD
HOME DEPOT INC Put
1.00000000
USD
717115.31000000
USD
VISA INC-CLASS A Put
1.00000000
USD
753361.22000000
USD
APPLE INC Put
1.00000000
USD
5672264.51000000
USD
ALPHABET INC-A Call
1.00000000
USD
1186169.42000000
USD
UNITEDHEALTH GRP Call
1.00000000
USD
655235.11000000
USD
SPDR S&P 500 ETF Put
1.00000000
USD
-45652904.74000000
USD
NVIDIA CORP Put
1.00000000
USD
1118379.54000000
USD
SPDR S&P 500 ETF
13003.04000000
USD
5872692.19000000
USD
EXXON MOBIL CORP Call
1.00000000
USD
515851.25000000
USD
BERKSHIRE HATHAWAY INC-CL B Call
1.00000000
USD
837113.86000000
USD
MICROSOFT CORP Call
1.00000000
USD
3085453.15000000
USD
PROCTER & GAMBLE Put
1.00000000
USD
883885.27000000
USD
UNITEDHEALTH GRP Put
1.00000000
USD
993659.67000000
USD
EXXON MOBIL CORP Put
1.00000000
USD
694123.16000000
USD
PFIZER INC Call
1.00000000
USD
460876.50000000
USD
BROADCOM INC Put
1.00000000
USD
489268.57000000
USD
CHEVRON CORP Put
1.00000000
USD
527448.57000000
USD
APPLE INC
-6985.20000000
USD
-1219685.28000000
USD
META PLATFORMS-A Call
1.00000000
USD
803670.14000000
USD
TESLA INC Call
1.00000000
USD
1185810.99000000
USD
VISA INC-CLASS A Call
1.00000000
USD
551683.71000000
USD
TESLA INC
-700.54000000
USD
-754904.68000000
USD
CHEVRON CORP Call
1.00000000
USD
512240.16000000
USD
META PLATFORMS-A Put
1.00000000
USD
911793.77000000
USD
BANK OF AMERICA Put
1.00000000
USD
692364.41000000
USD
SPDR S&P 500 ETF Call
1.00000000
USD
-19727183.76000000
USD
NVIDIA CORP Call
1.00000000
USD
1045394.16000000
USD
JPMORGAN CHASE Put
1.00000000
USD
884261.13000000
USD
TESLA INC Put
1.00000000
USD
1289966.20000000
USD
JPMORGAN CHASE Call
1.00000000
USD
607771.19000000
USD
COSTCO WHOLESALE Put
1.00000000
USD
498013.57000000
USD
ALPHABET INC-C Put
1.00000000
USD
1537372.91000000
USD
WALT DISNEY CO/T Put
1.00000000
USD
551203.08000000
USD
PFIZER INC Put
1.00000000
USD
559355.58000000
USD
JOHNSON&JOHNSON Put
1.00000000
USD
914992.17000000
USD
HOME DEPOT INC Call
1.00000000
USD
480252.12000000
USD
MICROSOFT CORP Put
1.00000000
USD
4919272.78000000
USD
AMAZON.COM INC Call
1.00000000
USD
2076736.10000000
USD
Y
equity-performance leg
2022-05-20
0.00000000
USD
0.00000000
USD
11169720.63000000
USD
4666.08000000
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAA9
964800.00000000
PA
USD
1029190.75000000
0.417509365751
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
3125.49000000
0.001267910100
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
8505900.00000000
TWD
300000.00000000
USD
2022-04-01
3125.49000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
7680.91000000
0.003115896506
N/A
DFE
BR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
512674.18000000
BRL
2022-04-04
7680.91000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
1131.47000000
0.000459000746
N/A
DFE
CO
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
382294356.51000000
COP
2022-04-18
1131.47000000
N
N
N
PRIME HEALTHCARE SERVICE
N/A
Prime Healthcare Services Inc
74165HAB4
315000.00000000
PA
USD
323267.18000000
0.131139028688
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD JPY
000000000
1.00000000
NC
N/A
-5585.88000000
-0.00226601066
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
39616720.00000000
JPY
400000.00000000
CAD
2022-04-21
-5585.88000000
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
85000.00000000
PA
USD
88969.93000000
0.036092220072
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-4905.45000000
-0.00198998224
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
862309.80000000
PLN
200000.00000000
USD
2022-04-21
-4905.45000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
769.52000000
0.000312169349
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7675487.20000000
INR
2022-04-25
769.52000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-187.25000000
-0.00007596126
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
160153.88000000
USD
200000.00000000
CAD
2022-04-21
-187.25000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-6296.96000000
-0.00255447279
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
46126440.00000000
INR
600000.00000000
USD
2022-04-18
-6296.96000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR JUN24
000000000
-5.00000000
NC
USD
905.30000000
0.000367250899
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Future
EDM4 Comdty
2024-06-17
-1214655.30000000
USD
