Close

Form NPORT-P GOLDMAN SACHS TRUST For: May 31

FREE Breaking News Alerts from StreetInsider.com!

E-mail Address

StreetInsider.com Top Tickers, 4/24/2024

1. TSLA
2. ENPH
3. TXN
4. SPOT
5. BA
6. META
7. IBM
8. V
9. KMB
10. FI


July 26, 2021 5:08 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000048066
        C000151917
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Global Managed Beta Fund
      S000048066
      5493005YV1ZAFT4HDQ82
      2021-08-31
      2021-05-31
      N
    
    
      2070985899.57
      88553685.02
      1982432214.55
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      177257646.02000000
      
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Nagoya Railroad Co Ltd
        353800P62OOYUY3I8T51
        Nagoya Railroad Co Ltd
        000000000
        
          
        
        1110.00000000
        NS
        
        21646.91000000
        0.001091936957
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
        
        670.00000000
        NS
        USD
        154709.70000000
        0.007804034804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
        
        1855.00000000
        NS
        USD
        217517.30000000
        0.010972244014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B2Gold Corp
        549300F7OK456M5NLM05
        B2Gold Corp
        000000000
        
          
        
        11499.00000000
        NS
        
        58825.23000000
        0.002967326174
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -92958.24000000
        -0.00468910055
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            15825000.00000000
            SEK
            1813005.52000000
            USD
            2021-06-16
            -92958.24000000
          
        
        
          N
          N
          N
        
      
      
        Ionis Pharmaceuticals Inc
        549300SI4ZGLG0BLUZ92
        Ionis Pharmaceuticals Inc
        462222100
        
          
        
        863.00000000
        NS
        USD
        32146.75000000
        0.001621581296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        000000000
        
          
        
        2786.00000000
        NS
        
        251878.22000000
        0.012705514879
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyu Corp
        3538005PGNIBTZYXAE45
        Tokyu Corp
        000000000
        
          
        
        1830.00000000
        NS
        
        24548.06000000
        0.001238279917
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
        
        268.00000000
        NS
        USD
        31272.92000000
        0.001577502613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing Ltd
        213800YTVSXYQN17BW16
        Hong Kong Exchanges & Clearing Ltd
        000000000
        
          
        
        4131.00000000
        NS
        
        254232.40000000
        0.012824266985
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4115 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4115.00000000
            USD
            2021-05-28
            XXXX
            62304.76000000
          
        
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
        
        1724.00000000
        NS
        
        128390.98000000
        0.006476437330
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
        
        1862804.00000000
        NS
        USD
        150570447.32000000
        7.595238122892
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        17634.50000000
        0.000889538611
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1205867.97000000
            USD
            1100000.00000000
            CHF
            2021-06-16
            17634.50000000
          
        
        
          N
          N
          N
        
      
      
        AusNet Services Ltd
        529900PPFC4A1KRQ2S64
        AusNet Services Ltd
        000000000
        
          
        
        38024.00000000
        NS
        
        51488.50000000
        0.002597238867
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
        
        7864.00000000
        NS
        
        267551.03000000
        0.013496099792
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        St James's Place PLC
        213800M993ICXOMBCP87
        St James's Place PLC
        000000000
        
          
        
        1810.00000000
        NS
        
        35807.16000000
        0.001806223674
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
        
        224.00000000
        NS
        USD
        49658.56000000
        0.002504931045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
        
        373.00000000
        NS
        USD
        178144.80000000
        0.008986173584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Enix Holdings Co Ltd
        529900KCRNRDF8DIA489
        Square Enix Holdings Co Ltd
        000000000
        
          
        
        1122.00000000
        NS
        
        60296.73000000
        0.003041553176
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
        
        885.00000000
        NS
        
        708913.56000000
        0.035759788142
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingfisher PLC
        213800KBMEV7I92FY281
        Kingfisher PLC
        000000000
        
          
        
        18754.00000000
        NS
        
        95177.47000000
        0.004801045367
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd
        N/A
        BOC Hong Kong Holdings Ltd
        000000000
        
          
        
        20086.00000000
        NS
        
        74088.99000000
        0.003737277343
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        000000000
        
          
        
        24944.00000000
        NS
        
        145336.98000000
        0.007331245877
        Long
        EC
        CORP
        PT
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems Inc/Delaware
        549300LKFJ962MZ46593
        Cisco Systems Inc/Delaware
        17275R102
        
          
        
        11477.00000000
        NS
        USD
        607133.30000000
        0.030625677667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        15950.08000000
        0.000804571267
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            580108.20000000
            USD
            420000.00000000
            GBP
            2021-06-16
            15950.08000000
          
        
        
          N
          N
          N
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp
        012653101
        
          
        
        461.00000000
        NS
        USD
        77023.88000000
        0.003885322253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
        
        525.00000000
        NS
        USD
        84603.75000000
        0.004267674293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L E Lundbergforetagen AB
        529900BPSFZS6O3A9R04
        L E Lundbergforetagen AB
        000000000
        
          
        
        1234.00000000
        NS
        
        75774.88000000
        0.003822318838
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        1042.00000000
        NS
        
        54307.93000000
        0.002739459619
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        10X Genomics Inc
        5493003Z6741WNLG7H43
        10X Genomics Inc
        88025U109
        
          
        
        442.00000000
        NS
        USD
        79560.00000000
        0.004013251974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
        
        2436.00000000
        NS
        
        141334.65000000
        0.007129355998
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs MarketBeta US Equity ETF
        N/A
        Goldman Sachs MarketBeta US Equity ETF
        381430123
        
          
        
        5162182.00000000
        NS
        USD
        301316563.34000000
        15.19933751724
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        2430.00000000
        NS
        USD
        578583.00000000
        0.029185512410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
        
        1364.00000000
        NS
        USD
        598918.76000000
        0.030211310914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dynatrace Inc
        N/A
        Dynatrace Inc
        268150109
        
          
        
        1333.00000000
        NS
        USD
        68969.42000000
        0.003479030430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
        
        1346.00000000
        NS
        USD
        92093.32000000
        0.004645471321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
        
        8138.00000000
        NS
        
        184511.24000000
        0.009307316469
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Washington H Soul Pattinson & Co Ltd
        549300G2Q3P6ZVNC1465
        Washington H Soul Pattinson & Co Ltd
        000000000
        
          
        
        886.00000000
        NS
        
        20303.94000000
        0.001024193404
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Umicore SA
        529900F3AIQECS8ZSV61
        Umicore SA
        000000000
        
          
        
        349.00000000
        NS
        
        21001.42000000
        0.001059376449
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        000000000
        
          
        
        378.00000000
        NS
        
        55615.04000000
        0.002805394282
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
        
        643.00000000
        NS
        USD
        140212.58000000
        0.007072755324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
        
        272.00000000
        NS
        USD
        238554.88000000
        0.012033444485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown PLC
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown PLC
        000000000
        
          
        
        8717.00000000
        NS
        
        204266.83000000
        0.010303849407
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
        
        481.00000000
        NS
        USD
        239081.05000000
        0.012059986124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        Kone OYJ
        000000000
        
          
        
        1042.00000000
        NS
        
        84773.26000000
        0.004276224900
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 28500 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -4233.62000000
        -0.00021355686
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            28500.00000000
            JPY
            2021-07-09
            XXXX
            709.01000000
          
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
        
        1555.00000000
        NS
        USD
        333703.00000000
        0.016833009348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        000000000
        
          
        
        5168.00000000
        NS
        
        26966.69000000
        0.001360283080
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
        
        1470.00000000
        NS
        USD
        298351.20000000
        0.015049755437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3850 PUT
        000000000
        
          
        
        -42.00000000
        NC
        
        -6248.46000000
        -0.00031519160
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3850.00000000
            EUR
            2021-06-18
            XXXX
            20076.70000000
          
        
        
          N
          N
          N
        
      
      
        Seiko Epson Corp
        549300NIOFQDR749W206
        Seiko Epson Corp
        000000000
        
          
        
        2067.00000000
        NS
        
        37543.01000000
        0.001893785306
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
        
        4427.00000000
        NS
        
        133500.86000000
        0.006734195450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
        
        4105.00000000
        NS
        
        52634.43000000
        0.002655043113
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        2719.00000000
        NS
        USD
        767193.04000000
        0.038699585003
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
        
        884.00000000
        NS
        USD
        59157.28000000
        0.002984075801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
        
        484.00000000
        NS
        USD
        37485.80000000
        0.001890899457
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
        
        1303.00000000
        NS
        
        589893.57000000
        0.029756052472
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        86846.00000000
        NS
        
        46497.19000000
        0.002345461784
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
        
        823.00000000
        NS
        USD
        111187.30000000
        0.005608630609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TeamViewer AG
        3912000FZ0R0KEK9JS42
        TeamViewer AG
        000000000
        
          
        
        818.00000000
        NS
        
        32073.49000000
        0.001617885835
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620R303
        
          
        
        1837.00000000
        NS
        USD
        86320.63000000
        0.004354279019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 4075 CALL
        000000000
        
          
        
        -63.00000000
        NC
        
        -35032.35000000
        -0.00176713986
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4075.00000000
            EUR
            2021-06-18
            XXXX
            -8784.68000000
          
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
        
        926.00000000
        NS
        USD
        79636.00000000
        0.004017085649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Etablissements Franz Colruyt NV
        5493000O0NZ1BCXO8K39
        Etablissements Franz Colruyt NV
        000000000
        
          
        
        892.00000000
        NS
        
        54343.95000000
        0.002741276579
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        SMC Corp
        353800O40V08DOZ70X62
        SMC Corp
        000000000
        
          
        
        110.00000000
        NS
        
        66181.66000000
        0.003338407210
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
        
        2527.00000000
        NS
        USD
        149876.37000000
        0.007560226720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
        
        514.00000000
        NS
        USD
        38668.22000000
        0.001950544372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        Twitter Inc
        90184L102
        
          
        
        2144.00000000
        NS
        USD
        124352.00000000
        0.006272698712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1634.54000000
        0.000082451242
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1180000.00000000
            NZD
            856383.82000000
            USD
            2021-06-16
            1634.54000000
          
        
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings Inc
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
        
        1397.00000000
        NS
        
        42798.26000000
        0.002158876338
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alnylam Pharmaceuticals Inc
        529900S3ZI14OWRJII50
        Alnylam Pharmaceuticals Inc
        02043Q107
        
          
        
        567.00000000
        NS
        USD
        80508.33000000
        0.004061088667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyushu Railway Co
        5299002CCI6HLWAN3K50
        Kyushu Railway Co
        000000000
        
          
        
        968.00000000
        NS
        
        22245.61000000
        0.001122137233
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        658.29000000
        0.000033206179
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            105196.88000000
            USD
            140000.00000000
            SGD
            2021-06-16
            658.29000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4100 PUT
        000000000
        
          
        
        -17.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4100.00000000
            USD
            2021-05-26
            XXXX
            65737.36000000
          
        
        
          N
          N
          N
        
      
      
        Chocoladefabriken Lindt & Spruengli AG
        529900JYJNNOKKAGK736
        Chocoladefabriken Lindt & Spruengli AG
        000000000
        
          
        
        1.00000000
        NS
        
        100166.76000000
        0.005052720555
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4070 PUT
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -1800.00000000
        -0.00009079755
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4070.00000000
            USD
            2021-06-02
            XXXX
            71227.07000000
          
        
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
        
        224.00000000
        NS
        USD
        93961.28000000
        0.004739696989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
        
        17160.00000000
        NS
        USD
        277477.20000000
        0.013996806446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4255 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000037832
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4255.00000000
            USD
            2021-05-28
            XXXX
            9200.25000000
          
        
        
          N
          N
          N
        
      
      
        Bank of East Asia Ltd/The
        CO6GC26LCGGRTUESIP55
        Bank of East Asia Ltd/The
        000000000
        
          
        
        29440.00000000
        NS
        
        60352.83000000
        0.003044383033
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3750 PUT
        000000000
        
          
        
        -10.00000000
        NC
        
        -853.61000000
        -0.00004305872
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3750.00000000
            EUR
            2021-06-18
            XXXX
            6535.91000000
          
        
        
          N
          N
          N
        
      
      
        Expeditors International of Washington Inc
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
        
        1049.00000000
        NS
        USD
        131848.81000000
        0.006650860949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ampol Ltd
        5493009TD1CGVRZ27U11
        Ampol Ltd
        000000000
        
          
        
        1156.00000000
        NS
        
        26016.98000000
        0.001312376776
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
        
        2739.00000000
        NS
        
        103644.21000000
        0.005228133867
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp
        N/A
        Azbil Corp
        000000000
        
          
        
        1258.00000000
        NS
        
        50797.99000000
        0.002562407411
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        000000000
        
          
        
        733.00000000
        NS
        
        34439.60000000
        0.001737239727
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        000000000
        
          
        
        381.00000000
        NS
        
        31190.09000000
        0.001573324412
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 29875 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -1766.29000000
        -0.00008909711
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29875.00000000
            JPY
            2021-06-11
            XXXX
            10067.93000000
          
        
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
        
        1869.00000000
        NS
        USD
        245063.28000000
        0.012361748270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury NZ Ltd
        254900XLT925U953KK55
        Mercury NZ Ltd
        000000000
        
          
        
        11187.00000000
        NS
        
        52955.79000000
        0.002671253504
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        MSCI Inc
        549300HTIN2PD78UB763
        MSCI Inc
        55354G100
        
          
        
        236.00000000
        NS
        USD
        110478.68000000
        0.005572885629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        SKF AB
        000000000
        
          
        
        2492.00000000
        NS
        
        67393.65000000
        0.003399543727
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        AVEVA Group PLC
        213800XHATUM2LFMKG16
        AVEVA Group PLC
        000000000
        
          
        
        588.00000000
        NS
        
        29125.62000000
        0.001469186173
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
        
        80.00000000
        NS
        USD
        109758.40000000
        0.005536552483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        000000000
        
          
        
        4284.00000000
        NS
        
        20309.26000000
        0.001024461762
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        17127.00000000
        NS
        USD
        261015.48000000
        0.013166426477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
        
        6142.00000000
        NS
        
        346453.51000000
        0.017476184429
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        000000000
        
          
        
        1571.00000000
        NS
        
        41403.88000000
        0.002088539506
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        000000000
        
          
        
        1124.00000000
        NS
        
        133255.20000000
        0.006721803601
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        2562.00000000
        NS
        USD
        253842.96000000
        0.012804622429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        Jack Henry & Associates Inc
        426281101
        
          
        
        493.00000000
        NS
        USD
        75995.95000000
        0.003833470291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pool Corp
        5493005VZK1KMN6CO617
        Pool Corp
        73278L105
        
          
        
        686.00000000
        NS
        USD
        299473.30000000
        0.015106357624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 31125 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -163.88000000
        -0.00000826661
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            31125.00000000
            JPY
            2021-06-11
            XXXX
            7778.43000000
          
        
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        000000000
        
          
        
        156.00000000
        NS
        
        43577.99000000
        0.002198208326
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
        
        582.00000000
        NS
        
        38573.30000000
        0.001945756314
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
        
        648.00000000
        NS
        USD
        100452.96000000
        0.005067157366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        1269.00000000
        NS
        USD
        264751.47000000
        0.013354881345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius XM Holdings Inc
        54930055RWDMVXAGZK98
        Sirius XM Holdings Inc
        82968B103
        
          
        
        11214.00000000
        NS
        USD
        70087.50000000
        0.003535429836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp
        549300MIX43II8JLN536
        Liberty Broadband Corp
        530307305
        
          
        
        857.00000000
        NS
        USD
        142510.53000000
        0.007188671015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parkland Corp/Canada
        549300Q72GWZCL8MQC95
        Parkland Corp/Canada
        70137W108
        
          
        
        1908.00000000
        NS
        
        62528.64000000
        0.003154137606
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
        
        891.00000000
        NS
        USD
        67840.74000000
        0.003422096327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        2812.00000000
        NS
        USD
        178646.36000000
        0.009011473819
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        000000000
        
          
        
        7265.00000000
        NS
        
        176951.70000000
        0.008925989938
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
        
        496.00000000
        NS
        USD
        110330.24000000
        0.005565397857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
        
        1090.00000000
        NS
        USD
        244955.70000000
        0.012356321603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skanska AB
        549300UINV5RINHGMG07
        Skanska AB
        000000000
        
          
        
        6199.00000000
        NS
        
        175153.27000000
        0.008835271577
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        Aristocrat Leisure Ltd
        000000000
        
          
        
        1836.00000000
        NS
        
        59396.45000000
        0.002996140274
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
        
        24929.00000000
        NS
        
        222589.64000000
        0.011228108500
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        7896.00000000
        NS
        USD
        1336398.00000000
        0.067412040128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REA Group Ltd
        N/A
        REA Group Ltd
        000000000
        
          
        
        1110.00000000
        NS
        
        140849.39000000
        0.007104877986
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
        
        1278.00000000
        NS
        USD
        298911.42000000
        0.015078014663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4130 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4130.00000000
            USD
            2021-05-28
            XXXX
            66838.60000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4135 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4135.00000000
            USD
            2021-05-28
            XXXX
            68852.45000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4090 CALL
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -68730.00000000
        -0.00346695334
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4090.00000000
            USD
            2021-05-28
            XXXX
            -42814.50000000
          
        
        
          N
          N
          N
        
      
      
        Lion Corp
        529900MPGS2GM7VPG855
        Lion Corp
        000000000
        
          
        
        2631.00000000
        NS
        
        46342.93000000
        0.002337680434
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
        
        2773.00000000
        NS
        USD
        214547.01000000
        0.010822413418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensata Technologies Holding PLC
        529900MS7KFYCY9MS037
        Sensata Technologies Holding PLC
        000000000
        
          
        
        1259.00000000
        NS
        USD
        74822.37000000
        0.003774271294
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ASX Ltd
        N/A
        ASX Ltd
        000000000
        
          
        
        1185.00000000
        NS
        
        69863.36000000
        0.003524123522
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Chemicals Inc
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals Inc
        000000000
        
          
        
        2131.00000000
        NS
        
        72082.62000000
        0.003636069847
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
        
        5896.00000000
        NS
        
        43912.88000000
        0.002215101211
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 30625 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -518.96000000
        -0.00002617794
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30625.00000000
            JPY
            2021-06-11
            XXXX
            17113.55000000
          
        
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
        
        509.00000000
        NS
        
        51526.39000000
        0.002599150156
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        2952.00000000
        NS
        USD
        1215987.84000000
        0.061338179993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
        
        17060.00000000
        NS
        
        100395.78000000
        0.005064273031
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Exact Sciences Corp
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp
        30063P105
        
          
        
        164.00000000
        NS
        USD
        18126.92000000
        0.000914377796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 27375 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -4188.10000000
        -0.00021126069
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27375.00000000
            JPY
            2021-07-09
            XXXX
            4221.57000000
          
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
        
        7896.00000000
        NS
        
        34397.00000000
        0.001735090851
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4025 PUT
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -21600.00000000
        -0.00108957067
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4025.00000000
            USD
            2021-06-16
            XXXX
            107735.59000000
          
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        633067103
        
          
        
        3794.00000000
        NS
        
        296095.63000000
        0.014935977524
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        Clorox Co/The
        189054109
        
          
        
        1775.00000000
        NS
        USD
        313695.75000000
        0.015823781902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        000000000
        
          
        
        1831.00000000
        NS
        
        192231.89000000
        0.009696769886
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Stora Enso OYJ
        7437000ZP669LKUTZ738
        Stora Enso OYJ
        000000000
        
          
        
        2047.00000000
        NS
        
        36466.47000000
        0.001839481306
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Cochlear Ltd
        5493001OLLWY8KV5UC08
        Cochlear Ltd
        000000000
        
          
        
        1085.00000000
        NS
        
        188496.49000000
        0.009508344780
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR AUG21 4175 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -1990.14000000
        -0.00010038880
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4175.00000000
            EUR
            2021-08-20
            XXXX
            -82.83000000
          
        
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
        
        6953.00000000
        NS
        USD
        405498.96000000
        0.020454619180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toromont Industries Ltd
        5493008W5EPRSLQ0B737
        Toromont Industries Ltd
        000000000
        
          
        
        865.00000000
        NS
        
        78591.45000000
        0.003964395323
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
        
        724.00000000
        NS
        
        489127.12000000
        0.024673081702
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
        
        5759.00000000
        NS
        USD
        555340.37000000
        0.028013082410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4250 CALL
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -2880.00000000
        -0.00014527608
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4250.00000000
            USD
            2021-06-02
            XXXX
            45370.70000000
          
        
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        000000000
        
          
        
        1419.00000000
        NS
        
        33330.95000000
        0.001681315999
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        United Rentals Inc
        911363109
        
          
        
        775.00000000
        NS
        USD
        258819.00000000
        0.013055629246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Svenska Cellulosa AB SCA
        549300FW5JDRV1IJ0M67
        Svenska Cellulosa AB SCA
        000000000
        
          
        
        2653.00000000
        NS
        
        44358.08000000
        0.002237558473
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
        
        4016.00000000
        NS
        USD
        577259.84000000
        0.029118768135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
        
        7972.00000000
        NS
        
        307043.60000000
        0.015488226923
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chocoladefabriken Lindt & Spruengli AG
        529900JYJNNOKKAGK736
        Chocoladefabriken Lindt & Spruengli AG
        000000000
        
          
        
        5.00000000
        NS
        
        47192.88000000
        0.002380554535
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
        
        597.00000000
        NS
        USD
        41175.09000000
        0.002076998633
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
        
        590.00000000
        NS
        
        69431.10000000
        0.003502318994
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        7468.09000000
        0.000376713511
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            389984.07000000
            USD
            3300000.00000000
            SEK
            2021-06-16
            7468.09000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 7200 CALL
        000000000
        
          
        
        -8.00000000
        NC
        
        -5336.01000000
        -0.00026916481
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7200.00000000
            GBP
            2021-07-16
            XXXX
            3735.50000000
          
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
        
        1670.00000000
        NS
        USD
        134268.00000000
        0.006772892359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -133061.50000000
        -0.00671203277
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            95550000.00000000
            SEK
            11374985.10000000
            USD
            2021-06-16
            -133061.50000000
          
        
        
          N
          N
          N
        
      
      
        Amphenol Corp
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095101
        
          
        
        2234.00000000
        NS
        USD
        150258.84000000
        0.007579519687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
        
        6332.00000000
        NS
        USD
        295831.04000000
        0.014922630788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
        
        594.00000000
        NS
        USD
        71986.86000000
        0.003631239417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
        
        11532.00000000
        NS
        USD
        311248.68000000
        0.015700344138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 3830 PUT
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -15.00000000
        -0.00000075664
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3830.00000000
            USD
            2021-05-28
            XXXX
            36460.50000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
        
        1020.00000000
        NS
        USD
        63036.00000000
        0.003179730410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
        
        21923.00000000
        NS
        
        125906.80000000
        0.006351127623
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
        
        865.00000000
        NS
        USD
        125485.55000000
        0.006329878473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Partners Group Holding AG
        549300I3IVVWZWDHI788
        Partners Group Holding AG
        000000000
        
          
        
        160.00000000
        NS
        
        241496.81000000
        0.012181844515
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
        
        4096.00000000
        NS
        USD
        299909.12000000
        0.015128341730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 7250 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -2341.60000000
        -0.00011811753
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7250.00000000
            GBP
            2021-07-16
            XXXX
            1519.53000000
          
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
        
        919.00000000
        NS
        USD
        115123.13000000
        0.005807166023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Singapore Telecommunications Ltd
        2549003XJKIQO8YDYD89
        Singapore Telecommunications Ltd
        000000000
        
          
        
        15280.00000000
        NS
        
        27707.50000000
        0.001397651823
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        AGNC Investment Corp
        5TRACI5HRMELWV32OF39
        AGNC Investment Corp
        00123Q104
        
          
        
        3860.00000000
        NS
        USD
        71564.40000000
        0.003609929231
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
        
        528.00000000
        NS
        USD
        25148.64000000
        0.001268575026
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        4015.00000000
        NS
        USD
        252382.90000000
        0.012730972496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
        
        1106.00000000
        NS
        USD
        105390.74000000
        0.005316234231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
        
        1624.00000000
        NS
        USD
        164251.36000000
        0.008285345586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
        
        28346.00000000
        NS
        
        89722.50000000
        0.004525879843
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
        
        428.00000000
        NS
        USD
        199679.12000000
        0.010072431154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hang Lung Properties Ltd
        529900CIVTNMXQT59E61
        Hang Lung Properties Ltd
        000000000
        
          
        
        11134.00000000
        NS
        
        28789.51000000
        0.001452231747
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Uniper SE
        549300UXRTWGIBZQ4J67
        Uniper SE
        000000000
        
          
        
        3652.00000000
        NS
        
        134113.29000000
        0.006765088309
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 3770 PUT
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -12.50000000
        -0.00000063053
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3770.00000000
            USD
            2021-05-28
            XXXX
            32505.18000000
          
        
        
          N
          N
          N
        
      
      
        Reinsurance Group of America Inc
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
        
        643.00000000
        NS
        USD
        81037.29000000
        0.004087771042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3950 CALL
        000000000
        
          
        
        -4.00000000
        NC
        
        -6770.38000000
        -0.00034151886
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3950.00000000
            EUR
            2021-06-18
            XXXX
            -4412.88000000
          
        
        
          N
          N
          N
        
      
      
        Terna SPA
        8156009E94ED54DE7C31
        Terna SPA
        000000000
        
          
        
        8823.00000000
        NS
        
        67417.97000000
        0.003400770503
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mowi ASA
        549300W1OGQF5LZIH349
        Mowi ASA
        000000000
        
          
        
        1277.00000000
        NS
        
        33247.82000000
        0.001677122665
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        000000000
        
          
        
        2574.00000000
        NS
        USD
        80643.42000000
        0.004067903023
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Corp
        529900RG9DJ58J3UIE72
        Otsuka Corp
        000000000
        
          
        
        522.00000000
        NS
        
        28202.34000000
        0.001422613080
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        000000000
        
          
        
        9614.00000000
        NS
        
        183464.74000000
        0.009254527779
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        Zscaler Inc
        98980G102
        
          
        
        435.00000000
        NS
        USD
        84477.00000000
        0.004261280631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
        
        5675.00000000
        NS
        USD
        642410.00000000
        0.032405143302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        Tractor Supply Co
        892356106
        
          
        
        2043.00000000
        NS
        USD
        371213.10000000
        0.018725134573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903100
        
          
        
        1164.00000000
        NS
        USD
        185809.32000000
        0.009372795631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kakaku.com Inc
        353800KA15Y0DCPWYY65
        Kakaku.com Inc
        000000000
        
          
        
        6309.00000000
        NS
        
        187774.36000000
        0.009471918314
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Insurance Australia Group Ltd
        549300PFEWKNHRG25N08
        Insurance Australia Group Ltd
        000000000
        
          
        
        7993.00000000
        NS
        
        30812.71000000
        0.001554288200
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd
        000000000
        
          
        
        960.00000000
        NS
        
        46405.95000000
        0.002340859357
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
        
        1763.00000000
        NS
        
        119172.01000000
        0.006011404028
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GN Store Nord AS
        5493008U3H3W0NKPFL10
        GN Store Nord AS
        000000000
        
          
        
        440.00000000
        NS
        
        37389.22000000
        0.001886027664
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
        
        768.00000000
        NS
        USD
        63098.88000000
        0.003182902272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Century Corp
        35380096ZLHOF84DXR74
        Tokyo Century Corp
        000000000
        
          
        
        1033.00000000
        NS
        
        60614.19000000
        0.003057566839
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PLC
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings PLC
        000000000
        
          
        
        3283.00000000
        NS
        USD
        314347.25000000
        0.015856645573
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyoda Gosei Co Ltd
        353800ZV4HXVM4DWPO50
        Toyoda Gosei Co Ltd
        000000000
        
          
        
        1259.00000000
        NS
        
        32136.05000000
        0.001621041555
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wesfarmers Ltd
        5493003L32ZX9557ST85
        Wesfarmers Ltd
        000000000
        
          
        
        8260.00000000
        NS
        
        353963.54000000
        0.017855013523
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Check Point Software Technologies Ltd
        2549003ZVBH73EPNS513
        Check Point Software Technologies Ltd
        000000000
        
          
        
        504.00000000
        NS
        USD
        58957.92000000
        0.002974019467
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
        
        3793.00000000
        NS
        
        227347.49000000
        0.011468109140
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
        
        382.00000000
        NS
        USD
        114470.12000000
        0.005774226183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings Inc
        N/A
        Hakuhodo DY Holdings Inc
        000000000
        
          
        
        2474.00000000
        NS
        
        42067.93000000
        0.002122036238
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
        
        2969.00000000
        NS
        
        230665.32000000
        0.011635470726
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3650 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -219.50000000
        -0.00001107225
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3650.00000000
            EUR
            2021-06-18
            XXXX
            2797.61000000
          
        
        
          N
          N
          N
        
      
      
        Disco Corp
        N/A
        Disco Corp
        000000000
        
          
        
        82.00000000
        NS
        
        24930.53000000
        0.001257572885
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
        
        33802.00000000
        NS
        
        265328.70000000
        0.013383998608
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
        
        1171.00000000
        NS
        USD
        64931.95000000
        0.003275367980
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
        
        1072.00000000
        NS
        
        101684.15000000
        0.005129262390
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1212865.78000000
        0.061180693649
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25581592.00000000
            USD
            32370000.00000000
            CAD
            2021-06-16
            1212865.78000000
          
        
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        Sonova Holding AG
        000000000
        
          
        
        321.00000000
        NS
        
        113480.22000000
        0.005724292571
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
        
        2681.00000000
        NS
        
        375376.75000000
        0.018935161931
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Calbee Inc
        529900CIHZID6O8LJH81
        Calbee Inc
        000000000
        
          
        
        2487.00000000
        NS
        
        57828.90000000
        0.002917068214
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tradeweb Markets Inc
        N/A
        Tradeweb Markets Inc
        892672106
        
          
        
        681.00000000
        NS
        USD
        57054.18000000
        0.002877988946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -30623.76000000
        -0.00154475697
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5876606.58000000
            USD
            642000000.00000000
            JPY
            2021-06-16
            -30623.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -535695.43000000
        -0.02702213099
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11770000.00000000
            EUR
            13822487.91000000
            USD
            2021-06-16
            -535695.43000000
          
        
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
        
        10304.00000000
        NS
        
        219517.96000000
        0.011073163480
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        Advantest Corp
        000000000
        
          
        
        1298.00000000
        NS
        
        113919.22000000
        0.005746437086
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swiss Life Holding AG
        5493000KUC3Z24U77V93
        Swiss Life Holding AG
        000000000
        
          
        
        352.00000000
        NS
        
        183525.17000000
        0.009257576054
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        000000000
        
          
        
        191.00000000
        NS
        
        39835.80000000
        0.002009440711
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co Ltd
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co Ltd
        000000000
        
          
        
        818.00000000
        NS
        
        36529.49000000
        0.001842660229
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        909.00000000
        NS
        USD
        426775.50000000
        0.021527873531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
        
        1523.00000000
        NS
        USD
        576105.21000000
        0.029060525034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        N/A
        Expedia Group Inc
        30212P303
        
          
        
        456.00000000
        NS
        USD
        80689.20000000
        0.004070212308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Holcim Ltd
        529900EHPFPYHV6IQO98
        Holcim Ltd
        000000000
        
          
        
        1594.00000000
        NS
        
        95366.79000000
        0.004810595252
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
        
        2652.00000000
        NS
        
        76460.47000000
        0.003856902114
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        Ferguson PLC
        000000000
        
          
        
        2572.00000000
        NS
        
        349303.50000000
        0.017619946721
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Cloudflare Inc
        5493007DY18BGNLDWU14
        Cloudflare Inc
        18915M107
        
          
        
        910.00000000
        NS
        USD
        74674.60000000
        0.003766817319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
        
        237.00000000
        NS
        USD
        61610.52000000
        0.003107824799
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
        
        7061.00000000
        NS
        
        143671.97000000
        0.007247257633
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MTR Corp Ltd
        254900IH4U9NHH9AQM97
        MTR Corp Ltd
        000000000
        
          
        
        3927.00000000
        NS
        
        22245.22000000
        0.001122117560
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4295 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -3890.00000000
        -0.00019622360
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4295.00000000
            USD
            2021-06-30
            XXXX
            4675.17000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Software Inc/Canada
        549300B6PYHMCTDWQV29
        Constellation Software Inc/Canada
        000000000
        
          
        
        316.00000000
        NS
        
        453545.86000000
        0.022878253121
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
        
        948.00000000
        NS
        USD
        48186.84000000
        0.002430692946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
        
        1475.00000000
        NS
        USD
        118531.00000000
        0.005979069505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
        
        2813.00000000
        NS
        USD
        372300.55000000
        0.018779988907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CLP Holdings Ltd
        25490002BUTSMP94GO68
        CLP Holdings Ltd
        000000000
        
          
        
        3420.00000000
        NS
        
        35291.87000000
        0.001780230856
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
        
        4893.00000000
        NS
        USD
        350143.08000000
        0.017662297728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
        
        5980.00000000
        NS
        USD
        360653.80000000
        0.018192490888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        Western Union Co/The
        959802109
        
          
        
        8664.00000000
        NS
        USD
        212008.08000000
        0.010694341952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        2077.00000000
        NS
        
        142991.30000000
        0.007212922537
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        000000000
        
          
        
        2703.00000000
        NS
        
        46474.14000000
        0.002344299071
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Teladoc Health Inc
        549300I2PVFBC9MFAC61
        Teladoc Health Inc
        87918A105
        
          
        
        417.00000000
        NS
        USD
        62791.86000000
        0.003167415235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Tsusho Corp
        549300CEE2ENIUJNXB84
        Toyota Tsusho Corp
        000000000
        
          
        
        3740.00000000
        NS
        
        170534.01000000
        0.008602261845
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
        
        4450.00000000
        NS
        
        39028.25000000
        0.001968705397
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
        
        5246.00000000
        NS
        USD
        319376.48000000
        0.016110335458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        CRH PLC
        000000000
        
          
        
        1432.00000000
        NS
        
        74917.82000000
        0.003779086086
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939U106
        
          
        
        648.00000000
        NS
        USD
        60853.68000000
        0.003069647453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
        
        594.00000000
        NS
        USD
        47721.96000000
        0.002407242963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ritchie Bros Auctioneers Inc
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        000000000
        
          
        
        1058.00000000
        NS
        
        63197.12000000
        0.003187857800
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        -6.96000000
        -0.00000035108
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            60000.00000000
            HKD
            7724.44000000
            USD
            2021-06-16
            -6.96000000
          
        
        
          N
          N
          N
        
      
      
        M&G PLC
        254900TWUJUQ44TQJY84
        M&G PLC
        000000000
        
          
        
        13335.00000000
        NS
        
        46114.88000000
        0.002326176888
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
        
        3046.00000000
        NS
        USD
        121504.94000000
        0.006129084218
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
        
        1237.00000000
        NS
        USD
        251160.48000000
        0.012669309858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 27875 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -8467.25000000
        -0.00042711422
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27875.00000000
            JPY
            2021-07-09
            XXXX
            6379.21000000
          
        
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
        
        2749.00000000
        NS
        
        273351.02000000
        0.013788669190
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        5352.00000000
        NS
        USD
        730333.92000000
        0.036840297218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
        
        1359.00000000
        NS
        USD
        187718.67000000
        0.009469109138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ito En Ltd
        N/A
        Ito En Ltd
        000000000
        
          
        
        2683.00000000
        NS
        
        152144.09000000
        0.007674617516
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical Inc
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical Inc
        09061G101
        
          
        
        474.00000000
        NS
        USD
        36640.20000000
        0.001848244783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
        
        2425.00000000
        NS
        USD
        258626.25000000
        0.013045906341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MISUMI Group Inc
        353800SJWGE5BEK2V032
        MISUMI Group Inc
        000000000
        
          
        
        2964.00000000
        NS
        
        95776.84000000
        0.004831279440
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 3930 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1720.00000000
        -0.00008676210
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3930.00000000
            USD
            2021-06-30
            XXXX
            6169.25000000
          
        
        
          N
          N
          N
        
      
      
        Quebecor Inc
        N/A
        Quebecor Inc
        000000000
        
          
        
        1596.00000000
        NS
        
        43372.94000000
        0.002187864971
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Splunk Inc
        549300XGDSGBP6UEI867
        Splunk Inc
        848637104
        
          
        
        496.00000000
        NS
        USD
        60115.20000000
        0.003032396243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6725 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -1078.55000000
        -0.00005440539
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6725.00000000
            GBP
            2021-06-18
            XXXX
            4876.85000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 4290 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -14865.00000000
        -0.00074983648
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4290.00000000
            USD
            2021-07-30
            XXXX
            -3577.25000000
          
        
        
          N
          N
          N
        
      
      
        Aramark
        549300MR6PG2DWZUIL39
        Aramark
        03852U106
        
          
        
        5147.00000000
        NS
        USD
        192240.45000000
        0.009697201679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 6700 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -745.05000000
        -0.00003758262
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6700.00000000
            GBP
            2021-07-16
            XXXX
            1065.60000000
          
        
        
          N
          N
          N
        
      
      
        Lixil Corp
        353800KB8G4F9WUJJ886
        Lixil Corp
        000000000
        
          
        
        779.00000000
        NS
        
        21123.65000000
        0.001065542107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
        
        690.00000000
        NS
        
        48195.59000000
        0.002431134323
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
        
        4696.00000000
        NS
        USD
        395121.44000000
        0.019931145039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
        
        955.00000000
        NS
        USD
        61693.00000000
        0.003111985345
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
        
        12025.00000000
        NS
        
        232642.51000000
        0.011735206293
        Long
        EC
        CORP
        PT
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB
        000000000
        
          
        
        589.00000000
        NS
        
        24006.99000000
        0.001210986677
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Burlington Stores Inc
        5299003Z37DVGKKC1W09
        Burlington Stores Inc
        122017106
        
          
        
        868.00000000
        NS
        USD
        280685.16000000
        0.014158625850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457100
        
          
        
        1722.00000000
        NS
        USD
        45357.48000000
        0.002287971294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 30750 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -382.39000000
        -0.00001928893
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30750.00000000
            JPY
            2021-06-11
            XXXX
            8482.94000000
          
        
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
        
        7939.00000000
        NS
        
        83191.00000000
        0.004196410822
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HubSpot Inc
        529900BLNVEW0MVKJB37
        HubSpot Inc
        443573100
        
          
        
        225.00000000
        NS
        USD
        113485.50000000
        0.005724558911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co Ltd
        N/A
        Daifuku Co Ltd
        000000000
        
          
        
        502.00000000
        NS
        
        43245.62000000
        0.002181442557
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinnevik AB
        2138006PZH76JOS6MN27
        Kinnevik AB
        000000000
        
          
        
        2216.00000000
        NS
        
        41896.16000000
        0.002113371629
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Alimentation Couche-Tard Inc
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626P403
        
          
        
        3664.00000000
        NS
        
        133997.37000000
        0.006759240947
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TMX Group Ltd
        549300N65GFVKSHGJW59
        TMX Group Ltd
        000000000
        
          
        
        640.00000000
        NS
        
        71170.56000000
        0.003590062725
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 4340 CALL
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3105.00000000
        -0.00015662578
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4340.00000000
            USD
            2021-07-30
            XXXX
            1734.25000000
          
        
        
          N
          N
          N
        
      
      
        Investment AB Latour
        5493006GFBLNB3Y0Y789
        Investment AB Latour
        000000000
        
          
        
        2127.00000000
        NS
        
        71985.56000000
        0.003631173841
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        000000000
        
          
        
        554.00000000
        NS
        
        90586.81000000
        0.004569478307
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
        
        1517.00000000
        NS
        USD
        386258.54000000
        0.019484073007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
        
        5315.00000000
        NS
        USD
        418343.65000000
        0.021102544991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolution Mining Ltd
        254900BCFW5QO5LW8F27
        Evolution Mining Ltd
        000000000
        