905.30000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-524.74000000
-0.00021287002
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
7656842.80000000
INR
100000.00000000
USD
2022-04-25
-524.74000000
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat Inc
08862E109
-824.00000000
NS
USD
-39807.44000000
-0.01614858958
Short
EC
CORP
US
N
1
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
MAIZE FUT JUN22
000000000
-1.00000000
NC
-457.47000000
-0.00018558076
N/A
DCO
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Short
Euronext Maize Future
EPM2 COMDTY
2022-06-06
-15723.97000000
EUR
-457.47000000
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
-551.00000000
NS
USD
-83608.74000000
-0.03391735886
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-11243.23000000
-0.00456101439
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-10
-248042.02000000
USD
-11243.23000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
3.00000000
NC
USD
-6921.80000000
-0.00280795015
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPM22 COMDTY
2022-06-06
785046.80000000
USD
-6921.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
10846.97000000
0.004400264542
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPJ22 COMDTY
2022-04-20
248465.53000000
USD
10846.97000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: JPQIFSL14 TRS USD R E JPQIFSL1 INDEX / Short: JPQIFSL14 TRS USD P V 00MFEDL0 FEDL01 +.64 PERCENT FLOAT
000000000
19476354.90000000
OU
Notional Amount
USD
184921.98000000
0.075016860172
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPM Long ERP Sector
JPQIFSL1
Medical Properties Trust Inc
20833.14000000
USD
440412.60000000
USD
Dow Inc
6633.98000000
USD
422717.45000000
USD
PPL Corp
15558.29000000
USD
444344.86000000
USD
Sabra Health Care REIT Inc
18486.09000000
USD
275257.88000000
USD
Uniti Group Inc
13717.17000000
USD
188748.26000000
USD
Flowserve Corp
3505.07000000
USD
125832.17000000
USD
Edison International
6366.78000000
USD
446310.99000000
USD
OGE Energy Corp
10414.02000000
USD
424683.58000000
USD
Tanger Factory Outlet Centers
7548.83000000
USD
129764.43000000
USD
SL Green Realty Corp
5279.82000000
USD
428615.84000000
USD
Chemours Co/The
13303.21000000
USD
418785.20000000
USD
ManpowerGroup Inc
1800.33000000
USD
169086.98000000
USD
Antero Midstream GP LP
30568.13000000
USD
332275.58000000
USD
Atlas Air Worldwide Holdings I
4325.16000000
USD
373564.26000000
USD
International Paper Co
9415.26000000
USD
434514.22000000
USD
Equitrans Midstream Corp
49852.05000000
USD
420751.33000000
USD
Gaming and Leisure Properties
9593.93000000
USD
450243.24000000
USD
Kinder Morgan Inc/DE
23289.93000000
USD
440412.60000000
USD
Amcor PLC
37830.17000000
USD
428615.84000000
USD
Vornado Realty Trust
9370.78000000
USD
424683.58000000
USD
PACCAR Inc
4777.46000000
USD
420751.33000000
USD
Fastenal Co
7414.35000000
USD
440412.60000000
USD
Weyerhaeuser Co
11205.37000000
USD
424683.58000000
USD
South Jersey Industries Inc
11779.69000000
USD
406988.43000000
USD
MSC Industrial Direct Co Inc
3184.20000000
USD
271325.62000000
USD
Stanley Black & Decker Inc
3066.14000000
USD
428615.84000000
USD
LyondellBasell Industries NV
3977.38000000
USD
408954.56000000
USD
Hubbell Inc
2343.05000000
USD
430581.96000000
USD
Matson Inc
945.41000000
USD
114035.41000000
USD
CH Robinson Worldwide Inc
3997.60000000
USD
430581.96000000
USD
Brandywine Realty Trust
11262.82000000
USD
159256.34000000
USD
ArcBest Corp
1514.28000000
USD
121899.92000000
USD
Omega Healthcare Investors Inc
14197.01000000
USD
442378.73000000
USD
Avis Budget Group Inc
806.46000000
USD
212341.79000000
USD
Harris Corp
1653.80000000
USD
410920.69000000
USD
NCI Building Systems Inc
6144.15000000
USD
149425.70000000
USD
Cummins Inc
2032.17000000
USD
416819.07000000
USD
General Dynamics Corp
1769.01000000
USD
426649.71000000
USD
3M Co
2852.52000000
USD
424683.58000000
USD
Packaging Corp of America
2783.38000000
USD
434514.22000000
USD
Herc Holdings Inc
1753.26000000
USD
292953.03000000
USD
WP Carey Inc
5302.03000000
USD
428615.84000000
USD
MGM Growth Properties LLC
5842.50000000
USD
226104.68000000
USD
AGCO Corp
1790.69000000
USD
261494.98000000
USD
Iron Mountain Inc
8125.67000000
USD
450243.24000000
USD
STORE Capital Corp
5784.71000000
USD
169086.98000000
USD
Illinois Tool Works Inc
2018.71000000
USD
422717.45000000
USD
Physicians Realty Trust
16589.90000000
USD
290986.90000000
USD
Spirit Realty Capital Inc
6579.39000000
USD
302783.66000000
USD
United Parcel Service Inc
1980.25000000
USD
424683.58000000
USD
Welbilt Inc
15315.10000000
USD
363733.62000000
USD
Pinnacle West Capital Corp
5764.96000000
USD
450243.24000000
USD
Plains GP Holdings LP
25874.58000000
USD
298851.41000000
USD
EnLink Midstream LLC
25467.98000000
USD
245765.96000000
USD
Lockheed Martin Corp
948.77000000
USD
418785.20000000
USD
Huntington Ingalls Industries
2089.95000000
USD
416819.07000000
USD
Y
equity-performance leg
2023-02-21
0.00000000
USD
0.00000000
USD
19476354.90000000
USD
184921.98000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
1259.28000000
0.000510849125
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
655487.00000000
USD
500000.00000000
GBP
2022-04-21
1259.28000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS APR22
000000000
1.00000000
NC
152.79000000
0.000061981956
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Future
QZJ2 INDEX
2022-04-28
33277.91000000
SGD
152.79000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-11796.85000000
-0.00478560010
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPK22 COMDTY
2022-05-17
-247559.40000000
USD
-11796.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-3774.51000000
-0.00153119650
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
81742144.00000000
CLP
100000.00000000
USD
2022-04-11
-3774.51000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-21411.21000000
-0.00868583467
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-27
-152881.79000000
USD
-21411.21000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
-592.00000000
NS
USD
-261308.80000000
-0.10600451991
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-24181.06000000
-0.00980947314
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPJ22 COMDTY
2022-04-14
-494368.94000000
USD
-24181.06000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-466.06000000
-0.00018906545
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
380320000.00000000
COP
100000.00000000
USD
2022-04-29
-466.06000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD GBP
000000000
1.00000000
NC
N/A
-586.76000000
-0.00023802953
N/A
DFE
AU
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
125000.00000000
GBP
218585.75000000
AUD
2022-04-21
-586.76000000
N
N
N
KENNEDY-WILSON INC
5EA4464UK7FM5QNNKL62
Kennedy-Wilson Inc
489399AL9
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
-328000.00000000
PA
USD
-329968.00000000
-0.13385733441
Short
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR AUG22
000000000
1.00000000
NC
USD
227.78000000
0.000092402971
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Future
LCQ2 COMDTY
2022-08-31
55002.22000000
USD
227.78000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-119.37000000
-0.00004842454
N/A
DFE
NZ
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
69408.10000000
USD
100000.00000000
NZD
2022-04-21
-119.37000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-1450.58000000
-0.00058845334
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
383500643.49000000
COP
100000.00000000
USD
2022-04-18
-1450.58000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
14785.52000000
0.005998006761
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZK22 COMDTY
2022-05-11
90321.73000000
USD
14785.52000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD AUD
000000000
1.00000000
NC
N/A
1131.37000000
0.000458960179
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
AUD
375716.00000000
CAD
2022-04-21
1131.37000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAY22
000000000
2.00000000
NC
USD
-5191.94000000
-0.00210620196
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Future
W K2 Comdty
2022-05-13
105791.94000000
USD
-5191.94000000
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912AF5
325000.00000000
PA
USD
331758.38000000
0.134583633613
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.38000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCJ8
31000.00000000
PA
USD
31427.49000000
0.012749115183
Long
DBT
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3836.02000000
-0.00155614911
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
408264.53000000
GBP
532325.10000000
USD
2022-06-15