          
        
        8534.00000000
        NS
        
        34625.61000000
        0.001746622645
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4015 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -9680.00000000
        -0.00048828907
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4015.00000000
            USD
            2021-06-30
            XXXX
            25397.00000000
          
        
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
        
        15743.00000000
        NS
        
        126334.83000000
        0.006372718778
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
        
        2621.00000000
        NS
        
        204102.39000000
        0.010295554546
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
        
        5249.00000000
        NS
        
        414387.07000000
        0.020902962883
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
        
        798.00000000
        NS
        USD
        239878.80000000
        0.012100227096
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
        
        4897.00000000
        NS
        USD
        257876.02000000
        0.013008062424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        930.00000000
        NS
        USD
        158090.70000000
        0.007974582880
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Capcom Co Ltd
        529900JJWQKXS3TC8744
        Capcom Co Ltd
        000000000
        
          
        
        3070.00000000
        NS
        
        98665.51000000
        0.004976992871
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rational AG
        529900K139N6UFJ1A758
        Rational AG
        000000000
        
          
        
        37.00000000
        NS
        
        33638.61000000
        0.001696835319
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        2338.00000000
        NS
        USD
        192277.12000000
        0.009699051427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Severn Trent PLC
        213800RPBXRETY4A4C59
        Severn Trent PLC
        000000000
        
          
        
        2038.00000000
        NS
        
        70837.74000000
        0.003573274257
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
        
        2459.00000000
        NS
        USD
        29016.20000000
        0.001463666691
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        20657.00000000
        NS
        
        120377.31000000
        0.006072203080
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 JUN21 27500 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -1019.71000000
        -0.00005143731
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27500.00000000
            JPY
            2021-06-11
            XXXX
            4708.01000000
          
        
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp
        N/A
        Cosmos Pharmaceutical Corp
        000000000
        
          
        
        392.00000000
        NS
        
        54949.79000000
        0.002771837019
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        694.00000000
        NS
        USD
        135107.92000000
        0.006815260517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd
        000000000
        
          
        
        2319.00000000
        NS
        
        70101.28000000
        0.003536124942
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hang Seng Bank Ltd
        5493009Z5F07LWZYMK62
        Hang Seng Bank Ltd
        000000000
        
          
        
        1949.00000000
        NS
        
        41546.57000000
        0.002095737231
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
        
        13369.00000000
        NS
        
        184278.17000000
        0.009295559699
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        318.00000000
        NS
        USD
        60391.38000000
        0.003046327614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Knight Inc
        549300TUSNXS3BFFML48
        Black Knight Inc
        09215C105
        
          
        
        1650.00000000
        NS
        USD
        121093.50000000
        0.006108329914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604103
        
          
        
        6795.00000000
        NS
        USD
        95537.70000000
        0.004819216480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Star Resources Ltd
        254900XFXCRYYZAX6M78
        Northern Star Resources Ltd
        000000000
        
          
        
        3676.00000000
        NS
        
        32308.90000000
        0.001629760642
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
        
        2869.00000000
        NS
        
        65919.86000000
        0.003325201210
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
        
        1097.00000000
        NS
        USD
        77755.36000000
        0.003922220362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bollore SA
        969500LEKCHH6VV86P94
        Bollore SA
        000000000
        
          
        
        32886.00000000
        NS
        
        170224.78000000
        0.008586663329
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6400 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -92.24000000
        -0.00000465287
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6400.00000000
            GBP
            2021-06-18
            XXXX
            1367.79000000
          
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918K108
        
          
        
        2262.00000000
        NS
        USD
        271598.34000000
        0.013700258601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 3700 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000025221
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3700.00000000
            USD
            2021-05-28
            XXXX
            17625.50000000
          
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
        
        936.00000000
        NS
        USD
        79466.40000000
        0.004008530501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
        
        164.00000000
        NS
        USD
        95593.96000000
        0.004822054408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
        
        4908.00000000
        NS
        USD
        177375.12000000
        0.008947348549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegion PLC
        984500560CAC2E6FB757
        Allegion PLC
        000000000
        
          
        
        1749.00000000
        NS
        USD
        245699.52000000
        0.012393842180
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        000000000
        
          
        
        866.00000000
        NS
        
        92069.16000000
        0.004644252616
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        13055.00000000
        NS
        USD
        748573.70000000
        0.037760368021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        1955.00000000
        NS
        USD
        357217.60000000
        0.018019158353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
        
        745.00000000
        NS
        
        121526.25000000
        0.006130159160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp
        017175100
        
          
        
        43.00000000
        NS
        USD
        30812.51000000
        0.001554278112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -540392.33000000
        -0.02725905713
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            26980000.00000000
            CHF
            29468786.35000000
            USD
            2021-06-16
            -540392.33000000
          
        
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
        
        292.00000000
        NS
        USD
        48311.40000000
        0.002436976136
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kikkoman Corp
        529900T9K5UH9HXOND47
        Kikkoman Corp
        000000000
        
          
        
        531.00000000
        NS
        
        35051.04000000
        0.001768082648
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
        
        440.00000000
        NS
        USD
        79076.80000000
        0.003988877875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        000000000
        
          
        
        6279.00000000
        NS
        
        452557.87000000
        0.022828415855
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
        
        9859.00000000
        NS
        USD
        281277.27000000
        0.014188493706
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        James Hardie Industries PLC
        635400NSGXKTVOO7JU45
        James Hardie Industries PLC
        000000000
        
          
        
        1280.00000000
        NS
        
        41897.75000000
        0.002113451834
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        000000000
        
          
        
        3378.00000000
        NS
        
        64401.24000000
        0.003248597330
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        000000000
        
          
        
        1018.00000000
        NS
        
        120048.24000000
        0.006055603773
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Mapletree Logistics Trust
        549300M9EBZIYH387075
        Mapletree Logistics Trust
        000000000
        
          
        
        23558.00000000
        NS
        
        35226.00000000
        0.001776908170
        Long
        EC
        
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        000000000
        
          
        
        9883.00000000
        NS
        
        304626.29000000
        0.015366290345
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560105
        
          
        
        423.00000000
        NS
        USD
        41948.91000000
        0.002116032502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
        
        4704.00000000
        NS
        
        37737.87000000
        0.001903614646
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -128976.99000000
        -0.00650599748
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3195000.00000000
            GBP
            4405323.51000000
            USD
            2021-06-16
            -128976.99000000
          
        
        
          N
          N
          N
        
      
      
        Toray Industries Inc
        35380099TCYR5FHT0A11
        Toray Industries Inc
        000000000
        
          
        
        3799.00000000
        NS
        
        25067.42000000
        0.001264478039
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
        
        740.00000000
        NS
        USD
        106249.20000000
        0.005359537603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xero Ltd
        254900UG5D8YST164N14
        Xero Ltd
        000000000
        
          
        
        722.00000000
        NS
        
        72491.66000000
        0.003656703087
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
        
        1598.00000000
        NS
        USD
        535889.30000000
        0.027031910401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercari Inc
        N/A
        Mercari Inc
        000000000
        
          
        
        796.00000000
        NS
        
        37736.60000000
        0.001903550584
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 29625 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -2913.46000000
        -0.00014696391
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29625.00000000
            JPY
            2021-06-11
            XXXX
            4941.33000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
        
        6246.00000000
        NS
        USD
        233288.10000000
        0.011767771845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        Dropbox Inc
        26210C104
        
          
        
        9355.00000000
        NS
        USD
        255859.25000000
        0.012906330321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        000000000
        
          
        
        1103.00000000
        NS
        
        140824.80000000
        0.007103637590
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
        
        3682.00000000
        NS
        
        46987.29000000
        0.002370183941
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
        
        987.00000000
        NS
        
        42943.69000000
        0.002166212276
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
        
        1331.00000000
        NS
        USD
        38745.41000000
        0.001954438074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Communities Inc
        549300H5GEOJYN41ZG57
        Sun Communities Inc
        866674104
        
          
        
        764.00000000
        NS
        USD
        127908.88000000
        0.006452118718
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        2468.00000000
        NS
        USD
        111356.16000000
        0.005617148429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schibsted ASA
        5967007LIEEXZXHT0O36
        Schibsted ASA
        000000000
        
          
        
        871.00000000
        NS
        
        42452.81000000
        0.002141450773
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        Carvana Co
        146869102
        
          
        
        196.00000000
        NS
        USD
        51957.64000000
        0.002620903737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABB Ltd
        5493000LKVGOO9PELI61
        ABB Ltd
        000000000
        
          
        
        3348.00000000
        NS
        
        114096.32000000
        0.005755370557
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Welcia Holdings Co Ltd
        N/A
        Welcia Holdings Co Ltd
        000000000
        
          
        
        5988.00000000
        NS
        
        184543.91000000
        0.009308964445
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
        
        2217.00000000
        NS
        USD
        227331.18000000
        0.011467286413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        000000000
        
          
        
        2108.00000000
        NS
        
        141900.22000000
        0.007157885094
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865204
        
          
        
        311.00000000
        NS
        USD
        60134.96000000
        0.003033392998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        000000000
        
          
        
        227.00000000
        NS
        
        70996.24000000
        0.003581269486
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd
        549300T6IPOCDWLKC615
        Hitachi Ltd
        000000000
        
          
        
        3116.00000000
        NS
        
        164179.37000000
        0.008281714189
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vivendi SE
        969500FU4DRAEVJW7U54
        Vivendi SE
        000000000
        
          
        
        2042.00000000
        NS
        
        74368.63000000
        0.003751383248
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aeon Co Ltd
        5299009MXFL34SA71416
        Aeon Co Ltd
        000000000
        
          
        
        2009.00000000
        NS
        
        54247.73000000
        0.002736422945
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Horizon Therapeutics Plc
        529900P0GSQ79OOZEV53
        Horizon Therapeutics Plc
        000000000
        
          
        
        1060.00000000
        NS
        USD
        97159.60000000
        0.004901030122
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        Seagen Inc
        81181C104
        
          
        
        1719.00000000
        NS
        USD
        267046.65000000
        0.013470657308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Metro Inc/CN
        549300KQ7DCG4IXSNW78
        Metro Inc/CN
        000000000
        
          
        
        1273.00000000
        NS
        
        61645.21000000
        0.003109574670
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
        
        797.00000000
        NS
        USD
        281771.38000000
        0.014213418140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novocure Ltd
        213800YPP55UMHWA4826
        Novocure Ltd
        000000000
        
          
        
        1735.00000000
        NS
        USD
        353940.00000000
        0.017853826093
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs MarketBeta International Equity ETF
        N/A
        Goldman Sachs MarketBeta International Equity ETF
        381430180
        
          
        
        5164778.00000000
        NS
        USD
        298595442.34000000
        15.06207577482
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
        
        563.00000000
        NS
        USD
        154509.72000000
        0.007793947196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        1250.00000000
        NS
        USD
        158237.50000000
        0.007981987925
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
        
        253.00000000
        NS
        USD
        83388.80000000
        0.004206388465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evraz PLC
        5493005B7DAN39RXLK23
        Evraz PLC
        000000000
        
          
        
        18176.00000000
        NS
        
        164131.05000000
        0.008279276779
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        1413.00000000
        NS
        USD
        87295.14000000
        0.004403436312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        000000000
        
          
        
        603.00000000
        NS
        
        24223.55000000
        0.001221910631
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        Vail Resorts Inc
        91879Q109
        
          
        
        85.00000000
        NS
        USD
        27784.80000000
        0.001401551074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Next PLC
        213800WQD8ECPZP9PH98
        Next PLC
        000000000
        
          
        
        2234.00000000
        NS
        
        257987.97000000
        0.013013709528
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva Inc
        22052L104
        
          
        
        1673.00000000
        NS
        USD
        76121.50000000
        0.003839803421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE Small-Cap ETF
        549300MJV5OZGVS4LX86
        iShares MSCI EAFE Small-Cap ETF
        464288273
        
          
        
        1269671.00000000
        NS
        USD
        96660053.23000000
        4.875831441830
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
        
        1594.00000000
        NS
        
        143776.44000000
        0.007252527422
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -3386.52000000
        -0.00017082652
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            400000.00000000
            ILS
            119743.06000000
            USD
            2021-06-16
            -3386.52000000
          
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        6306.00000000
        NS
        USD
        504984.48000000
        0.025472975887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        Wayfair Inc
        94419L101
        
          
        
        1794.00000000
        NS
        USD
        549932.76000000
        0.027740305870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150104
        
          
        
        2966.00000000
        NS
        USD
        47040.76000000
        0.002372881133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy Inc
        29355A107
        
          
        
        499.00000000
        NS
        USD
        71381.95000000
        0.003600725889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp
        127097103
        
          
        
        1320.00000000
        NS
        USD
        21648.00000000
        0.001091991940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3875 PUT
        000000000
        
          
        
        -33.00000000
        NC
        
        -5674.10000000
        -0.00028621911
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3875.00000000
            EUR
            2021-06-18
            XXXX
            19130.92000000
          
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
        
        4518.00000000
        NS
        USD
        668392.92000000
        0.033715801987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        000000000
        
          
        
        231.00000000
        NS
        
        20874.38000000
        0.001052968159
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
        
        1385.00000000
        NS
        USD
        89765.79000000
        0.004528063524
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        Athene Holding Ltd
        000000000
        
          
        
        2337.00000000
        NS
        USD
        146366.31000000
        0.007383168459
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        000000000
        
          
        
        569.00000000
        NS
        
        34790.30000000
        0.001754930117
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
        
        3644.00000000
        NS
        USD
        691704.08000000
        0.034891688851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
        
        1156.00000000
        NS
        
        25062.01000000
        0.001264205142
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
        
        318.00000000
        NS
        USD
        69565.68000000
        0.003509107624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        000000000
        
          
        
        297.00000000
        NS
        
        30453.18000000
        0.001536152397
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        244.00000000
        NS
        USD
        44730.08000000
        0.002256323301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd
        000000000
        
          
        
        239.00000000
        NS
        
        104860.90000000
        0.005289507466
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
        
        2155.00000000
        NS
        USD
        560343.10000000
        0.028265435553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        2915.00000000
        NS
        USD
        214544.00000000
        0.010822261584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getlink SE
        9695007ZEQ7M0OE74G82
        Getlink SE
        000000000
        
          
        
        1352.00000000
        NS
        
        21322.41000000
        0.001075568175
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 3825 PUT
        000000000
        
          
        
        -21.00000000
        NC
        
        -2688.89000000
        -0.00013563591
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3825.00000000
            EUR
            2021-06-18
            XXXX
            12336.50000000
          
        
        
          N
          N
          N
        
      
      
        Duke Realty Corp
        254900E47KH1NFFKNF25
        Duke Realty Corp
        264411505
        
          
        
        882.00000000
        NS
        USD
        40977.72000000
        0.002067042681
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        Dell Technologies Inc
        24703L202
        
          
        
        2693.00000000
        NS
        USD
        265637.52000000
        0.013399576442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        808.00000000
        NS
        USD
        1904334.80000000
        0.096060525349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendel SE
        969500M98ZMIZYJD5O34
        Wendel SE
        000000000
        
          
        
        189.00000000
        NS
        
        26433.65000000
        0.001333394897
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Meridian Energy Ltd
        254900IFKXIGNCY3A092
        Meridian Energy Ltd
        000000000
        
          
        
        15841.00000000
        NS
        
        59033.78000000
        0.002977846080
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Barry Callebaut AG
        213800Y5RWKLDPUTT265
        Barry Callebaut AG
        000000000
        
          
        
        16.00000000
        NS
        
        36407.85000000
        0.001836524332
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 7250 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -227.06000000
        -0.00001145360
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7250.00000000
            GBP
            2021-06-18
            XXXX
            1323.91000000
          
        
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
        
        629.00000000
        NS
        USD
        73945.24000000
        0.003730026149
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
        
        1777.00000000
        NS
        USD
        544686.04000000
        0.027475645119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241103
        
          
        
        17204.00000000
        NS
        USD
        238103.36000000
        0.012010668422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tele2 AB
        213800EKD193RVI9HL76
        Tele2 AB
        000000000
        
          
        
        2727.00000000
        NS
        
        37144.23000000
        0.001873669612
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co Ltd
        5299005SFO0GAJFLKN43
        Nexon Co Ltd
        000000000
        
          
        
        1675.00000000
        NS
        
        39716.51000000
        0.002003423355
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan American Silver Corp
        549300MKTF5851TYIB83
        Pan American Silver Corp
        000000000
        
          
        
        1210.00000000
        NS
        
        40725.63000000
        0.002054326483
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
        
        1086.00000000
        NS
        USD
        170447.70000000
        0.008597908102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
        
        1532.00000000
        NS
        USD
        180530.88000000
        0.009106534824
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co Ltd
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
        
        972.00000000
        NS
        
        105831.49000000
        0.005338467021
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
        
        615.00000000
        NS
        
        70837.23000000
        0.003573248531
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hong Kong & China Gas Co Ltd
        254900P7BETXGC7YU827
        Hong Kong & China Gas Co Ltd
        000000000
        
          
        
        21641.00000000
        NS
        
        38096.22000000
        0.001921690926
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
        
        2384.00000000
        NS
        USD
        166379.36000000
        0.008392688475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genmab A/S
        529900MTJPDPE4MHJ122
        Genmab A/S
        000000000
        
          
        
        186.00000000
        NS
        
        75975.69000000
        0.003832448314
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Kubota Corp
        549300CSY4INHEHQQT13
        Kubota Corp
        000000000
        
          
        
        2478.00000000
        NS
        
        57003.26000000
        0.002875420384
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        000000000
        
          
        
        1136.00000000
        NS
        
        32814.90000000
        0.001655284844
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        3198.00000000
        NS
        USD
        726905.40000000
        0.036667352087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oji Holdings Corp
        529900LVC9GIIYUGE243
        Oji Holdings Corp
        000000000
        
          
        
        4380.00000000
        NS
        
        26228.70000000
        0.001323056587
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824C109
        
          
        
        2305.00000000
        NS
        USD
        36787.80000000
        0.001855690183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        000000000
        
          
        
        1306.00000000
        NS
        
        84490.70000000
        0.004261971702
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
        
        995.00000000
        NS
        USD
        63600.40000000
        0.003208200488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings Inc
        228368106
        
          
        
        919.00000000
        NS
        USD
        94877.56000000
        0.004785916981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        000000000
        
          
        
        1122.00000000
        NS
        
        43159.92000000
        0.002177119584
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        000000000
        
          
        
        2701.00000000
        NS
        
        364825.69000000
        0.018402933897
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group PLC
        213800JH9QQWHLO99821
        Legal & General Group PLC
        000000000
        
          
        
        23802.00000000
        NS
        
        95957.95000000
        0.004840415187
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ibiden Co Ltd
        52990051DBFIQEY37C91
        Ibiden Co Ltd
        000000000
        
          
        
        807.00000000
        NS
        
        37256.39000000
        0.001879327309
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
        
        4833.00000000
        NS
        
        50400.95000000
        0.002542379488
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        2395.00000000
        NS
        
        838373.22000000
        0.042290132991
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        Woolworths Group Ltd
        000000000
        
          
        
        9350.00000000
        NS
        
        302495.78000000
        0.015258820845
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978V103
        
          
        
        1414.00000000
        NS
        USD
        249825.52000000
        0.012601970355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
        
        8570.00000000
        NS
        USD
        275525.50000000
        0.013898356674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
        
        1290.00000000
        NS
        USD
        161766.00000000
        0.008159976356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        Securitas AB
        000000000
        
          
        
        4454.00000000
        NS
        
        72924.28000000
        0.003678525775
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
        
        1951.00000000
        NS
        
        46536.72000000
        0.002347455799
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Healthineers AG
        529900QBVWXMWANH7H45
        Siemens Healthineers AG
        000000000
        
          
        
        803.00000000
        NS
        
        45229.94000000
        0.002281537783
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Avalara Inc
        549300Q16CMW239SS315
        Avalara Inc
        05338G106
        
          
        
        539.00000000
        NS
        USD
        71239.63000000
        0.003593546829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        2004.00000000
        NS
        USD
        85270.20000000
        0.004301292088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
        
        332.00000000
        NS
        USD
        55885.56000000
        0.002819040146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co Ltd
        N/A
        Otsuka Holdings Co Ltd
        000000000
        
          
        
        881.00000000
        NS
        
        36938.23000000
        0.001863278337
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
        
        1549.00000000
        NS
        USD
        103054.97000000
        0.005198410782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
        
        555.00000000
        NS
        
        110987.05000000
        0.005598529381
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ResMed Inc
        529900T3QE5253CCXF22
        ResMed Inc
        761152107
        
          
        
        1448.00000000
        NS
        USD
        298070.80000000
        0.015035611195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        723.00000000
        NS
        USD
        287913.06000000
        0.014523223436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        1969.00000000
        NS
        USD
        194950.69000000
        0.009833914550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
        
        1079.00000000
        NS
        
        21368.55000000
        0.001077895619
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        6825.00000000
        NS
        USD
        166530.00000000
        0.008400287221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -192897.85000000
        -0.00973036296
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3690000.00000000
            CHF
            3911396.79000000
            USD
            2021-06-16
            -192897.85000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
        
        10490.00000000
        NS
        
        284072.17000000
        0.014329477089
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        1505.00000000
        NS
        USD
        200601.45000000
        0.010118956326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
        
        1715.00000000
        NS
        USD
        362585.30000000
        0.018289921710
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
        
        3445.00000000
        NS
        USD
        353973.75000000
        0.017855528547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essity AB
        549300G8E6YUVJ1DA153
        Essity AB
        000000000
        
          
        
        1664.00000000
        NS
        
        57594.52000000
        0.002905245363
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
        
        5031.00000000
        NS
        USD
        441621.18000000
        0.022276735454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HKT Trust & HKT Ltd
        N/A
        HKT Trust & HKT Ltd
        000000000
        
          
        
        37703.00000000
        NS
        
        51503.06000000
        0.002597973318
        Long
        EC
        CORP
        XX
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
        
        484.00000000
        NS
        USD
        64173.56000000
        0.003237112448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 3960 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -13380.00000000
        -0.00067492849
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3960.00000000
            USD
            2021-07-30
            XXXX
            19701.08000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment PLC
        635400EG4YIJLJMZJ782
        Flutter Entertainment PLC
        000000000
        
          
        
        382.00000000
        NS
        
        71383.88000000
        0.003600823245
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Brenntag SE
        NNROIXVWJ7CPSR27SV97
        Brenntag SE
        000000000
        
          
        
        2195.00000000
        NS
        
        206140.76000000
        0.010398376221
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
        
        1496.00000000
        NS
        USD
        400150.08000000
        0.020184805163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollarama Inc
        5493002GJ0NJP1HI0C79
        Dollarama Inc
        000000000
        
          
        
        2821.00000000
        NS
        
        123390.29000000
        0.006224187091
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
        
        8405.00000000
        NS
        
        116103.25000000
        0.005856606301
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        Square Inc
        852234103
        
          
        
        846.00000000
        NS
        USD
        188251.92000000
        0.009496007914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
        
        2392.00000000
        NS
        USD
        275558.40000000
        0.013900016251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        438.00000000
        NS
        USD
        24471.06000000
        0.001234395800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
        
        5715.00000000
        NS
        USD
        770667.75000000
        0.038874860100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
        
        25280.00000000
        NS
        
        234375.05000000
        0.011822600958
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Empire Co Ltd
        549300TX0ZUSTEF7C719
        Empire Co Ltd
        000000000
        
          
        
        11664.00000000
        NS
        
        399147.19000000
        0.020134216296
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TOTAL SE
        529900S21EQ1BO4ESM68
        TOTAL SE
        000000000
        
          
        
        1269.00000000
        NS
        
        59187.13000000
        0.002985581527
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 3815 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000037832
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3815.00000000
            USD
            2021-05-28
            XXXX
            26924.25000000
          
        
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies Inc
        00971T101
        
          
        
        897.00000000
        NS
        USD
        102446.37000000
        0.005167711120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Tire Corp Ltd
        549300RLHDA7VQYMUB14
        Canadian Tire Corp Ltd
        000000000
        
          
        
        789.00000000
        NS
        
        135038.81000000
        0.006811774395
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Generac Holdings Inc
        529900S2H2AHJHSFFI84
        Generac Holdings Inc
        368736104
        
          
        
        312.00000000
        NS
        USD
        102560.64000000
        0.005173475251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
        
        6503.00000000
        NS
        
        97107.17000000
        0.004898385391
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
        
        1818.00000000
        NS
        USD
        158129.64000000
        0.007976547134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
        
        505.00000000
        NS
        USD
        193011.00000000
        0.009736070599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        000000000
        
          
        
        8048.00000000
        NS
        
        91899.79000000
        0.004635709071
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CapitaLand Ltd
        2549006LYGY45GHGWZ89
        CapitaLand Ltd
        000000000
        
          
        
        9284.00000000
        NS
        
        25666.41000000
        0.001294692943
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        H & M Hennes & Mauritz AB
        529900O5RR7R39FRDM42
        H & M Hennes & Mauritz AB
        000000000
        
          
        
        11989.00000000
        NS
        
        309865.94000000
        0.015630594465
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        000000000
        
          
        
        460.00000000
        NS
        
        62231.17000000
        0.003139132301
        Long
        EC
        CORP
        DE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
        
        12505.00000000
        NS
        
        30222.44000000
        0.001524513160
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Power Corp of Canada
        549300BE2CB8T87IJV50
        Power Corp of Canada
        000000000
        
          
        
        8464.00000000
        NS
        
        276049.50000000
        0.013924788851
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4275 CALL
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -35280.00000000
        -0.00177963209
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4275.00000000
            USD
            2021-06-23
            XXXX
            7841.33000000
          
        
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        000000000
        
          
        
        3785.00000000
        NS
        
        69589.89000000
        0.003510328852
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        3747.00000000
        NS
        USD
        730028.01000000
        0.036824866174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
        
        413.00000000
        NS
        USD
        109630.85000000
        0.005530118467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co Ltd
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co Ltd
        000000000
        
          
        
        7289.00000000
        NS
        
        139870.03000000
        0.007055476044
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co Ltd
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co Ltd
        000000000
        
          
        
        3015.00000000
        NS
        
        69188.60000000
        0.003490086545
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty SiriusXM
        N/A
        Liberty Media Corp-Liberty SiriusXM
        531229607
        
          
        
        4473.00000000
        NS
        USD
        194620.23000000
        0.009817245128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        Sunrun Inc
        86771W105
        
          
        
        1334.00000000
        NS
        USD
        59656.48000000
        0.003009256990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RELX PLC
        549300WSX3VBUFFJOO66
        RELX PLC
        000000000
        
          
        
        6032.00000000
        NS
        
        157115.79000000
        0.007925405410
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        000000000
        
          
        
        2907.00000000
        NS
        
        164263.98000000
        0.008285982178
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        129.00000000
        NS
        
        340034.99000000
        0.017152414468
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Oriental Land Co Ltd/Japan
        353800PIFKBZ6KTU5994
        Oriental Land Co Ltd/Japan
        000000000
        
          
        
        303.00000000
        NS
        
        44855.00000000
        0.002262624652
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Z Holdings Corp
        52990078MD2OL792YM35
        Z Holdings Corp
        000000000
        
          
        
        9699.00000000
        NS
        
        46263.52000000
        0.002333674748
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
        
        294.00000000
        NS
        USD
        28215.18000000
        0.001423260769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        1232.00000000
        NS
        USD
        316968.96000000
        0.015988892718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        98138H101
        
          
        
        502.00000000
        NS
        USD
        114817.44000000
        0.005791746076
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
        
        288.00000000
        NS
        
        142945.45000000
        0.007210609722
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp
        549300U5Y5EL6PHYLF13
        IDEX Corp
        45167R104
        
          
        
        289.00000000
        NS
        USD
        64348.74000000
        0.003245949068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kao Corp
        353800HM38HFCB8RGL63
        Kao Corp
        000000000
        
          
        
        472.00000000
        NS
        
        28977.70000000
        0.001461724632
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teck Resources Ltd
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        000000000
        
          
        
        1740.00000000
        NS
        
        42922.06000000
        0.002165121192
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Azrieli Group Ltd
        N/A
        Azrieli Group Ltd
        000000000
        
          
        
        390.00000000
        NS
        
        29637.65000000
        0.001495014547
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        9845001B052ABF0B6755
        CDW Corp/DE
        12514G108
        
          
        
        2651.00000000
        NS
        USD
        438528.42000000
        0.022120727093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scout24 AG
        5493007EIKM2ENQS7U66
        Scout24 AG
        000000000
        
          
        
        849.00000000
        NS
        
        69086.47000000
        0.003484934793
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyler Technologies Inc
        25490040SMU4Z8LBCW70
        Tyler Technologies Inc
        902252105
        
          
        
        342.00000000
        NS
        USD
        137880.72000000
        0.006955129107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
        
        333.00000000
        NS
        USD
        93539.70000000
        0.004718431193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp
        549300MIX43II8JLN536
        Liberty Broadband Corp
        530307107
        
          
        
        744.00000000
        NS
        USD
        120572.64000000
        0.006082056128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4285 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -11325.00000000
        -0.00057126795
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4285.00000000
            USD
            2021-06-30
            XXXX
            3268.52000000
          
        
        
          N
          N
          N
        
      
      
        SGS SA
        2138007JNS19JHNA2336
        SGS SA
        000000000
        
          
        
        130.00000000
        NS
        
        406152.43000000
        0.020487582224
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
        
        476.00000000
        NS
        USD
        27065.36000000
        0.001365260300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        23176.00000000
        NS
        USD
        5786583.68000000
        0.291893142046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shinsei Bank Ltd
        549300PZYOQ2NW83V760
        Shinsei Bank Ltd
        000000000
        
          
        
        2594.00000000
        NS
        
        41776.07000000
        0.002107313919
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Insulet Corp
        549300TZTYD2PYN92D43
        Insulet Corp
        45784P101
        
          
        
        674.00000000
        NS
        USD
        181757.58000000
        0.009168413359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        21218.00000000
        NS
        
        210425.23000000
        0.010614498112
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
        
        1336.00000000
        NS
        USD
        94949.52000000
        0.004789546865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
        
        689.00000000
        NS
        USD
        406613.35000000
        0.020510832451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556H206
        
          
        
        4879.00000000
        NS
        USD
        206967.18000000
        0.010440063396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
        
        8855.00000000
        NS
        
        344152.75000000
        0.017360126993
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
        
        2956.00000000
        NS
        USD
        235002.00000000
        0.011854226251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        562.00000000
        NS
        USD
        135942.18000000
        0.006857343166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Matthey PLC
        2138001AVBSD1HSC6Z10
        Johnson Matthey PLC
        000000000
        
          
        
        914.00000000
        NS
        
        39427.78000000
        0.001988858923
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
        
        1881.00000000
        NS
        
        70188.55000000
        0.003540527110
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Bank Co Ltd
        5493006JVO6N2HC2XZ76
        Japan Post Bank Co Ltd
        000000000
        
          
        
        4046.00000000
        NS
        
        34876.64000000
        0.001759285373
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 3990 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -8740.00000000
        -0.00044087257
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3990.00000000
            USD
            2021-06-30
            XXXX
            21369.38000000
          
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
        
        382.00000000
        NS
        USD
        97585.72000000
        0.004922524930
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        1026.00000000
        NS
        
        67671.67000000
        0.003413567914
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        000000000
        
          
        
        231.00000000
        NS
        
        211549.24000000
        0.010671196646
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Evolution AB
        549300SUH6ZR1RF6TA88
        Evolution AB
        000000000
        
          
        
        1040.00000000
        NS
        
        194074.55000000
        0.009789719344
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        APA Group
        549300T9RBSX164T8H40
        APA Group
        000000000
        
          
        
        5526.00000000
        NS
        
        39281.98000000
        0.001981504321
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
        
        2091.00000000
        NS
        USD
        203872.50000000
        0.010283958185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corp of America
        695156109
        
          
        
        222.00000000
        NS
        USD
        33000.30000000
        0.001664636992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
        
        512.00000000
        NS
        USD
        122961.92000000
        0.006202578786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -12220.97000000
        -0.00061646344
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3280000.00000000
            ILS
            997441.62000000
            USD
            2021-06-16
            -12220.97000000
          
        
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        Veeva Systems Inc
        922475108
        
          
        
        969.00000000
        NS
        USD
        282308.46000000
        0.014240510113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        000000000
        
          
        
        823.00000000
        NS
        
        32774.85000000
        0.001653264598
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Utilities Ltd
        LWV4QIQODEH3VBHUFX07
        Canadian Utilities Ltd
        000000000
        
          
        
        954.00000000
        NS
        
        27560.61000000
        0.001390242238
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
        
        1382.00000000
        NS
        USD
        156000.16000000
        0.007869129590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
        
        3847.00000000
        NS
        USD
        531386.11000000
        0.026804755597
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        000000000
        
          
        
        1418.00000000
        NS
        
        45590.10000000
        0.002299705365
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk Inc/The
        549300GXPD31VT3E0P46
        Trade Desk Inc/The
        88339J105
        
          
        
        139.00000000
        NS
        USD
        81751.46000000
        0.004123795981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
        
        2060.00000000
        NS
        
        43095.44000000
        0.002173867014
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        237963.88000000
        0.012003632621
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            30520000.00000000
            AUD
            23767877.28000000
            USD
            2021-06-16
            237963.88000000
          
        
        
          N
          N
          N
        
      
      
        Rinnai Corp
        N/A
        Rinnai Corp
        000000000
        
          
        
        247.00000000
        NS
        
        24551.72000000
        0.001238464539
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lundin Mining Corp
        549300FQDIM6C8HTN269
        Lundin Mining Corp
        000000000
        
          
        
        1713.00000000
        NS
        
        18391.30000000
        0.000927713939
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Northland Power Inc
        549300IT8CIDW8V5KX72
        Northland Power Inc
        666511100
        
          
        
        1643.00000000
        NS
        
        54972.94000000
        0.002773004776
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903109
        
          
        
        642.00000000
        NS
        USD
        169308.24000000
        0.008540430222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
        
        604.00000000
        NS
        USD
        111746.04000000
        0.005636815179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICA Gruppen AB
        549300ZEFN8VKPK9I111
        ICA Gruppen AB
        000000000
        
          
        
        1271.00000000
        NS
        
        62339.71000000
        0.003144607394
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
        
        565.00000000
        NS
        
        56056.43000000
        0.002827659356
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Orion Oyj
        74370029VAHCXDR7B745
        Orion Oyj
        000000000
        
          
        
        3855.00000000
        NS
        
        170204.56000000
        0.008585643370
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        Kellogg Co
        487836108
        
          
        
        1263.00000000
        NS
        USD
        82713.87000000
        0.004172342912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
        
        679.00000000
        NS
        USD
        173328.33000000
        0.008743215971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tryg A/S
        213800ZRS8AC4LSTCE39
        Tryg A/S
        000000000
        
          
        
        1146.00000000
        NS
        
        27214.92000000
        0.001372804568
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Pearson PLC
        2138004JBXWWJKIURC57
        Pearson PLC
        000000000
        
          
        
        1940.00000000
        NS
        
        22555.34000000
        0.001137760970
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
        
        4949.00000000
        NS
        
        41742.67000000
        0.002105629120
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Coupa Software Inc
        549300Q95ICR2GFL2K37
        Coupa Software Inc
        22266L106
        
          
        
        236.00000000
        NS
        USD
        56215.20000000
        0.002835668205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413106
        
          
        
        814.00000000
        NS
        USD
        175994.94000000
        0.008877728010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
        
        730.00000000
        NS
        USD
        136072.00000000
        0.006863891688
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
        
        5673.00000000
        NS
        
        32816.11000000
        0.001655345880
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
        
        2181.00000000
        NS
        USD
        160259.88000000
        0.008084003015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equities Inc
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
        
        694.00000000
        NS
        USD
        123712.44000000
        0.006240437332
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        50.00000000
        NS
        
        115723.11000000
        0.005837430866
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
        
        17173.00000000
        NS
        
        229870.64000000
        0.011595384614
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
        
        478.00000000
        NS
        USD
        40429.24000000
        0.002039375656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
        
        253.00000000
        NS
        USD
        60649.16000000
        0.003059330833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3 Inc
        N/A
        M3 Inc
        000000000
        
          
        
        1242.00000000
        NS
        
        83432.89000000
        0.004208612500
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
        
        967.00000000
        NS
        USD
        75222.93000000
        0.003794476776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
        
        592.00000000
        NS
        USD
        154725.12000000
        0.007804812636
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Kerry Group PLC
        635400TLVVBNXLFHWC59
        Kerry Group PLC
        000000000
        
          
        
        334.00000000
        NS
        
        45190.97000000
        0.002279572016
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
        
        1480.00000000
        NS
        USD
        961674.40000000
        0.048509825099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harmonic Drive Systems Inc
        353800XFIX2EUARGOE85
        Harmonic Drive Systems Inc
        000000000
        
          
        
        474.00000000
        NS
        
        25939.87000000
        0.001308487110
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
        
        2749.00000000
        NS
        
        95668.45000000
        0.004825811914
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
        
        4909.00000000
        NS
        USD
        570622.16000000
        0.028783943068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
        
        1581.00000000
        NS
        USD
        164091.99000000
        0.008277306472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering PLC
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering PLC
        000000000
        
          
        
        439.00000000
        NS
        
        78908.57000000
        0.003980391834
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        2127.00000000
        NS
        USD
        141530.58000000
        0.007139239312
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
        
        539.00000000
        NS
        
        19126.38000000
        0.000964793643
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
        
        1518.00000000
        NS
        USD
        765952.44000000
        0.038637005309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        2230.00000000
        NS
        USD
        51379.20000000
        0.002591725438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Assets Holdings Ltd
        254900JOWYUW1ZX4DF47
        Power Assets Holdings Ltd
        000000000
        
          
        
        3998.00000000
        NS
        
        25084.14000000
        0.001265321447
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Express Co Ltd
        529900NTHOQWZAW95H82
        Nippon Express Co Ltd
        000000000
        
          
        
        276.00000000
        NS
        
        22315.92000000
        0.001125683886
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings Inc
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings Inc
        000000000
        
          
        
        1315.00000000
        NS
        
        45972.31000000
        0.002318985217
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
        
        758.00000000
        NS
        USD
        140654.48000000
        0.007095046124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
        
        4282.00000000
        NS
        
        119204.82000000
        0.006013059065
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
        
        728.00000000
        NS
        USD
        102415.04000000
        0.005166130738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
        
        357.00000000
        NS
        USD
        37577.82000000
        0.001895541230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        000000000
        
          
        
        563.00000000
        NS
        USD
        59289.53000000
        0.002990746899
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        Elisa OYJ
        000000000
        
          
        
        848.00000000
        NS
        
        50282.02000000
        0.002536380292
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        000000000
        
          
        
        3368.00000000
        NS
        
        225234.22000000
        0.011361509278
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group PLC
        549300C116EOWV835768
        BHP Group PLC
        000000000
        
          
        
        3782.00000000
        NS
        
        114044.66000000
        0.005752764667
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tsuruha Holdings Inc
        N/A
        Tsuruha Holdings Inc
        000000000
        
          
        
        1474.00000000
        NS
        
        179318.95000000
        0.009045401334
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
        
        1725.00000000
        NS
        
        32491.11000000
        0.001638951877
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        877.00000000
        NS
        USD
        2114938.12000000
        0.106684006871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems Inc
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376100
        
          
        
        2790.00000000
        NS
        USD
        320738.40000000
        0.016179034907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AltaGas Ltd
        549300D7A8QA85Z2MH11
        AltaGas Ltd
        000000000
        
          
        
        2083.00000000
        NS
        
        41347.91000000
        0.002085716207
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Keio Corp
        N/A
        Keio Corp
        000000000
        
          
        
        262.00000000
        NS
        
        16636.59000000
        0.000839200951
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
        