-3836.02000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2760.93000000
0.001120019911
N/A
DFE
XX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
USD
2562020.00000000
CNY
2022-04-21
2760.93000000
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
5947.00000000
NS
USD
1744433.51000000
0.707660196474
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
29468.80000000
0.011954538065
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPK22 COMDTY
2022-05-09
489081.20000000
USD
29468.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR MAR23
000000000
-2.00000000
NC
USD
5322.12000000
0.002159011772
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME 3 Month Eurodollar Future
EDH3 Comdty
2023-03-13
-490222.12000000
USD
5322.12000000
N
N
N
C&S GROUP ENTERPRISES LL
N/A
C&S Group Enterprises LLC
12467AAF5
-300000.00000000
PA
USD
-259444.50000000
-0.10524823376
Short
DBT
CORP
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
263000.00000000
PA
USD
273217.55000000
0.110835514225
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II Inc
81105DAB1
-381000.00000000
PA
USD
-365333.28000000
-0.14820388350
Short
DBT
CORP
US
N
2
2031-01-15
Fixed
5.38000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-763.66000000
-0.00030979213
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
46114125.00000000
KRW
37182.00000000
USD
2022-04-18
-763.66000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Long: SGIXSTEP3 TRS USD R E SGIXSTEP INDEX / Short: SGIXSTEP3 TRS USD P F .40000 FIXED +0.40 PERCENT
000000000
11606956.55000000
OU
Notional Amount
USD
21591.12000000
0.008758818340
N/A
DE
US
N
2
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Soc Gen STEP
SGIXSTEP
SPXW US 04/06/22 P4315
1.00000000
USD
713926.11000000
USD
SPXW US 04/04/22 P4385
1.00000000
USD
709404.85000000
USD
SPXW US 04/04/22 P4400
1.00000000
USD
1070889.16000000
USD
SPXW US 04/01/22 P4245
1.00000000
USD
723066.08000000
USD
SPXW US 04/01/22 P4430
1.00000000
USD
1064107.27000000
USD
SPXW US 04/01/22 P4455
1.00000000
USD
2141778.32000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
11606956.55000000
USD
21591.12000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-1131.51000000
-0.00045901697
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
200000.00000000
USD
5696160.00000000
TWD
2022-04-15
-1131.51000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: 60852021 TRS USD R V 03MSOFR USD/3M / Short: 60852021 TRS USD P E IBOXHY
000000000
4219000.00000000
OU
Notional Amount
USD
35465.80000000
0.014387326803
N/A
DCR
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Markit iBoxx USD Liquid High Yield Index
IBOXHY INDEX
Y
equity-performance leg
2022-06-20
0.00000000
USD
-4.51000000
USD
4219000.00000000
USD
35470.31000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-2679.35000000
-0.00108692554
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPJ22 COMDTY
2022-04-19
-57868.40000000
USD
-2679.35000000
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
-385000.00000000
PA
USD
-372887.90000000
-0.15126854825
Short
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
863000.00000000
PA
USD
917973.10000000
0.372391965976
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED GBP / SOLD JPY
000000000
1.00000000
NC
N/A
-5797.12000000
-0.00235170389
N/A
DFE
GB
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
40669590.00000000
JPY
250000.00000000
GBP
2022-04-21
-5797.12000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
3.00000000
NC
USD
180796.26000000
0.073343189144
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 COMDTY
2022-04-12
397177.80000000
USD
180796.26000000
N
N
N
Bursa Malaysia
N/A
CRUDE PALM OIL FU JUN22
000000000
2.00000000
NC
-2573.37000000
-0.00104393289
N/A
DCO
MY
N
1
Bursa Malaysia
N/A
Long
MDE Crude Palm Oil Future
KOM2 COMDTY
2022-06-15
296620.36000000
MYR
-2573.37000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE JUN22
000000000
-7.00000000
NC
-6075.79000000
-0.00246475129
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATM2 COMDTY
2022-06-08
-1054377.76000000
EUR
-6075.79000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-766.69000000
-0.00031102131
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1913220.00000000
CNY
300000.00000000
USD
2022-04-21
-766.69000000
N
N
N
VOC Escrow Ltd
N/A
VOC Escrow Ltd
91832VAA2
249000.00000000
PA
USD
232102.86000000
0.094156615639
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14486.75000000
-0.00587680544
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZK22 COMDTY
2022-05-11
-90620.50000000
USD
-14486.75000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1267.08000000
0.000514013332
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
750000.00000000
GBP
986386.50000000
USD
2022-04-21
1267.08000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
60013.96000000
0.024345720534
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 Comdty
2022-04-25
132662.72000000
USD
60013.96000000
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-420.00000000
NS
USD
-46527.60000000
-0.01887474092
Short
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-15553.03000000
-0.00630936071
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Tin Future
LMSJ22 COMDTY
2022-04-13
-203371.97000000
USD
-15553.03000000
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
1191000.00000000
PA
USD
1189803.05000000
0.482664575808
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
928000.00000000
PA
USD
931837.28000000
0.378016214930
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-263.65000000
-0.00010695426
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
31808.04000000
EUR
35019.03000000
USD
2022-06-15
-263.65000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-999.01000000
-0.00040526601
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
15230700.00000000
INR
200000.00000000
USD
2022-04-04
-999.01000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
86.93000000
0.000035264686
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
7584087.20000000
INR
2022-04-04
86.93000000
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAH6
171000.00000000
PA
USD
158448.60000000
0.064277467019
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT MAY22
000000000
2.00000000
NC
USD
-113.38000000
-0.00004599459
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Future
BRK2 CURNCY
2022-04-29
41943.38000000
USD
-113.38000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3897.96000000
-0.00158127616
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
375000.00000000
EUR
411149.62000000
USD
2022-04-21
-3897.96000000
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAW4
173000.00000000
PA
USD
158186.88000000
0.064171295689
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI JUN22
000000000
2.00000000
NC
USD
-11542.98000000
-0.00468261326
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Future
FAM2 INDEX
2022-06-17
550662.98000000
USD
-11542.98000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
2097.62000000
0.000850936520
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
400000.00000000
USD
30627268.79000000
INR
2022-04-25
2097.62000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
60200.26000000
0.024421296412
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel Future
LMNJ22 COMDTY
2022-04-05
132387.74000000
USD
60200.26000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-252.23000000
-0.00010232154
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LMPK22 COMDTY
2022-05-27
60752.98000000
USD
-252.23000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-2045.95000000
-0.00082997567
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
30643960.00000000
INR
400000.00000000
USD
2022-04-29
-2045.95000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-8880.73000000
-0.00360262463
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-03
-78328.27000000
USD
-8880.73000000
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
1034.00000000
NS
USD
1419878.46000000
0.575998720624
Long
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) JUN22
000000000
-3.00000000
NC
-5837.70000000
-0.00236816588
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBM2 COMDTY
2022-06-13
-448539319.00000000
JPY
-5837.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC22
000000000
-2.00000000
NC
USD
3847.08000000
0.001560635801
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Three-Month SOFR Futures
SFRZ2 COMDTY
2023-03-14
-491622.08000000
USD
3847.08000000
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
-1444.00000000
NS
USD
-200759.32000000
-0.08144155625
Short
EC
CORP
US
N
1
N
N
N
Waste Pro USA Inc
549300BY1QXU5BI3UF28
Waste Pro USA Inc
94107JAA1