        1735.00000000
        NS
        USD
        449104.75000000
        0.022654229824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4000 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -4560.00000000
        -0.00023002047
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4000.00000000
            USD
            2021-06-30
            XXXX
            12401.58000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6450 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -212.87000000
        -0.00001073781
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6450.00000000
            GBP
            2021-06-18
            XXXX
            2647.34000000
          
        
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        000000000
        
          
        
        1312.00000000
        NS
        
        95429.71000000
        0.004813769131
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
        
        607.00000000
        NS
        USD
        54302.22000000
        0.002739171589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Admiral Group PLC
        213800FGVM7Z9EJB2685
        Admiral Group PLC
        000000000
        
          
        
        8122.00000000
        NS
        
        338197.42000000
        0.017059721765
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Canopy Growth Corp
        529900CSD7NH1UBC9X07
        Canopy Growth Corp
        000000000
        
          
        
        1000.00000000
        NS
        
        26033.69000000
        0.001313219680
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JSR Corp
        353800TL8FC0AWR22506
        JSR Corp
        000000000
        
          
        
        1243.00000000
        NS
        
        37870.05000000
        0.001910282214
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        677.00000000
        NS
        
        82012.20000000
        0.004136948511
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        000000000
        
          
        
        10224.00000000
        NS
        
        36825.60000000
        0.001857596932
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
        
        439.00000000
        NS
        USD
        70542.91000000
        0.003558402122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schroders PLC
        2138001YYBULX5SZ2H24
        Schroders PLC
        000000000
        
          
        
        645.00000000
        NS
        
        32488.32000000
        0.001638811141
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6900 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -1220.47000000
        -0.00006156427
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6900.00000000
            GBP
            2021-06-18
            XXXX
            652.57000000
          
        
        
          N
          N
          N
        
      
      
        ESR CAYMAN LTD
        549300C81AR42BZUFZ09
        ESR Cayman Ltd
        000000000
        
          
        
        9159.00000000
        NS
        
        29254.47000000
        0.001475685765
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
        
        354.00000000
        NS
        USD
        47963.46000000
        0.002419424969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimamura Co Ltd
        N/A
        Shimamura Co Ltd
        000000000
        
          
        
        364.00000000
        NS
        
        34942.88000000
        0.001762626724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
        
        686.00000000
        NS
        USD
        367092.32000000
        0.018517269710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
        
        494.00000000
        NS
        USD
        38527.06000000
        0.001943423826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great-West Lifeco Inc
        549300X81X4VZEESFU46
        Great-West Lifeco Inc
        000000000
        
          
        
        4402.00000000
        NS
        
        135334.03000000
        0.006826666203
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
        
        6115.00000000
        NS
        USD
        528580.60000000
        0.026663237013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
        
        466.00000000
        NS
        USD
        88307.00000000
        0.004454477653
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4290 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -8400.00000000
        -0.00042372192
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4290.00000000
            USD
            2021-06-30
            XXXX
            8269.38000000
          
        
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group PLC
        213800FF2R23ALJQOP04
        Direct Line Insurance Group PLC
        000000000
        
          
        
        22196.00000000
        NS
        
        93705.00000000
        0.004726769435
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
        
        2117.00000000
        NS
        USD
        179077.03000000
        0.009033198143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUL21 4125 CALL
        000000000
        
          
        
        -47.00000000
        NC
        
        -26765.70000000
        -0.00135014452
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4125.00000000
            EUR
            2021-07-16
            XXXX
            -1747.63000000
          
        
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        000000000
        
          
        
        1087.00000000
        NS
        
        396412.88000000
        0.019996289259
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
        
        376.00000000
        NS
        USD
        152520.64000000
        0.007693611861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        000000000
        
          
        
        1137.00000000
        NS
        
        34863.18000000
        0.001758606410
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CyberArk Software Ltd
        529900YEXNDM894PWS93
        CyberArk Software Ltd
        000000000
        
          
        
        135.00000000
        NS
        USD
        17082.90000000
        0.000861714205
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
        
        2535.00000000
        NS
        USD
        452877.75000000
        0.022844551590
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telstra Corp Ltd
        PCTXNQGRJVR3OG33JG65
        Telstra Corp Ltd
        000000000
        
          
        
        16665.00000000
        NS
        
        44870.82000000
        0.002263422661
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Suntory Beverage & Food Ltd
        549300FONLMVK7YYYH41
        Suntory Beverage & Food Ltd
        000000000
        
          
        
        1619.00000000
        NS
        
        60415.04000000
        0.003047521098
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd
        000000000
        
          
        
        715.00000000
        NS
        USD
        101701.60000000
        0.005130142622
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -8611.43000000
        -0.00043438710
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            660000.00000000
            SGD
            490420.09000000
            USD
            2021-06-16
            -8611.43000000
          
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
        
        3622.00000000
        NS
        USD
        821904.24000000
        0.041459386806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -79942.78000000
        -0.00403256057
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            47900000.00000000
            DKK
            7776981.75000000
            USD
            2021-06-16
            -79942.78000000
          
        
        
          N
          N
          N
        
      
      
        Ocado Group PLC
        213800LO8F61YB8MBC74
        Ocado Group PLC
        000000000
        
          
        
        3637.00000000
        NS
        
        97307.70000000
        0.004908500743
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
        
        1166.00000000
        NS
        USD
        270325.44000000
        0.013636049596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Hung Kai Properties Ltd
        529900LUMD393RD3S874
        Sun Hung Kai Properties Ltd
        000000000
        
          
        
        1430.00000000
        NS
        
        22331.99000000
        0.001126494506
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
        
        1679.00000000
        NS
        USD
        232289.65000000
        0.011717406945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
        
        1436.00000000
        NS
        USD
        93900.04000000
        0.004736607855
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
        
        6579.00000000
        NS
        USD
        934415.37000000
        0.047134795487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
        
        1782.00000000
        NS
        
        39415.10000000
        0.001988219305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        000000000
        
          
        
        576.00000000
        NS
        
        76610.61000000
        0.003864475639
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
        
        11771.00000000
        NS
        
        187818.02000000
        0.009474120659
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
        
        6581.00000000
        NS
        USD
        363863.49000000
        0.018354397559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
        
        1758.00000000
        NS
        USD
        384193.32000000
        0.019379896935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ascendas Real Estate Investment Trust
        549300ILIBAEMQZK3L20
        Ascendas Real Estate Investment Trust
        000000000
        
          
        
        10532.00000000
        NS
        
        23152.80000000
        0.001167898696
        Long
        EC
        
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        549300J8H1TB0I2CB447
        GoDaddy Inc
        380237107
        
          
        
        859.00000000
        NS
        USD
        69544.64000000
        0.003508046302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
        
        7578.00000000
        NS
        USD
        672850.62000000
        0.033940662135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smith & Nephew PLC
        213800ZTMDN8S67S1H61
        Smith & Nephew PLC
        000000000
        
          
        
        6236.00000000
        NS
        
        135838.11000000
        0.006852093554
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        H Lundbeck A/S
        5493006R4KC2OI5D3470
        H Lundbeck A/S
        000000000
        
          
        
        1645.00000000
        NS
        
        52528.94000000
        0.002649721872
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        Eisai Co Ltd
        000000000
        
          
        
        1057.00000000
        NS
        
        70901.95000000
        0.003576513208
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shopify Inc
        549300HGQ43STJLLP808
        Shopify Inc
        000000000
        
          
        
        235.00000000
        NS
        
        292263.32000000
        0.014742663978
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        MongoDB Inc
        60937P106
        
          
        
        277.00000000
        NS
        USD
        80867.38000000
        0.004079200257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 27750 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -7920.97000000
        -0.00039955817
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27750.00000000
            JPY
            2021-07-09
            XXXX
            1446.63000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        000000000
        
          
        
        5754.00000000
        NS
        
        598334.08000000
        0.030181817850
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
        
        309.00000000
        NS
        USD
        87286.32000000
        0.004402991404
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambu A/S
        5299008W2A69WX355710
        Ambu A/S
        000000000
        
          
        
        1058.00000000
        NS
        
        40383.15000000
        0.002037050735
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Rentokil Initial PLC
        549300VN4WV7Z6T14K68
        Rentokil Initial PLC
        000000000
        
          
        
        5644.00000000
        NS
        
        37860.13000000
        0.001909781818
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Swatch Group AG/The
        529900NTES2LEON1JZ55
        Swatch Group AG/The
        000000000
        
          
        
        805.00000000
        NS
        
        55668.60000000
        0.002808096014
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
        
        11959.00000000
        NS
        
        225117.87000000
        0.011355640225
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Magna International Inc
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        000000000
        
          
        
        1244.00000000
        NS
        
        125095.09000000
        0.006310182465
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
        
        433.00000000
        NS
        USD
        93874.40000000
        0.004735314494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        TransUnion
        89400J107
        
          
        
        450.00000000
        NS
        USD
        48150.00000000
        0.002428834622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
        
        959.00000000
        NS
        USD
        87806.04000000
        0.004429207685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
        
        4059.00000000
        NS
        USD
        236923.83000000
        0.011951169288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        S+P/TSX 60 IX FUT JUN21 XMOD 20210617
        000000000
        
          
        
        240.00000000
        NC
        
        3009765.07000000
        0.151821840258
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                S&P/TSX 60 Index
                PTM1 Index
              
            
            2021-06-17
            53378453.31000000
            CAD
            3009765.07000000
          
        
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
        
        1059.00000000
        NS
        
        64244.99000000
        0.003240715598
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
        
        2408.00000000
        NS
        USD
        105061.04000000
        0.005299603145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings Inc
        353800E8OIV0XYBABS79
        Pola Orbis Holdings Inc
        000000000
        
          
        
        5298.00000000
        NS
        
        138185.77000000
        0.006970516771
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Guidewire Software Inc
        549300WXSG0J8IXZCK32
        Guidewire Software Inc
        40171V100
        
          
        
        609.00000000
        NS
        USD
        59523.66000000
        0.003002557139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emera Inc
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        000000000
        
          
        
        930.00000000
        NS
        
        43495.72000000
        0.002194058373
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingspan Group PLC
        635400HM7V74SUB9OG75
        Kingspan Group PLC
        000000000
        
          
        
        529.00000000
        NS
        
        50281.69000000
        0.002536363646
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        000000000
        
          
        
        1010.00000000
        NS
        
        171766.74000000
        0.008664444551
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229106
        
          
        
        5046.00000000
        NS
        USD
        144769.74000000
        0.007302632540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RingCentral Inc
        549300C8EH0H1614VE84
        RingCentral Inc
        76680R206
        
          
        
        947.00000000
        NS
        USD
        248559.09000000
        0.012538087717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
        
        1041.00000000
        NS
        USD
        35612.61000000
        0.001796409972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2266656.60000000
        0.114337155306
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            8941000000.00000000
            JPY
            83682439.14000000
            USD
            2021-06-16
            2266656.60000000
          
        
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy Inc
        29786A106
        
          
        
        459.00000000
        NS
        USD
        75611.07000000
        0.003814055756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
        
        7464.00000000
        NS
        
        921939.29000000
        0.046505463502
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        Spark New Zealand Ltd
        000000000
        
          
        
        14275.00000000
        NS
        
        46465.01000000
        0.002343838526
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Plug Power Inc
        549300JPDKRSJ8JSM954
        Plug Power Inc
        72919P202
        
          
        
        1957.00000000
        NS
        USD
        60079.90000000
        0.003030615602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
        
        890.00000000
        NS
        USD
        55838.60000000
        0.002816671338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamada Holdings Co Ltd
        353800MDZ4K1DQKLO464
        Yamada Holdings Co Ltd
        000000000
        
          
        
        17757.00000000
        NS
        
        86620.29000000
        0.004369394795
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elia Group SA/NV
        549300S1MP1NFDIKT460
        Elia Group SA/NV
        000000000
        
          
        
        285.00000000
        NS
        
        31010.12000000
        0.001564246170
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
        
        342.00000000
        NS
        
        169055.85000000
        0.008527698892
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Agnico Eagle Mines Ltd
        YGE0EUBRF7IJOB3QRX76
        Agnico Eagle Mines Ltd
        000000000
        
          
        
        749.00000000
        NS
        
        53928.25000000
        0.002720307388
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        JDE Peet's NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        000000000
        
          
        
        518.00000000
        NS
        
        20424.76000000
        0.001030287938
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        24727.49000000
        0.001247330921
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1792918.49000000
            USD
            1490000.00000000
            EUR
            2021-06-16
            24727.49000000
          
        
        
          N
          N
          N
        
      
      
        Kesko OYJ
        743700OX6HSVMCAHPB95
        Kesko OYJ
        000000000
        
          
        
        2127.00000000
        NS
        
        73950.93000000
        0.003730313170
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
        
        1605.00000000
        NS
        
        154139.30000000
        0.007775262067
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Darden Restaurants Inc
        CY1NFSCCB5GUXC7WZC70
        Darden Restaurants Inc
        237194105
        
          
        
        297.00000000
        NS
        USD
        42539.31000000
        0.002145814100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Geberit AG
        52990093Z5OHD6T7BS47
        Geberit AG
        000000000
        
          
        
        107.00000000
        NS
        
        77670.57000000
        0.003917943293
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        Osaka Gas Co Ltd
        000000000
        
          
        
        1345.00000000
        NS
        
        25731.66000000
        0.001297984355
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Taisho Pharmaceutical Holdings Co Ltd
        N/A
        Taisho Pharmaceutical Holdings Co Ltd
        000000000
        
          
        
        1029.00000000
        NS
        
        58710.57000000
        0.002961542370
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan Pacific International Holdings Corp
        529900QLHJM2E18A5763
        Pan Pacific International Holdings Corp
        000000000
        
          
        
        1184.00000000
        NS
        
        23677.63000000
        0.001194372742
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780206
        
          
        
        1304.00000000
        NS
        USD
        116134.24000000
        0.005858169532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WiseTech Global Ltd
        254900VE3AF301Q85K83
        WiseTech Global Ltd
        000000000
        
          
        
        1742.00000000
        NS
        
        37237.46000000
        0.001878372421
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUL21 4100 CALL
        000000000
        
          
        
        -37.00000000
        NC
        
        -26575.47000000
        -0.00134054873
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4100.00000000
            EUR
            2021-07-16
            XXXX
            -5182.49000000
          
        
        
          N
          N
          N
        
      
      
        Sega Sammy Holdings Inc
        5493006B6WMKNQ8QNP51
        Sega Sammy Holdings Inc
        000000000
        
          
        
        1326.00000000
        NS
        
        17005.20000000
        0.000857794777
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
        
        2276.00000000
        NS
        USD
        221341.00000000
        0.011165123244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        Marvell Technology Inc
        573874104
        
          
        
        2921.00000000
        NS
        USD
        141084.30000000
        0.007116727571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 27000 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -4916.47000000
        -0.00024800192
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27000.00000000
            JPY
            2021-07-09
            XXXX
            8951.87000000
          
        
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115104
        
          
        
        731.00000000
        NS
        USD
        56462.44000000
        0.002848139754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4045 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000037832
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4045.00000000
            USD
            2021-05-28
            XXXX
            15210.25000000
          
        
        
          N
          N
          N
        
      
      
        Persol Holdings Co Ltd
        3538000H6OI725NB2008
        Persol Holdings Co Ltd
        000000000
        
          
        
        5442.00000000
        NS
        
        105655.68000000
        0.005329598622
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Vopak NV
        724500UL634GFV1KYF10
        Koninklijke Vopak NV
        000000000
        
          
        
        922.00000000
        NS
        
        43690.52000000
        0.002203884686
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4135 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -20865.00000000
        -0.00105249500
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4135.00000000
            USD
            2021-05-28
            XXXX
            -9671.25000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4295 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4295.00000000
            USD
            2021-05-28
            XXXX
            25414.76000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Holdings Co Japan Ltd
        529900FY9FV0AYNRC729
        McDonald's Holdings Co Japan Ltd
        000000000
        
          
        
        779.00000000
        NS
        
        34927.11000000
        0.001761831236
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Secom Co Ltd
        529900TYCL9N3E9PGE47
        Secom Co Ltd
        000000000
        
          
        
        460.00000000
        NS
        
        36358.83000000
        0.001834051612
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sandvik AB
        5299008ZUAXN43LVZF54
        Sandvik AB
        000000000
        
          
        
        1093.00000000
        NS
        
        29054.83000000
        0.001465615307
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        Link REIT
        000000000
        
          
        
        3020.00000000
        NS
        
        29133.12000000
        0.001469564496
        Long
        EC
        
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
        
        1314.00000000
        NS
        
        99532.00000000
        0.005020701301
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
        
        177.00000000
        NS
        USD
        64366.05000000
        0.003246822238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB
        000000000
        
          
        
        2187.00000000
        NS
        
        67329.30000000
        0.003396297714
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        London Stock Exchange Group PLC
        213800QAUUUP6I445N30
        London Stock Exchange Group PLC
        000000000
        
          
        
        1063.00000000
        NS
        
        114061.57000000
        0.005753617660
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        CoStar Group Inc
        22160N109
        
          
        
        90.00000000
        NS
        USD
        76860.00000000
        0.003877055640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
        
        398.00000000
        NS
        USD
        76193.12000000
        0.003843416155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
        
        5077.00000000
        NS
        USD
        342900.58000000
        0.017296963673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
        
        771.00000000
        NS
        
        60844.30000000
        0.003069174297
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
        
        5313.00000000
        NS
        
        79399.74000000
        0.004005167965
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals PLC
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals PLC
        000000000
        
          
        
        2520.00000000
        NS
        
        87287.61000000
        0.004403056475
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
        
        3263.00000000
        NS
        USD
        273374.14000000
        0.013789835435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 26875 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -3095.55000000
        -0.00015614909
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            26875.00000000
            JPY
            2021-07-09
            XXXX
            3701.40000000
          
        
        
          N
          N
          N
        
      
      
        Sage Group PLC/The
        2138005RN5XYLTF8G138
        Sage Group PLC/The
        000000000
        
          
        
        19516.00000000
        NS
        
        181484.76000000
        0.009154651476
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery Inc
        5493006ZCRFWKF6B1K26
        Discovery Inc
        25470F104
        
          
        
        7658.00000000
        NS
        USD
        245898.38000000
        0.012403873292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
        
        3384.00000000
        NS
        USD
        319009.68000000
        0.016091832934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
        
        361.00000000
        NS
        USD
        29778.89000000
        0.001502139128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd
        000000000
        
          
        
        1492.00000000
        NS
        
        47536.18000000
        0.002397871647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Generale des Etablissements Michelin SCA
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        000000000
        
          
        
        235.00000000
        NS
        
        35917.07000000
        0.001811767874
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        386.00000000
        NS
        USD
        114904.48000000
        0.005796136642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resona Holdings Inc
        52990067JE75XZCYYT81
        Resona Holdings Inc
        000000000
        
          
        
        7526.00000000
        NS
        
        32375.61000000
        0.001633125700
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
        
        2417.00000000
        NS
        USD
        699576.48000000
        0.035288797007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp
        570535104
        
          
        
        28.00000000
        NS
        USD
        34313.72000000
        0.001730889951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        000000000
        
          
        
        2160.00000000
        NS
        
        134332.85000000
        0.006776163594
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Vestas Wind Systems A/S
        549300DYMC8BGZZC8844
        Vestas Wind Systems A/S
        000000000
        
          
        
        2705.00000000
        NS
        
        105745.81000000
        0.005334145057
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        DSV PANALPINA A/S
        529900X41C0BSLK67H70
        DSV PANALPINA A/S
        000000000
        
          
        
        506.00000000
        NS
        
        123357.44000000
        0.006222530036
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
        
        3888.00000000
        NS
        USD
        304236.00000000
        0.015346602913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissin Foods Holdings Co Ltd
        529900YMZMNSHC1W6V41
        Nissin Foods Holdings Co Ltd
        000000000
        
          
        
        396.00000000
        NS
        
        28713.38000000
        0.001448391515
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
        
        1467.00000000
        NS
        USD
        253864.35000000
        0.012805701407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        000000000
        
          
        
        548.00000000
        NS
        
        95913.75000000
        0.004838185603
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        17150.00000000
        NS
        
        50351.85000000
        0.002539902733
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
        
        5854.00000000
        NS
        
        300052.74000000
        0.015135586366
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kurita Water Industries Ltd
        52990086GS2ON69UMX34
        Kurita Water Industries Ltd
        000000000
        
          
        
        502.00000000
        NS
        
        23790.14000000
        0.001200048093
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 AUG21 26625 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -2776.89000000
        -0.00014007490
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            26625.00000000
            JPY
            2021-08-13
            XXXX
            1954.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -2074.90000000
        -0.00010466436
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            920000.00000000
            DKK
            148830.54000000
            USD
            2021-06-16
            -2074.90000000
          
        
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        Straumann Holding AG
        000000000
        
          
        
        125.00000000
        NS
        
        195673.75000000
        0.009870387928
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX AUG21 6700 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -1511.40000000
        -0.00007623968
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6700.00000000
            GBP
            2021-08-20
            XXXX
            553.60000000
          
        
        
          N
          N
          N
        
      
      
        East Japan Railway Co
        353800SENYJ2DSM6PS44
        East Japan Railway Co
        000000000
        
          
        
        324.00000000
        NS
        
        22917.53000000
        0.001156030951
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
        
        797.00000000
        NS
        USD
        400739.57000000
        0.020214540858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co KGaA
        000000000
        
          
        
        1392.00000000
        NS
        
        111518.25000000
        0.005625324749
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
        
        4191.00000000
        NS
        USD
        532215.09000000
        0.026846571907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
        
        2903.00000000
        NS
        
        330865.34000000
        0.016689869019
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
        
        11358.00000000
        NS
        
        37967.97000000
        0.001915221601
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX Corp
        000000000
        
          
        
        4094.00000000
        NS
        
        72328.26000000
        0.003648460687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        136888439.37000000
        NS
        USD
        136888439.37000000
        6.905075410160
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
        
        3543.00000000
        NS
        USD
        93287.19000000
        0.004705693809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        Hirose Electric Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        28605.45000000
        0.001442947193
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
        
        232.00000000
        NS
        USD
        195385.76000000
        0.009855860824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chr Hansen Holding A/S
        549300MKPW8ZF3E8MW37
        Chr Hansen Holding A/S
        000000000
        
          
        
        453.00000000
        NS
        
        40665.14000000
        0.002051275181
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Thomson Reuters Corp
        549300561UZND4C7B569
        Thomson Reuters Corp
        000000000
        
          
        
        618.00000000
        NS
        
        60528.75000000
        0.003053256981
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        OGE Energy Corp
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837103
        
          
        
        1220.00000000
        NS
        USD
        42090.00000000
        0.002123149517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newcrest Mining Ltd
        5299006MN50OZJUJI655
        Newcrest Mining Ltd
        000000000
        
          
        
        1903.00000000
        NS
        
        41154.91000000
        0.002075980691
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        FANUC Corp
        529900QTSW745LOKW705
        FANUC Corp
        000000000
        
          
        
        231.00000000
        NS
        
        55380.02000000
        0.002793539148
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Electrolux AB
        549300Y3HHZB1ZGFPJ93
        Electrolux AB
        000000000
        
          
        
        3672.00000000
        NS
        
        104536.12000000
        0.005273124560
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUL21 3825 PUT
        000000000
        
          
        
        -11.00000000
        NC
        
        -4158.32000000
        -0.00020975849
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3825.00000000
            EUR
            2021-07-16
            XXXX
            5709.52000000
          
        
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
        
        14188.00000000
        NS
        
        234231.70000000
        0.011815369942
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sika AG
        549300R3N69ECGYPU434
        Sika AG
        000000000
        
          
        
        342.00000000
        NS
        
        110110.34000000
        0.005554305422
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
        
        2336.00000000
        NS
        
        126985.20000000
        0.006405525448
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Xylem Inc/NY
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419M100
        
          
        
        397.00000000
        NS
        USD
        46893.64000000
        0.002365459946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        Afterpay Ltd
        000000000
        
          
        
        669.00000000
        NS
        
        48315.95000000
        0.002437205653
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865100
        
          
        
        958.00000000
        NS
        USD
        206046.64000000
        0.010393628517
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        2170.00000000
        NS
        USD
        782458.60000000
        0.039469626969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maxim Integrated Products Inc
        SO0H5YEO14Y4PVKQH532
        Maxim Integrated Products Inc
        57772K101
        
          
        
        2095.00000000
        NS
        USD
        213710.95000000
        0.010780239971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
        
        1411.00000000
        NS
        
        186947.28000000
        0.009430197846
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SEEK Ltd
        549300209NEKXBC8QO27
        SEEK Ltd
        000000000
        
          
        
        1680.00000000
        NS
        
        40262.11000000
        0.002030945103
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
        
        861.00000000
        NS
        USD
        94003.98000000
        0.004741850909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
        
        20535.00000000
        NS
        USD
        604345.05000000
        0.030485029730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 29250 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -11107.57000000
        -0.00056030011
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29250.00000000
            JPY
            2021-07-09
            XXXX
            -3850.96000000
          
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
        
        376.00000000
        NS
        
        83011.21000000
        0.004187341659
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Gas Co Ltd
        353800BCVTE4F8012906
        Toho Gas Co Ltd
        000000000
        
          
        
        535.00000000
        NS
        
        29660.66000000
        0.001496175242
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
        
        541.00000000
        NS
        
        93719.61000000
        0.004727506409
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp
        099502106
        
          
        
        2358.00000000
        NS
        USD
        200264.94000000
        0.010101981723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
        
        1123.00000000
        NS
        USD
        530426.59000000
        0.026756354447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
        
        2940.00000000
        NS
        
        47536.85000000
        0.002397905444
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
        
        1515.00000000
        NS
        USD
        360479.10000000
        0.018183678481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
        
        7225.00000000
        NS
        
        60896.75000000
        0.003071820037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        000000000
        
          
        
        4557.00000000
        NS
        
        93311.44000000
        0.004706917054
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
        
        19788.00000000
        NS
        USD
        838813.32000000
        0.042312332993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antofagasta PLC
        213800MY6QVH4FVLD628
        Antofagasta PLC
        000000000
        
          
        
        1597.00000000
        NS
        
        34963.34000000
        0.001763658789
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        3311.00000000
        NS
        
        49626.97000000
        0.002503337548
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
        
        1906.00000000
        NS
        
        41599.78000000
        0.002098421307
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        SolarEdge Technologies Inc
        83417M104
        
          
        
        235.00000000
        NS
        USD
        60632.35000000
        0.003058482885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IPG Photonics Corp
        5493002KZ51CADQ94G15
        IPG Photonics Corp
        44980X109
        
          
        
        292.00000000
        NS
        USD
        61103.92000000
        0.003082270331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zendesk Inc
        549300SLI6BN94BKKO36
        Zendesk Inc
        98936J101
        
          
        
        739.00000000
        NS
        USD
        100991.74000000
        0.005094335092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 7175 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -1348.19000000
        -0.00006800686
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7175.00000000
            GBP
            2021-06-18
            XXXX
            2492.34000000
          
        
        
          N
          N
          N
        
      
      
        Nitori Holdings Co Ltd
        N/A
        Nitori Holdings Co Ltd
        000000000
        
          
        
        1181.00000000
        NS
        
        204097.86000000
        0.010295326039
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
        
        1977.00000000
        NS
        
        164068.89000000
        0.008276141236
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
        
        533.00000000
        NS
        
        56582.02000000
        0.002854171738
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shaw Communications Inc
        549300SCT0RG6178CI40
        Shaw Communications Inc
        000000000
        
          
        
        1717.00000000
        NS
        
        51337.31000000
        0.002589612377
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1039871.05000000
        -0.05245430549
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            86500000.00000000
            EUR
            104481187.50000000
            USD
            2021-06-16
            -1039871.05000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co Ltd
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co Ltd
        000000000
        
          
        
        4405.00000000
        NS
        
        64129.79000000
        0.003234904554
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        2631.00000000
        NS
        USD
        163437.72000000
        0.008244303073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
        
        253.00000000
        NS
        
        31860.49000000
        0.001607141458
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
        
        211.00000000
        NS
        
        58088.02000000
        0.002930139026
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
        
        99.00000000
        NS
        USD
        29233.71000000
        0.001474638566
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hormel Foods Corp
        MSD54751OJP1FS2ND863
        Hormel Foods Corp
        440452100
        
          
        
        1685.00000000
        NS
        USD
        81789.90000000
        0.004125735013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stellantis NV
        549300LKT9PW7ZIBDF31
        Stellantis NV
        000000000
        
          
        
        2501.00000000
        NS
        
        49038.65000000
        0.002473660871
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
        
        1277.00000000
        NS
        USD
        798405.94000000
        0.040274060022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
        
        637.00000000
        NS
        
        44321.38000000
        0.002235707212
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SCOR SE
        96950056ULJ4JI7V3752
        SCOR SE
        000000000
        
          
        
        970.00000000
        NS
        
        31577.04000000
        0.001592843365
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        2824.00000000
        NS
        USD
        171642.72000000
        0.008658188599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novozymes A/S
        529900T6WNZXD2R3JW38
        Novozymes A/S
        000000000
        
          
        
        898.00000000
        NS
        
        65535.25000000
        0.003305800295
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Prologis REIT Inc
        353800PHBMSDLAFURY41
        Nippon Prologis REIT Inc
        000000000
        
          
        
        21.00000000
        NS
        
        65012.52000000
        0.003279432180
        Long
        EC
        
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
        
        2193.00000000
        NS
        
        43564.54000000
        0.002197529866
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swisscom AG
        5493005SL9HHOXS3B739
        Swisscom AG
        000000000
        
          
        
        153.00000000
        NS
        
        86430.62000000
        0.004359827254
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
        
        1425.00000000
        NS
        USD
        69354.75000000
        0.003498467664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
        
        10347.00000000
        NS
        
        215343.23000000
        0.010862577212
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        4891.00000000
        NS
        
        68440.25000000
        0.003452337461
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        3803.00000000
        NS
        USD
        1212814.73000000
        0.061178118530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HOCHTIEF AG
        529900Y25S8NZIYTT924
        HOCHTIEF AG
        000000000
        
          
        
        728.00000000
        NS
        
        61396.15000000
        0.003097011315
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Alliant Energy Corp
        5493009ML300G373MZ12
        Alliant Energy Corp
        018802108
        
          
        
        986.00000000
        NS
        USD
        56349.90000000
        0.002842462889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        SES SA
        000000000
        
          
        
        5071.00000000
        NS
        
        42203.64000000
        0.002128881869
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG
        000000000
        
          
        
        196.00000000
        NS
        
        56947.22000000
        0.002872593553
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
        
        16309.00000000
        NS
        USD
        931570.08000000
        0.046991270277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        000000000
        
          
        
        2984.00000000
        NS
        
        94087.05000000
        0.004746041216
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        3624.00000000
        NS
        USD
        172973.52000000
        0.008725318259
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 6850 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -4541.28000000
        -0.00022907618
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6850.00000000
            GBP
            2021-07-16
            XXXX
            950.97000000
          
        
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        000000000
        
          
        
        311.00000000
        NS
        
        57555.77000000
        0.002903290694
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
        
        28291.00000000
        NS
        
        102366.31000000
        0.005163672646
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group PLC
        213800QLK9BZILB1DI86
        Auto Trader Group PLC
        000000000
        
          
        
        34991.00000000
        NS
        
        278438.58000000
        0.014045301420
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
        
        1496.00000000
        NS
        USD
        187568.48000000
        0.009461533091
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fisher & Paykel Healthcare Corp Ltd
        N/A
        Fisher & Paykel Healthcare Corp Ltd
        000000000
        
          
        
        2547.00000000
        NS
        
        53913.37000000
        0.002719556795
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4300 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -9000.00000000
        -0.00045398777
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4300.00000000
            USD
            2021-06-30
            XXXX
            9710.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        4.61000000
        0.000000232542
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            40000.00000000
            ILS
            12317.57000000
            USD
            2021-06-16
            4.61000000
          
        
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
        
        4599.00000000
        NS
        USD
        339728.13000000
        0.017136935503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 28625 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -1820.91000000
        -0.00009185232
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            28625.00000000
            JPY
            2021-06-11
            XXXX
            6723.84000000
          
        
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
        
        1918.00000000
        NS
        
        164944.62000000
        0.008320315761
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery Inc
        5493006ZCRFWKF6B1K26
        Discovery Inc
        25470F302
        
          
        
        9343.00000000
        NS
        USD
        280757.15000000
        0.014162257248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        N/A
        Ono Pharmaceutical Co Ltd
        000000000
        
          
        
        2118.00000000
        NS
        
        48270.31000000
        0.002434903430
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ryohin Keikaku Co Ltd
        549300PMNF56J66BY371
        Ryohin Keikaku Co Ltd
        000000000
        
          
        
        7530.00000000
        NS
        
        144749.96000000
        0.007301634776
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kirkland Lake Gold Ltd
        N/A
        Kirkland Lake Gold Ltd
        000000000
        
          
        
        1656.00000000
        NS
        
        71775.31000000
        0.003620568182
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackBerry Ltd
        549300HJD8NEGT71RF07
        BlackBerry Ltd
        000000000
        
          
        
        5587.00000000
        NS
        
        56145.18000000
        0.002832136180
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        000000000
        
          
        
        1919.00000000
        NS
        
        78037.27000000
        0.003936440773
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co Ltd
        549300P7ZYCQJ36CCS16
        Honda Motor Co Ltd
        000000000
        
          
        
        4700.00000000
        NS
        
        146882.49000000
        0.007409206172
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
        
        743.00000000
        NS
        USD
        46058.57000000
        0.002323336438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
        
        5477.00000000
        NS
        USD
        208673.70000000
        0.010526145533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -147.33000000
        -0.00000743177
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            290000.00000000
            AUD
            223433.11000000
            USD
            2021-06-16
            -147.33000000
          
        
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284V101
        
          
        
        736.00000000
        NS
        USD
        32045.44000000
        0.001616470907
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group Inc
        353800578ADEGIJTVW07
        Japan Exchange Group Inc
        000000000
        
          
        
        2430.00000000
        NS
        
        56645.54000000
        0.002857375883
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinnevik AB
        2138006PZH76JOS6MN27
        Kinnevik AB
        000000000
        
          
        
        2216.00000000
        NS
        
        80223.94000000
        0.004046743157
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Bottlers Japan Holdings Inc
        353800XN1G90665VTQ16
        Coca-Cola Bottlers Japan Holdings Inc
        000000000
        
          
        
        1458.00000000
        NS
        
        24511.09000000
        0.001236415037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security Inc
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964C106
        
          
        
        1121.00000000
        NS
        USD
        115642.36000000
        0.005833357587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
        
        1948.00000000
        NS
        USD
        19752.72000000
        0.000996388166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
        
        15057.00000000
        NS
        
        438344.22000000
        0.022111435477
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BCE Inc
        5493001I9203PRB5KR45
        BCE Inc
        000000000
        
          
        
        1043.00000000
        NS
        
        51854.29000000
        0.002615690444
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        000000000
        
          
        
        619.00000000
        NS
        
        57279.48000000
        0.002889353773
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Odakyu Electric Railway Co Ltd
        N/A
        Odakyu Electric Railway Co Ltd
        000000000
        
          
        
        939.00000000
        NS
        
        24683.63000000
        0.001245118487
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
        
        3965.00000000
        NS
        USD
        203364.85000000
        0.010258350752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 3965 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -10.00000000
        -0.00000050443
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3965.00000000
            USD
            2021-05-28
            XXXX
            22387.00000000
          
        
        
          N
          N
          N
        
      
      
        Arista Networks Inc
        635400H1WKBLOQERUU95
        Arista Networks Inc
        040413106
        
          
        
        238.00000000
        NS
        USD
        80772.44000000
        0.004074411190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        3321.00000000
        NS
        USD
        387394.65000000
        0.019541381902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
        
        712.00000000
        NS
        
        51117.59000000
        0.002578529022
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        000000000
        
          
        
        726.00000000
        NS
        
        76154.77000000
        0.003841481662
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
        
        841.00000000
        NS
        USD
        264755.21000000
        0.013355070002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -199.99000000
        -0.00001008811
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            42052.64000000
            USD
            350000.00000000
            NOK
            2021-06-16
            -199.99000000
          
        
        
          N
          N
          N
        
      
      
        Tohoku Electric Power Co Inc
        353800KTF7EYIIYHY088
        Tohoku Electric Power Co Inc
        000000000
        
          
        
        2586.00000000
        NS
        
        21077.48000000
        0.001063213150
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        5706.00000000
        NS
        USD
        270521.46000000
        0.013645937450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RSA Insurance Group LTD
        549300HOGQ7E0TY86138
        RSA Insurance Group LTD
        000000000
        
          
        
        5437.00000000
        NS
        
        52783.39000000
        0.002662557116
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
        
        29715.00000000
        NS
        USD
        431758.95000000
        0.021779254131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 3995 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4940.00000000
        -0.00024918884
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3995.00000000
            USD
            2021-07-30
            XXXX
            3789.25000000
          
        
        
          N
          N
          N
        
      
      
        Nabtesco Corp
        529900DVHQXYRTGW7739
        Nabtesco Corp
        000000000
        
          
        
        706.00000000
        NS
        
        32805.44000000
        0.001654807652
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognex Corp
        549300JQTYZCLC43S226
        Cognex Corp
        192422103
        
          
        
        923.00000000
        NS
        USD
        73276.97000000
        0.003696316548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teijin Ltd
        3538000RF6UCIMPKCO54
        Teijin Ltd
        000000000
        
          
        
        2378.00000000
        NS
        
        39134.45000000
        0.001974062452
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        2317.00000000
        NS
        USD
        332211.46000000
        0.016757771466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
        
        222.00000000
        NS
        USD
        66182.64000000
        0.003338456645
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J Sainsbury PLC
        213800VGZAAJIKJ9Y484
        J Sainsbury PLC
        000000000
        
          
        
        58395.00000000
        NS
        
        219818.80000000
        0.011088338778
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Co Ltd/Tokyo
        529900IYHHYWU4O3H185
        Toho Co Ltd/Tokyo
        000000000
        
          
        
        834.00000000
        NS
        
        34774.60000000
        0.001754138161
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bechtle AG
        529900HA2QT774RUXW59
        Bechtle AG
        000000000
        
          
        
        169.00000000
        NS
        
        32709.74000000
        0.001649980249
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        000000000
        
          
        
        773.00000000
        NS
        
        63286.27000000
        0.003192354802
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        25490005ZWM1IF9UXU57
        Domino's Pizza Inc
        25754A201
        
          
        
        902.00000000
        NS
        USD
        385036.74000000
        0.019422441643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB
        000000000
        
          
        
        2453.00000000
        NS
        
        95853.17000000
        0.004835129761
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
        
        1060.00000000
        NS
        USD
        326639.00000000
        0.016476679384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
        
        248.00000000
        NS
        
        160321.79000000
        0.008087125946
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Global PLC
        549300BSGXG3QLIQYT84
        Liberty Global PLC
        000000000
        
          
        
        7153.00000000
        NS
        USD
        195348.43000000
        0.009853977783
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
        
        1119.00000000
        NS
        USD
        112034.28000000
        0.005651354895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Utilities Group PLC
        2138002IEYQAOC88ZJ59
        United Utilities Group PLC
        000000000
        
          
        
        3555.00000000
        NS
        
        49423.71000000
        0.002493084486
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nidec Corp
        353800IF171MZTNL6Y31
        Nidec Corp
        000000000
        
          
        
        837.00000000
        NS
        
        95976.90000000
        0.004841371084
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pigeon Corp
        N/A
        Pigeon Corp
        000000000
        
          
        
        2511.00000000
        NS
        
        72376.13000000
        0.003650875397
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Intecc Co Ltd
        353800J3AV2SCNIO8L39
        Asahi Intecc Co Ltd
        000000000
        
          
        
        1170.00000000
        NS
        
        29086.22000000
        0.001467198716
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
        
        4802.00000000
        NS
        USD
        88068.68000000
        0.004442456057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
        