803000.00000000
PA
USD
759786.56000000
0.308220808214
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAC6
-328000.00000000
PA
USD
-328013.12000000
-0.13306430288
Short
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
-2.00000000
NC
USD
-8016.46000000
-0.00325201827
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Lead Future
LMPK22 COMDTY
2022-05-03
-113244.04000000
USD
-8016.46000000
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
Kronos Acquisition Holdings Inc / KIK Custom Products Inc
50106GAF9
261000.00000000
PA
USD
221078.75000000
0.089684491133
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
7.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
COFF ROBUSTA 10TN MAY22
000000000
-2.00000000
NC
USD
-1112.26000000
-0.00045120787
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Robusta Coffee 10-Tonnes
RMK22 Comdty
2022-05-25
-42227.74000000
USD
-1112.26000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Long: JPUS1MMC5 TRS USD R E JPUS1MMC INDEX / Short: JPUS1MMC5 TRS USD P F .20000 0.2 FIXED JPUS1MMC5
000000000
11082579.99000000
OU
Notional Amount
USD
-31769.43000000
-0.01288782917
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPM US Conviction Mean Reversion Index
JPUS1MMC
S&P 500 Total Return 4 JAN 1988 Index
1.00000000
USD
0.01000000
USD
Y
equity-performance leg
2022-09-26
0.00000000
USD
0.00000000
USD
11082579.99000000
USD
-31769.43000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-3013.18000000
-0.00122234956
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
250000.00000000
CHF
267687.45000000
USD
2022-04-21
-3013.18000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1864.21000000
0.000756249640
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
80448856.00000000
CLP
2022-04-25
1864.21000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-2927.85000000
-0.00118773395
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
34261440.00000000
HUF
100000.00000000
USD
2022-04-21
-2927.85000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-111.04000000
-0.00004504533
N/A
DFE
TW
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
2858720.00000000
TWD
2022-05-03
-111.04000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
22000.00000000
PA
USD
20519.84000000
0.008324234728
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-284.79000000
-0.00011553008
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
121899211.00000000
KRW
100000.00000000
USD
2022-04-29
-284.79000000
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR APR22
000000000
1.00000000
NC
451.16000000
0.000183021005
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Future
IBJ2 INDEX
2022-04-14
83422.17000000
EUR
451.16000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
2452.73000000
0.000994993150
N/A
DFE
PL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
431154.90000000
PLN
2022-04-21
2452.73000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
3201.28000000
0.001298655649
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPJ22 COMDTY
2022-04-11
57327.72000000
USD
3201.28000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2598.64000000
-0.00105418411
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
250000.00000000
EUR
274099.75000000
USD
2022-04-21
-2598.64000000
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAB0
-328000.00000000
PA
USD
-321374.40000000
-0.13037118912
Short
DBT
CORP
US
N
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-3.00000000
NC
USD
-180122.22000000
-0.07306975293
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNJ22 COMDTY
2022-04-12
-397851.84000000
USD
-180122.22000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1180.41000000
0.000478854119
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1556681.55000000
TWD
55512.00000000
USD
2022-04-01
1180.41000000
N
N
N
RAPTOR ACQ/RAPTOR CO-ISS
N/A
Raptor Acquisition Corp / Raptor Co-Issuer LLC
75383KAA2
382000.00000000
PA
USD
367392.32000000
0.149039169371
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.88000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
9367.02000000
0.003799896743
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPM22 COMDTY
2022-06-09
250045.48000000
USD
9367.02000000
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAM8
93000.00000000
PA
USD
93744.00000000
0.038028905703