        346.00000000
        NS
        
        79471.33000000
        0.004008779186
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp
        172062101
        
          
        
        290.00000000
        NS
        USD
        35295.90000000
        0.001780434142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One Inc
        12685J105
        
          
        
        45.00000000
        NS
        USD
        81700.20000000
        0.004121210268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        000000000
        
          
        
        1097.00000000
        NS
        
        39919.05000000
        0.002013640098
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Logitech International SA
        549300SN6PRK6IJJC215
        Logitech International SA
        000000000
        
          
        
        1340.00000000
        NS
        
        164790.55000000
        0.008312543994
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        Sekisui House Ltd
        000000000
        
          
        
        3934.00000000
        NS
        
        82794.66000000
        0.004176418209
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        000000000
        
          
        
        2283.00000000
        NS
        
        38015.35000000
        0.001917611594
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        Rollins Inc
        775711104
        
          
        
        9657.00000000
        NS
        USD
        329207.13000000
        0.016606223788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp
        000000000
        
          
        
        5794.00000000
        NS
        
        46827.38000000
        0.002362117587
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
        
        585.00000000
        NS
        USD
        27963.00000000
        0.001410540032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
        
        4668.00000000
        NS
        
        487272.32000000
        0.024579519865
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
        
        3127.00000000
        NS
        USD
        133585.44000000
        0.006738461926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
        
        847.00000000
        NS
        USD
        401376.36000000
        0.020246662511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4305 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4305.00000000
            USD
            2021-05-28
            XXXX
            22368.86000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        77348.99000000
        NS
        USD
        77348.99000000
        0.003901721805
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4245 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -7780.00000000
        -0.00039244721
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4245.00000000
            USD
            2021-06-30
            XXXX
            -2681.50000000
          
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
        
        3575.00000000
        NS
        USD
        289575.00000000
        0.014607056820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
        
        194.00000000
        NS
        USD
        40146.36000000
        0.002025106316
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd
        529900ECSECK5ZDQTE14
        CSL Ltd
        000000000
        
          
        
        862.00000000
        NS
        
        192522.52000000
        0.009711430160
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        000000000
        
          
        
        2403.00000000
        NS
        
        83246.18000000
        0.004199194272
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
        
        4993.00000000
        NS
        
        104461.79000000
        0.005269375125
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp
        000000000
        
          
        
        3575.00000000
        NS
        
        246139.03000000
        0.012416012421
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
        
        850.00000000
        NS
        USD
        284206.00000000
        0.014336227887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        000000000
        
          
        
        6873.00000000
        NS
        
        251281.15000000
        0.012675396825
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        2163.00000000
        NS
        USD
        322243.74000000
        0.016254968903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
        
        758.00000000
        NS
        
        55294.30000000
        0.002789215166
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        Erie Indemnity Co
        29530P102
        
          
        
        653.00000000
        NS
        USD
        131337.89000000
        0.006625088567
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kose Corp
        353800NX4GGAVDHHY664
        Kose Corp
        000000000
        
          
        
        902.00000000
        NS
        
        143920.24000000
        0.007259781138
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
        
        900.00000000
        NS
        USD
        255177.00000000
        0.012871915525
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        Dexcom Inc
        252131107
        
          
        
        362.00000000
        NS
        USD
        133719.18000000
        0.006745208185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Givaudan SA
        213800SVRMQA1TD91D41
        Givaudan SA
        000000000
        
          
        
        34.00000000
        NS
        
        151958.72000000
        0.007665266881
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Mondi PLC
        213800LOZA69QFDC9N34
        Mondi PLC
        000000000
        
          
        
        1106.00000000
        NS
        
        29868.77000000
        0.001506672953
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        1039.00000000
        NS
        
        107643.90000000
        0.005429890576
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR AUG21 3825 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -2110.87000000
        -0.00010647879
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3825.00000000
            EUR
            2021-08-20
            XXXX
            1117.31000000
          
        
        
          N
          N
          N
        
      
      
        Nihon M&A Center Inc
        N/A
        Nihon M&A Center Inc
        000000000
        
          
        
        1476.00000000
        NS
        
        35911.87000000
        0.001811505570
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        WH Group Ltd
        000000000
        
          
        
        71609.00000000
        NS
        
        61754.89000000
        0.003115107268
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Komatsu Ltd
        5493004LQ0B4T7QPQV17
        Komatsu Ltd
        000000000
        
          
        
        1111.00000000
        NS
        
        33491.55000000
        0.001689417159
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
        
        2189.00000000
        NS
        USD
        138125.90000000
        0.006967496743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P105
        
          
        
        1593.00000000
        NS
        USD
        40621.50000000
        0.002049073844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUL21 3800 PUT
        000000000
        
          
        
        -26.00000000
        NC
        
        -8941.01000000
        -0.00045101214
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3800.00000000
            EUR
            2021-07-16
            XXXX
            9527.19000000
          
        
        
          N
          N
          N
        
      
      
        Carlsberg AS
        5299001O0WJQYB5GYZ19
        Carlsberg AS
        000000000
        
          
        
        433.00000000
        NS
        
        79527.70000000
        0.004011622663
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        000000000
        
          
        
        934.00000000
        NS
        
        164135.67000000
        0.008279509826
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
        
        716.00000000
        NS
        USD
        258547.60000000
        0.013041938993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hydro One Ltd
        5493007QZDXTP1W2VL44
        Hydro One Ltd
        000000000
        
          
        
        2473.00000000
        NS
        
        62927.88000000
        0.003174276504
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Swiss Re AG
        529900PS9YW3YY29F326
        Swiss Re AG
        000000000
        
          
        
        267.00000000
        NS
        
        25816.18000000
        0.001302247805
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
        
        380.00000000
        NS
        
        159828.29000000
        0.008062232283
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        621.00000000
        NS
        USD
        102216.60000000
        0.005156120812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        000000000
        
          
        
        3958.00000000
        NS
        
        282144.77000000
        0.014232253084
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        77.00000000
        NS
        
        29061.20000000
        0.001465936630
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
        
        1705.00000000
        NS
        USD
        125914.25000000
        0.006351503424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
        
        3727.00000000
        NS
        USD
        243596.72000000
        0.012287770457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works Inc
        452308109
        
          
        
        874.00000000
        NS
        USD
        202558.24000000
        0.010217662854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        000000000
        
          
        
        8927.00000000
        NS
        
        162303.91000000
        0.008187110197
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Orica Ltd
        N/A
        Orica Ltd
        000000000
        
          
        
        2141.00000000
        NS
        
        22718.12000000
        0.001145972095
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
        
        1751.00000000
        NS
        USD
        75065.37000000
        0.003786528964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
        
        2561.00000000
        NS
        USD
        145157.48000000
        0.007322191343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        000000000
        
          
        
        8726.00000000
        NS
        
        42987.12000000
        0.002168403019
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
        
        9718.00000000
        NS
        
        294049.02000000
        0.014832740198
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        578.00000000
        NS
        USD
        46927.82000000
        0.002367184091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX AUG21 7300 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -667.00000000
        -0.00003364553
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7300.00000000
            GBP
            2021-08-20
            XXXX
            300.95000000
          
        
        
          N
          N
          N
        
      
      
        F5 Networks Inc
        54930015FPK9KT966303
        F5 Networks Inc
        315616102
        
          
        
        1409.00000000
        NS
        USD
        261270.87000000
        0.013179309137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        959.00000000
        NS
        USD
        96110.98000000
        0.004848134493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE
        000000000
        
          
        
        1201.00000000
        NS
        
        318939.01000000
        0.016088268121
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Snowflake Inc
        254900CJNSY1K7T53Z16
        Snowflake Inc
        833445109
        
          
        
        445.00000000
        NS
        USD
        105923.35000000
        0.005343100723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        Facebook Inc
        30303M102
        
          
        
        7528.00000000
        NS
        USD
        2474679.44000000
        0.124830469452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        11978.00000000
        NS
        USD
        463907.94000000
        0.023400948420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
        
        2216.00000000
        NS
        
        291185.25000000
        0.014688282800
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
        
        1099.00000000
        NS
        USD
        241692.08000000
        0.012191694536
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
        
        5759.00000000
        NS
        
        70037.61000000
        0.003532913230
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
        
        1243.00000000
        NS
        USD
        157102.77000000
        0.007924748641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp Japan
        529900MIMKY9RU60Z323
        Oracle Corp Japan
        000000000
        
          
        
        221.00000000
        NS
        
        19986.36000000
        0.001008173689
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty Formula One
        N/A
        Liberty Media Corp-Liberty Formula One
        531229854
        
          
        
        970.00000000
        NS
        USD
        43310.50000000
        0.002184715304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lululemon Athletica Inc
        549300D9GZ4BMLDW5T40
        Lululemon Athletica Inc
        550021109
        
          
        
        1485.00000000
        NS
        USD
        479848.05000000
        0.024205016770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals PLC
        000000000
        
          
        
        1839.00000000
        NS
        USD
        327581.07000000
        0.016524200302
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DNB ASA
        5967007LIEEXZX78M803
        DNB ASA
        000000000
        
          
        
        2734.00000000
        NS
        
        61019.11000000
        0.003077992253
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        176.82000000
        0.000008919346
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            14310.46000000
            USD
            20000.00000000
            NZD
            2021-06-16
            176.82000000
          
        
        
          N
          N
          N
        
      
      
        SG Holdings Co Ltd
        N/A
        SG Holdings Co Ltd
        000000000
        
          
        
        1570.00000000
        NS
        
        34802.21000000
        0.001755530895
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
        
        674.00000000
        NS
        USD
        56750.80000000
        0.002862685522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kobayashi Pharmaceutical Co Ltd
        529900WBSL04KD6TKP95
        Kobayashi Pharmaceutical Co Ltd
        000000000
        
          
        
        323.00000000
        NS
        
        28635.62000000
        0.001444469061
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Connections Inc
        549300HDLRTPBQU69P29
        Waste Connections Inc
        94106B101
        
          
        
        796.00000000
        NS
        USD
        96666.24000000
        0.004876143521
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        6478.00000000
        NS
        
        105567.05000000
        0.005325127851
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nibe Industrier AB
        549300ZQH0FIF1P0MX67
        Nibe Industrier AB
        000000000
        
          
        
        6008.00000000
        NS
        
        63234.87000000
        0.003189762027
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        WSP Global Inc
        549300IQ87LU6X6ERQ78
        WSP Global Inc
        000000000
        
          
        
        4824.00000000
        NS
        
        547149.94000000
        0.027599931840
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Mediobanca Banca di Credito Finanziario SpA
        PSNL19R2RXX5U3QWHI44
        Mediobanca Banca di Credito Finanziario SpA
        000000000
        
          
        
        3912.00000000
        NS
        
        46579.86000000
        0.002349631914
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6950 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -3647.22000000
        -0.00018397703
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6950.00000000
            GBP
            2021-06-18
            XXXX
            -1796.85000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
        
        10412.00000000
        NS
        USD
        588173.88000000
        0.029669306001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp
        3538003K39GR98R0CK58
        Yaskawa Electric Corp
        000000000
        
          
        
        800.00000000
        NS
        
        37902.92000000
        0.001911940278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
        
        4800.00000000
        NS
        
        177794.69000000
        0.008968512955
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
        
        7809.00000000
        NS
        
        160378.63000000
        0.008089993131
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Associated British Foods PLC
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods PLC
        000000000
        
          
        
        4535.00000000
        NS
        
        148964.18000000
        0.007514213041
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
        
        358.00000000
        NS
        USD
        89986.88000000
        0.004539215986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rohm Co Ltd
        5493009V2FGDEP7JFE59
        Rohm Co Ltd
        000000000
        
          
        
        202.00000000
        NS
        
        18923.08000000
        0.000954538564
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
        
        612.00000000
        NS
        USD
        46297.80000000
        0.002335403937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
        
        6984.00000000
        NS
        USD
        549920.16000000
        0.027739670288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        000000000
        
          
        
        1539.00000000
        NS
        
        144457.65000000
        0.007286889757
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Inc
        N/A
        CarMax Inc
        143130102
        
          
        
        548.00000000
        NS
        USD
        63124.12000000
        0.003184175455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lasertec Corp
        N/A
        Lasertec Corp
        000000000
        
          
        
        506.00000000
        NS
        
        89137.23000000
        0.004496357017
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        000000000
        
          
        
        4380.00000000
        NS
        
        31512.27000000
        0.001589576166
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Experian PLC
        635400RXXHHYT1JTSZ26
        Experian PLC
        000000000
        
          
        
        1370.00000000
        NS
        
        52490.06000000
        0.002647760645
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
        
        1270.00000000
        NS
        USD
        112661.70000000
        0.005683003896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089100
        
          
        
        1647.00000000
        NS
        USD
        107911.44000000
        0.005443386119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
        
        3378.00000000
        NS
        USD
        323950.20000000
        0.016341048012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alstom SA
        96950032TUYMW11FB530
        Alstom SA
        000000000
        
          
        
        836.00000000
        NS
        
        47174.29000000
        0.002379616798
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        George Weston Ltd
        549300GEHU6LUSPS7Q65
        George Weston Ltd
        000000000
        
          
        
        1837.00000000
        NS
        
        179814.78000000
        0.009070412530
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -23341.18000000
        -0.00117740116
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4630000.00000000
            SGD
            3477440.57000000
            USD
            2021-06-16
            -23341.18000000
          
        
        
          N
          N
          N
        
      
      
        Husqvarna AB
        549300GYQIIJ3UXB7655
        Husqvarna AB
        000000000
        
          
        
        8590.00000000
        NS
        
        126526.18000000
        0.006382371062
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        000000000
        
          
        
        103.00000000
        NS
        
        48377.30000000
        0.002440300336
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Global PLC
        549300BSGXG3QLIQYT84
        Liberty Global PLC
        000000000
        
          
        
        8081.00000000
        NS
        USD
        219964.82000000
        0.011095704477
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        EQT AB
        213800U7P9GOIRKCTB34
        EQT AB
        000000000
        
          
        
        2099.00000000
        NS
        
        76272.05000000
        0.003847397628
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        KKR & Co Inc
        549300JOHU21WRN2Z451
        KKR & Co Inc
        48251W104
        
          
        
        1016.00000000
        NS
        USD
        56581.04000000
        0.002854122304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globe Life Inc
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959E102
        
          
        
        828.00000000
        NS
        USD
        87287.76000000
        0.004403064042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMS-Chemie Holding AG
        529900G1XFTGSE0DIX60
        EMS-Chemie Holding AG
        000000000
        
          
        
        77.00000000
        NS
        
        72306.56000000
        0.003647366072
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Avery Dennison Corp
        549300PW7VPFCYKLIV37
        Avery Dennison Corp
        053611109
        
          
        
        402.00000000
        NS
        USD
        88653.06000000
        0.004471933988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236101
        
          
        
        1980.00000000
        NS
        USD
        103989.60000000
        0.005245556404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
        
        1424.00000000
        NS
        
        157124.17000000
        0.007925828123
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        -940.80000000
        -0.00004745685
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4380000.00000000
            HKD
            563451.74000000
            USD
            2021-06-16
            -940.80000000
          
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
        
        234.00000000
        NS
        USD
        57802.68000000
        0.002915745596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 4045 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -22980.00000000
        -0.00115918213
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4045.00000000
            USD
            2021-07-30
            XXXX
            4177.00000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        1433.00000000
        NS
        USD
        409637.38000000
        0.020663373859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        000000000
        
          
        
        1101.00000000
        NS
        
        38011.76000000
        0.001917430503
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Orsted AS
        W9NG6WMZIYEU8VEDOG48
        Orsted AS
        000000000
        
          
        
        911.00000000
        NS
        
        139318.33000000
        0.007027646593
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788C105
        
          
        
        584.00000000
        NS
        USD
        129735.60000000
        0.006544264113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
        
        1395.00000000
        NS
        USD
        353451.15000000
        0.017829166990
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMerieux
        549300AK8Y0LBIQ4T071
        BioMerieux
        000000000
        
          
        
        1057.00000000
        NS
        
        122057.78000000
        0.006156971174
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
        
        6058.00000000
        NS
        USD
        219784.24000000
        0.011086595465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Group Inc/The
        5299004LW4QWGZUB8Y96
        Blackstone Group Inc/The
        09260D107
        
          
        
        2531.00000000
        NS
        USD
        234547.77000000
        0.011831313488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
        
        13370.00000000
        NS
        USD
        369814.20000000
        0.018654569739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUL21 3850 PUT
        000000000
        
          
        
        -47.00000000
        NC
        
        -19601.44000000
        -0.00098875713
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3850.00000000
            EUR
            2021-07-16
            XXXX
            18281.75000000
          
        
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
        
        300.00000000
        NS
        
        63257.56000000
        0.003190906581
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
        
        1040.00000000
        NS
        USD
        147763.20000000
        0.007453631903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 4025 CALL
        000000000
        
          
        
        -10.00000000
        NC
        
        -9621.46000000
        -0.00048533614
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4025.00000000
            EUR
            2021-06-18
            XXXX
            -4469.48000000
          
        
        
          N
          N
          N
        
      
      
        MonotaRO Co Ltd
        N/A
        MonotaRO Co Ltd
        000000000
        
          
        
        9968.00000000
        NS
        
        232234.49000000
        0.011714624504
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
        
        2559.00000000
        NS
        USD
        349584.99000000
        0.017634145946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        000000000
        
          
        
        4924.00000000
        NS
        
        347868.55000000
        0.017547563414
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
        
        2047.00000000
        NS
        
        40986.27000000
        0.002067473969
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4245 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000025221
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4245.00000000
            USD
            2021-05-28
            XXXX
            5873.50000000
          
        
        
          N
          N
          N
        
      
      
        Chugoku Electric Power Co Inc/The
        353800MV866ELME96Q46
        Chugoku Electric Power Co Inc/The
        000000000
        
          
        
        2899.00000000
        NS
        
        28110.98000000
        0.001418004600
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
        
        779.00000000
        NS
        USD
        117239.50000000
        0.005913922258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4325 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -6000.00000000
        -0.00030265851
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4325.00000000
            USD
            2021-06-30
            XXXX
            12433.75000000
          
        
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 28125 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -3823.92000000
        -0.00019289032
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            28125.00000000
            JPY
            2021-06-11
            XXXX
            9256.99000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        IMM EUR FUT OPT JUN23C 97.75 EXP 06/19/2023
        000000000
        
          
        
        935.00000000
        NC
        USD
        4049718.75000000
        0.204280313862
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                    Eurodollar Time Deposit Future
                    N/A
                    
                      
                    
                    935.00000000
                    NC
                    N/A
                    4049718.75000000
                    0.20000000
                    DIR
                    
                    US
                  
                  Long
                  
                    
                      Eurodollar Time Deposit
                      EDM3 Comdty
                    
                  
                  2023-06-19
                  935.00000000
                  USD
                
              
            
            2500.00000000
            97.75000000
            USD
            2023-06-19
            XXXX
            236662.29000000
          
        
        
          N
          N
          N
        
      
      
        Konami Holdings Corp
        353800FC4A5QCMIZFV94
        Konami Holdings Corp
        000000000
        
          
        
        307.00000000
        NS
        
        19812.09000000
        0.000999382972
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
        
        3515.00000000
        NS
        USD
        197086.05000000
        0.009941628700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
        
        1678.00000000
        NS
        USD
        192533.72000000
        0.009711995123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        970.00000000
        NS
        USD
        131609.60000000
        0.006638794458
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
        
        1222.00000000
        NS
        
        54125.33000000
        0.002730248711
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 28750 PUT
        000000000
        
          
        
        -7.00000000
        NC
        
        -14658.35000000
        -0.00073941241
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            28750.00000000
            JPY
            2021-06-11
            XXXX
            12272.13000000
          
        
        
          N
          N
          N
        
      
      
        Wheaton Precious Metals Corp
        549300XSFG5ZCGVYD886
        Wheaton Precious Metals Corp
        000000000
        
          
        
        1070.00000000
        NS
        
        51327.76000000
        0.002589130645
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4030 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000025221
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4030.00000000
            USD
            2021-05-28
            XXXX
            10133.50000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4055 PUT
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -14375.00000000
        -0.00072511937
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4055.00000000
            USD
            2021-06-30
            XXXX
            18823.04000000
          
        
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        000000000
        
          
        
        1006.00000000
        NS
        
        91946.91000000
        0.004638085949
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
        
        1854.00000000
        NS
        
        141224.29000000
        0.007123789099
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        000000000
        
          
        
        1006.00000000
        NS
        
        23974.26000000
        0.001209335674
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
        
        878.00000000
        NS
        
        35323.55000000
        0.001781828893
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
        
        4264.00000000
        NS
        
        271802.49000000
        0.013710556558
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinross Gold Corp
        549300UEBMAQDN0K0R06
        Kinross Gold Corp
        000000000
        
          
        
        8985.00000000
        NS
        
        72814.16000000
        0.003672970983
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
        
        1043.00000000
        NS
        USD
        197888.39000000
        0.009982101206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
        
        1968.00000000
        NS
        USD
        90390.24000000
        0.004559562709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intact Financial Corp
        5493009LXGE7Y4U9OY43
        Intact Financial Corp
        000000000
        
          
        
        739.00000000
        NS
        
        100348.13000000
        0.005061869417
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
        
        226.00000000
        NS
        USD
        101702.26000000
        0.005130175914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
        
        924.00000000
        NS
        USD
        24541.44000000
        0.001237945984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
        
        232.00000000
        NS
        USD
        26127.84000000
        0.001317968897
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Life Financial Inc
        549300V040JZX5S66Z78
        Sun Life Financial Inc
        000000000
        
          
        
        1730.00000000
        NS
        
        93184.14000000
        0.004700495649
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 7125 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -2341.60000000
        -0.00011811753
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7125.00000000
            GBP
            2021-06-18
            XXXX
            710.66000000
          
        
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
        
        397.00000000
        NS
        
        553117.28000000
        0.027900942889
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
        
        2942.00000000
        NS
        
        314774.13000000
        0.015878178718
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
        
        815.00000000
        NS
        USD
        138550.00000000
        0.006988889657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
        
        2225.00000000
        NS
        USD
        109514.50000000
        0.005524249414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
        
        2971.00000000
        NS
        
        46319.11000000
        0.002336478879
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VICI Properties Inc
        254900RKH6RY9KCJQH63
        VICI Properties Inc
        925652109
        
          
        
        4756.00000000
        NS
        USD
        148054.28000000
        0.007468314876
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        000000000
        
          
        
        1624.00000000
        NS
        
        53675.92000000
        0.002707579084
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
        
        6659.00000000
        NS
        USD
        339342.64000000
        0.017117490197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        976.00000000
        NS
        
        182482.48000000
        0.009204979552
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc
        697435105
        
          
        
        465.00000000
        NS
        USD
        168911.25000000
        0.008520404821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rockwool International A/S
        213800QRC7LNX935OZ09
        Rockwool International A/S
        000000000
        
          
        
        100.00000000
        NS
        
        49660.51000000
        0.002505029409
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        ENEOS Holdings Inc
        3538001KQ5SAOZSQTT44
        ENEOS Holdings Inc
        000000000
        
          
        
        15230.00000000
        NS
        
        62897.76000000
        0.003172757158
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyushu Electric Power Co Inc
        549300BYNZPLKQVQH430
        Kyushu Electric Power Co Inc
        000000000
        
          
        
        3280.00000000
        NS
        
        26773.79000000
        0.001350552609
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
        
        1499.00000000
        NS
        USD
        170706.12000000
        0.008610943604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        000000000
        
          
        
        3727.00000000
        NS
        
        141625.81000000
        0.007144043007
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        000000000
        
          
        
        1604.00000000
        NS
        
        102123.88000000
        0.005151443729
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cameco Corp
        N4BHALMXL3GMZKCUON55
        Cameco Corp
        000000000
        
          
        
        2494.00000000
        NS
        
        49774.71000000
        0.002510790010
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
        
        899.00000000
        NS
        USD
        86025.31000000
        0.004339382167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services Inc
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services Inc
        445658107
        
          
        
        374.00000000
        NS
        USD
        64155.96000000
        0.003236224650
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
        
        1724.00000000
        NS
        
        195971.90000000
        0.009885427535
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
        
        1649.00000000
        NS
        USD
        82285.10000000
        0.004150714430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        35149.00000000
        NS
        
        91274.75000000
        0.004604180124
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTO Ltd
        N/A
        TOTO Ltd
        000000000
        
          
        
        326.00000000
        NS
        
        17933.68000000
        0.000904630174
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group PLC
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group PLC
        000000000
        
          
        
        4627.00000000
        NS
        
        245121.20000000
        0.012364669934
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -20563.74000000
        -0.00103729851
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1830000.00000000
            AUD
            1390305.90000000
            USD
            2021-06-16
            -20563.74000000
          
        
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        Open Text Corp
        000000000
        
          
        
        797.00000000
        NS
        
        37440.30000000
        0.001888604297
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Omron Corp
        549300ZHW0TR2QZ0NY83
        Omron Corp
        000000000
        
          
        
        994.00000000
        NS
        
        78642.84000000
        0.003966987593
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED Inc
        5493001EZN4ZTB4Z5887
        ABIOMED Inc
        003654100
        
          
        
        945.00000000
        NS
        USD
        268928.10000000
        0.013565563454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 JUN21 27000 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -619.11000000
        -0.00003122981
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27000.00000000
            JPY
            2021-06-11
            XXXX
            6570.09000000
          
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
        
        2750.00000000
        NS
        USD
        329917.50000000
        0.016642057043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barratt Developments PLC
        2138006R85VEOF5YNK29
        Barratt Developments PLC
        000000000
        
          
        
        8407.00000000
        NS
        
        89978.77000000
        0.004538806892
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 AUG21 29625 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -6054.54000000
        -0.00030540968
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29625.00000000
            JPY
            2021-08-13
            XXXX
            -1690.77000000
          
        
        
          N
          N
          N
        
      
      
        TELUS Corp
        L2TEUTQ8OSHMJWVLCE40
        TELUS Corp
        000000000
        
          
        
        2320.00000000
        NS
        
        52351.48000000
        0.002640770242
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc
        98980L101
        
          
        
        618.00000000
        NS
        USD
        204885.54000000
        0.010335059050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        122.00000000
        NS
        
        336487.91000000
        0.016973488804
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
        
        461.00000000
        NS
        USD
        41540.71000000
        0.002095441634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Industries Corp
        35380000WKGEAHEMW830
        Toyota Industries Corp
        000000000
        
          
        
        373.00000000
        NS
        
        32282.68000000
        0.001628438024
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
        
        3884.00000000
        NS
        
        54893.19000000
        0.002768981940
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Datadog Inc
        549300F6JNO0KRPO1K63
        Datadog Inc
        23804L103
        
          
        
        1041.00000000
        NS
        USD
        94783.05000000
        0.004781149605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 4330 CALL
        000000000
        
          
        
        -6.00000000
        NC
        USD
        -20550.00000000
        -0.00103660543
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4330.00000000
            USD
            2021-07-30
            XXXX
            3225.50000000
          
        
        
          N
          N
          N
        
      
      
        Shiseido Co Ltd
        5299008QCD0YDT5OF506
        Shiseido Co Ltd
        000000000
        
          
        
        2341.00000000
        NS
        
        169166.81000000
        0.008533296057
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DocuSign Inc
        549300Q7PVDWRZ39JG09
        DocuSign Inc
        256163106
        
          
        
        893.00000000
        NS
        USD
        180046.66000000
        0.009082109273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG
        000000000
        
          
        
        211.00000000
        NS
        
        62774.59000000
        0.003166544083
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Infrastrutture Wireless Italiane SpA
        81560066183FE361C071
        Infrastrutture Wireless Italiane SpA
        000000000
        
          
        
        4721.00000000
        NS
        
        52872.33000000
        0.002667043524
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -58105.66000000
        -0.00293102884
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            845000000.00000000
            JPY
            7636373.29000000
            USD
            2021-06-16
            -58105.66000000
          
        
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
        
        16842.00000000
        NS
        
        109116.97000000
        0.005504196774
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        3634846.00000000
        NS
        USD
        242262485.90000000
        12.22046757119
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        78061.00000000
        NS
        
        44607.76000000
        0.002250153103
        Long
        EP
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd
        000000000
        
          
        
        21501.00000000
        NS
        
        171414.19000000
        0.008646660841
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Unicharm Corp
        353800UQ4BZIJTAQEG85
        Unicharm Corp
        000000000
        
          
        
        1362.00000000
        NS
        
        54076.99000000
        0.002727810292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4270 CALL
        000000000
        
          
        
        -17.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4270.00000000
            USD
            2021-05-26
            XXXX
            40636.98000000
          
        
        
          N
          N
          N
        
      
      
        FUCHS PETROLUB SE
        529900SNF9E1P5ZO4P98
        FUCHS PETROLUB SE
        000000000
        
          
        
        3146.00000000
        NS
        
        161660.57000000
        0.008154658142
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -33410.00000000
        -0.00168530352
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            17100000.00000000
            NOK
            2011391.06000000
            USD
            2021-06-16
            -33410.00000000
          
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
        
        1944.00000000
        NS
        USD
        112343.76000000
        0.005666966021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC
        000000000
        
          
        
        12934.00000000
        NS
        
        246700.72000000
        0.012444345798
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares MSCI Canada ETF
        549300DXCD53F4JK3H45
        iShares MSCI Canada ETF
        464286509
        
          
        
        754.00000000
        NS
        USD
        28553.98000000
        0.001440350887
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aurizon Holdings Ltd
        5299005PC1O6NOWL3H48
        Aurizon Holdings Ltd
        000000000
        
          
        
        8352.00000000
        NS
        
        23518.54000000
        0.001186347751
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresnillo PLC
        549300JXWH1UV5J0XV81
        Fresnillo PLC
        000000000
        
          
        
        2624.00000000
        NS
        
        33464.16000000
        0.001688035522
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nice Ltd
        254900YTY4EF5Z4W0A51
        Nice Ltd
        000000000
        
          
        
        492.00000000
        NS
        
        109487.69000000
        0.005522897035
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances Inc
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
        
        274.00000000
        NS
        USD
        38817.58000000
        0.001958078551
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Electric Co Ltd
        N/A
        Stanley Electric Co Ltd
        000000000
        
          
        
        735.00000000
        NS
        
        22046.54000000
        0.001112095527
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        000000000
        
          
        
        42.00000000
        NS
        
        2296.64000000
        0.000115849610
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Lawson Inc
        529900IWO8XQO92PR233
        Lawson Inc
        000000000
        
          
        
        1322.00000000
        NS
        
        60485.68000000
        0.003051084398
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
        
        1455.00000000
        NS
        USD
        399368.40000000
        0.020145374811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 6725 PUT
        000000000
        
          
        
        -8.00000000
        NC
        
        -6357.79000000
        -0.00032070655
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6725.00000000
            GBP
            2021-07-16
            XXXX
            4869.54000000
          
        
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1450.00000000
        NS
        
        33075.58000000
        0.001668434348
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
        
        3205.00000000
        NS
        
        61076.06000000
        0.003080864987
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The
        064058100
        
          
        
        2889.00000000
        NS
        USD
        150459.12000000
        0.007589622429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
        
        8573.00000000
        NS
        
        146412.39000000
        0.007385492877
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 29375 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -15022.53000000
        -0.00075778278
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29375.00000000
            JPY
            2021-07-09
            XXXX
            -5825.80000000
          
        
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
        
        710.00000000
        NS
        USD
        95239.40000000
        0.004804169307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        5831.00000000
        NS
        USD
        530329.45000000
        0.026751454405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4125 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4125.00000000
            USD
            2021-05-28
            XXXX
            65291.42000000
          
        
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
        
        855.00000000
        NS
        USD
        295282.80000000
        0.014894975870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WestRock Co
        N/A
        WestRock Co
        96145D105
        
          
        
        3410.00000000
        NS
        USD
        198871.20000000
        0.010031677176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 AUG21 29750 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -5508.26000000
        -0.00027785363
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            29750.00000000
            JPY
            2021-08-13
            XXXX
            -1755.68000000
          
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
        
        644.00000000
        NS
        USD
        31968.16000000
        0.001612572665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
        
        984.00000000
        NS
        USD
        237222.72000000
        0.011966246223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koei Tecmo Holdings Co Ltd
        N/A
        Koei Tecmo Holdings Co Ltd
        000000000
        
          
        
        932.00000000
        NS
        
        43714.72000000
        0.002205105409
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International AG
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
        
        1108.00000000
        NS
        
        374064.50000000
        0.018868967990
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        FirstService Corp
        5493000XUDIV75BCF118
        FirstService Corp
        000000000
        
          
        
        285.00000000
        NS
        
        46237.45000000
        0.002332359697
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hexagon AB
        549300WJFW6ILNI4TA80
        Hexagon AB
        000000000
        
          
        
        4305.00000000
        NS
        
        61613.68000000
        0.003107984199
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Baloise Holding AG
        529900G5XKBZN48T6283
        Baloise Holding AG
        000000000
        
          
        
        475.00000000
        NS
        
        79077.29000000
        0.003988902592
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp Ltd
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        000000000
        
          
        
        20940.00000000
        NS
        
        197808.19000000
        0.009978055670
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Slack Technologies Inc
        549300VIZRB02KN4IJ45
        Slack Technologies Inc
        83088V102
        
          
        
        1616.00000000
        NS
        USD
        71168.64000000
        0.003589965875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 31000 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -864.93000000
        -0.00004362973
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            31000.00000000
            JPY
            2021-07-09
            XXXX
            2875.94000000
          
        
        
          N
          N
          N
        
      
      
        Henderson Land Development Co Ltd
        529900SYQB7IVR9QGN76
        Henderson Land Development Co Ltd
        000000000
        
          
        
        6848.00000000
        NS
        
        33019.12000000
        0.001665586331
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG
        000000000
        
          
        
        960.00000000
        NS
        
        40037.88000000
        0.002019634250
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Monolithic Power Systems Inc
        529900TB7O85LSZ1XU31
        Monolithic Power Systems Inc
        609839105
        
          
        
        243.00000000
        NS
        USD
        83378.16000000
        0.004205851750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
        
        1592.00000000
        NS
        
        286179.70000000
        0.014435787407
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co Ltd
        N/A
        Yamazaki Baking Co Ltd
        000000000
        
          
        
        7214.00000000
        NS
        
        108881.52000000
        0.005492319949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
        
        3698.00000000
        NS
        USD
        497528.92000000
        0.025096894428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CGI Inc
        549300WSRCZY73ZG3090
        CGI Inc
        000000000
        
          
        
        2194.00000000
        NS
        
        196107.88000000
        0.009892286785
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysmex Corp
        5299001ZO4CKWACMZI55
        Sysmex Corp
        000000000
        
          
        
        775.00000000
        NS
        
        80364.62000000
        0.004053839491
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
        
        2323.00000000
        NS
        
        112023.15000000
        0.005650793463
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
        
        1427.00000000
        NS
        
        234224.33000000
        0.011814998176
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  JUN21 XCME 20210618
        000000000
        
          
        
        365.00000000
        NC
        USD
        5020812.25000000
        0.253265267440
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESM1 Index
              
            
            2021-06-18
            71672987.75000000
            USD
            5020812.25000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4285 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4285.00000000
            USD
            2021-05-28
            XXXX
            30097.58000000
          
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        000000000
        
          
        
        6596.00000000
        NS
        
        147126.69000000
        0.007421524373
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Textron Inc
        3PPKBHUG1HD6BO7RNR87
        Textron Inc
        883203101
        
          
        
        3850.00000000
        NS
        USD
        263609.50000000
        0.013297276853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        Neurocrine Biosciences Inc
        64125C109
        
          
        
        461.00000000
        NS
        USD
        44357.42000000
        0.002237525181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
        
        2321.00000000
        NS
        
        118134.35000000
        0.005959061254
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Swire Pacific Ltd
        549300KZOZHII0DGF611
        Swire Pacific Ltd
        000000000
        
          
        
        10882.00000000
        NS
        
        84706.37000000
        0.004272850762
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp
        902681105
        
          
        
        5044.00000000
        NS
        USD
        232276.20000000
        0.011716728486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005N100
        
          
        
        4672.00000000
        NS
        USD
        255605.12000000
        0.012893511219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co Ltd
        35380051BV8PV1I4S949
        Iida Group Holdings Co Ltd
        000000000
        
          
        
        1993.00000000
        NS
        
        53591.02000000
        0.002703296466
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
        
        447.00000000
        NS
        USD
        290482.95000000
        0.014652856620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
        
        3675.00000000
        NS
        
        72970.93000000
        0.003680878945
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp
        N/A
        Itochu Techno-Solutions Corp
        000000000
        
          
        
        1107.00000000
        NS
        
        35129.65000000
        0.001772047979
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
        
        291.00000000
        NS
        USD
        409320.60000000
        0.020647394498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4100 PUT
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -50040.00000000
        -0.00252417205
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4100.00000000
            USD
            2021-06-23
            XXXX
            17690.03000000
          
        
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd
        N/A
        Toyo Suisan Kaisha Ltd
        000000000
        
          
        
        628.00000000
        NS
        
        25599.19000000
        0.001291302159
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        000000000
        
          
        
        626.00000000
        NS
        
        108691.45000000
        0.005482732231
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189105
        
          
        
        7534.00000000
        NS
        USD
        301661.36000000
        0.015216730125
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Panasonic Corp
        254900GE1G59KGWPHX32
        Panasonic Corp
        000000000
        
          
        
        2890.00000000
        NS
        
        32823.63000000
        0.001655725212
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
        
        371.00000000
        NS
        
        106788.25000000
        0.005386728949
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 7300 CALL
        000000000
        
          
        
        -4.00000000
        NC
        
        -1305.62000000
        -0.00006585950
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7300.00000000
            GBP
            2021-07-16
            XXXX
            2986.58000000
          
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
        
        1144.00000000
        NS
        USD
        297256.96000000
        0.014994558594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
        
        1310.00000000
        NS
        USD
        281374.90000000
        0.014193418465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4070 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -26910.00000000
        -0.00135742346
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4070.00000000
            USD
            2021-05-28
            XXXX
            -15893.50000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4290 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4290.00000000
            USD
            2021-05-28
            XXXX
            28155.53000000
          
        
        
          N
          N
          N
        
      
      
        Masimo Corp
        549300Q4A8JK0PIYCU29
        Masimo Corp
        574795100
        
          
        
        683.00000000
        NS
        USD
        147254.80000000
        0.007427986637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6750 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -1490.11000000
        -0.00007516574
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6750.00000000
            GBP
            2021-06-18
            XXXX
            5673.65000000
          
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
        
        2164.00000000
        NS
        USD
        317956.52000000
        0.016038708293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
        
        10499.00000000
        NS
        
        713156.42000000
        0.035973811097
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572207
        
          
        
        191.00000000
        NS
        USD
        115052.67000000
        0.005803611803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terumo Corp
        353800JX1R4582QVK932
        Terumo Corp
        000000000
        
          
        
        1202.00000000
        NS
        
        46404.71000000
        0.002340796808
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CyberAgent Inc
        3538006T5KZABPGS8Q08
        CyberAgent Inc
        000000000
        
          
        
        20280.00000000
        NS
        
        403310.44000000
        0.020344223476
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
        
        984.00000000
        NS
        USD
        77076.72000000
        0.003887987666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        Transurban Group
        000000000
        
          
        
        3655.00000000
        NS
        
        39210.27000000
        0.001977887047
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
        
        549.00000000
        NS
        USD
        173972.61000000
        0.008775715443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
        
        25606.00000000
        NS
        
        116482.81000000
        0.005875752479
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sundrug Co Ltd
        N/A
        Sundrug Co Ltd
        000000000
        
          
        
        3456.00000000
        NS
        
        117252.26000000
        0.005914565912
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        Peloton Interactive Inc
        70614W100
        
          
        
        639.00000000
        NS
        USD
        70488.09000000
        0.003555636832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
        
        1032.00000000
        NS
        USD
        133138.32000000
        0.006715907813
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
        
        3473.00000000
        NS
        USD
        88248.93000000
        0.004451548423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        782.00000000
        NS
        USD
        286110.34000000
        0.014432288675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonaktiebolaget LM Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
        
        6541.00000000
        NS
        
        87731.60000000
        0.004425452701
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ajinomoto Co Inc
        353800UT0TLROREPIC92
        Ajinomoto Co Inc
        000000000
        
          
        
        4941.00000000
        NS
        
        114837.88000000
        0.005792777132
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group Inc/The
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group Inc/The
        416515104
        
          
        
        1442.00000000
        NS
        USD
        94234.70000000
        0.004753489138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
        
        2848.00000000
        NS
        
        97320.06000000
        0.004909124220
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -759025.04000000
        -0.03828756587
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            33690000.00000000
            GBP
            47053364.22000000
            USD
            2021-06-16
            -759025.04000000
          
        
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
        
        25.00000000
        NS
        USD
        122180.75000000
        0.006163174160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimano Inc
        529900L32YT3P9DECR10
        Shimano Inc
        000000000
        
          
        
        170.00000000
        NS
        
        38713.14000000
        0.001952810275
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        1247.00000000
        NS
        USD
        178233.71000000
        0.008990658479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
        
        1470.00000000
        NS
        USD
        282813.30000000
        0.014265975801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Idemitsu Kosan Co Ltd
        549300P0R46FF6DUA630
        Idemitsu Kosan Co Ltd
        000000000
        
          
        
        884.00000000
        NS
        
        20982.68000000
        0.001058431145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        000000000
        
          
        
        5390.00000000
        NS
        
        69647.54000000
        0.003513236896
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Koito Manufacturing Co Ltd
        N/A
        Koito Manufacturing Co Ltd
        000000000
        
          
        
        299.00000000
        NS
        
        19673.38000000
        0.000992386012
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Brother Industries Ltd
        549300O5FACQ67KI6R92
        Brother Industries Ltd
        000000000
        
          
        
        3222.00000000
        NS
        
        68574.87000000
        0.003459128110
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
        
        2610.00000000
        NS
        USD
        61100.10000000
        0.003082077639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345Y106
        
          
        
        398.00000000
        NS
        USD
        68786.34000000
        0.003469795309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
        
        570.00000000
        NS
        USD
        249489.00000000
        0.012584995248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        000000000
        
          
        
        741.00000000
        NS
        
        92114.62000000
        0.004646545759
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
        
        1580.00000000
        NS
        USD
        224960.40000000
        0.011347696952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
        
        13425.00000000
        NS
        USD
        496456.50000000
        0.025042798253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4250 CALL
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -16470.00000000
        -0.00083079763
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4250.00000000
            USD
            2021-06-09
            XXXX
            20304.73000000
          
        
        
          N
          N
          N
        
      
      
        Xinyi Glass Holdings Ltd
        52990082YXVVZFK1QJ17
        Xinyi Glass Holdings Ltd
        000000000
        
          
        
        25678.00000000
        NS
        
        100427.17000000
        0.005065856439
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        1301.00000000
        NS
        
        79658.03000000
        0.004018196910
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        Pinterest Inc
        72352L106
        
          
        
        2339.00000000
        NS
        USD
        152736.70000000
        0.007704510594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
        
        312.00000000
        NS
        
        42228.40000000
        0.002130130840
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 7150 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -922.45000000
        -0.00004653122
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7150.00000000
            GBP
            2021-07-16
            XXXX
            -7.54000000
          
        
        
          N
          N
          N
        
      
      
        Isracard Ltd
        N/A
        Isracard Ltd
        000000000
        
          
        
        0.82000000
        NS
        
        3.31000000
        0.000000166966
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        RPM International Inc
        749685103
        
          
        
        831.00000000
        NS
        USD
        77723.43000000
        0.003920609715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        000000000
        
          
        
        3878.00000000
        NS
        
        60088.37000000
        0.003031042855
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
        
        640.00000000
        NS
        USD
        46412.80000000
        0.002341204892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Church & Dwight Co Inc
        POOXSI30AWAQGYJZC921
        Church & Dwight Co Inc
        171340102
        
          
        
        1266.00000000
        NS
        USD
        108534.18000000
        0.005474799047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Apartment Properties REIT
        549300B1MYVTQEB2DI90
        Canadian Apartment Properties REIT
        000000000
        
          
        
        814.00000000
        NS
        
        37248.39000000
        0.001878923764
        Long
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        Twilio Inc
        90138F102
        
          
        
        356.00000000
        NS
        USD
        119616.00000000
        0.006033800254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1494.00000000
        NS
        
        30311.76000000
        0.001529018736
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
        
        3123.00000000
        NS
        
        209637.07000000
        0.010574740889
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UPM-Kymmene OYJ
        213800EC6PW5VU4J9U64
        UPM-Kymmene OYJ
        000000000
        
          
        
        1282.00000000
        NS
        
        48954.35000000
        0.002469408519
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Rakuten Group Inc
        529900IMXUCQKUL1H943
        Rakuten Group Inc
        000000000
        
          
        
        9073.00000000
        NS
        
        105087.03000000
        0.005300914161
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
        
        1020.00000000
        NS
        USD
        259426.80000000
        0.013086288554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUL21 6800 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -4896.07000000
        -0.00024697288
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6800.00000000
            GBP
            2021-07-16
            XXXX
            2831.96000000
          
        
        
          N
          N
          N
        
      
      
        Canadian National Railway Co
        3SU7BEP7TH9YEQOZCS77
        Canadian National Railway Co
        000000000
        
          
        
        1272.00000000
        NS
        
        143199.37000000
        0.007223418230
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        HK Electric Investments & HK Electric Investments Ltd
        N/A
        HK Electric Investments & HK Electric Investments Ltd
        000000000
        
          
        
        32706.00000000
        NS
        
        33290.13000000
        0.001679256912
        Long
        EC
        CORP
        XX
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -28609.64000000
        -0.00144315854
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4610000.00000000
            DKK
            727557.84000000
            USD
            2021-06-16
            -28609.64000000
          
        
        
          N
          N
          N
        
      
      
        IGM Financial Inc
        254900RYHLVJNTUFDA95
        IGM Financial Inc
        000000000
        
          
        
        1471.00000000
        NS
        
        54149.56000000
        0.002731470947
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Kyoto Ltd/The
        549300LRPVT8N6FNFC04
        Bank of Kyoto Ltd/The
        000000000
        
          
        
        331.00000000
        NS
        
        16723.96000000
        0.000843608163
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TPG Telecom Ltd
        N/A
        TPG Telecom Ltd
        000000000
        
          
        
        14582.00000000
        NS
        
        59334.35000000
        0.002993007759
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        57032.00000000
        NS
        USD
        7106757.52000000
        0.358486785466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
        
        214.00000000
        NS
        
        132512.11000000
        0.006684319848
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
        
        623.00000000
        NS
        
        66745.79000000
        0.003366863669
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        1470.00000000
        NS
        USD
        376525.80000000
        0.018993123559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1494.00000000
        NS
        
        537.93000000
        0.000027134849
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4060 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -72275.00000000
        -0.00364577408
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4060.00000000
            USD
            2021-05-28
            XXXX
            -50825.18000000
          
        
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        Adecco Group AG
        000000000
        
          
        
        1291.00000000
        NS
        
        89351.04000000
        0.004507142254
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        000000000
        
          
        
        3384.00000000
        NS
        
        151900.35000000
        0.007662322519
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Roku Inc
        549300KR6ITU0YIR1T71
        Roku Inc
        77543R102
        
          
        
        828.00000000
        NS
        USD
        287075.88000000
        0.014480993493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANSYS Inc
        549300VJV8H15Z5FJ571
        ANSYS Inc
        03662Q105
        
          
        
        242.00000000
        NS
        USD
        81781.48000000
        0.004125310282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERCO
        5493003WIDMLDHYC6Y24
        AMERCO
        023586100
        
          
        
        74.00000000
        NS
        USD
        42552.96000000
        0.002146502649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
        
        6240.00000000
        NS
        
        212713.57000000
        0.010729929045
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107107
        
          
        
        699.00000000
        NS
        USD
        244601.07000000
        0.012338432971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
        
        6961.00000000
        NS
        
        97599.68000000
        0.004923229116
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
        
        298.00000000
        NS
        USD
        149724.14000000
        0.007552547769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vimeo Inc
        N/A
        Vimeo Inc
        92719V100
        
          
        
        573.09700000
        NS
        USD
        24070.07000000
        0.001214168626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HEICO Corp
        529900O1DTDLCJ7L0I14
        HEICO Corp
        422806208
        
          
        
        171.00000000
        NS
        USD
        22650.66000000
        0.001142569205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
        
        671.00000000
        NS
        USD
        74682.30000000
        0.003767205731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamana Gold Inc
        54930002VY22NXG01418
        Yamana Gold Inc
        000000000
        
          
        
        8134.00000000
        NS
        
        42620.93000000
        0.002149931265
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
        
        59757.00000000
        NS
        
        108342.66000000
        0.005465138187
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co Ltd
        52990037G8JRM3TWGY86
        Seven & i Holdings Co Ltd
        000000000
        
          
        
        2493.00000000
        NS
        
        109716.57000000
        0.005534442448
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chewy Inc
        N/A
        Chewy Inc
        16679L109
        
          
        
        842.00000000
        NS
        USD
        61988.04000000
        0.003126868073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schibsted ASA
        5967007LIEEXZXHT0O36
        Schibsted ASA
        000000000
        
          
        
        2073.00000000
        NS
        
        85864.79000000
        0.004331285043
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co Ltd
        35380049VXDTHZI3DY35
        Shionogi & Co Ltd
        000000000
        
          
        
        517.00000000
        NS
        
        26416.80000000
        0.001332544931
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 31500 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -27.31000000
        -0.00000137760
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            31500.00000000
            JPY
            2021-06-11
            XXXX
            2405.31000000
          
        
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
        
        144.00000000
        NS
        USD
        57915.36000000
        0.002921429523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        000000000
        
          
        
        186.00000000
        NS
        
        76307.84000000
        0.003849202986
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000  JUN21 XCME 20210618
        000000000
        
          
        
        1357.00000000
        NC
        USD
        -3065533.49000000
        -0.15463497150
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Russell 2000 Index
                RTYM1 Index
              
            
            2021-06-18
            156990043.49000000
            USD
            -3065533.49000000
          
        
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        IAC/InterActiveCorp
        44891N208
        
          
        
        353.00000000
        NS
        USD
        56292.91000000
        0.002839588137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
        
        810.00000000
        NS
        USD
        158776.20000000
        0.008009161616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortis Inc/Canada
        549300MQYQ9Y065XPR71
        Fortis Inc/Canada
        000000000
        
          
        
        1038.00000000
        NS
        
        47361.09000000
        0.002389039567
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
        
        1665.00000000
        NS
        
        104510.81000000
        0.005271847845
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUL21 3980 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -9460.00000000
        -0.00047719159
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3980.00000000
            USD
            2021-07-30
            XXXX
            13038.50000000
          
        
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        000000000
        
          
        
        654.00000000
        NS
        
        36017.34000000
        0.001816825802
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communities Inc
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities Inc
        59522J103
        
          
        
        773.00000000
        NS
        USD
        124221.10000000
        0.006266095712
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyocera Corp
        N/A
        Kyocera Corp
        000000000
        
          
        
        634.00000000
        NS
        
        38973.80000000
        0.001965958770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        Manulife Financial Corp
        000000000
        
          
        
        5208.00000000
        NS
        
        108811.66000000
        0.005488795995
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MercadoLibre Inc
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733R102
        
          
        
        105.00000000
        NS
        USD
        142660.35000000
        0.007196228398
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        South32 Ltd
        000000000
        
          
        
        87313.00000000
        NS
        
        201946.36000000
        0.010186797738
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
        
        11926.00000000
        NS
        
        385714.74000000
        0.019456642056
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Telia Co AB
        213800FSR9RNDUOTXO25
        Telia Co AB
        000000000
        
          
        
        8289.00000000
        NS
        
        36789.11000000
        0.001855756263
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4090 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -3375.00000000
        -0.00017024541
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4090.00000000
            USD
            2021-06-30
            XXXX
            954.25000000
          
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
        
        1606.00000000
        NS
        USD
        243405.36000000
        0.012278117668
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
        
        530.00000000
        NS
        USD
        88753.80000000
        0.004477015624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        IMM EUR FUT OPT MAR23C 97.75 EXP 03/13/2023
        000000000
        
          
        
        868.00000000
        NC
        USD
        3981950.00000000
        0.200861848933
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    Chicago Mercantile Exchange
                    SNZ2OJLFK8MNNCLQOF39
                    Eurodollar Time Deposit Future
                    N/A
                    
                      
                    
                    868.00000000
                    NC
                    N/A
                    3981950.00000000
                    0.20000000
                    DIR
                    
                    US
                  
                  Long
                  
                    
                      Eurodollar Time Deposit
                      EDH3 Comdty
                    
                  
                  2023-03-13
                  868.00000000
                  USD
                
              
            
            2500.00000000
            97.75000000
            USD
            2023-03-13
            XXXX
            158730.51000000
          
        
        
          N
          N
          N
        
      
      
        Grifols SA
        959800HSSNXWRKBK4N60
        Grifols SA
        000000000
        
          
        
        2486.00000000
        NS
        
        69198.71000000
        0.003490596525
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Xilinx Inc
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919101
        
          
        
        1257.00000000
        NS
        USD
        159639.00000000
        0.008052683911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        000000000
        
          
        
        1616.00000000
        NS
        
        42289.26000000
        0.002133200807
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
        
        885.00000000
        NS
        USD
        409011.60000000
        0.020631807584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
        
        340.00000000
        NS
        USD
        79913.60000000
        0.004031088650
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franco-Nevada Corp
        N/A
        Franco-Nevada Corp
        000000000
        
          
        
        637.00000000
        NS
        
        95287.67000000
        0.004806604195
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
        
        2099.00000000
        NS
        USD
        88451.86000000
        0.004461784839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        000000000
        
          
        
        488.00000000
        NS
        
        211531.34000000
        0.010670293715
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JUN21 4100 CALL
        000000000
        
          
        
        -33.00000000
        NC
        
        -12957.87000000
        -0.00065363495
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            4100.00000000
            EUR
            2021-06-18
            XXXX
            -1904.03000000
          
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
        
        1660.00000000
        NS
        USD
        234807.00000000
        0.011844389849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
        
        4550.00000000
        NS
        
        401950.14000000
        0.020275605745
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Segro PLC
        213800XC35KGM9NFC641
        Segro PLC
        000000000
        
          
        
        5894.00000000
        NS
        
        87152.16000000
        0.004396223959
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
        
        1819.00000000
        NS
        USD
        237615.97000000
        0.011986082966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International Inc
        5493000BD5GJNUDIUG10
        Mettler-Toledo International Inc
        592688105
        
          
        
        367.00000000
        NS
        USD
        477448.65000000
        0.024083983628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
        
        4118.00000000
        NS
        
        44735.84000000
        0.002256613854
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Wm Morrison Supermarkets PLC
        213800IN6LSRGTZSOS29
        Wm Morrison Supermarkets PLC
        000000000
        
          
        
        19974.00000000
        NS
        
        50110.42000000
        0.002527724258
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 AUG21 26750 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -2913.46000000
        -0.00014696391
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            26750.00000000
            JPY
            2021-08-13
            XXXX
            2991.72000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4120 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4120.00000000
            USD
            2021-05-28
            XXXX
            63886.04000000
          
        
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
        
        6219.00000000
        NS
        
        83010.95000000
        0.004187328544
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke DSM NV
        724500SNT1MK246AHP04
        Koninklijke DSM NV
        000000000
        
          
        
        431.00000000
        NS
        
        79420.07000000
        0.004006193473
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
        
        6456.00000000
        NS
        USD
        217502.64000000
        0.010971504518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        DCC PLC
        000000000
        
          
        
        253.00000000
        NS
        
        21482.87000000
        0.001083662273
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Electric Industries Ltd
        5493005SP87FL5TOS202
        Sumitomo Electric Industries Ltd
        000000000
        
          
        
        1887.00000000
        NS
        
        29050.57000000
        0.001465400420
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
        
        878.00000000
        NS
        USD
        140216.60000000
        0.007072958105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
        
        19958.00000000
        NS
        
        266365.62000000
        0.013436304053
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Saputo Inc
        549300HH4U1DPY0TBT90
        Saputo Inc
        000000000
        
          
        
        1585.00000000
        NS
        
        55000.37000000
        0.002774388430
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
        
        421.00000000
        NS
        USD
        292397.13000000
        0.014749413768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4030 PUT
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -12900.00000000
        -0.00065071581
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4030.00000000
            USD
            2021-06-30
            XXXX
            19846.25000000
          
        
        
          N
          N
          N
        
      
      
        NEC Corp
        5493000QYMPFRTEY4K28
        NEC Corp
        000000000
        
          
        
        1731.00000000
        NS
        
        80910.46000000
        0.004081373345
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
        
        5809.00000000
        NS
        USD
        253214.31000000
        0.012772911383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs ActiveBeta Emerging Markets Equity ETF
        549300PZDHNP7HDURN13
        Goldman Sachs ActiveBeta Emerging Markets Equity ETF
        381430206
        
          
        
        574773.00000000
        NS
        USD
        23508215.70000000
        1.185826961823
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Temenos AG
        5067007NW6550481FH64
        Temenos AG
        000000000
        
          
        
        170.00000000
        NS
        
        26255.80000000
        0.001324423594
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
        
        2188.00000000
        NS
        
        58780.19000000
        0.002965054218
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        901.00000000
        NS
        USD
        34201.96000000
        0.001725252432
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
        
        525.00000000
        NS
        USD
        78650.25000000
        0.003967361376
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd
        000000000
        
          
        
        11922.00000000
        NS
        
        81169.21000000
        0.004094425494
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Industries Ltd
        549300BAFGM4RC74ZJ94
        Teva Pharmaceutical Industries Ltd
        881624209
        
          
        
        29039.00000000
        NS
        USD
        302005.60000000
        0.015234094653
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        000000000
        
          
        
        2053.00000000
        NS
        
        385218.27000000
        0.019431598577
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4225 CALL
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -56880.00000000
        -0.00286920276
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4225.00000000
            USD
            2021-06-16
            XXXX
            -24475.65000000
          
        
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        000000000
        
          
        
        2198.00000000
        NS
        
        251218.51000000
        0.012672237071
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co Inc
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co Inc
        000000000
        
          
        
        1010.00000000
        NS
        
        23734.24000000
        0.001197228325
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CCL Industries Inc
        549300TD3EMSRRC0YH75
        CCL Industries Inc
        000000000
        
          
        
        792.00000000
        NS
        
        44692.39000000
        0.002254422101
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        000000000
        
          
        
        1590.00000000
        NS
        
        129116.34000000
        0.006513026728
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Groupe Bruxelles Lambert SA
        549300KV0ZEHT2KVU152
        Groupe Bruxelles Lambert SA
        000000000
        
          
        
        342.00000000
        NS
        
        38805.91000000
        0.001957489881
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        7071.07000000
        0.000356686596
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            84340000.00000000
            HKD
            10874848.98000000
            USD
            2021-06-16
            7071.07000000
          
        
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834107
        
          
        
        337.00000000
        NS
        USD
        19461.75000000
        0.000981710741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
        
        2846.00000000
        NS
        
        77760.07000000
        0.003922457949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alexion Pharmaceuticals Inc
        M1YXUUZR0EIMU8T0EM75
        Alexion Pharmaceuticals Inc
        015351109
        
          
        
        1997.00000000
        NS
        USD
        352570.35000000
        0.017784736719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        Vanguard S&P 500 ETF
        922908363
        
          
        
        1137577.00000000
        NS
        USD
        439252607.01000000
        22.15725732189
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
        
        1401.00000000
        NS
        
        45378.40000000
        0.002289026563
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
        
        106.00000000
        NS
        USD
        250324.30000000
        0.012627130358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
        
        1300.00000000
        NS
        USD
        248755.00000000
        0.012547970022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elanco Animal Health Inc
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414H103
        
          
        
        894.00000000
        NS
        USD
        32166.12000000
        0.001622558378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        605.00000000
        NS
        USD
        91004.10000000
        0.004590527702
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners PLC
        549300LTH67W4GWMRF57
        Coca-Cola Europacific Partners PLC
        000000000
        
          
        
        2126.00000000
        NS
        USD
        128665.52000000
        0.006490285975
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
        
        2041.00000000
        NS
        USD
        75435.36000000
        0.003805192401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
        
        7166.00000000
        NS
        USD
        543827.74000000
        0.027432349817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safran SA
        969500UIC89GT3UL7L24
        Safran SA
        000000000
        
          
        
        213.00000000
        NS
        
        32207.68000000
        0.001624654793
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
        
        199.00000000
        NS
        USD
        146607.28000000
        0.007395323730
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co Ltd
        529900TBXKVTQGYA3582
        Kyowa Kirin Co Ltd
        000000000
        
          
        
        1196.00000000
        NS
        
        36373.48000000
        0.001834790603
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Miura Co Ltd
        N/A
        Miura Co Ltd
        000000000
        
          
        
        787.00000000
        NS
        
        35960.32000000
        0.001813949538
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
        
        238.00000000
        NS
        USD
        93641.10000000
        0.004723546122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elbit Systems Ltd
        529900Q9CB1REUMZSS32
        Elbit Systems Ltd
        000000000
        
          
        
        222.00000000
        NS
        
        29410.94000000
        0.001483578595
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Entain PLC
        213800GNI3K45LQR8L28
        Entain PLC
        000000000
        
          
        
        7042.00000000
        NS
        
        164653.65000000
        0.008305638336
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204108
        
          
        
        2803.00000000
        NS
        USD
        223455.16000000
        0.011271768000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
        
        5593.00000000
        NS
        USD
        468581.54000000
        0.023636699230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hankyu Hanshin Holdings Inc
        N/A
        Hankyu Hanshin Holdings Inc
        000000000
        
          
        
        679.00000000
        NS
        
        21287.79000000
        0.001073821835
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions Inc
        549300KZDJZQ2YIHRC28
        Broadridge Financial Solutions Inc
        11133T103
        
          
        
        619.00000000
        NS
        USD
        98718.12000000
        0.004979646682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coloplast A/S
        529900NN7SOJ5QG82X67
        Coloplast A/S
        000000000
        
          
        
        904.00000000
        NS
        
        143454.10000000
        0.007236267598
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co Ltd
        5299002D52YIP6DWMV49
        MEIJI Holdings Co Ltd
        000000000
        
          
        
        646.00000000
        NS
        
        40148.90000000
        0.002025234442
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
        
        1559.00000000
        NS
        USD
        205273.53000000
        0.010354630463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        STERIS PLC
        000000000
        
          
        
        433.00000000
        NS
        USD
        82642.38000000
        0.004168736736
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Swiss Prime Site AG
        506700XI9H64OPR34158
        Swiss Prime Site AG
        000000000
        
          
        
        474.00000000
        NS
        
        48675.75000000
        0.002455355075
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        1082.00000000
        NS
        USD
        410586.54000000
        0.020711252419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kobe Bussan Co Ltd
        353800CJIFNHN2DXRD59
        Kobe Bussan Co Ltd
        000000000
        
          
        
        1322.00000000
        NS
        
        33577.10000000
        0.001693732565
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Equity LifeStyle Properties Inc
        529900PEQG66LENB6798
        Equity LifeStyle Properties Inc
        29472R108
        
          
        
        487.00000000
        NS
        USD
        34508.82000000
        0.001740731397
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUN21 30000 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -710.16000000
        -0.00003582266
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30000.00000000
            JPY
            2021-06-11
            XXXX
            1120.83000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4195 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -3940.00000000
        -0.00019874576
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4195.00000000
            USD
            2021-05-28
            XXXX
            8817.00000000
          
        
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services Inc
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services Inc
        955306105
        
          
        
        492.00000000
        NS
        USD
        170974.92000000
        0.008624502706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Croda International PLC
        2138004WCNBFJEEOXV26
        Croda International PLC
        000000000
        
          
        
        937.00000000
        NS
        
        92735.82000000
        0.004677881004
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd
        000000000
        
          
        
        10673.00000000
        NS
        
        54709.76000000
        0.002759729164
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4005 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -4640.00000000
        -0.00023405592
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4005.00000000
            USD
            2021-06-30
            XXXX
            9998.50000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6900 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -2362.89000000
        -0.00011919146
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6900.00000000
            GBP
            2021-06-18
            XXXX
            -1089.02000000
          
        
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        000000000
        
          
        
        3438.00000000
        NS
        
        44132.23000000
        0.002226165902
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp
        963320106
        
          
        
        255.00000000
        NS
        USD
        60457.95000000
        0.003049685611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brambles Ltd
        N/A
        Brambles Ltd
        000000000
        
          
        
        5689.00000000
        NS
        
        47634.17000000
        0.002402814565
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
        
        844.00000000
        NS
        USD
        271979.00000000
        0.013719460267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kansai Electric Power Co Inc/The
        353800PFUKP5ONPJNZ86
        Kansai Electric Power Co Inc/The
        000000000
        
          
        
        2027.00000000
        NS
        
        19149.70000000
        0.000965969976
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        3531.00000000
        NS
        USD
        705281.94000000
        0.035576598020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
        
        793.00000000
        NS
        USD
        68848.26000000
        0.003472918745
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
        
        1160.00000000
        NS
        
        54368.46000000
        0.002742512939
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        000000000
        
          
        
        635.00000000
        NS
        
        32784.20000000
        0.001653736241
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        IA FINANCIAL CORP INC
        549300ZXLJVHQAIXV215
        iA Financial Corp Inc
        000000000
        
          
        
        4252.00000000
        NS
        
        244655.87000000
        0.012341197252
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        Zillow Group Inc
        98954M200
        
          
        
        656.00000000
        NS
        USD
        76961.92000000
        0.003882196800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -4950.33000000
        -0.00024970992
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1850000.00000000
            NOK
            216270.84000000
            USD
            2021-06-16
            -4950.33000000
          
        
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        000000000
        
          
        
        713.00000000
        NS
        
        22699.73000000
        0.001145044447
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
        
        1384.00000000
        NS
        USD
        202908.24000000
        0.010235317934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Obic Co Ltd
        N/A
        Obic Co Ltd
        000000000
        
          
        
        376.00000000
        NS
        
        70435.66000000
        0.003552992101
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        000000000
        
          
        
        1504.00000000
        NS
        
        74570.50000000
        0.003761566193
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        1030.00000000
        NS
        USD
        199521.30000000
        0.010064470226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wix.com Ltd
        5493008P6N29Q1AG9464
        Wix.com Ltd
        000000000
        
          
        
        994.00000000
        NS
        USD
        258300.84000000
        0.013029491656
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
        
        3162.00000000
        NS
        USD
        240438.48000000
        0.012128459083
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        9358.00000000
        NS
        USD
        1536957.92000000
        0.077528901554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gjensidige Forsikring ASA
        5967007LIEEXZX6FAO47
        Gjensidige Forsikring ASA
        000000000
        
          
        
        4939.00000000
        NS
        
        111264.31000000
        0.005612515231
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
        
        5726.00000000
        NS
        USD
        128548.70000000
        0.006484393214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        1389.00000000
        NS
        USD
        4476844.23000000
        0.225825841465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
        
        1076.00000000
        NS
        
        171255.78000000
        0.008638670151
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO Payment Gateway Inc
        353800Q6U21E2PM83F86
        GMO Payment Gateway Inc
        000000000
        
          
        
        323.00000000
        NS
        
        38633.10000000
        0.001948772811
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
        
        6832.00000000
        NS
        USD
        199699.36000000
        0.010073452122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swatch Group AG/The
        529900NTES2LEON1JZ55
        Swatch Group AG/The
        000000000
        
          
        
        142.00000000
        NS
        
        51402.33000000
        0.002592892186
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        3696.00000000
        NS
        
        40385.04000000
        0.002037146072
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        1962.00000000
        NS
        
        79337.29000000
        0.004002017794
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 30250 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -6282.15000000
        -0.00031689103
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30250.00000000
            JPY
            2021-07-09
            XXXX
            1686.74000000
          
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
        
        1164.00000000
        NS
        USD
        96332.64000000
        0.004859315707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
        
        693.00000000
        NS
        
        36967.51000000
        0.001864755310
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Venture Corp Ltd
        254900B1NLZC3J1MAE72
        Venture Corp Ltd
        000000000
        
          
        
        2472.00000000
        NS
        
        35957.45000000
        0.001813804766
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Recordati Industria Chimica e Farmaceutica SpA
        815600FBF92FD3531704
        Recordati Industria Chimica e Farmaceutica SpA
        000000000
        
          
        
        2657.00000000
        NS
        
        148085.88000000
        0.007469908878
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        000000000
        
          
        
        758.00000000
        NS
        USD
        30410.96000000
        0.001534022690
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrovial SA
        95980020140005757903
        Ferrovial SA
        000000000
        
          
        
        1874.00000000
        NS
        
        54748.11000000
        0.002761663657
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Telenor ASA
        549300IM1QSBY4SLPM26
        Telenor ASA
        000000000
        
          
        
        3393.00000000
        NS
        
        59083.48000000
        0.002980353101
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
        
        290.00000000
        NS
        USD
        40017.10000000
        0.002018586043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        1452.00000000
        NS
        
        64458.98000000
        0.003251509914
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        000000000
        
          
        
        1530.00000000
        NS
        
        23367.00000000
        0.001178703606
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        Zalando SE
        000000000
        
          
        
        3533.00000000
        NS
        
        377366.74000000
        0.019035543169
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX MAY21 4300 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000176550
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4300.00000000
            USD
            2021-05-28
            XXXX
            24079.37000000
          
        
        
          N
          N
          N
        
      
      
        PPD Inc
        N/A
        PPD Inc
        69355F102
        
          
        
        914.00000000
        NS
        USD
        42153.68000000
        0.002126361733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Obayashi Corp
        529900YT4O5S0LCXWD54
        Obayashi Corp
        000000000
        
          
        
        2597.00000000
        NS
        
        22072.27000000
        0.001113393428
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        000000000
        
          
        
        710.00000000
        NS
        
        28926.31000000
        0.001459132362
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        Catalent Inc
        148806102
        
          
        
        808.00000000
        NS
        USD
        84702.64000000
        0.004272662610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
        
        508.00000000
        NS
        USD
        104297.48000000
        0.005261086822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6800 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -1880.37000000
        -0.00009485166
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6800.00000000
            GBP
            2021-06-18
            XXXX
            4027.28000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 6775 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -1334.00000000
        -0.00006729107
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6775.00000000
            GBP
            2021-06-18
            XXXX
            2995.87000000
          
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250104
        
          
        
        426.00000000
        NS
        USD
        215581.56000000
        0.010874599313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JUN21 7150 CALL
        000000000
        
          
        
        -8.00000000
        NC
        
        -2895.07000000
        -0.00014603626
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            7150.00000000
            GBP
            2021-06-18
            XXXX
            3719.82000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: ES087202  TRS USD R E MSGSHBC INDEX / Short: ES087202  TRS USD P V 03MFED01 FED FUND-H.15 50 BPS
        000000000
        
          
        
        26879444.91000000
        OU
        Notional Amount
        USD
        971104.69000000
        0.048985518035
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MSGSHBC Index
                MSGSHBC
                
                  
                    Parker-Hannifin Corp
                    
                      
                    
                    59.39000000
                    USD
                    18300.25000000
                    USD
                  
                  
                    Harley-Davidson Inc
                    
                      
                    
                    211.87000000
                    USD
                    10269.51000000
                    USD
                  
                  
                    Aptiv PLC
                    
                      
                    
                    153.88000000
                    USD
                    23147.02000000
                    USD
                  
                  
                    TE Connectivity Ltd
                    
                      
                    
                    106.61000000
                    USD
                    14465.22000000
                    USD
                  
                  
                    Hess Corp
                    
                      
                    
                    134.23000000
                    USD
                    11251.34000000
                    USD
                  
                  
                    Micron Technology Inc
                    
                      
                    
                    207.54000000
                    USD
                    17462.72000000
                    USD
                  
                  
                    Boyd Gaming Corp
                    
                      
                    
                    129.09000000
                    USD
                    8312.02000000
                    USD
                  
                  
                    Southwest Airlines Co
                    
                      
                    
                    432.45000000
                    USD
                    26578.61000000
                    USD
                  
                  
                    Stanley Black & Decker Inc
                    
                      
                    
                    91.68000000
                    USD
                    19875.76000000
                    USD
                  
                  
                    Westinghouse Air Brake Technologies Corp
                    
                      
                    
                    93.35000000
                    USD
                    7725.50000000
                    USD
                  
                  
                    Occidental Petroleum Corp
                    
                      
                    
                    720.10000000
                    USD
                    18693.69000000
                    USD
                  
                  
                    United Rentals Inc
                    
                      
                    
                    60.97000000
                    USD
                    20362.95000000
                    USD
                  
                  
                    Under Armour Inc
                    
                      
                    
                    638.00000000
                    USD
                    14406.03000000
                    USD
                  
                  
                    Marathon Oil Corp
                    
                      
                    
                    1984.52000000
                    USD
                    24032.51000000
                    USD
                  
                  
                    Marathon Petroleum Corp
                    
                      
                    
                    381.63000000
                    USD
                    23585.02000000
                    USD
                  
                  
                    Delta Air Lines Inc
                    
                      
                    
                    509.10000000
                    USD
                    24273.91000000
                    USD
                  
                  
                    Axalta Coating Systems Ltd
                    
                      
                    
                    334.91000000
                    USD
                    10864.62000000
                    USD
                  
                  
                    Lam Research Corp
                    
                      
                    
                    30.25000000
                    USD
                    19658.13000000
                    USD
                  
                  
                    LyondellBasell Industries NV
                    
                      
                    
                    258.09000000
                    USD
                    29066.52000000
                    USD
                  
                  
                    Brunswick Corp/DE
                    
                      
                    
                    85.87000000
                    USD
                    8778.82000000
                    USD
                  
                  
                    Alcoa Corp
                    
                      
                    
                    785.15000000
                    USD
                    31146.81000000
                    USD
                  
                  
                    ONEOK Inc
                    
                      
                    
                    219.13000000
                    USD
                    11556.75000000
                    USD
                  
                  
                    JetBlue Airways Corp
                    
                      
                    
                    840.71000000
                    USD
                    16898.35000000
                    USD
                  
                  
                    Cleveland-Cliffs Inc
                    
                      
                    
                    1566.22000000
                    USD
                    31512.38000000
                    USD
                  
                  
                    Freeport-McMoRan Inc
                    
                      
                    
                    888.62000000
                    USD
                    37961.80000000
                    USD
                  
                  
                    NXP Semiconductors NV
                    
                      
                    
                    93.74000000
                    USD
                    19818.62000000
                    USD
                  
                  
                    Devon Energy Corp
                    
                      
                    
                    860.71000000
                    USD
                    22860.37000000
                    USD
                  
                  
                    ON Semiconductor Corp
                    
                      
                    
                    390.38000000
                    USD
                    15630.71000000
                    USD
                  
                  
                    Microchip Technology Inc
                    
                      
                    
                    110.08000000
                    USD
                    17277.29000000
                    USD
                  
                  
                    BorgWarner Inc
                    
                      
                    
                    281.26000000
                    USD
                    14426.00000000
                    USD
                  
                  
                    Baker Hughes Co
                    
                      
                    
                    392.64000000
                    USD
                    9580.32000000
                    USD
                  
                  
                    MasTec Inc
                    
                      
                    
                    66.37000000
                    USD
                    7721.20000000
                    USD
                  
                  
                    Applied Materials Inc
                    
                      
                    
                    159.48000000
                    USD
                    22029.37000000
                    USD
                  
                  
                    Valero Energy Corp
                    
                      
                    
                    273.07000000
                    USD
                    21954.51000000
                    USD
                  
                  
                    Eagle Materials Inc
                    
                      
                    
                    55.03000000
                    USD
                    8076.41000000
                    USD
                  
                  
                    Teradyne Inc
                    
                      
                    
                    90.69000000
                    USD
                    12003.28000000
                    USD
                  
                  
                    TransDigm Group Inc
                    
                      
                    
                    19.34000000
                    USD
                    12546.93000000
                    USD
                  
                  
                    Wynn Resorts Ltd
                    
                      
                    
                    203.60000000
                    USD
                    26849.39000000
                    USD
                  
                  
                    Halliburton Co
                    
                      
                    
                    741.05000000
                    USD
                    16636.54000000
                    USD
                  
                  
                    Eastman Chemical Co
                    
                      
                    
                    153.00000000
                    USD
                    19186.21000000
                    USD
                  
                  
                    General Motors Co
                    
                      
                    
                    430.68000000
                    USD
                    25543.64000000
                    USD
                  
                  
                    Whirlpool Corp
                    
                      
                    
                    90.50000000
                    USD
                    21457.13000000
                    USD
                  
                  
                    Aramark
                    
                      
                    
                    232.14000000
                    USD
                    8670.43000000
                    USD
                  
                  
                    Fortune Brands Home & Security Inc
                    
                      
                    
                    79.12000000
                    USD
                    8161.74000000
                    USD
                  
                  
                    Polaris Inc
                    
                      
                    
                    69.99000000
                    USD
                    9184.38000000
                    USD
                  
                  
                    CDW Corp/DE
                    
                      
                    
                    56.11000000
                    USD
                    9282.03000000
                    USD
                  
                  
                    Leggett & Platt Inc
                    
                      
                    
                    139.82000000
                    USD
                    7694.51000000
                    USD
                  
                  
                    Williams Cos Inc/The
                    
                      
                    
                    648.40000000
                    USD
                    17078.84000000
                    USD
                  
                  
                    Masco Corp
                    
                      
                    
                    185.00000000
                    USD
                    11157.59000000
                    USD
                  
                  
                    Advanced Micro Devices Inc
                    
                      
                    
                    185.85000000
                    USD
                    14882.84000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-08-26
            0.00000000
            USD
            0.00000000
            USD
            26879444.91000000
            USD
            971104.69000000
          
        
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
        
        240.00000000
        NS
        
        195136.92000000
        0.009843308566
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        000000000
        
          
        
        308.00000000
        NS
        
        50569.81000000
        0.002550897308
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Media Corp-Liberty SiriusXM
        N/A
        Liberty Media Corp-Liberty SiriusXM
        531229409
        
          
        
        4541.00000000
        NS
        USD
        198260.06000000
        0.010000849388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adevinta ASA
        529900W8V3YLHRSZH763
        Adevinta ASA
        000000000
        
          
        
        2697.00000000
        NS
        
        52311.38000000
        0.002638747474
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEXX Laboratories Inc
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories Inc
        45168D104
        
          
        
        1031.00000000
        NS
        USD
        575411.41000000
        0.029025527620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intertek Group PLC
        2138003GAT25WW1RN369
        Intertek Group PLC
        000000000
        
          
        
        483.00000000
        NS
        
        37129.12000000
        0.001872907417
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Magellan Financial Group Ltd
        549300X5WFW6USQQ9U26
        Magellan Financial Group Ltd
        000000000
        
          
        
        2863.00000000
        NS
        
        106691.41000000
        0.005381844040
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4050 PUT
        000000000
        
          
        
        -18.00000000
        NC
        USD
        -9720.00000000
        -0.00049030680
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4050.00000000
            USD
            2021-06-09
            XXXX
            115874.24000000
          
        
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
        
        16643.00000000
        NS
        
        213181.95000000
        0.010753555578
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Denso Corp
        549300RYPA10CQM3QK38
        Denso Corp
        000000000
        
          
        
        636.00000000
        NS
        
        43411.88000000
        0.002189829224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
        
        1754.00000000
        NS
        USD
        110607.24000000
        0.005579370592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
        
        1402.00000000
        NS
        USD
        295373.36000000
        0.014899543996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc
        928563402
        
          
        
        1189.00000000
        NS
        USD
        187731.21000000
        0.009469741695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASM Pacific Technology Ltd
        529900PYFA1HFYKPT360
        ASM Pacific Technology Ltd
        000000000
        