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.38000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-13042.03000000
-0.00529072931
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-14
-74009.47000000
USD
-13042.03000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-15178.35000000
-0.00615736517
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZJ22 COMDTY
2022-04-07
-90296.65000000
USD
-15178.35000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
109.70000000
0.000044501738
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
2860745.30000000
TWD
100000.00000000
USD
2022-04-18
109.70000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
2989.90000000
0.001212905627
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPJ22 COMDTY
2022-04-06
57527.35000000
USD
2989.90000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
1043.44000000
0.000423289825
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1449134.10000000
ZAR
100000.00000000
USD
2022-04-21
1043.44000000
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
500000.00000000
PA
USD
523850.00000000
0.212508984606
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1441.00000000
NS
USD
591069.38000000
0.239777710748
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
-478.00000000
NS
USD
-24014.72000000
-0.00974199439
Short
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
98234.00000000
NS
1147025.98000000
0.465311303477
Long
EC
CORP
NL
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI E-CBOT JUN22
000000000
3.00000000
NC
USD
-2129.35000000
-0.00086380835
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT $5 Mini Dow Jones Industrial Average e-CBOT Future
DMM2 INDEX
2022-06-17
522284.35000000
USD
-2129.35000000
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP Atlas Buyer Inc
12597YAA7
268000.00000000
PA
USD
229030.12000000
0.092910104506
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-46170.64000000
-0.01872993380
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel Future
LMNK22 COMDTY
2022-05-17
-146406.02000000
USD
-46170.64000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR JUN22
000000000
2.00000000
NC
2338.48000000
0.000948645624
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Future
TPM2 INDEX
2022-06-09
38645314.00000000
JPY
2338.48000000
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
-80000.00000000
PA
USD
-78648.00000000
-0.03190494725
Short
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LEAD FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
5232.40000000
0.002122615273
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead Future
LMPK22 COMDTY
2022-05-04
55390.60000000
USD
5232.40000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SA RAND CURR(CME) JUN22
000000000
1.00000000
NC
USD
35.74000000
0.000014498560
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME South African Rand Currency Future
RAM2 CURNCY
2022-06-13
33889.26000000
USD
35.74000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-164.02000000
-0.00006653760
N/A
DFE
MX
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
150546.29000000
USD
3000000.00000000
MXN
2022-04-21
-164.02000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-0.10000000
-0.00000004056
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1027.16000000
USD
77825.61000000
INR
2022-04-04
-0.10000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
-110.00000000
NS
USD
-10006.70000000
-0.00405939420
Short
EC
CORP
US
N
1
N
N
N
CHOBANI LLC/FINANCE CORP
N/A
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
-250000.00000000
PA
USD
-242115.00000000
-0.09821821668
Short
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP FU JUN22
000000000
-2.00000000
NC
-399.05000000
-0.00016188166
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Short term Euro-BTP Futures
BTSM2 COMDTY
2022-06-08
-221659.28000000
EUR
-399.05000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD EUR
000000000
1.00000000
NC
N/A
-2898.31000000
-0.00117575053
N/A
DFE
CA
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
250000.00000000
EUR
342321.50000000
CAD
2022-04-21
-2898.31000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
TIN FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
-18075.63000000
-0.00733269786
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Tin Future
LMSK22 COMDTY
2022-05-25
234825.63000000
USD
-18075.63000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
56.96000000
0.000023106827
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
149688.80000000
TWD
5283.00000000
USD
2022-04-15
56.96000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-776.70000000
-0.00031508204
N/A
DFE
CL
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
100000.00000000
USD
78422000.00000000
CLP
2022-04-29
-776.70000000
N
N
N
Floor & Decor Holdings Inc
549300M5FR3N688XGQ36
Floor & Decor Holdings Inc
339750101
12684.00000000
NS
USD
1027404.00000000
0.416784539124
Long
EC
CORP
US
N
1
N
N
N
NUANCE COMMUNICATIONS
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020YAQ3
301000.00000000
PA
USD
309467.13000000
0.125540795199
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.63000000
N
N
N
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
-3748.00000000
NS
USD
-171808.32000000
-0.06969707288
Short
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
NIKKEI 225 (SGX) JUN22
000000000
-4.00000000
NC
3117.56000000
0.001264693156
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nikkei 225 Stock Index Future
NIM2 INDEX
2022-06-09
-55969532.00000000
JPY
3117.56000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
1328.13000000
0.000538779340
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
237289.34000000
GBP
312952.84000000
USD
2022-06-15
1328.13000000
N
N
N
Regionalcare/Lifepoint
N/A
RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc
53219LAR0
835000.00000000
PA
USD
874403.65000000
0.354717250735
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
2.00000000
NC
USD
8124.30000000
0.003295765474
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-23
166093.70000000
USD
8124.30000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
NICKEL FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
44523.04000000
0.018061555830
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LMNM22 COMDTY
2022-06-01
149613.10000000
USD
44523.04000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
272.34000000
0.000110479520
N/A
DFE
KR
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
20699.00000000
USD
25483778.00000000
KRW
2022-04-14
272.34000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
122.53000000
0.000049706453
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
121385000.00000000
KRW
100000.00000000
USD
2022-04-21
122.53000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
-1.00000000
NC
USD
-14971.60000000
-0.00607349339
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc Future
LMZJ22 COMDTY
2022-04-26
-90240.90000000
USD
-14971.60000000
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162JAB2
203000.00000000
PA
USD
158585.63000000
0.064333055654
Long
DBT
US
N
2
2026-04-15
Fixed
6.00000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
-523000.00000000
PA
USD
-492982.42000000
-0.19998700678
Short
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP / Sunoco Finance Corp
86765LAQ0
96000.00000000
PA
USD
97971.36000000
0.039743808788
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ZINC FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
15646.97000000
0.006347469135
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc Future
LMZJ22 COMDTY
2022-04-25
89590.53000000
USD
15646.97000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
COPPER FUTURES 3 MONTHS
000000000
-3.00000000
NC
USD
-9126.68000000
-0.00370239858
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPM22 COMDTY
2022-06-06
-768998.32000000
USD
-9126.68000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICAN PESO FUT JUN22
000000000
7.00000000
NC
USD
5312.68000000
0.002155182270
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Mexican Peso Currency Future
PEM2 CURNCY
2022-06-13
168602.32000000
USD
5312.68000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
ALUMINUM FUTURES 3 MONTHS
000000000
1.00000000
NC
USD
13079.47000000
0.005305917512
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAJ22 COMDTY
2022-04-13
73965.53000000
USD
13079.47000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
9600.59000000
0.003894648530
N/A
DFE
IN
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
500000.00000000
USD
38648035.98000000
INR
2022-04-07
9600.59000000
N
N
N
2022-05-02
FS Series Trust
Bill Goebel
Bill Goebel
Chief Financial Officer
XXXX