          
        
        1454.00000000
        NS
        
        19177.54000000
        0.000967374312
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
        
        1581.00000000
        NS
        USD
        129831.72000000
        0.006549112703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
        
        8431.00000000
        NS
        USD
        554085.32000000
        0.027949773814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1450.00000000
        NS
        
        522.96000000
        0.000026379716
        Long
        EC
        CORP
        SE
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JUN21 4235 CALL
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4395.00000000
        -0.00022169736
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            4235.00000000
            USD
            2021-06-30
            XXXX
            -285.75000000
          
        
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        Invitation Homes Inc
        46187W107
        
          
        
        1001.00000000
        NS
        USD
        36306.27000000
        0.001831400323
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sharp Corp/Japan
        353800YEPK9PD7QO3449
        Sharp Corp/Japan
        000000000
        
          
        
        1095.00000000
        NS
        
        20417.52000000
        0.001029922730
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Banque Cantonale Vaudoise
        K1MOBB3OPSBBQO554R76
        Banque Cantonale Vaudoise
        000000000
        
          
        
        391.00000000
        NS
        
        36894.43000000
        0.001861068929
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
        
        1466.00000000
        NS
        USD
        234750.58000000
        0.011841543850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GFL Environmental Inc
        549300FYK4MBXWIVZU26
        GFL Environmental Inc
        36168Q104
        
          
        
        1369.00000000
        NS
        
        44637.98000000
        0.002251677493
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide Inc
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide Inc
        12541W209
        
          
        
        2891.00000000
        NS
        USD
        280484.82000000
        0.014148520082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd
        000000000
        
          
        
        11150.00000000
        NS
        
        96317.93000000
        0.004858573690
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleperformance
        9695004GI61FHFFNRG61
        Teleperformance
        000000000
        
          
        
        154.00000000
        NS
        
        59004.38000000
        0.002976363053
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        a2 Milk Co Ltd/The
        529900PVC9CV0KFA2U62
        a2 Milk Co Ltd/The
        000000000
        
          
        
        3611.00000000
        NS
        
        15382.87000000
        0.000775959444
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Brookfield Asset Management Inc
        C6J3FGIWG6MBDGTE8F80
        Brookfield Asset Management Inc
        112585104
        
          
        
        804.00000000
        NS
        
        40457.89000000
        0.002040820851
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG
        000000000
        
          
        
        1448.00000000
        NS
        
        135095.06000000
        0.006814611819
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
        
        252.00000000
        NS
        USD
        38838.24000000
        0.001959120706
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
        
        165.00000000
        NS
        USD
        26528.70000000
        0.001338189513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        000000000
        
          
        
        1666.00000000
        NS
        
        41441.41000000
        0.002090432636
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
        
        1180.00000000
        NS
        USD
        73301.60000000
        0.003697558961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keihan Holdings Co Ltd
        353800ADZSZ9AD39RL13
        Keihan Holdings Co Ltd
        000000000
        
          
        
        550.00000000
        NS
        
        17643.76000000
        0.000890005714
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735100
        
          
        
        3244.00000000
        NS
        USD
        390350.52000000
        0.019690485108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
        
        6808.00000000
        NS
        
        156418.53000000
        0.007890233464
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        AGL Energy Ltd
        549300QAZ8A74DEDXO80
        AGL Energy Ltd
        000000000
        
          
        
        10144.00000000
        NS
        
        64687.71000000
        0.003263047761
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Halma PLC
        2138007FRGLUR9KGBT40
        Halma PLC
        000000000
        
          
        
        3419.00000000
        NS
        
        126199.96000000
        0.006365915519
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
        
        7976.00000000
        NS
        USD
        423047.04000000
        0.021339798500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        000000000
        
          
        
        3630.00000000
        NS
        
        223379.99000000
        0.011267976194
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        1115.00000000
        NS
        USD
        161953.75000000
        0.008169447046
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
        
        4868.00000000
        NS
        USD
        321823.48000000
        0.016233769691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEI Investments Co
        5LJTIFADGZ6XH1RVOC11
        SEI Investments Co
        784117103
        
          
        
        1766.00000000
        NS
        USD
        112035.04000000
        0.005651393231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        000000000
        
          
        
        2883.00000000
        NS
        
        78828.20000000
        0.003976337724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ballard Power Systems Inc
        549300OHZ8BMF53YYS26
        Ballard Power Systems Inc
        000000000
        
          
        
        2070.00000000
        NS
        
        35863.66000000
        0.001809073709
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JUL21 30000 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -12974.01000000
        -0.00065444911
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            30000.00000000
            JPY
            2021-07-09
            XXXX
            8618.85000000
          
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        000000000
        
          
        
        4564.00000000
        NS
        
        52185.96000000
        0.002632420902
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        PCCW Ltd
        254900SI7GPUPA1TJX39
        PCCW Ltd
        000000000
        
          
        
        64218.00000000
        NS
        
        35512.08000000
        0.001791338928
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -3135.22000000
        -0.00015815017
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            120000.00000000
            NZD
            83788.44000000
            USD
            2021-06-16
            -3135.22000000
          
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corp
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp
        000000000
        
          
        
        4303.00000000
        NS
        
        103688.03000000
        0.005230344283
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp
        000000000
        
          
        
        2221.00000000
        NS
        
        43966.39000000
        0.002217800420
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        15412.00000000
        NS
        
        99651.57000000
        0.005026732781
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        Zillow Group Inc
        98954M101
        
          
        
        408.00000000
        NS
        USD
        48262.32000000
        0.002434500390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
        
        543.00000000
        NS
        
        64999.06000000
        0.003278753216
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-30
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  
  XXXX

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – 11.1%
 

Aerospace & Defense – 0.1%

  5,896      BAE Systems PLC   $            43,913
  222      Elbit Systems Ltd.   29,411
  376      General Dynamics Corp.   71,406
  1,295      Howmet Aerospace, Inc.*   45,947
  814      Huntington Ingalls Industries, Inc.   175,995
  643      L3Harris Technologies, Inc.   140,213
  505      Lockheed Martin Corp.   193,011
  782      Northrop Grumman Corp.   286,110
  1,270      Raytheon Technologies Corp.   112,662
  7,659      Singapore Technologies Engineering Ltd.   22,505
  111      Teledyne Technologies, Inc.*   46,561
  3,850      Textron, Inc.   263,609
  297      Thales SA   30,453
  234      The Boeing Co.*  

57,803

     1,519,599

 

 

 

Air Freight & Logistics – 0.1%

  2,891      C.H. Robinson Worldwide, Inc.   280,485
  10,499      Deutsche Post AG   713,156
  643      DSV PANALPINA A/S   156,757
  1,049      Expeditors International of Washington, Inc.   131,849
  1,160      FedEx Corp.   365,180
  1,570      SG Holdings Co. Ltd.   34,802
  1,555      United Parcel Service, Inc. Class B   333,703
  2,164      XPO Logistics, Inc.*   317,956
  2,846      Yamato Holdings Co. Ltd.  

77,760

     2,411,648

 

 

 

Airlines* – 0.0%

  360      Southwest Airlines Co.   22,126

 

 

 

Auto Components – 0.0%

  605      Aptiv PLC*   91,004
  3,965      BorgWarner, Inc.   203,365
  1,222      Bridgestone Corp.   54,125
  235      Cie Generale des Etablissements Michelin SCA   35,917
  799      Denso Corp.   54,538
  311      Lear Corp.   60,135
  1,244      Magna International, Inc.   125,095
  1,887      Sumitomo Electric Industries Ltd.   29,051
  502      Toyota Industries Corp.  

43,447

     696,677

 

 

 

Automobiles – 0.1%

  637      Bayerische Motoren Werke AG   67,622
  2,107      Daimler AG   196,578
  300      Ferrari NV   63,258
  29,715      Ford Motor Co.*   431,759
  2,527      General Motors Co.*   149,876
  4,700      Honda Motor Co. Ltd.   146,882
  411      Porsche Automobil Holding SE   45,725
  4,252      Stellantis NV   83,372
  1,277      Tesla, Inc.*   798,406
  2,703      Toyota Motor Corp.   224,319

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Automobiles – (continued)

  64      Volkswagen AG  

$            23,370

     2,231,167

 

 

 

Banks – 0.5%

  7,095      Australia & New Zealand Banking Group Ltd.   158,257
  4,450      Bank Hapoalim BM*   39,028
  15,743      Bank Leumi Le-Israel BM*   126,335
  19,788      Bank of America Corp.   838,813
  1,831      Bank of Montreal   192,232
  391      Banque Cantonale Vaudoise   36,894
  35,149      Barclays PLC   91,275
  2,077      BNP Paribas SA   142,991
  29,118      BOC Hong Kong Holdings Ltd.   107,404
  1,541      Canadian Imperial Bank of Commerce   181,723
  5,315      Citigroup, Inc.   418,344
  1,649      Citizens Financial Group, Inc.   82,285
  3,112      Commonwealth Bank of Australia   241,775
  3,311      Credit Agricole SA   49,627
  1,725      Danske Bank A/S   32,491
  4,329      DBS Group Holdings Ltd.   99,466
  2,734      DNB ASA   61,019
  2,099      Fifth Third Bancorp   88,452
  2,283      FinecoBank Banca Fineco SpA*   38,015
  398      First Republic Bank   76,193
  1,949      Hang Seng Bank Ltd.   41,547
  15,412      HSBC Holdings PLC   99,652
  2,966      Huntington Bancshares, Inc.   47,041
  4,891      ING Groep NV   68,440
  17,150      Intesa Sanpaolo SpA   50,352
  10,673      Israel Discount Bank Ltd. Class A*   54,710
  4,046      Japan Post Bank Co. Ltd.   34,877
  9,358      JPMorgan Chase & Co.   1,536,958
  381      KBC Group NV   31,190
  2,230      KeyCorp.   51,379
  439      M&T Bank Corp.   70,543
  3,912      Mediobanca Banca di Credito Finanziario SpA*   46,580
  21,923      Mitsubishi UFJ Financial Group, Inc.   125,907
  2,319      Mizrahi Tefahot Bank Ltd.*   70,101
  3,878      Mizuho Financial Group, Inc.   60,088
  4,993      National Australia Bank Ltd.   104,462
  3,794      National Bank of Canada   296,096
  7,738      Natwest Group PLC   22,675
  4,118      Nordea Bank Abp   44,736
  22,134      Oversea-Chinese Banking Corp. Ltd.   209,087
  1,006      Raiffeisen Bank International AG   23,974
  2,610      Regions Financial Corp.   61,100
  7,526      Resona Holdings, Inc.   32,376
  5,754      Royal Bank of Canada   598,334
  5,390      Skandinaviska Enskilda Banken AB Class A   69,648
  4,380      Standard Chartered PLC   31,512
  6,873      Sumitomo Mitsui Financial Group, Inc.   251,281
  1,315      Sumitomo Mitsui Trust Holdings, Inc.   45,972
  164      SVB Financial Group*   95,594

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Banks – (continued)

  4,564      Svenska Handelsbanken AB Class A   $            52,186
  29,440      The Bank of East Asia Ltd.   60,353
  2,606      The Bank of Nova Scotia   175,423
  694      The PNC Financial Services Group, Inc.   135,108
  2,903      The Shizuoka Bank Ltd.   23,255
  6,279      The Toronto-Dominion Bank   452,558
  1,413      Truist Financial Corp.   87,295
  2,824      U.S. Bancorp   171,643
  5,366      United Overseas Bank Ltd.   106,547
  6,569      Wells Fargo & Co.   306,904
  6,182      Westpac Banking Corp.  

126,586

  9,076,689

 

 

 

Beverages – 0.2%

  290      Anheuser-Busch InBev SA   21,961
  960      Asahi Group Holdings Ltd.   46,406
  1,475      Brown-Forman Corp. Class B   118,531
  433      Carlsberg AS Class B   79,528
  2,126      Coca-Cola European Partners PLC   128,666
  1,097      Coca-Cola HBC AG   39,919
  253      Constellation Brands, Inc. Class A   60,649
  3,438      Davide Campari-Milano NV   44,132
  1,934      Diageo PLC   93,264
  509      Heineken Holding NV   51,526
  440      Heineken NV   52,670
  2,683      Ito En Ltd.   152,144
  2,945      Keurig Dr Pepper, Inc.   108,847
  1,169      Kirin Holdings Co. Ltd.   23,624
  6,953      Molson Coors Beverage Co. Class B*   405,499
  3,384      Monster Beverage Corp.*   319,010
  4,518      PepsiCo, Inc.   668,393
  376      Pernod Ricard SA   83,011
  349      Remy Cointreau SA   72,789
  1,619      Suntory Beverage & Food Ltd.   60,415
  190      The Boston Beer Co., Inc. Class A*   201,050
  6,581      The Coca-Cola Co.  

363,863

  3,195,897

 

 

 

Biotechnology – 0.2%

  5,675      AbbVie, Inc.   642,410
  1,997      Alexion Pharmaceuticals, Inc.*   352,570
  1,515      Amgen, Inc.   360,479
  1,496      Biogen, Inc.*   400,150
  862      CSL Ltd.   192,523
  186      Genmab A/S*   75,976
  4,868      Gilead Sciences, Inc.   321,823
  2,486      Grifols SA   69,199
  1,060      Horizon Therapeutics PLC*   97,160
  3,263      Incyte Corp.*   273,374
  667      Moderna, Inc.*   123,402
  586      Novavax, Inc.*   86,505
  298      Regeneron Pharmaceuticals, Inc.*   149,724
  1,719      Seagen, Inc.*   267,047
  1,269      Vertex Pharmaceuticals, Inc.*  

264,751

  3,677,093

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Building Products – 0.1%

  1,336      A.O. Smith Corp.   $            94,950
  492      AGC, Inc.   21,509
  1,749      Allegion PLC   245,700
  1,075      Assa Abloy AB Class B   33,095
  2,707      Carrier Global Corp.   124,332
  3,123      Cie de Saint-Gobain*   209,637
  555      Daikin Industries Ltd.   110,987
  1,121      Fortune Brands Home & Security, Inc.   115,642
  122      Geberit AG   88,559
  2,127      Johnson Controls International PLC   141,531
  529      Kingspan Group PLC   50,282
  794      Lennox International, Inc.   277,844
  1,179      Lixil Corp.   31,970
  5,980      Masco Corp.   360,654
  6,008      Nibe Industrier AB   63,235
  2,425      Owens Corning   258,626
  100      Rockwool International A/S Class B   49,660
  790      Trane Technologies PLC   147,256
  25,678      Xinyi Glass Holdings Ltd.  

100,427

  2,525,896

 

 

 

Capital Markets – 0.4%

  1,266      3i Group PLC   22,277
  691      Ameriprise Financial, Inc.   179,549
  258      Amundi SA   22,935
  2,706      Apollo Global Management, Inc.   155,162
  938      ASX Ltd.   55,301
  272      BlackRock, Inc.   238,555
  804      Brookfield Asset Management, Inc. Class A   40,458
  462      Cboe Global Markets, Inc.   51,421
  318      CME Group, Inc.   69,566
  3,696      Credit Suisse Group AG   40,385
  5,673      Daiwa Securities Group, Inc.   32,816
  407      Deutsche Boerse AG   66,550
  2,099      EQT AB   76,272
  850      FactSet Research Systems, Inc.   284,206
  1,041      Franklin Resources, Inc.   35,613
  477      Futu Holdings Ltd. ADR*   67,863
  8,717      Hargreaves Lansdown PLC   204,267
  4,662      Hong Kong Exchanges & Clearing Ltd.   286,911
  1,471      IGM Financial, Inc.   54,150
  953      Intercontinental Exchange, Inc.   107,575
  9,859      Invesco Ltd.   281,277
  2,430      Japan Exchange Group, Inc.   56,646
  2,337      KKR & Co., Inc. Class A   130,147
  341      London Stock Exchange Group PLC   36,590
  683      Macquarie Group Ltd.   80,375
  2,863      Magellan Financial Group Ltd.   106,691
  428      MarketAxess Holdings, Inc.   199,679
  1,598      Moody’s Corp.   535,889
  5,831      Morgan Stanley   530,329
  236      MSCI, Inc.   110,479
  530      Nasdaq, Inc.   88,754
  594      Northern Trust Corp.   71,987

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Capital Markets – (continued)

  160      Partners Group Holding AG   $          241,497
  484      Raymond James Financial, Inc.   64,174
  1,082      S&P Global, Inc.   410,586
  645      Schroders PLC   32,488
  1,766      SEI Investments Co.   112,035
  33,802      Singapore Exchange Ltd.   265,329
  1,810      St. James’s Place PLC   35,807
  1,818      State Street Corp.   158,130
  1,300      T. Rowe Price Group, Inc.   248,755
  2,889      The Bank of New York Mellon Corp.   150,459
  2,913      The Blackstone Group, Inc.   269,948
  2,800      The Carlyle Group, Inc.   122,192
  2,862      The Charles Schwab Corp.   211,359
  498      TMX Group Ltd.   55,380
  681      Tradeweb Markets, Inc. Class A   57,054
  6,478      UBS Group AG  

105,567

     6,861,435

 

 

 

Chemicals – 0.2%

  724      Air Liquide SA   123,128
  281      Air Products & Chemicals, Inc.   84,204
  1,103      Akzo Nobel NV   140,825
  461      Albemarle Corp.   77,024
  1,411      Arkema SA   186,947
  908      BASF SE   74,339
  359      Celanese Corp.   59,397
  424      CF Industries Holdings, Inc.   22,544
  453      Chr Hansen Holding A/S   40,665
  1,919      Corteva, Inc.   87,315
  852      Covestro AG(a)   59,511
  937      Croda International PLC   92,736
  1,346      Dow, Inc.   92,093
  2,117      DuPont de Nemours, Inc.   179,077
  1,290      Eastman Chemical Co.   161,766
  817      Ecolab, Inc.   175,720
  77      EMS-Chemie Holding AG   72,307
  716      Evonik Industries AG   25,708
  268      FMC Corp.   31,273
  34      Givaudan SA   151,959
  274      International Flavors & Fragrances, Inc.   38,818
  914      Johnson Matthey PLC   39,428
  1,243      JSR Corp.   37,870
  490      Koninklijke DSM NV   90,292
  798      Linde PLC   239,879
  232      LyondellBasell Industries NV Class A   26,128
  5,794      Mitsubishi Chemical Holdings Corp.   46,827
  1,010      Mitsubishi Gas Chemical Co., Inc.   23,734
  2,131      Mitsui Chemicals, Inc.   72,083
  2,221      Nippon Sanso Holdings Corp.   43,966
  771      Nitto Denko Corp.   60,844
  898      Novozymes A/S Class B   65,535
  2,160      Nutrien Ltd.   134,333
  770      PPG Industries, Inc.   138,384
  831      RPM International, Inc.   77,723
  605      Shin-Etsu Chemical Co. Ltd.   104,807
  376      Sika AG   121,057
  312      Solvay SA   42,228
  576      Symrise AG   76,611

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Chemicals – (continued)

  4,908      The Mosaic Co.   $          177,375
  1,016      The Sherwin-Williams Co.   288,066
  3,799      Toray Industries, Inc.   25,067
  693      Yara International ASA  

36,968

     3,946,561

 

 

 

Commercial Services & Supplies – 0.1%

  5,689      Brambles Ltd.   47,634
  797      Cintas Corp.   281,772
  1,032      Copart, Inc.*   133,138
  1,156      Dai Nippon Printing Co. Ltd.   25,062
  1,369      GFL Environmental, Inc.   44,638
  5,644      Rentokil Initial PLC   37,860
  861      Republic Services, Inc.   94,004
  1,058      Ritchie Bros Auctioneers, Inc.   63,197
  9,657      Rollins, Inc.   329,207
  460      Secom Co. Ltd.   36,359
  4,454      Securitas AB Class B   72,924
  483      Sohgo Security Services Co. Ltd.   22,584
  796      Waste Connections, Inc.   96,666
  728      Waste Management, Inc.  

102,415

     1,387,460

 

 

 

Communications Equipment – 0.1%

  238      Arista Networks, Inc.*   80,772
  11,477      Cisco Systems, Inc.   607,133
  1,409      F5 Networks, Inc.*   261,271
  3,543      Juniper Networks, Inc.   93,287
  508      Motorola Solutions, Inc.   104,298
  7,364      Nokia Oyj*   38,425
  6,541      Telefonaktiebolaget LM Ericsson Class B  

87,732

     1,272,918

 

 

 

Construction & Engineering – 0.1%

  9,883      ACS Actividades de Construccion y Servicios SA   304,626
  878      Bouygues SA   35,705
  1,424      Eiffage SA   157,124
  1,279      Ferrovial SA   37,366
  2,597      Obayashi Corp.   22,072
  6,199      Skanska AB Class B   175,153
  1,724      Vinci SA   195,972
  4,824      WSP Global, Inc.  

547,150

     1,475,168

 

 

 

Construction Materials – 0.0%

  1,432      CRH PLC   74,918
  1,006      HeidelbergCement AG   91,947
  1,280      James Hardie Industries PLC   41,897
  1,594      LafargeHolcim Ltd.   95,367
  177      Martin Marietta Materials, Inc.   64,366
  244      Vulcan Materials Co.  

44,730

     413,225

 

 

 

Consumer Finance – 0.1%

  4,672      Ally Financial, Inc.   255,605
  1,466      American Express Co.   234,751
  1,298      Capital One Financial Corp.   208,692

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Consumer Finance – (continued)

  1,855      Discover Financial Services   $          217,517
  1      Isracard Ltd.*   3
  5,706      Synchrony Financial  

270,522

     1,187,090

 

 

 

Containers & Packaging – 0.1%

  2,459      Amcor PLC   29,016
  402      Avery Dennison Corp.   88,653
  768      Ball Corp.   63,099
  792      CCL Industries, Inc. Class B   44,693
  1,243      Crown Holdings, Inc.   128,327
  2,711      International Paper Co.   171,064
  296      Packaging Corp. of America   44,001
  672      Sealed Air Corp.   38,210
  4,627      Smurfit Kappa Group PLC   245,121
  3,985      Westrock Co.  

232,405

     1,084,589

 

 

 

Distributors – 0.0%

  1,869      Genuine Parts Co.   245,063
  6,659      LKQ Corp.*   339,343
  763      Pool Corp.  

333,088

     917,494

 

 

 

Diversified Financial Services – 0.1%

  4,442      Berkshire Hathaway, Inc. Class B*   1,285,693
  692      Equitable Holdings, Inc.   21,971
  342      Groupe Bruxelles Lambert SA   38,806
  1,425      Industrivarden AB Class A   58,081
  2,453      Industrivarden AB Class C   95,853
  6,808      Investor AB   156,419
  2,216      Kinnevik AB   80,224
  1,234      L E Lundbergforetagen AB Class B   75,775
  13,335      M&G PLC   46,115
  4,094      ORIX Corp.   72,328
  186      Sofina SA   76,308
  1,033      Tokyo Century Corp.   60,614
  1,647      Voya Financial, Inc.   107,911
  189      Wendel SE  

26,434

     2,202,532

 

 

 

Diversified Telecommunication Services – 0.2%

  20,535      AT&T, Inc.   604,345
  1,043      BCE, Inc.   51,854
  1,059      Cellnex Telecom SA(a)   64,245
  10,347      Deutsche Telekom AG   215,343
  848      Elisa Oyj   50,282
  37,703      HKT Trust and HKT Ltd.   51,503
  240      Iliad SA   39,405
  3,075      Infrastrutture Wireless Italiane SpA(a)   34,438
  11,358      Koninklijke KPN NV   37,968
  7,153      Liberty Global PLC Class A*   195,348
  8,081      Liberty Global PLC Class C*   219,965
  17,204      Lumen Technologies, Inc.   238,103
  10,490      Nippon Telegraph & Telephone Corp.   284,072
  3,682      Orange SA   46,987

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Diversified Telecommunication Services – (continued)

  15,280      Singapore Telecommunications Ltd.   $            27,708
  14,275      Spark New Zealand Ltd.   46,465
  153      Swisscom AG   86,431
  86,846      Telecom Italia SpA   46,497
  78,061      Telecom Italia SpA RSP   44,608
  8,726      Telefonica SA   42,987
  3,393      Telenor ASA   59,084
  8,289      Telia Co. AB   36,789
  16,665      Telstra Corp. Ltd.   44,871
  2,320      TELUS Corp.   52,352
  960      United Internet AG   40,038
  10,412      Verizon Communications, Inc.  

588,174

     3,249,862

 

 

 

Electric Utilities – 0.1%

  986      Alliant Energy Corp.   56,350
  926      American Electric Power Co., Inc.   79,636
  38,024      AusNet Services   51,489
  2,288      Chubu Electric Power Co., Inc.   27,305
  3,420      CLP Holdings Ltd.   35,292
  1,068      Duke Energy Corp.   107,035
  438      Edison International   24,471
  10,204      EDP - Energias de Portugal SA   59,454
  285      Elia Group SA   31,010
  930      Emera, Inc.   43,496
  2,652      Endesa SA   76,460
  11,616      Enel SpA   115,199
  357      Entergy Corp.   37,578
  743      Evergy, Inc.   46,059
  578      Eversource Energy   46,928
  2,468      Exelon Corp.   111,356
  1,038      Fortis, Inc.   47,361
  1,136      Fortum Oyj   32,815
  32,706      HK Electric Investments & HK Electric Investments Ltd.   33,290
  2,473      Hydro One Ltd.(a)   62,928
  13,369      Iberdrola SA   184,278
  11,187      Mercury NZ Ltd.   52,956
  3,339      NextEra Energy, Inc.   244,482
  8,570      NRG Energy, Inc.   275,526
  739      Orsted A/S(a)   113,015
  478      Pinnacle West Capital Corp.   40,429
  3,998      Power Assets Holdings Ltd.   25,084
  1,331      PPL Corp.   38,745
  2,047      Red Electrica Corp. SA   40,986
  1,906      SSE PLC   41,600
  6,654      Terna SpA   50,844
  1,224      The Southern Co.   78,238
  619      Verbund AG   57,279
  1,097      Xcel Energy, Inc.  

77,755

     2,446,729

 

 

 

Electrical Equipment – 0.1%

  4,330      ABB Ltd.   147,562
  823      AMETEK, Inc.   111,187
  1,115      Eaton Corp. PLC   161,954
  899      Emerson Electric Co.   86,025
  471      Fuji Electric Co. Ltd.   22,108
  312      Generac Holdings, Inc.*   102,561
  726      Legrand SA   76,155

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Electrical Equipment – (continued)

  2,971      Mitsubishi Electric Corp.   $            46,319
  837      Nidec Corp.   95,977
  1,957      Plug Power, Inc.*   60,080
  1,101      Prysmian SpA   38,012
  642      Rockwell Automation, Inc.   169,308
  1,076      Schneider Electric SE   171,256
  1,259      Sensata Technologies Holding PLC*   74,822
  1,063      Siemens Energy AG*   33,843
  1,624      Siemens Gamesa Renewable Energy SA*   53,676
  1,334      Sunrun, Inc.*   59,656
  2,705      Vestas Wind Systems A/S  

105,746

     1,616,247

 

 

 

Electronic Equipment, Instruments & Components – 0.1%

  1,540      Amphenol Corp. Class A   103,580
  3,244      Arrow Electronics, Inc.*   390,351
  1,258      Azbil Corp.   50,798
  2,651      CDW Corp.   438,528
  923      Cognex Corp.   73,277
  2,660      Corning, Inc.   116,056
  1,607      Halma PLC   59,317
  569      Hamamatsu Photonics KK   34,790
  6,672      Hexagon AB   95,490
  200      Hirose Electric Co. Ltd.   28,605
  807      Ibiden Co. Ltd.   37,256
  183      IPG Photonics Corp.*   38,295
  342      Keyence Corp.   169,056
  1,580      Keysight Technologies, Inc.*   224,960
  634      Kyocera Corp.   38,974
  1,314      Murata Manufacturing Co. Ltd.   99,532
  994      Omron Corp.   78,643
  253      TDK Corp.   31,861
  970      TE Connectivity Ltd.   131,610
  967      Trimble, Inc.*   75,223
  2,472      Venture Corp. Ltd.   35,957
  481      Zebra Technologies Corp. Class A*  

239,081

     2,591,240

 

 

 

Energy Equipment & Services – 0.0%

  6,825      Baker Hughes Co.   166,530
  6,220      Halliburton Co.   139,639
  2,574      Schlumberger N.V   80,643
  8,048      Tenaris SA  

91,900

     478,712

 

 

 

Entertainment – 0.1%

  2,276      Activision Blizzard, Inc.   221,341
  32,886      Bollore SA   170,225
  3,070      Capcom Co. Ltd.   98,665
  1,247      Electronic Arts, Inc.   178,234
  2,446      Embracer Group AB*   71,743
  932      Koei Tecmo Holdings Co. Ltd.   43,715
  479      Konami Holdings Corp.   30,912
  970      Liberty Media Corp.-Liberty Formula One Class C*   43,310
  461      Live Nation Entertainment, Inc.*   41,541
  797      Netflix, Inc.*   400,739
  1,675      Nexon Co. Ltd.   39,716

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Entertainment – (continued)

  214      Nintendo Co. Ltd.   $          132,512
  828      Roku, Inc.*   287,076
  179      Sea Ltd. ADR*   45,330
  1,122      Square Enix Holdings Co. Ltd.   60,297
  758      Take-Two Interactive Software, Inc.*   140,654
  2,535      The Walt Disney Co.*   452,878
  834      Toho Co. Ltd.   34,775
  1,312      Ubisoft Entertainment SA*   95,430
  2,042      Vivendi SE  

74,369

     2,663,462

 

 

 

Equity Real Estate Investment Trusts (REITs) – 0.2%

  526      Alexandria Real Estate Equities, Inc.   93,765
  382      American Tower Corp.   97,586
  10,532      Ascendas Real Estate Investment Trust   23,153
  194      AvalonBay Communities, Inc.   40,146
  629      Boston Properties, Inc.   73,945
  1,496      Camden Property Trust   187,568
  814      Canadian Apartment Properties REIT   37,248
  466      Crown Castle International Corp.   88,307
  10      Daiwa House REIT Investment Corp.   27,327
  4,704      Dexus   37,738
  1,606      Digital Realty Trust, Inc.   243,405
  882      Duke Realty Corp.   40,978
  109      Equinix, Inc.   80,302
  487      Equity LifeStyle Properties, Inc.   34,509
  484      Equity Residential   37,486
  99      Essex Property Trust, Inc.   29,234
  749      Extra Space Storage, Inc.   112,208
  13      GLP J-REIT   201
  6,503      Goodman Group   97,107
  1,001      Invitation Homes, Inc.   36,306
  2,073      Iron Mountain, Inc.   90,258
  4      Japan Real Estate Investment Corp.   24,249
  3,020      Link REIT   29,133
  23,558      Mapletree Logistics Trust   35,226
  1,154      Medical Properties Trust, Inc.   24,430
  773      Mid-America Apartment Communities, Inc.   124,221
  21      Nippon Prologis REIT, Inc.   65,013
  1,059      Prologis, Inc.   124,793
  604      Public Storage   170,618
  583      Realty Income Corp.   39,877
  955      Regency Centers Corp.   61,693
  222      SBA Communications Corp.   66,183
  5,894      Segro PLC   87,152
  10,224      Stockland   36,826
  764      Sun Communities, Inc.   127,909
  528      UDR, Inc.   25,149
  15      United Urban Investment Corp.   21,484
  1,171      Ventas, Inc.   64,932
  4,756      VICI Properties, Inc.   148,054
  5,315      Weyerhaeuser Co.   201,757
  433      WP Carey, Inc.  

32,670

     3,020,146

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Food & Staples Retailing – 0.3%

  2,009      Aeon Co. Ltd.   $          54,248
  3,664      Alimentation Couche-Tard, Inc. Class B   133,997
  7,061      Carrefour SA   143,672
  16,643      Coles Group Ltd.   213,182
  392      Cosmos Pharmaceutical Corp.   54,950
  1,523      Costco Wholesale Corp.   576,105
  11,664      Empire Co. Ltd. Class A   399,147
  892      Etablissements Franz Colruyt NV   54,344
  1,837      George Weston Ltd.   179,815
  1,271      ICA Gruppen AB   62,340
  58,395      J Sainsbury PLC   219,819
  12,025      Jeronimo Martins SGPS SA   232,642
  2,127      Kesko Oyj Class B   73,951
  1,322      Kobe Bussan Co. Ltd.   33,577
  15,057      Koninklijke Ahold Delhaize NV   438,344
  1,322      Lawson, Inc.   60,486
  3,630      Loblaw Cos. Ltd.   223,380
  1,273      Metro, Inc.   61,645
  2,493      Seven & i Holdings Co. Ltd.   109,717
  3,184      Sysco Corp.   257,904
  23,162      Tesco PLC   73,314
  13,425      The Kroger Co.   496,456
  1,474      Tsuruha Holdings, Inc.   179,319
  4,897      Walgreens Boots Alliance, Inc.   257,876
  6,579      Walmart, Inc.   934,415
  5,988      Welcia Holdings Co. Ltd.   184,544
  19,974      Wm Morrison Supermarkets PLC   50,110
  9,350      Woolworths Group Ltd.  

302,496

     6,061,795

 

 

 

Food Products – 0.2%

  4,941      Ajinomoto Co., Inc.   114,838
  2,653      Archer-Daniels-Midland Co.   176,504
  2,921      Associated British Foods PLC*   95,948
  16      Barry Callebaut AG   36,408
  1,510      Bunge Ltd.   131,098
  1,425      Campbell Soup Co.   69,355
  5      Chocoladefabriken Lindt & Spruengli AG   47,193
  5,477      Conagra Brands, Inc.   208,674
  3,958      Danone SA   282,145
  4,015      General Mills, Inc.   252,383
  1,685      Hormel Foods Corp.   81,790
  1,347      JDE Peet’s NV*   53,112
  1,263      Kellogg Co.   82,714
  334      Kerry Group PLC Class A   45,191
  531      Kikkoman Corp.   35,051
  361      Lamb Weston Holdings, Inc.   29,779
  1,075      McCormick & Co., Inc.   95,740
  646      MEIJI Holdings Co. Ltd.   40,149
  2,812      Mondelez International, Inc. Class A   178,646
  7,464      Nestle SA   921,939
  396      Nissin Foods Holdings Co. Ltd.   28,714
  4,833      Orkla ASA   50,401
  1,585      Saputo, Inc.   55,000
  1,467      The Hershey Co.   253,864
  1,587      The J.M. Smucker Co.   211,531
  6,058      The Kraft Heinz Co.   264,068

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Food Products – (continued)

  628      Toyo Suisan Kaisha Ltd.   $            25,599
  2,956      Tyson Foods, Inc. Class A   235,002
  109,723      WH Group Ltd.(a)   94,624
  28,291      Wilmar International Ltd.  

102,366

     4,299,826

 

 

 

Gas Utilities – 0.0%

  2,083      AltaGas Ltd.   41,348
  5,526      APA Group   39,282
  423      Atmos Energy Corp.   41,949
  1,419      Enagas SA   33,331
  21,641      Hong Kong & China Gas Co. Ltd.   38,096
  1,616      Naturgy Energy Group SA   42,289
  1,345      Osaka Gas Co. Ltd.   25,732
  8,515      Snam SpA   50,109
  535      Toho Gas Co. Ltd.   29,661
  6,761      UGI Corp.  

311,344

     653,141

 

 

 

Health Care Equipment & Supplies – 0.4%

  3,321      Abbott Laboratories   387,395
  945      ABIOMED, Inc.*   268,928
  456      Alcon, Inc.   31,728
  689      Align Technology, Inc.*   406,613
  1,058      Ambu A/S Class B   40,383
  1,170      Asahi Intecc Co. Ltd.   29,086
  1,581      Baxter International, Inc.   129,832
  562      Becton Dickinson & Co.   135,942
  1,057      BioMerieux   122,058
  2,004      Boston Scientific Corp.*   85,270
  311      Carl Zeiss Meditec AG   57,556
  1,085      Cochlear Ltd.   188,496
  904      Coloplast A/S Class B   143,454
  1,470      Danaher Corp.   376,526
  884      DENTSPLY SIRONA, Inc.   59,157
  362      DexCom, Inc.*   133,719
  934      DiaSorin SpA   164,136
  3,378      Edwards Lifesciences Corp.*   323,950
  2,547      Fisher & Paykel Healthcare Corp. Ltd.   53,913
  440      GN Store Nord A/S   37,389
  1,754      Hologic, Inc.*   110,607
  2,216      Hoya Corp.   291,185
  1,031      IDEXX Laboratories, Inc.*   575,411
  674      Insulet Corp.*   181,758
  198      Intuitive Surgical, Inc.*   166,752
  2,907      Koninklijke Philips NV   164,264
  683      Masimo Corp.*   147,255
  1,250      Medtronic PLC   158,238
  1,735      Novocure Ltd.*   353,940
  8,772      Olympus Corp.   186,880
  1,448      ResMed, Inc.   298,071
  803      Siemens Healthineers AG(a)   45,230
  6,236      Smith & Nephew PLC   135,838
  146      Sonova Holding AG*   51,614
  433      STERIS PLC   82,642
  125      Straumann Holding AG   195,674
  679      Stryker Corp.   173,328
  775      Sysmex Corp.   80,365
  144      Teleflex, Inc.   57,915
  1,202      Terumo Corp.   46,405

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Health Care Equipment & Supplies – (continued)

  180      The Cooper Cos., Inc.   $            70,821
  492      West Pharmaceutical Services, Inc.   170,975
  332      Zimmer Biomet Holdings, Inc.  

55,886

     6,976,585

 

 

 

Health Care Providers & Services – 0.3%

  1,678      AmerisourceBergen Corp.   192,534
  733      Amplifon SpA   34,440
  723      Anthem, Inc.   287,913
  3,515      Cardinal Health, Inc.   197,086
  2,915      Centene Corp.*   214,544
  1,735      Cigna Corp.   449,105
  6,115      CVS Health Corp.   528,581
  2,262      DaVita, Inc.*   271,598
  1,392      Fresenius Medical Care AG & Co. KGaA   111,518
  2,336      Fresenius SE & Co. KGaA   126,985
  1,310      HCA Healthcare, Inc.   281,375
  3,162      Henry Schein, Inc.*   240,439
  570      Humana, Inc.   249,489
  1,455      Laboratory Corp. of America Holdings*   399,368
  1,470      McKesson Corp.   282,813
  3,205      Medipal Holdings Corp.   61,076
  358      Molina Healthcare, Inc.*   89,987
  452      Oak Street Health, Inc.*   27,296
  1,559      Quest Diagnostics, Inc.   205,274
  2,188      Sonic Healthcare Ltd.   58,780
  2,952      UnitedHealth Group, Inc.   1,215,988
  1,164      Universal Health Services, Inc. Class B  

185,809

     5,711,998

 

 

 

Health Care Technology – 0.0%

  3,888      Cerner Corp.   304,236
  1,242      M3, Inc.   83,433
  242      Teladoc Health, Inc.*   36,440
  879      Veeva Systems, Inc. Class A*  

256,088

     680,197

 

 

 

Hotels, Restaurants & Leisure – 0.2%

  5,147      Aramark   192,241
  1,836      Aristocrat Leisure Ltd.   59,397
  68      Booking Holdings, Inc.*   160,585
  745      Caesars Entertainment, Inc.*   80,050
  80      Chipotle Mexican Grill, Inc.*   109,758
  297      Darden Restaurants, Inc.   42,539
  509      Domino’s Pizza Enterprises Ltd.   42,193
  928      Domino’s Pizza, Inc.   396,135
  7,042      Entain PLC*   164,654
  898      Evolution AB(a)   167,576
  456      Expedia Group, Inc.*   80,689
  382      Flutter Entertainment PLC*   71,384
  919      Hilton Worldwide Holdings, Inc.*   115,123
  6,142      La Francaise des Jeux SAEM(a)   346,454
  740      Marriott International, Inc. Class A*   106,249
  1,278      McDonald’s Corp.   298,911
  779      McDonald’s Holdings Co. Japan Ltd.   34,927

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Hotels, Restaurants & Leisure – (continued)

  1,751      MGM Resorts International   $            75,065
  303      Oriental Land Co. Ltd.   44,855
  1,792      Starbucks Corp.   204,073
  5,559      Tabcorp Holdings Ltd.   22,193
  85      Vail Resorts, Inc.*   27,785
  2,750      Yum! Brands, Inc.  

329,918

     3,172,754

 

 

 

Household Durables – 0.1%

  8,407      Barratt Developments PLC   89,979
  413      Berkeley Group Holdings PLC   27,372
  1,106      D.R. Horton, Inc.   105,391
  4,867      Electrolux AB Class B   138,556
  715      Garmin Ltd.   101,701
  8,590      Husqvarna AB Class B   126,526
  1,993      Iida Group Holdings Co. Ltd.   53,591
  1,969      Lennar Corp. Class A   194,951
  1,402      Mohawk Industries, Inc.*   295,373
  5,046      Newell Brands, Inc.   144,770
  25      NVR, Inc.*   122,181
  5,756      Panasonic Corp.   65,375
  2,135      PulteGroup, Inc.   123,381
  247      Rinnai Corp.   24,552
  2,053      SEB SA   385,218
  3,934      Sekisui House Ltd.   82,795
  2,749      Sony Group Corp.   273,351
  688      Whirlpool Corp.  

163,118

     2,518,181

 

 

 

Household Products – 0.1%

  1,266      Church & Dwight Co., Inc.   108,534
  5,593      Colgate-Palmolive Co.   468,582
  1,335      Essity AB Class B   46,207
  1,180      Henkel AG & Co. KGaA   126,893
  1,819      Kimberly-Clark Corp.   237,616
  2,631      Lion Corp.   46,343
  2,511      Pigeon Corp.   72,376
  1,594      Reckitt Benckiser Group PLC   143,777
  1,775      The Clorox Co.   313,696
  5,715      The Procter & Gamble Co.   770,668
  1,362      Unicharm Corp.  

54,077

     2,388,769

 

 

 

Independent Power and Renewable Electricity Producers – 0.0%

  1,834      EDP Renovaveis SA   43,611
  10,642      Meridian Energy Ltd.   39,659
  1,643      Northland Power, Inc.   54,973
  4,771      The AES Corp.   121,231
  3,652      Uniper SE   134,114
  17,160      Vistra Corp.  

277,477

     671,065

 

 

 

Industrial Conglomerates – 0.1%

  1,292      3M Co.   262,328
  21,501      CK Hutchison Holdings Ltd.   171,414
  253      DCC PLC   21,483
  14,256      General Electric Co.   200,439
  3,116      Hitachi Ltd.   164,179

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Industrial Conglomerates – (continued)

  817      Honeywell International, Inc.   $          188,654
  2,127      Investment AB Latour Class B   71,986
  1,385      Jardine Matheson Holdings Ltd.   89,766
  19,047      Melrose Industries PLC   46,554
  226      Roper Technologies, Inc.   101,702
  1,427      Siemens AG  

234,224

     1,552,729

 

 

 

Insurance – 0.4%

  8,122      Admiral Group PLC   338,197
  2,561      Aflac, Inc.   145,157
  1,306      Ageas SA   84,491
  19,958      AIA Group Ltd.   266,366
  43      Alleghany Corp.*   30,813
  1,201      Allianz SE   318,939
  338      American Financial Group, Inc.   44,974
  1,395      Aon PLC Class A   353,451
  3,046      Arch Capital Group Ltd.*   121,505
  1,384      Arthur J. Gallagher & Co.   202,908
  7,809      Assicurazioni Generali SpA   160,379
  525      Assurant, Inc.   84,604
  2,337      Athene Holding Ltd. Class A*   146,366
  20,657      Aviva PLC   120,377
  4,282      AXA SA   119,205
  475      Baloise Holding AG   79,077
  1,605      Brown & Brown, Inc.   84,295
  930      Chubb Ltd.   158,091
  290      Cincinnati Financial Corp.   35,296
  3,785      CNP Assurances   69,590
  2,060      Dai-ichi Life Holdings, Inc.   43,095
  22,196      Direct Line Insurance Group PLC   93,705
  653      Erie Indemnity Co. Class A   131,338
  237      Everest Re Group Ltd.   61,611
  103      Fairfax Financial Holdings Ltd.   48,377
  1,837      Fidelity National Financial, Inc.   86,321
  4,939      Gjensidige Forsikring ASA   111,264
  828      Globe Life, Inc.   87,288
  4,402      Great-West Lifeco, Inc.   135,334
  548      Hannover Rueck SE   95,914
  4,252      iA Financial Corp., Inc.   244,656
  7,993      Insurance Australia Group Ltd.   30,813
  739      Intact Financial Corp.   100,348
  7,225      Japan Post Holdings Co. Ltd.   60,897
  23,802      Legal & General Group PLC   95,958
  2,384      Lincoln National Corp.   166,379
  383      Loews Corp.   22,360
  5,208      Manulife Financial Corp.   108,812
  28      Markel Corp.*   34,314
  1,679      Marsh & McLennan Cos., Inc.   232,290
  12,505      Medibank Pvt. Ltd.   30,222
  3,382      MetLife, Inc.   221,048
  1,397      MS&AD Insurance Group Holdings, Inc.   42,798
  371      Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen   106,788
  2,321      NN Group NV   118,134
  2,999      Phoenix Group Holdings PLC   31,305
  6,961      Poste Italiane SpA(a)   97,600
  8,464      Power Corp. of Canada   276,049
  1,436      Principal Financial Group, Inc.   93,900
  643      Reinsurance Group of America, Inc.   81,037

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Insurance – (continued)

  252      RenaissanceRe Holdings Ltd.   $            38,838
  5,437      RSA Insurance Group Ltd.   52,783
  878      Sompo Holdings, Inc.   35,324
  1,730      Sun Life Financial, Inc.   93,184
  11,150      Suncorp Group Ltd.   96,318
  352      Swiss Life Holding AG   183,525
  267      Swiss Re AG   25,816
  2,559      The Allstate Corp.   349,585
  1,442      The Hartford Financial Services Group, Inc.   94,235
  2,898      The Progressive Corp.   287,134
  878      The Travelers Cos., Inc.   140,217
  1,160      Tokio Marine Holdings, Inc.   54,368
  1,146      Tryg A/S   27,215
  494      W.R. Berkley Corp.   38,527
  592      Willis Towers Watson PLC   154,725
  380      Zurich Insurance Group AG  

159,828

     7,885,658

 

 

 

Interactive Media & Services – 0.4%

  2,697      Adevinta ASA*   52,311
  813      Alphabet, Inc. Class A*   1,916,119
  877      Alphabet, Inc. Class C*   2,114,938
  34,991      Auto Trader Group PLC*(a)   278,439
  7,528      Facebook, Inc. Class A*   2,474,679
  353      IAC/InterActiveCorp*   56,293
  2,317      Match Group, Inc.*   332,211
  2,339      Pinterest, Inc. Class A*   152,737
  1,110      REA Group Ltd.   140,849
  601      Scout24 AG(a)   48,906
  1,680      SEEK Ltd.   40,262
  2,631      Snap, Inc. Class A*   163,438
  2,144      Twitter, Inc.*   124,352
  —      Vimeo, Inc.*   4
  9,699      Z Holdings Corp.   46,264
  408      Zillow Group, Inc. Class A*   48,262
  656      Zillow Group, Inc. Class C*  

76,962

     8,067,026

 

 

 

Internet & Direct Marketing Retail – 0.4%

  1,389      Amazon.com, Inc.*   4,476,844
  1,289      Chewy, Inc. Class A*   94,896
  460      Delivery Hero SE*(a)   62,231
  5,246      eBay, Inc.   319,377
  1,392      Etsy, Inc.*   229,304
  3,143      HelloFresh SE*   284,154
  105      MercadoLibre, Inc.*   142,660
  796      Mercari, Inc.*   37,737
  887      Prosus NV   91,896
  9,073      Rakuten Group, Inc.   105,087
  1,794      Wayfair, Inc. Class A*   549,933
  3,533      Zalando SE*(a)   377,367
  7,864      ZOZO, Inc.  

267,551

     7,039,037

 

 

 

IT Services – 0.4%

  2,719      Accenture PLC Class A   767,193
  50      Adyen NV*(a)   115,723
  669      Afterpay Ltd.*   48,316
  897      Akamai Technologies, Inc.*   102,446

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

IT Services – (continued)

  3,865      Atos SE   $          258,471
  810      Automatic Data Processing, Inc.   158,776
  169      Bechtle AG   32,710
  1,650      Black Knight, Inc.*   121,094
  619      Broadridge Financial Solutions, Inc.   98,718
  976      Capgemini SE   182,483
  2,194      CGI, Inc.*   196,108
  4,893      Cognizant Technology Solutions Corp. Class A   350,143
  654      Edenred   36,017
  373      EPAM Systems, Inc.*   178,145
  2,237      Fidelity National Information Services, Inc.   333,268
  2,679      Fiserv, Inc.*   308,621
  563      FleetCor Technologies, Inc.*   154,510
  745      Fujitsu Ltd.   121,526
  1,166      Gartner, Inc.*   270,325
  1,030      Global Payments, Inc.   199,521
  323      GMO Payment Gateway, Inc.   38,633
  859      GoDaddy, Inc. Class A*   69,545
  4,016      International Business Machines Corp.   577,260
  1,107      Itochu Techno-Solutions Corp.   35,130
  493      Jack Henry & Associates, Inc.   75,996
  1,939      Mastercard, Inc. Class A   699,165
  277      MongoDB, Inc.*   80,867
  1,731      NEC Corp.   80,911
  1,492      Nomura Research Institute Ltd.   47,536
  2,940      NTT Data Corp.   47,537
  376      Obic Co. Ltd.   70,436
  496      Okta, Inc.*   110,330
  522      Otsuka Corp.   28,202
  1,624      Paychex, Inc.   164,251
  2,155      PayPal Holdings, Inc.*   560,343
  176      Shopify, Inc. Class A*   218,887
  208      Snowflake, Inc. Class A*   49,510
  846      Square, Inc. Class A*   188,252
  8,664      The Western Union Co.   212,008
  356      Twilio, Inc. Class A*   119,616
  1,099      VeriSign, Inc.*   241,692
  3,198      Visa, Inc. Class A   726,905
  994      Wix.com Ltd.*  

258,301

     8,735,427

 

 

 

Leisure Products – 0.0%

  712      Bandai Namco Holdings, Inc.   51,118
  410      Hasbro, Inc.   39,348
  740      Peloton Interactive, Inc. Class A*   81,629
  170      Shimano, Inc.  

38,713

     210,808

 

 

 

Life Sciences Tools & Services – 0.1%

  442      10X Genomics, Inc. Class A*   79,560
  1,359      Agilent Technologies, Inc.   187,719
  191      Bio-Rad Laboratories, Inc. Class A*   115,053
  340      Charles River Laboratories International, Inc.*   114,917
  727      Eurofins Scientific SE*   77,888
  298      Illumina, Inc.*   120,881

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Life Sciences Tools & Services – (continued)

  512      IQVIA Holdings, Inc.*   $          122,962
  110      Lonza Group AG   71,110
  367      Mettler-Toledo International, Inc.*   477,449
  865      PerkinElmer, Inc.   125,485
  914      PPD, Inc.*   42,154
  1,504      QIAGEN NV*   74,570
  488      Sartorius Stedim Biotech   211,531
  933      Thermo Fisher Scientific, Inc.   438,043
  844      Waters Corp.*  

271,979

     2,531,301

 

 

 

Machinery – 0.2%

  608      Alfa Laval AB   22,674
  836      Alstom SA*   47,174
  1,301      Atlas Copco AB Class A   79,658
  1,042      Atlas Copco AB Class B   54,308
  1,123      Caterpillar, Inc.   270,733
  6,038      CNH Industrial NV   103,815
  1,232      Cummins, Inc.   316,969
  502      Daifuku Co. Ltd.   43,246
  808      Deere & Co.   291,769
  779      Dover Corp.   117,239
  4,408      Epiroc AB   96,782
  231      FANUC Corp.   55,380
  640      Fortive Corp.   46,413
  987      GEA Group AG   42,944
  474      Harmonic Drive Systems, Inc.   25,940
  339      IDEX Corp.   75,482
  874      Illinois Tool Works, Inc.   202,558
  868      Ingersoll Rand, Inc.*   43,087
  866      KION Group AG   92,069
  741      Knorr-Bremse AG   92,115
  1,111      Komatsu Ltd.   33,491
  770      Kone Oyj Class B   62,644
  2,478      Kubota Corp.   57,003
  502      Kurita Water Industries Ltd.   23,790
  2,964      MISUMI Group, Inc.   95,777
  787      Miura Co. Ltd.   35,960
  706      Nabtesco Corp.   32,805
  224      Nordson Corp.   49,659
  1,409      Otis Worldwide Corp.   110,367
  959      PACCAR, Inc.   87,806
  1,060      Parker-Hannifin Corp.   326,639
  597      Pentair PLC   41,175
  37      Rational AG   33,639
  1,093      Sandvik AB   29,055
  407      Schindler Holding AG   119,722
  65      SMC Corp.   39,107
  1,517      Snap-on, Inc.   386,258
  439      Spirax-Sarco Engineering PLC   78,909
  588      Stanley Black & Decker, Inc.   127,478
  12,552      Techtronic Industries Co. Ltd.   236,281
  839      Volvo AB   22,741
  2,002      Volvo AB Class B   52,763
  1,570      Westinghouse Air Brake Technologies Corp.   129,933
  680      Xylem, Inc.   80,322
  800      Yaskawa Electric Corp.  

37,903

     4,451,582

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Marine – 0.1%

  129      AP Moller - Maersk A/S Class A   $          340,035
  122      AP Moller - Maersk A/S Class B   336,488
  1,108      Kuehne & Nagel International AG   374,065
  980      Nippon Yusen KK  

39,926

     1,090,514

 

 

 

Media – 0.2%

  45      Cable One, Inc.   81,700
  421      Charter Communications, Inc. Class A*   292,397
  13,055      Comcast Corp. Class A   748,574
  20,280      CyberAgent, Inc.   403,310
  2,749      Dentsu Group, Inc.   95,668
  7,658      Discovery, Inc. Class A*   245,898
  9,343      Discovery, Inc. Class C*   280,757
  6,246      Fox Corp. Class A   233,288
  6,058      Fox Corp. Class B   219,784
  2,474      Hakuhodo DY Holdings, Inc.   42,068
  543      Liberty Broadband Corp. Class A*   87,999
  592      Liberty Broadband Corp. Class C*   98,444
  4,541      Liberty Media Corp.-Liberty SiriusXM Class A*   198,260
  4,473      Liberty Media Corp.-Liberty SiriusXM Class C*   194,620
  11,532      News Corp. Class A   311,249
  2,338      Omnicom Group, Inc.   192,277
  4,716      Pearson PLC   54,830
  2,256      Publicis Groupe SA   152,497
  1,596      Quebecor, Inc. Class B   43,373
  871      Schibsted ASA Class A   42,453
  2,073      Schibsted ASA Class B   85,865
  11,214      Sirius XM Holdings, Inc.   70,088
  6,456      The Interpublic Group of Cos., Inc.   217,503
  4,879      ViacomCBS, Inc. Class B   206,967
  9,200      WPP PLC  

127,085

     4,726,954

 

 

 

Metals & Mining – 0.2%

  2,215      Anglo American PLC   98,331
  3,152      Antofagasta PLC   69,007
  11,926      ArcelorMittal SA*   385,715
  11,499      B2Gold Corp.   58,825
  4,303      Barrick Gold Corp.   103,688
  4,800      BHP Group Ltd.   177,795
  3,782      BHP Group PLC   114,045
  14,188      BlueScope Steel Ltd.   234,232
  603      Boliden AB   24,223
  18,176      Evraz PLC   164,131
  3,082      First Quantum Minerals Ltd.   76,664
  10,585      Fortescue Metals Group Ltd.   180,774
  3,127      Freeport-McMoRan, Inc.   133,585
  25,606      Glencore PLC   116,483
  9,749      Ivanhoe Mines, Ltd. Class A*   71,743
  8,985      Kinross Gold Corp.   72,814
  1,262      Kirkland Lake Gold Ltd.   54,698
  4,858      Lundin Mining Corp.   52,157
  1,903      Newcrest Mining Ltd.   41,155
  2,181      Newmont Corp.   160,260

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Metals & Mining – (continued)

  16,842      Norsk Hydro ASA   $          109,117
  3,676      Northern Star Resources Ltd.   32,309
  2,217      Nucor Corp.   227,331
  1,072      Rio Tinto Ltd.   101,684
  1,918      Rio Tinto PLC   164,945
  87,313      South32 Ltd.   201,946
  1,153      Steel Dynamics, Inc.   71,982
  818      Sumitomo Metal Mining Co. Ltd.   36,529
  1,740      Teck Resources Ltd. Class B   42,922
  4,129      voestalpine AG   185,342
  8,134      Yamana Gold, Inc.  

42,621

     3,607,053

 

 

 

Mortgage Real Estate Investment Trusts (REITs) – 0.0%

  7,026      AGNC Investment Corp.   130,262
  15,267      Annaly Capital Management, Inc.  

141,525

     271,787

 

 

 

Multi-Utilities – 0.1%

  15,326      AGL Energy Ltd.   97,733
  1,530      Algonquin Power & Utilities Corp.   23,367
  674      Ameren Corp.   56,751
  954      Canadian Utilities Ltd. Class A   27,561
  932      CenterPoint Energy, Inc.   23,580
  890      CMS Energy Corp.   55,838
  731      Consolidated Edison, Inc.   56,462
  891      Dominion Energy, Inc.   67,841
  533      DTE Energy Co.   73,549
  5,759      E.ON SE   70,038
  7,476      Engie SA   111,724
  6,219      National Grid PLC   83,011
  1,593      NiSource, Inc.   40,621
  1,180      Public Service Enterprise Group, Inc.   73,301
  3,727      RWE AG   141,626
  354      Sempra Energy   47,963
  7,265      Suez SA   176,952
  2,467      Veolia Environnement SA   77,786
  648      WEC Energy Group, Inc.  

60,854

     1,366,558

 

 

 

Multiline Retail – 0.1%

  789      Canadian Tire Corp. Ltd. Class A   135,039
  1,470      Dollar General Corp.   298,351
  2,091      Dollar Tree, Inc.*   203,872
  2,821      Dollarama, Inc.   123,390
  2,234      Next PLC*   257,988
  1,184      Pan Pacific International Holdings Corp.   23,678
  7,530      Ryohin Keikaku Co. Ltd.   144,750
  3,622      Target Corp.   821,904
  8,260      Wesfarmers Ltd.  

353,964

     2,362,936

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Oil, Gas & Consumable Fuels – 0.1%

  1,156      Ampol Ltd.   $             26,017
  7,896      BP PLC   34,397
  2,494      Cameco Corp.   49,775
  1,111      Canadian Natural Resources Ltd.   38,488
  936      Cheniere Energy, Inc.*   79,466
  1,581      Chevron Corp.   164,092
  924      Devon Energy Corp.   24,541
  1,122      Enbridge, Inc.   43,160
  15,230      ENEOS Holdings, Inc.   62,898
  594      EOG Resources, Inc.   47,722
  4,246      Exxon Mobil Corp.   247,839
  11,859      Kinder Morgan, Inc.   217,494
  922      Koninklijke Vopak NV   43,691
  1,020      Marathon Petroleum Corp.   63,036
  1,026      Neste Oyj   67,672
  2,614      Occidental Petroleum Corp.   67,859
  1,954      OMV AG   113,369
  1,908      Parkland Corp.   62,529
  6,516      Repsol SA   87,172
  9,614      Royal Dutch Shell PLC Class A   183,465
  8,927      Royal Dutch Shell PLC Class B   162,304
  514      TC Energy Corp.   21,734
  1,722      The Williams Cos., Inc.   45,357
  1,269      TOTAL SE   59,187
  1,252      Valero Energy Corp.   100,661
  2,338      Washington H Soul Pattinson & Co. Ltd.   53,579
    

 

     2,167,504

 

 

 

Paper & Forest Products – 0.0%

  1,106      Mondi PLC   29,869
  4,380      Oji Holdings Corp.   26,229
  2,047      Stora Enso Oyj Class R   36,467
  2,653      Svenska Cellulosa AB SCA Class B   44,358
  1,282      UPM-Kymmene Oyj   48,954
  1,209      West Fraser Timber Co. Ltd.   93,493
    

 

     279,370

 

 

 

Personal Products – 0.1%

  1,124      Beiersdorf AG   133,255
  472      Kao Corp.   28,978
  323      Kobayashi Pharmaceutical Co. Ltd.   28,636
  902      Kose Corp.   143,920
  1,303      L’Oreal SA   589,894
  5,298      Pola Orbis Holdings, Inc.   138,186
  2,341      Shiseido Co. Ltd.   169,167
  1,777      The Estee Lauder Cos., Inc. Class A   544,686
  3,793      Unilever PLC   227,347
    

 

     2,004,069

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Pharmaceuticals – 0.5%

  11,771      Astellas Pharma, Inc.   $          187,818
  2,903      AstraZeneca PLC   330,865
  1,418      Bausch Health Cos., Inc.*   45,590
  1,179      Bayer AG   75,154
  8,431      Bristol-Myers Squibb Co.   554,085
  808      Catalent, Inc.*   84,703
  2,739      Chugai Pharmaceutical Co. Ltd.   103,644
  3,015      Daiichi Sankyo Co. Ltd.   69,189
  1,057      Eisai Co. Ltd.   70,902
  894      Elanco Animal Health, Inc.*   32,166
  2,834      Eli Lilly & Co.   566,063
  12,934      GlaxoSmithKline PLC   246,701
  2,520      Hikma Pharmaceuticals PLC   87,288
  4,668      Ipsen SA   487,272
  1,839      Jazz Pharmaceuticals PLC*   327,581
  7,896      Johnson & Johnson   1,336,398
  1,196      Kyowa Kirin Co. Ltd.   36,373
  7,166      Merck & Co., Inc.   543,828
  1,592      Merck KGaA   286,180
  4,550      Novartis AG   401,950
  5,249      Novo Nordisk A/S Class B   414,387
  2,118      Ono Pharmaceutical Co. Ltd.   48,270
  3,855      Orion Oyj Class B   170,205
  881      Otsuka Holdings Co. Ltd.   36,938
  11,978      Pfizer, Inc.   463,908
  2,657      Recordati Industria Chimica e Farmaceutica SpA   148,086
  2,472      Roche Holding AG (Pharmaceuticals)   867,434
  758      Royalty Pharma PLC Class A   30,411
  2,942      Sanofi   314,774
  517      Shionogi & Co. Ltd.   26,417
  7,289      Sumitomo Dainippon Pharma Co. Ltd.   139,870
  1,029      Taisho Pharmaceutical Holdings Co. Ltd.   58,711
  2,848      Takeda Pharmaceutical Co. Ltd.   97,320
  18,440      Teva Pharmaceutical Industries Ltd. ADR*   191,776
  1,539      UCB SA   144,458
  17,127      Viatris, Inc.   261,015
  1,414      Zoetis, Inc.   249,826
    

 

     9,537,556

 

 

 

Professional Services – 0.2%

  1,291      Adecco Group AG   89,351
  2,358      Booz Allen Hamilton Holding Corp.   200,265
  1,137      Bureau Veritas SA*   34,863
  48      CoStar Group, Inc.*   40,992
  206      Equifax, Inc.   48,418
  1,370      Experian PLC   52,490
  1,003      IHS Markit Ltd.   105,626
  483      Intertek Group PLC   37,129
  1,040      Jacobs Engineering Group, Inc.   147,763
  3,445      Leidos Holdings, Inc.   353,974
  1,476      Nihon M&A Center, Inc.   35,912

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Professional Services – (continued)

  5,442      Persol Holdings Co. Ltd.   $          105,656
  2,621      Randstad NV   204,102
  5,854      Recruit Holdings Co. Ltd.   300,053
  6,032      RELX PLC   157,116
  7,578      Robert Half International, Inc.   672,851
  130      SGS SA   406,153
  154      Teleperformance   59,004
  460      Thomson Reuters Corp.   45,054
  450      TransUnion   48,150
  398      Verisk Analytics, Inc.   68,786
  1,605      Wolters Kluwer NV   154,139
    

 

     3,367,847

 

 

 

Real Estate Management & Development – 0.1%

  390      Azrieli Group Ltd.   29,638
  9,284      CapitaLand Ltd.   25,666
  5,031      CBRE Group, Inc. Class A*   441,621
  11,922      CK Asset Holdings Ltd.   81,169
  972      Daito Trust Construction Co. Ltd.   105,832
  1,604      Deutsche Wohnen SE   102,124
  9,159      ESR Cayman Ltd.*(a)   29,254
  490      FirstService Corp.   79,496
  11,134      Hang Lung Properties Ltd.   28,790
  6,848      Henderson Land Development Co. Ltd.   33,019
  4,562      Hongkong Land Holdings Ltd.   22,343
  378      LEG Immobilien SE   55,615
  13,858      Sino Land Co. Ltd.   22,120
  3,573      Sun Hung Kai Properties Ltd.   55,799
  10,882      Swire Pacific Ltd. Class A   84,706
  7,215      Swire Properties Ltd.   21,751
  474      Swiss Prime Site AG   48,676
  1,331      Vonovia SE   83,546
    

 

     1,351,165

 

 

 

Road & Rail – 0.1%

  183      AMERCO   105,232
  8,352      Aurizon Holdings Ltd.   23,519
  984      Canadian National Railway Co.   110,777
  1,590      Canadian Pacific Railway Ltd.   129,116
  1,119      CSX Corp.   112,034
  569      J.B. Hunt Transport Services, Inc.   97,606
  386      Kansas City Southern   114,905
  5,699      Knight-Swift Transportation Holdings, Inc.   272,013
  3,927      MTR Corp. Ltd.   22,245
  276      Nippon Express Co. Ltd.   22,316
  647      Norfolk Southern Corp.   181,742
  413      Old Dominion Freight Line, Inc.   109,631
  948      Uber Technologies, Inc.*   48,187
  1,016      Union Pacific Corp.   228,326
    

 

     1,577,649

 

 

 

Semiconductors & Semiconductor Equipment – 0.5%

  6,306      Advanced Micro Devices, Inc.*   504,984
  1,298      Advantest Corp.   113,919
  621      Analog Devices, Inc.   102,217
  3,847      Applied Materials, Inc.   531,386
  227      ASM International NV   70,996

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Semiconductors & Semiconductor Equipment (continued)

  774      ASML Holding NV   $       522,907
  1,123      Broadcom, Inc.   530,427
  82      Disco Corp.   24,931
  499      Enphase Energy, Inc.*   71,382
  1,962      Infineon Technologies AG   79,337
  16,309      Intel Corp.   931,570
  549      KLA Corp.   173,973
  447      Lam Research Corp.   290,483
  506      Lasertec Corp.   89,137
  1,348      Marvell Technology, Inc.   65,108
  2,095      Maxim Integrated Products, Inc.   213,711
  1,086      Microchip Technology, Inc.   170,448
  4,696      Micron Technology, Inc.*   395,121
  243      Monolithic Power Systems, Inc.   83,378
  1,498      NVIDIA Corp.   973,370
  1,715      NXP Semiconductors NV   362,585
  7,534      ON Semiconductor Corp.*   301,661
  1,955      Qorvo, Inc.*   357,218
  3,698      QUALCOMM, Inc.   497,529
  7,939      Renesas Electronics Corp.*   83,191
  815      Skyworks Solutions, Inc.   138,550
  235      SolarEdge Technologies, Inc.*   60,632
  1,881      STMicroelectronics NV   70,189
  955      Sumco Corp.   22,050
  2,813      Teradyne, Inc.   372,301
  3,644      Texas Instruments, Inc.   691,704
  316      Tokyo Electron Ltd.   138,645
  1,257      Xilinx, Inc.   159,639
    

 

     9,194,679

 

 

 

Software – 0.8%

  1,518      Adobe, Inc.*   765,952
  242      ANSYS, Inc.*   81,782
  1,433      Autodesk, Inc.*   409,637
  539      Avalara, Inc.*   71,240
  511      Bentley Systems, Inc. Class B   29,311
  5,587      BlackBerry Ltd.*   56,145
  4,191      Cadence Design Systems, Inc.*   532,215
  336      Ceridian HCM Holding, Inc.*   30,059
  504      Check Point Software Technologies Ltd.*   58,958
  2,790      Citrix Systems, Inc.   320,738
  910      Cloudflare, Inc. Class A*   74,675
  316      Constellation Software, Inc.   453,546
  97      Coupa Software, Inc.*   23,105
  584      Crowdstrike Holdings, Inc. Class A*   129,736
  346      Dassault Systemes SE   79,471
  608      Datadog, Inc. Class A*   55,358
  949      DocuSign, Inc.*   191,337
  9,355      Dropbox, Inc. Class A*   255,859
  426      Fair Isaac Corp.*   215,582
  1,548      Fortinet, Inc.*   338,300
  609      Guidewire Software, Inc.*   59,524
  247      HubSpot, Inc.*   124,582
  1,263      Intuit, Inc.   554,571
  301      Lightspeed POS, Inc.*   21,859
  23,176      Microsoft Corp.   5,786,584
  1,724      Nemetschek SE   128,391
  492      Nice Ltd.*   109,488
  7,611      NortonLifeLock, Inc.   210,520

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)  
 

Software – (continued)

  797      Open Text Corp.   $          37,440
  6,984      Oracle Corp.   549,920
  1,339      Palantir Technologies, Inc.*   30,730
  465      Palo Alto Networks, Inc.*   168,911
  98      Paycom Software, Inc.*   32,301
  710      PTC, Inc.*   95,239
  947      RingCentral, Inc. Class A*   248,559
  2,430      salesforce.com, Inc.*   578,583
  2,681      SAP SE   375,377
  847      ServiceNow, Inc.*   401,376
  262      Sinch AB*   46,928
  1,616      Slack Technologies, Inc. Class A*   71,169
  496      Splunk, Inc.*   60,115
  4,599      SS&C Technologies Holdings, Inc.   339,728
  1,020      Synopsys, Inc.*   259,427
  19,516      The Sage Group PLC   181,485
  139      The Trade Desk, Inc. Class A*   81,751
  204      Tyler Technologies, Inc.*   82,245
  276      Unity Software, Inc.*   26,071
  1,189      VMware, Inc. Class A*   187,731
  1,742      WiseTech Global, Ltd.   37,237
  502      Workday, Inc. Class A*   114,817
  722      Xero Ltd.*   72,492
  739      Zendesk, Inc.*   100,992
  618      Zoom Video Communications, Inc. Class A*   204,886
  435      Zscaler, Inc.*   84,477
    

 

     15,638,512

 

 

 

Specialty Retail – 0.3%

  1,043      Advance Auto Parts, Inc.   197,888
  291      AutoZone, Inc.*   409,321
  4,909      Best Buy Co., Inc.   570,622
  622      Burlington Stores, Inc.*   201,136
  548      CarMax, Inc.*   63,124
  196      Carvana Co.*   51,958
  24,085      Chow Tai Fook Jewellery Group Ltd.   45,097
  240      Fast Retailing Co. Ltd.   195,137
  10,189      Hennes & Mauritz AB Class B*   263,343
  1,869      Industria de Diseno Textil SA   72,639
  17,173      JD Sports Fashion PLC*   229,871
  18,754      Kingfisher PLC*   95,178
  1,474      L Brands, Inc.*   102,988
  3,804      Lowe’s Cos., Inc.   741,133
  1,181      Nitori Holdings Co. Ltd.   204,098
  686      O’Reilly Automotive, Inc.*   367,092
  1,243      Ross Stores, Inc.   157,103
  3,803      The Home Depot, Inc.   1,212,815
  5,077      The TJX Cos., Inc.   342,901
  2,043      Tractor Supply Co.   371,213
  855      Ulta Beauty, Inc.*   295,283
  17,757      Yamada Holdings Co. Ltd.   86,620
    

 

     6,276,560

 

 

Shares      Description   Value
  Common Stocks – (continued)  
 

Technology Hardware, Storage & Peripherals – 0.4%

  57,032      Apple, Inc.   $        7,106,757
  3,222      Brother Industries Ltd.   68,575
  1,951      Canon, Inc.   46,537
  2,693      Dell Technologies, Inc. Class C*   265,638
  3,575      FUJIFILM Holdings Corp.   246,139
  2,983      Hewlett Packard Enterprise Co.   47,609
  7,174      HP, Inc.   209,696
  1,617      Logitech International SA   198,855
  2,773      NetApp, Inc.   214,547
  3,283      Seagate Technology Holdings PLC   314,347
  2,067      Seiko Epson Corp.   37,543
  514      Western Digital Corp.*   38,668
    

 

     8,794,911

 

 

 

Textiles, Apparel & Luxury Goods – 0.2%

  1,087      adidas AG   396,413
  9,718      Burberry Group PLC*   294,049
  677      Cie Financiere Richemont SA   82,012
  626      EssilorLuxottica SA   108,691
  623      Gildan Activewear, Inc.   22,294
  374      Hermes International   521,073
  231      Kering SA   211,549
  1,485      Lululemon Athletica, Inc.*   479,848
  885      LVMH Moet Hennessy Louis Vuitton SE   708,914
  4,924      Moncler SpA   347,869
  5,352      NIKE, Inc. Class B   730,334
  2,701      Pandora A/S   364,826
  2,198      Puma SE   251,218
  947      The Swatch Group AG   107,071
  2,803      VF Corp.   223,455
    

 

     4,849,616

 

 

 

Tobacco – 0.1%

  2,448      Altria Group, Inc.   120,491
  7,972      British American Tobacco PLC   307,044
  8,138      Imperial Brands PLC   184,511
  2,193      Japan Tobacco, Inc.   43,564
  6,099      Philip Morris International, Inc.   588,127
  25,280      Swedish Match AB   234,375
    

 

     1,478,112

 

 

 

Trading Companies & Distributors – 0.1%

  1,608      Ashtead Group PLC   117,300
  2,195      Brenntag SE   206,141
  1,401      Bunzl PLC   45,378
  7,976      Fastenal Co.   423,047
  2,572      Ferguson PLC   349,304
  4,427      ITOCHU Corp.   133,501
  24,929      Marubeni Corp.   222,590
  2,883      Mitsubishi Corp.   78,828
  2,277      Mitsui & Co. Ltd.   50,364
  9,968      MonotaRO Co. Ltd.   232,234
  2,728      Reece, Ltd.   43,253
  3,884      Sumitomo Corp.   54,893
  865      Toromont Industries Ltd.   78,591
  3,740      Toyota Tsusho Corp.   170,534
  775      United Rentals, Inc.*   258,819
  885      W.W. Grainger, Inc.   409,012
    

 

     2,873,789

 

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Shares     

    

Description

   Value
  Common Stocks – (continued)  
 

Transportation Infrastructure – 0.0%

  3,378      Atlantia SpA*   $            64,401
  3,655      Transurban Group   39,211
    

 

     103,612

 

 

 

Water Utilities – 0.0%

  648      American Water Works Co., Inc.   100,453
  880      Essential Utilities, Inc.   42,064
  2,038      Severn Trent PLC   70,838
  3,555      United Utilities Group PLC   49,423
    

 

     262,778

 

 

 

Wireless Telecommunication Services – 0.0%

  6,240      KDDI Corp.   212,714
  635      Rogers Communications, Inc. Class B   $32,784
  6,634      SoftBank Corp.   85,061
  1,854      SoftBank Group Corp.   141,224
  1,511      T-Mobile US, Inc.*   213,731
  2,727      Tele2 AB Class B   37,144
            59,757      Vodafone Group PLC   108,343
     831,001

 

 

 
 TOTAL COMMON STOCKS
(Cost $138,418,723)		   $    219,794,073

 

 

Shares      Dividend
Rate		   Value
  Preferred Stocks – 0.0%
 

Automobiles – 0.0%

  Bayerische Motoren Werke AG
  EUR      495      2.360%   $             45,153

 

 

 

Volkswagen AG

  333      2.160      91,674
    

 

     136,827

 

 

 

Chemicals – 0.0%

 

FUCHS PETROLUB SE

  3,146      2.330      161,661

 

 

 

Health Care Equipment & Supplies – 0.0%

 

Sartorius AG

  261      0.170      129,544

 

 

 
 TOTAL PREFERRED STOCKS
(Cost $322,156)		   $           428,032

 

 

        Shares      Description   Value
  Exchange Traded Funds – 78.3%
  574,773      Goldman Sachs ActiveBeta Emerging Markets Equity ETF(b)   $      23,508,216
      5,164,778      Goldman Sachs MarketBeta International Equity ETF(b)   298,595,442
  5,162,182      Goldman Sachs MarketBeta U.S. Equity ETF(b)   301,316,563
 
 3,634,846
  
    iShares Core MSCI Emerging Markets ETF   242,262,486
  1,859,214      iShares MSCI EAFE ETF   150,280,268
  1,269,671      iShares MSCI EAFE Small-Cap ETF   96,660,053
  1,136,400      Vanguard S&P 500 ETF   438,798,132

 

 

 
 TOTAL EXCHANGE TRADED FUNDS
(Cost $1,110,493,649)		   $  1,551,421,160

 

 

            Shares   

 

                        Dividend
                             Rate

   Value
Investment Company(b) – 6.9%  
Goldman Sachs Financial Square Government Fund - Institutional Shares  
        136,891,270    0.026%                           $     136,891,270
  (Cost $136,891,270)  

 

TOTAL INVESTMENTS – 96.3%
(Cost $1,386,125,798)		   $  1,908,534,535

 

OTHER ASSETS IN EXCESS OF
    LIABILITIES – 3.7%		   72,725,630

 

NET ASSETS – 100.0%   $  1,981,260,165

 

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
*   Non-income producing security.
(a)   Exempt from registration under Rule 144A of the Securities Act of 1933.
(b)  

Represents an affiliated fund.

 

 

Currency Abbreviations:
AUD  

— Australian Dollar

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

DKK  

— Danish Krone

EUR  

— Euro

GBP  

— British Pound

HKD  

— Hong Kong Dollar

ILS  

— Israeli Shekel

JPY  

— Japanese Yen

NOK  

— Norwegian Krone

NZD  

— New Zealand Dollar

SEK  

— Swedish Krona

SGD  

— Singapore Dollar

USD  

— U.S. Dollar

Investment Abbreviations:
ADR  

— American Depositary Receipt

ETF  

— Exchange Traded Fund

PLC  

— Public Limited Company

REIT  

— Real Estate Investment Trust

 

 

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At May 31, 2021, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Gain		  

 

  

MS & Co. Int. PLC

     

CAD

      32,370,000        USD      25,581,592          06/16/21        $ 1,236,261  
    

CHF

      1,100,000        USD      1,205,868          06/16/21          18,424  
    

EUR

      1,490,000        USD      1,792,918          06/16/21          29,687  
    

GBP

      420,000        USD      580,108          06/16/21          16,594  
    

NOK

      350,000        USD      42,053          06/16/21          38  
    

NZD

      20,000        USD      14,310          06/16/21          246  
    

SEK

      3,300,000        USD      389,984          06/16/21          8,154  
    

SGD

      140,000        USD      105,197          06/16/21          754  
    

USD

      23,767,877        AUD      30,520,000          06/16/21          146,585  
    

USD

      10,874,849        HKD      84,340,000          06/16/21          7,939  
    

USD

      12,318        ILS      40,000          06/16/21          1  
    

USD

      83,682,439        JPY      8,941,000,000          06/16/21          2,012,205  

 

  

TOTAL

 

      $ 3,476,888  

 

  

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

  
Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Loss		  

 

  

MS & Co. Int. PLC

     

JPY

      642,000,000        USD      5,876,607          06/16/21        $ (12,353 ) 
    

USD

      1,613,739        AUD      2,120,000          06/16/21          (27,059 ) 
    

USD

      33,380,183        CHF      30,670,000          06/16/21          (755,295 ) 
    

USD

      8,653,371        DKK      53,430,000          06/16/21          (134,102 ) 
    

USD

      118,303,676        EUR      98,270,000          06/16/21          (1,902,629 ) 
    

USD

      51,458,688        GBP      36,885,000          06/16/21          (944,523 ) 
    

USD

      571,176        HKD      4,440,000          06/16/21          (902 ) 
    

USD

      1,117,185        ILS      3,680,000          06/16/21          (15,915 ) 
    

USD

      7,636,373        JPY      845,000,000          06/16/21          (82,154 ) 
    

USD

      2,227,662        NOK      18,950,000          06/16/21          (51,268 ) 
    

USD

      940,172        NZD      1,300,000          06/16/21          (5,995 ) 
    

USD

      13,187,991        SEK      111,375,000          06/16/21          (249,164 ) 
    

USD

      3,967,861        SGD      5,290,000          06/16/21          (35,573 ) 

 

  

TOTAL

 

      $ (4,216,932 ) 

 

  

FUTURES CONTRACTS — At May 31, 2021, the Fund had the following futures contracts:

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		        Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                    

S&P 500 E-Mini Index

      365      06/18/21      $ 76,693,800        $ 5,020,812  

E-mini Russell 2000 Index

      1,357      06/18/21        153,924,510          (3,065,533 ) 

S&P Toronto Stock Exchange 60 Index

      240      06/17/21        46,829,850          2,644,217  

 

  

TOTAL FUTURES CONTRACTS

 

      $ 4,599,496  

 

  

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

 

Reference Obligation/Index      Financing Rate
Paid
by the Fund(a)		    Counterparty      Termination
Date(b)		    Notional
Amount
(000s)		        Unrealized
Appreciation/
(Depreciation)		  

 

  

MSGSHBC Index

      0.500%    Morgan Stanley & Co.      08/26/21    $ 426        $ 971,105  

 

  

 

(a)   Payments made quarterly.
(b)   The Fund pays/receives annual coupon payments in accordance with the swap contract(s). On the termination date of the swap contract(s), the Fund will either receive from or pay to the counterparty an amount equal to the net of the accrued financing fees and the value of the reference security subtracted from the original notional cost (notional multiplied by the price change of the reference security, converted to U.S. Dollars).

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At May 31, 2021, the Fund had the following purchased and written options:

EXCHANGE TRADED OPTIONS ON FUTURES

 

Description    Exercise
Price		   Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Purchased option contracts

 

Calls

 

Eurodollar Futures

    $97.750   03/13/2023   868   $ 2,170,000     $ 3,981,951     $ 3,823,220     $ 158,731  

Eurodollar Futures

      97.750   06/19/2023   935     2,337,500       4,049,718       3,813,056       236,662  

 

  

TOTAL

        1,803   $ 4,507,500     $ 8,031,669     $ 7,636,276     $ 395,393  

 

  

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS

 

Description    Exercise
Price		   Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts

 

Calls

 

Euro Stoxx 50 Index

    $ 3,950.000   06/18/2021   (5)   $ (50 )    $ (8,463 )    $ (4,056 )    $ (4,407 ) 

Euro Stoxx 50 Index

       4,025.000   06/18/2021   (11)     (110 )      (10,584 )      (6,120 )      (4,464 ) 

Euro Stoxx 50 Index

       4,075.000   06/18/2021   (65)     (650 )      (36,144 )      (27,357 )      (8,787 ) 

Euro Stoxx 50 Index

       4,100.000   06/18/2021   (34)     (340 )      (13,351 )      (11,447 )      (1,904 ) 

Euro Stoxx 50 Index

       4,100.000   07/16/2021   (38)     (380 )      (27,294 )      (22,106 )      (5,188 ) 

Euro Stoxx 50 Index

       4,125.000   07/16/2021   (48)     (480 )      (27,335 )      (25,582 )      (1,753 ) 

Euro Stoxx 50 Index

       4,150.000   07/16/2021   (20)     (200 )      (8,853 )      (8,734 )      (119 ) 

Euro Stoxx 50 Index

       4,175.000   08/20/2021   (3)     (30 )      (1,990 )      (1,907 )      (83 ) 

Euro Stoxx 50 Index

       4,200.000   08/20/2021   (9)     (90 )      (4,917 )      (4,843 )      (74 ) 

FTSE 100 Index

       6,900.000   06/18/2021   (1)     (10 )      (2,363 )      (1,274 )      (1,089 ) 

FTSE 100 Index

       6,950.000   06/18/2021   (2)     (20 )      (3,647 )      (1,850 )      (1,797 ) 

FTSE 100 Index

       7,125.000   06/18/2021   (5)     (50 )      (2,342 )      (3,052 )      710  

FTSE 100 Index

       7,150.000   06/18/2021   (8)     (80 )      (2,895 )      (6,615 )      3,720  

FTSE 100 Index

       7,175.000   06/18/2021   (6)     (60 )      (1,618 )      (4,137 )      2,519  

FTSE 100 Index

       7,250.000   06/18/2021   (2)     (20 )      (227 )      (1,551 )      1,324  

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS — (continued)

 

Description    Exercise
Price		   Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts (continued)

 

Calls (continued)

 

FTSE 100 Index

    $  7,150.000   07/16/2021   (1)   $ (10)     $ (922)     $ (915)     $ (7)  

FTSE 100 Index

        7,175.000   07/16/2021   (4)     (40)       (3,151)       (3,240)       89  

FTSE 100 Index

        7,200.000   07/16/2021   (8)     (80)       (5,336)       (9,071)       3,735  

FTSE 100 Index

        7,250.000   07/16/2021   (5)     (50)       (2,342)       (3,861)       1,519  

FTSE 100 Index

        7,300.000   07/16/2021   (4)     (40)       (1,306)       (4,292)       2,986  

FTSE 100 Index

        7,200.000   08/20/2021   (2)     (20)       (2,171)       (2,182)       11  

FTSE 100 Index

        7,300.000   08/20/2021   (1)     (10)       (667)       (968)       301  

Nikkei 225 Index

      29,625.000   06/11/2021   (2)     (2,000)       (2,913)       (7,855)       4,942  

Nikkei 225 Index

      29,875.000   06/11/2021   (2)     (2,000)       (1,766)       (11,834)       10,068  

Nikkei 225 Index

      30,000.000   06/11/2021   (1)     (1,000)       (710)       (1,831)       1,121  

Nikkei 225 Index

      30,625.000   06/11/2021   (3)     (3,000)       (519)       (17,633)       17,114  

Nikkei 225 Index

      30,750.000   06/11/2021   (3)     (3,000)       (382)       (8,865)       8,483  

Nikkei 225 Index

      31,125.000   06/11/2021   (4)     (4,000)       (219)       (7,976)       7,757  

Nikkei 225 Index

      31,500.000   06/11/2021   (1)     (1,000)       (27)       (2,433)       2,406  

Nikkei 225 Index

      29,250.000   07/09/2021   (2)     (2,000)       (11,108)       (7,257)       (3,851)  

Nikkei 225 Index

      29,375.000   07/09/2021   (3)     (3,000)       (15,023)       (9,197)       (5,826)  

Nikkei 225 Index

      29,625.000   07/09/2021   (2)     (2,000)       (7,830)       (7,118)       (712)  

Nikkei 225 Index

      30,000.000   07/09/2021   (5)     (5,000)       (12,974)       (21,593)       8,619  

Nikkei 225 Index

      30,250.000   07/09/2021   (3)     (3,000)       (6,282)       (7,969)       1,687  

Nikkei 225 Index

      31,000.000   07/09/2021   (1)     (1,000)       (865)       (3,741)       2,876  

Nikkei 225 Index

      29,625.000   08/13/2021   (1)     (1,000)       (6,055)       (4,364)       (1,691)  

Nikkei 225 Index

      29,750.000   08/13/2021   (1)     (1,000)       (5,508)       (3,753)       (1,755)  

Nikkei 225 Index

      30,000.000   08/13/2021   (2)     (2,000)       (9,287)       (8,762)       (525)  

S&P 500 Index

        4,250.000   06/02/2021   (18)     (1,800)       (2,880)       (48,251)       45,371  

S&P 500 Index

        4,250.000   06/09/2021   (18)     (1,800)       (16,470)       (36,775)       20,305  

S&P 500 Index

        4,225.000   06/16/2021   (18)     (1,800)       (56,880)       (32,404)       (24,476)  

S&P 500 Index

        4,275.000   06/23/2021   (18)     (1,800)       (35,280)       (43,121)       7,841  

S&P 500 Index

        4,235.000   06/30/2021   (1)     (100)       (4,395)       (4,109)       (286)  

S&P 500 Index

        4,245.000   06/30/2021   (2)     (200)       (7,780)       (5,098)       (2,682)  

S&P 500 Index

        4,275.000   06/30/2021   (15)     (1,500)       (39,150)       (42,342)       3,192  

S&P 500 Index

        4,280.000   06/30/2021   (15)     (1,500)       (36,375)       (40,194)       3,819  

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS — (continued)

 

Description    Exercise
Price		     Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts (continued)

 

Calls (continued)

 

S&P 500 Index

      $  4,285.000     06/30/2021   (19)   $ (1,900)     $ (43,035)     $ (49,245)     $ 6,210  

S&P 500 Index

          4,290.000     06/30/2021   (18)     (1,800)       (37,800)       (48,263)       10,463  

S&P 500 Index

          4,295.000     06/30/2021   (17)     (1,700)       (33,065)       (40,334)       7,269  

S&P 500 Index

          4,300.000     06/30/2021   (5)     (500)       (9,000)       (18,711)       9,711  

S&P 500 Index

          4,325.000     06/30/2021   (5)     (500)       (6,000)       (18,434)       12,434  

S&P 500 Index

          4,290.000     07/30/2021   (3)     (300)       (14,865)       (11,288)       (3,577)  

S&P 500 Index

          4,330.000     07/30/2021   (6)     (600)       (20,549)       (23,775)       3,226  

S&P 500 Index

          4,340.000     07/30/2021   (1)     (100)       (3,105)       (4,839)       1,734  

 

  
       (497)   $ (56,720)     $ (616,015)     $ (754,524)     $ 138,509  

 

  

Puts

               

Euro Stoxx 50 Index

          3,650.000     06/18/2021   (5)   $ (50)     $ (274)     $ (3,068)     $ 2,794  

Euro Stoxx 50 Index

          3,750.000     06/18/2021   (11)     (110)       (939)       (7,472)       6,533  

Euro Stoxx 50 Index

          3,825.000     06/18/2021   (22)     (220)       (2,817)       (15,147)       12,330  

Euro Stoxx 50 Index

          3,850.000     06/18/2021   (43)     (430)       (6,398)       (26,469)       20,071  

Euro Stoxx 50 Index

          3,875.000     06/18/2021   (34)     (340)       (5,846)       (24,972)       19,126  

Euro Stoxx 50 Index

          3,800.000     07/16/2021   (26)     (260)       (8,941)       (18,468)       9,527  

Euro Stoxx 50 Index

          3,825.000     07/16/2021   (11)     (110)       (4,158)       (9,868)       5,710  

Euro Stoxx 50 Index

          3,850.000     07/16/2021   (48)     (480)       (20,018)       (38,291)       18,273  

Euro Stoxx 50 Index

          3,925.000     07/16/2021   (20)     (200)       (11,292)       (10,983)       (309)  

Euro Stoxx 50 Index

          3,825.000     08/20/2021   (3)     (30)       (2,111)       (3,228)       1,117  

Euro Stoxx 50 Index

          3,900.000     08/20/2021   (9)     (90)       (7,924)       (7,762)       (162)  

FTSE 100 Index

          6,400.000     06/18/2021   (1)     (10)       (92)       (1,460)       1,368  

FTSE 100 Index

          6,450.000     06/18/2021   (2)     (20)       (213)       (2,860)       2,647  

FTSE 100 Index

          6,725.000     06/18/2021   (4)     (40)       (1,079)       (5,955)       4,876  

FTSE 100 Index

          6,750.000     06/18/2021   (5)     (50)       (1,490)       (7,164)       5,674  

FTSE 100 Index

          6,775.000     06/18/2021   (4)     (40)       (1,334)       (4,330)       2,996  

FTSE 100 Index

          6,800.000     06/18/2021   (6)     (60)       (2,256)       (6,247)       3,991  

FTSE 100 Index

          6,900.000     06/18/2021   (2)     (20)       (1,220)       (1,873)       653  

FTSE 100 Index

          6,700.000     07/16/2021   (1)     (10)       (745)       (1,811)       1,066  

FTSE 100 Index

          6,725.000     07/16/2021   (8)     (80)       (6,358)       (11,227)       4,869  

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS — (continued)

 

Description    Exercise
Price		     Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts (continued)

 

Puts (continued)

               

FTSE 100 Index

      $  6,800.000     07/16/2021   (5)   $ (50)     $ (4,896)     $ (7,728)     $ 2,832  

FTSE 100 Index

          6,825.000     07/16/2021   (4)     (40)       (4,201)       (4,087)       (114)  

FTSE 100 Index

          6,850.000     07/16/2021   (4)     (40)       (4,541)       (5,492)       951  

FTSE 100 Index

          6,700.000     08/20/2021   (1)     (10)       (1,511)       (2,065)       554  

FTSE 100 Index

          6,725.000     08/20/2021   (2)     (20)       (3,179)       (3,114)       (65)  

Nikkei 225 Index

        27,000.000     06/11/2021   (2)     (2,000)       (619)       (7,189)       6,570  

Nikkei 225 Index

        27,500.000     06/11/2021   (2)     (2,000)       (1,020)       (5,728)       4,708  

Nikkei 225 Index

        28,125.000     06/11/2021   (4)     (4,000)       (3,824)       (13,081)       9,257  

Nikkei 225 Index

        28,625.000     06/11/2021   (1)     (1,000)       (1,821)       (8,545)       6,724  

Nikkei 225 Index

        28,750.000     06/11/2021   (7)     (7,000)       (14,658)       (26,930)       12,272  

Nikkei 225 Index

        26,875.000     07/09/2021   (2)     (2,000)       (3,096)       (6,797)       3,701  

Nikkei 225 Index

        27,000.000     07/09/2021   (3)     (3,000)       (4,916)       (13,868)       8,952  

Nikkei 225 Index

        27,375.000     07/09/2021   (2)     (2,000)       (4,188)       (8,410)       4,222  

Nikkei 225 Index

        27,750.000     07/09/2021   (5)     (5,000)       (13,202)       (14,568)       1,366  

Nikkei 225 Index

        27,875.000     07/09/2021   (3)     (3,000)       (8,467)       (14,846)       6,379  

Nikkei 225 Index

        28,500.000     07/09/2021   (1)     (1,000)       (4,234)       (4,943)       709  

Nikkei 225 Index

        26,625.000     08/13/2021   (1)     (1,000)       (2,777)       (4,731)       1,954  

Nikkei 225 Index

        26,750.000     08/13/2021   (1)     (1,000)       (2,913)       (5,905)       2,992  

Nikkei 225 Index

        27,500.000     08/13/2021   (2)     (2,000)       (8,103)       (8,123)       20  

S&P 500 Index

          4,070.000     06/02/2021   (18)     (1,800)       (1,800)       (73,027)       71,227  

S&P 500 Index

          4,050.000     06/09/2021   (18)     (1,800)       (9,720)       (125,594)       115,874  

S&P 500 Index

          4,025.000     06/16/2021   (18)     (1,800)       (21,600)       (129,336)       107,736  

S&P 500 Index

          4,100.000     06/23/2021   (18)     (1,800)       (50,040)       (67,730)       17,690  

S&P 500 Index

          3,930.000     06/30/2021   (1)     (100)       (1,720)       (7,889)       6,169  

S&P 500 Index

          3,990.000     06/30/2021   (4)     (400)       (8,740)       (30,109)       21,369  

S&P 500 Index

          4,000.000     06/30/2021   (2)     (200)       (4,560)       (16,962)       12,402  

S&P 500 Index

          4,005.000     06/30/2021   (2)     (200)       (4,640)       (14,639)       9,999  

S&P 500 Index

          4,015.000     06/30/2021   (4)     (400)       (9,680)       (35,077)       25,397  

S&P 500 Index

          4,030.000     06/30/2021   (5)     (500)       (12,900)       (32,746)       19,846  

S&P 500 Index

          4,055.000     06/30/2021   (5)     (500)       (14,375)       (33,198)       18,823  

S&P 500 Index

          4,090.000     06/30/2021   (1)     (100)       (3,375)       (4,329)       954  

GOLDMAN SACHS GLOBAL MANAGED BETA FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS — (continued)

 

Description    Exercise
Price		     Expiration
Date		   Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts (continued)

 

Puts (continued)

               

S&P 500 Index

      $  4,105.000     06/30/2021   (15)   $ (1,500)     $ (54,375)     $ (53,657)     $ (718)  

S&P 500 Index

          4,110.000     06/30/2021   (15)     (1,500)       (55,725)       (55,089)       (636)  

S&P 500 Index

          4,115.000     06/30/2021   (15)     (1,500)       (57,075)       (56,548)       (527)  

S&P 500 Index

          4,120.000     06/30/2021   (15)     (1,500)       (58,575)       (58,029)       (546)  

S&P 500 Index

          4,125.000     06/30/2021   (15)     (1,500)       (60,150)       (59,522)       (628)  

S&P 500 Index

          3,960.000     07/30/2021   (3)     (300)       (13,380)       (33,081)       19,701  

S&P 500 Index

          3,980.000     07/30/2021   (2)     (200)       (9,460)       (22,499)       13,039  

S&P 500 Index

          3,995.000     07/30/2021   (1)     (100)       (4,940)       (8,729)       3,789  

S&P 500 Index

          4,045.000     07/30/2021   (4)     (400)       (22,980)       (27,157)       4,177  

 

  
       (498)   $ (56,910)     $ (657,482)     $ (1,319,752)     $ 662,270  

 

  

TOTAL

        (995)   $ (113,630)     $ (1,273,497)     $ (2,074,276)     $ 800,799  

 

  

 

 

Abbreviations:
MS & Co. Int. PLC — Morgan Stanley & Co. International PLC

 

 

GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND

 

Schedule of Investments

May 31, 2021 (Unaudited)

 

Shares    Dividend
Rate		   Value
Investment Company(a) – 73.4%
Goldman Sachs Financial Square Government Fund - Institutional Shares
1,562,444,055    0.026%   $1,562,444,055
(Cost $1,562,444,055)  

 

TOTAL INVESTMENTS – 73.4%
(Cost $1,562,444,055)		   $1,562,444,055

 

OTHER ASSETS IN EXCESS OF
    LIABILITIES – 26.6%		   564,781,790

 

NET ASSETS – 100.0%   $2,127,225,845

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
(a)   Represents an affiliated fund.

 

 

Currency Abbreviations:
AUD  

— Australian Dollar

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

EUR  

— Euro

JPY  

— Japanese Yen

NZD  

— New Zealand Dollar

USD  

— U.S. Dollar

Investment Abbreviations:
PLC  

— Public Limited Company

 

 

GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At May 31, 2021, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Gain		  

 

  

MS & Co. Int. PLC

     

CAD

      76,630,000        USD      63,447,984          06/23/21        $ 37,854  
    

CHF

      123,310,000        USD      137,185,260          06/23/21          82,947  
    

JPY

      17,099,510,000        USD      155,760,479          06/23/21          441,440  
    

NZD

      73,890,000        USD      53,318,270          06/23/21          459,275  
    

USD

      40,265,356        CAD      48,440,000          06/23/21          134,154  
    

USD

      119,979,896        CHF      107,640,000          06/23/21          155,472  
    

USD

      155,857,911        JPY      16,938,510,000          06/23/21          1,126,707  

 

  

TOTAL

 

      $ 2,437,849  

 

  

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

  
Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Loss		  

 

  

MS & Co. Int. PLC

     

AUD

      103,260,000        USD      80,365,916          06/23/21        $ (444,182 ) 
    

USD

      44,789,813        AUD      58,100,000          06/23/21          (178,740 ) 
    

USD

      41,617,348        EUR      34,110,000          06/23/21          (112,560 ) 
    

USD

      92,602,164        NZD      127,770,000          06/23/21          (389,540 ) 

 

  

TOTAL

 

      $ (1,125,022 ) 

 

  

FUTURES CONTRACTS — At May 31, 2021, the Fund had the following futures contracts:

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                  

S&P 500 E-Mini Index

      5,852      06/18/21      $ 1,229,622,240      $ 28,379,047  

Ultra Long U.S. Treasury Bonds

      1,991      09/21/21        368,832,750        (1,074,127 ) 

 

  

Total

 

    $ 27,304,920  

 

  

Short position contracts:

                  

20 Year U.S. Treasury Bonds

      (429)      09/21/21        (67,151,906 )       196,275  

 

  

TOTAL FUTURES CONTRACTS

 

    $ 27,501,195  

 

  

WRITTEN AND PURCHASED OPTIONS CONTRACTS — At May 31, 2021, the Fund had the following written and purchased options:

EXCHANGE TRADED OPTIONS ON FUTURES

 

Description    Exercise
Price		     Expiration
Date		     Number of
Contracts		     Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts

               

Puts

               

U.S. Treasury Bonds

      $150.000       06/25/2021       (836 )      $   (836,000)     $ (52,250 )    $ (520,903 )    $ 468,653  

U.S. Treasury Bonds

        153.000       07/23/2021       (831 )           (831,000)       (636,239 )      (608,678 )      (27,561 ) 

U.S. Treasury Bonds

        154.000       06/25/2021       (833 )           (833,000)       (416,500 )      (388,878 )      (27,622 ) 

 

  

TOTAL

        (2,500 )      $(2,500,000)     $ (1,104,989 )    $ (1,518,459 )    $ 413,470  

 

  

GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS

 

Description    Exercise
Price		     Expiration
Date		     Number of
Contracts		     Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Purchased option contracts

               

Puts

               

S&P 500 Index

      $2,900.000       06/01/2021          450     $ 45,000     $ 1,125     $ 34,091     $ (32,966)  

S&P 500 Index

        3,775.000       06/01/2021          374       37,400       6,545       24,591       (18,046)  

S&P 500 Index

        2,750.000       06/04/2021          453       45,300       2,265       37,801       (35,536)  

S&P 500 Index

        2,900.000       06/04/2021          452       45,200       1,130       45,971       (44,841)  

S&P 500 Index

        3,000.000       06/04/2021          451       45,100       1,128       50,126       (48,998)  

S&P 500 Index

        2,750.000       06/11/2021          458       45,800       5,725       67,617       (61,892)  

S&P 500 Index

        2,800.000       06/11/2021          905       90,500       15,837       184,050       (168,213)  

S&P 500 Index

        2,900.000       06/11/2021          446       44,600       7,805       44,809       (37,004)  

S&P 500 Index

        2,950.000       06/11/2021          443       44,300       9,968       51,277       (41,309)  

S&P 500 Index

        2,675.000       06/18/2021          455       45,500       13,650       73,963       (60,313)  

S&P 500 Index

        2,720.000       06/18/2021          450       45,000       14,625       48,063       (33,438)  

S&P 500 Index

        2,730.000       06/18/2021          452       45,200       14,690       43,695       (29,005)  

S&P 500 Index

        2,760.000       06/18/2021          450       45,000       15,750       49,497       (33,747)  

S&P 500 Index

        2,920.000       06/18/2021          452       45,200       24,860       73,532       (48,672)  

S&P 500 Index

        2,750.000       06/25/2021          901       90,100       51,807       102,849       (51,042)  

S&P 500 Index

        2,850.000       06/25/2021          899       89,900       65,177       90,594       (25,417)  

S&P 500 Index

        3,050.000       06/25/2021          449       44,900       53,880       52,858       1,022  

S&P 500 Index

        2,940.000       06/30/2021          451       45,100       54,120       45,438       8,682  

 

  

Total purchased option contracts

          9,391     $ 939,100     $ 360,087     $ 1,120,822     $ (760,735)  

 

  

Written option contracts

               

Puts

               

S&P 500 Index

      3,915.000       06/04/2021       (1,807)       (180,700)       (198,770)       (267,436)       68,666  

S&P 500 Index

      3,950.000       06/02/2021       (1,808)       (180,800)       (122,040)       (231,424)       109,384  

S&P 500 Index

      3,960.000       06/01/2021       (1,804)       (180,400)       (85,690)       (248,952)       163,262  

S&P 500 Index

      4,010.000       06/04/2021       (1,802)       (180,200)       (265,795)       (212,636)       (53,159)  

 

  

Total written option contracts

          (7,221)     $ (722,100)     $ (672,295)     $ (960,448)     $ 288,153  

 

  

TOTAL

          2,170     $ 217,000     $ (312,208)     $ 160,374     $ (472,582)  

 

  

 

 

Abbreviations:
MS & Co. Int. PLC — Morgan Stanley & Co. International PLC

 

 

                        

 

GOLDMAN SACHS STRATEGIC VOLATILITY PREMIUM FUND

 

Schedule of Investments

May 31, 2021 (Unaudited)

 

Shares    Dividend
Rate		   Value
Investment Company(a) – 64.4%

Goldman Sachs Financial Square Government Fund - Institutional Shares

88,033,573    0.026%   $  88,033,573
(Cost $88,033,573)  

 

TOTAL INVESTMENTS – 64.4%
(Cost $88,033,573)		   $  88,033,573

 

OTHER ASSETS IN EXCESS OF

    LIABILITIES – 35.6%

   48,763,400

 

NET ASSETS – 100.0%   $136,796,973

 

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
(a)   Represents an affiliated fund.

 

 

Currency Abbreviations:
USD  

— U.S. Dollar

 

For information on the mutual funds, please call our toll free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com

        

 

GOLDMAN SACHS STRATEGIC VOLATILITY PREMIUM FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FUTURES CONTRACTS — At May 31, 2021, the Fund had the following futures contracts:

 

Description      Number of
Contracts		      Expiration
Date		        Notional
Amount		        Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                    

S&P 500 E-Mini Index

      2        06/18/21        $ 420,240        $ 4,924  

2 Year U.S. Treasury Notes

      295        09/30/21          65,116,641          6,346  

5 Year U.S. Treasury Notes

      273        09/30/21          33,811,477          (7,720 ) 

 

  

TOTAL FUTURES CONTRACTS

                     $ 3,550  

 

  

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At May 31, 2021, the Fund had the following purchased and written options:

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS

 

                                   Premiums Paid     Unrealized  
     Exercise     Expiration     Number of     Notional     Market     (Received)     Appreciation/  
Description    Price     Date     Contracts     Amount     Value     by Portfolio     (Depreciation)  

 

  

Purchased option contracts

 

          

Puts

               

S&P 500 Index

    $ 2,900.000       06/01/2021       18     $ 1,800     $ 45     $ 1,364     $ (1,319 ) 

S&P 500 Index

      2,750.000       06/04/2021       19       1,900       95       1,585       (1,490 ) 

S&P 500 Index

      2,900.000       06/04/2021       19       1,900       47       1,932       (1,885 ) 

S&P 500 Index

      3,000.000       06/04/2021       19       1,900       48       2,112       (2,064 ) 

S&P 500 Index

      2,750.000       06/11/2021       21       2,100       262       3,100       (2,838 ) 

S&P 500 Index

      2,800.000       06/11/2021       40       4,000       700       8,119       (7,419 ) 

S&P 500 Index

      2,900.000       06/11/2021       19       1,900       333       1,909       (1,576 ) 

S&P 500 Index

      2,950.000       06/11/2021       20       2,000       450       2,315       (1,865 ) 

S&P 500 Index

      2,675.000       06/18/2021       23       2,300       690       3,739       (3,049 ) 

S&P 500 Index

      2,720.000       06/18/2021       22       2,200       715       2,350       (1,635 ) 

S&P 500 Index

      2,730.000       06/18/2021       23       2,300       747       2,223       (1,476 ) 

S&P 500 Index

      2,760.000       06/18/2021       22       2,200       770       2,420       (1,650 ) 

S&P 500 Index

      2,920.000       06/18/2021       21       2,100       1,155       3,416       (2,261 ) 

S&P 500 Index

      2,750.000       06/25/2021       48       4,800       2,760       5,441       (2,681 ) 

S&P 500 Index

      2,850.000       06/25/2021       47       4,700       3,408       4,748       (1,340 ) 

S&P 500 Index

      3,050.000       06/25/2021       25       2,500       3,000       2,943       57  

S&P 500 Index

      2,940.000       06/30/2021       25       2,500       3,000       2,519       481  

 

  

Total purchased option contracts

          $ 43,100     $ 18,225     $ 52,235     $ (34,010 ) 

 

  

GOLDMAN SACHS STRATEGIC VOLATILITY PREMIUM FUND

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS — (continued)

 

Description    Exercise
Price		     Expiration
Date		     Number of
Contracts		     Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Written option contracts

               

Puts

               

S&P 500 Index

    $ 3,915.000       06/04/2021       (99)     $ (9,900 )    $ (10,890 )    $ (14,652 )    $ 3,762  

S&P 500 Index

      3,950.000       06/02/2021       (95)       (9,500 )      (6,412 )      (12,160 )      5,748  

S&P 500 Index

      3,960.000       06/01/2021       (97)       (9,700 )      (4,607 )      (13,386 )      8,779  

S&P 500 Index

      4,010.000       06/04/2021       (99)       (9,900 )      (14,603 )      (11,682 )      (2,921 ) 

 

  

Total written option contracts

          (390)     $ (39,000 )    $ (36,512 )    $ (51,880 )    $ 15,368  

 

  

TOTAL

          $ 4,100     $ (18,288 )    $ 355     $ (18,642 ) 

 

  

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments

May 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Corporate Obligations(a) – 0.1%

Banks – 0.1%

Morgan Stanley Bank NA(SOFR + 0.300%)

$

     2,777,000       0.310 %    08/25/21   $      2,777,511
(Cost $2,777,432)

 

    

 

 

Shares      Description   Value
  Exchange Traded Funds – 7.0%
  1,254,135      Alerian MLP ETF(b)   $     43,066,996
  2,167,042      Energy Select Sector SPDR Fund   113,141,263
  899,202      Health Care Select Sector SPDR Fund   111,141,367

 

 

 
 TOTAL EXCHANGE TRADED FUNDS
(Cost $197,567,916)		   $   267,349,626

 

 

 

        Shares      Dividend
Rate		   Value
  Investment Companies(c) – 46.4%  
 

Goldman Sachs Financial Square Government Fund - Institutional
Shares

    1,526,654,456        0.026%   $1,526,654,456
 

Goldman Sachs High Yield Floating Rate Fund - Class R6

    11,111,267        3.321        104,445,908
 

Goldman Sachs MLP & Energy Fund-Class R6

            8,048,707        0.000        77,106,609
 

Goldman Sachs MLP Energy Infrastructure Fund - Class R6

    2,030,422        17.714        49,115,912

 

 

 
 TOTAL INVESTMENT COMPANIES
(Cost $1,700,013,536)		   $1,757,322,885

 

 

 

 TOTAL INVESTMENTS BEFORE SHORT-TERM
INVESTMENT
(Cost $1,900,358,884)		   $2,027,450,022

 

 

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – 44.9%

Certificates of Deposit – 12.2%

Alpine Securitization LLC(d)

$

     15,000,000       0.210 %    10/12/21   $     14,997,630

Australia & New Zealand Banking Group Ltd.(a)(d)

(3M USD LIBOR + 0.010%)

    5,000,000       0.200     11/29/21   5,000,000

(3M USD LIBOR + 0.030%)

    10,000,000       0.215     03/08/22   10,000,000

Australia & New Zealand Banking Group, Ltd.(a)(d) (SOFR + 0.120%)

    12,350,000       0.130     02/28/22   12,347,219

Banco Santander SA

    5,050,000       0.290     10/12/21   5,052,667

Bank of Montreal

    11,000,000       0.176     12/01/21   11,000,000

(3M USD LIBOR + 0.040%)

    5,000,000       0.242 (a)    10/01/21   5,000,672

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Certificates of Deposit – (continued)

Bank of Montreal (continued)

(3M USD LIBOR + 0.100%)

$

     3,500,000       0.256 %(a)    11/17/21   $   3,501,469

Bank of Nova Scotia(a)

(3M USD LIBOR + 0.030%)

    18,500,000       0.190     08/13/21   18,501,479

(SOFR + 0.150%)

    10,000,000       0.160     03/17/22   9,999,248

Barclays Bank PLC

    5,000,000       0.350     12/31/21   5,003,723

Canadian Imperial Bank of Commerce(a)

(3M USD LIBOR + 0.050%)

    10,825,000       0.303 (d)    08/06/21   10,825,977

(3M USD LIBOR + 0.110%)

    2,500,000       0.304     01/03/22   2,501,318

(3M USD LIBOR + 0.160%)

    20,000,000       0.335     08/06/21   20,005,775

Canadian Imperial Bank of Commerce/New York NY(a) (3M USD LIBOR + 0.100%)

    5,000,000       0.284     12/13/21   5,002,399

Commonwealth Bank of Australia) (a) (3M USD LIBOR + 0.000%)

    5,000,000       0.188     09/02/21   5,000,000

Cooperatieve Centrale

    5,400,000       0.160     12/10/21   5,400,382

Credit Agricole Corporate & Investment Bank(a) (3M USD LIBOR + 0.210%)

    12,040,000       0.372     08/09/21   12,045,002

Credit Industriel ET Commercial

    11,870,000       0.240     04/22/22   11,871,619

Credit Suisse New York

    800,000       0.340     11/01/21   800,549
    8,000,000       0.340     11/19/21   8,005,893
    18,250,000       0.460     08/10/21   18,261,791

Deutsche Bank AG

    6,846,000       0.720     11/08/21   6,860,343

First Abu Dhabi Bank USA NV(a) (3M USD LIBOR + 0.170%)

    10,032,000       0.354     12/14/21   10,035,742

HSBC Bank USA NA

    2,000,000       0.330     12/24/21   2,001,827
    3,000,000       0.370     12/03/21   3,003,237

Industrial & Commercial Bank of China Ltd.

    7,000,000       0.250     07/12/21   7,000,874

Lloyds Bank Corporate Markets PLC

    5,000,000       0.240     02/23/22   5,001,837

(SOFR + 0.190%)

    8,900,000       0.200 (a)    02/17/22   8,900,265

 

 

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Certificates of Deposit – (continued)

Macquarie Bank Ltd.(a)(d) (3M USD LIBOR + 0.030%)

$

     8,500,000       0.224 %    11/12/21   $     8,500,760

Mizuho Bank Ltd.

    3,000,000       0.190     02/28/22   2,999,495
    23,800,000       0.230     11/10/21   23,809,750
    7,000,000       0.230     11/17/21   7,002,854

MUFG Bank Ltd.

    10,000,000       0.230     10/28/21   10,003,393

National Bank Of Kuwait SAKP

    4,303,000       0.200     07/26/21   4,303,014
    3,443,000       0.320     06/25/21   3,443,471
    7,000,000       0.390     11/16/21   7,002,761

Natixis SA(a)

(3M USD LIBOR + 0.030%)

    16,465,000       0.186     11/15/21   16,465,749

(3M USD LIBOR + 0.130%)

    4,879,000       0.315     12/09/21   4,881,533

Nordea Bank ABP(a) (3M USD LIBOR + 0.100%)

    7,850,000       0.285     06/09/21   7,850,244

Norinchukin Bank NY

    3,516,000       0.250     11/04/21   3,517,450
    6,100,000       0.370     12/03/21   6,106,614

Royal Bank of Canada(a)

(3M USD LIBOR + 0.090%)

    10,000,000       0.273     12/10/21   10,004,175

(3M USD LIBOR + 0.120%)

    9,900,000       0.310     06/18/21   9,900,660

Societe Generale SA(a)(d)

(3M USD LIBOR + 0.110%)

    5,000,000       0.344     01/18/22   5,002,531

(3M USD LIBOR + 0.120%)

    16,000,000       0.314     03/07/22   16,004,883

Standard Chartered Bank(a) (3M USD LIBOR + 0.020%)

    3,000,000       0.170     08/23/21   3,000,000

Svenska Handelsbanken AB(a)(d) (3M USD LIBOR + 0.040%)

    5,000,000       0.202     08/09/21   5,000,378

Toronto Dominion Bank

    4,000,000       0.240 (d)    04/22/22   4,001,705
    5,000,000       0.240 (d)    04/27/22   5,001,526

(SOFR + 0.200%)

    8,000,000       0.210 (a)(e)    02/16/22   8,002,594

UBS AG London(d)

    4,303,000       0.300     03/15/22   4,302,965

(3M USD LIBOR + 0.120%)

    15,000,000       0.350 (a)    10/15/21   15,001,432

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Certificates of Deposit – (continued)

UBS AG London(d) (continued)

(3M USD LIBOR + 0.170%)

$

     15,000,000       0.445 %(a)    07/14/21   $    15,002,448

Westpac Banking Corp.(a)

(3M USD LIBOR + 0.020%)

    10,000,000       0.208 (d)    11/24/21   10,000,961

(3M USD LIBOR + 0.050%)

3,000,000

     0.226       08/03/21   3,000,361
       

 

  462,042,644

 

Commercial Paper – 32.7%

ABN AMRO Funding USA LLC(d)(f)

    8,750,000       0.000     10/15/21   8,743,535

Agricultural Bank China(d)(f)

    7,237,000       0.000     08/24/21   7,233,657

Albion Capital Corp.(d)(f)

    2,237,000       0.000     07/27/21   2,236,515

Antalis S.A(d)(f)

    8,000,000       0.000     08/05/21   7,998,022

Apple, Inc.(d)(f)

    17,000,000       0.000     06/17/21   16,999,717

ASB Finance Ltd.(d)(f)

    10,500,000       0.000     10/22/21   10,494,941

AT&T, Inc.(d)(f)

    14,244,000       0.000     12/14/21   14,277,382
    6,000,000       0.000     09/21/21   5,996,733
    7,306,000       0.000     12/16/21   7,297,391

Atlantic Asset Securitization Corp.(d)(f)

    10,221,000       0.000     07/20/21   10,219,570
    6,200,000       0.000     09/14/21   6,197,503

Banco Santander SA(d)(f)

    8,000,000       0.000     07/06/21   7,999,341
    10,000,000       0.000     08/24/21   9,996,602

Bank Amer Secs, Inc.(d)(f)

    4,500,000       0.000     06/18/21   4,499,727

Bank Of China Ltd.(f)

    4,088,000       0.000     06/02/21   4,087,921
    18,500,000       0.000     11/19/21   18,474,190

Barclays Capital, Inc.(f)

    3,000,000       0.000     08/06/21   2,999,259
    15,000,000       0.000 (d)    01/24/22   14,978,310

 

 

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

Barton Capital Corp.(d)(f)

$

     5,000,000       0.000 %    07/06/21   $      4,999,534

BASF SE(d)(f)

    18,000,000       0.000     06/08/21   17,999,395
    2,000,000       0.000     06/28/21   1,999,776

BAT International Finance PLC(d)(f)

    2,750,000       0.000     06/11/21   2,749,851
    4,049,000       0.000     06/15/21   4,048,710
    7,987,000       0.000     06/21/21   7,986,207
    8,307,000       0.000     10/22/21   8,298,588

Bedford Row Funding Corp.(d)(f)

    9,000,000       0.000     09/08/21   8,996,936

BNG Bank N.V.(d)(f)

    25,000,000       0.000     01/31/22   24,971,583

BNP Paribas SA(d)(f)

    15,000,000       0.000     07/08/21   14,998,736

BNZ International Funding Ltd.(d)(f)

    4,000,000       0.000     08/02/21   3,999,545

Caisse d’Amortissement de la Dette Sociale(d)(f)

    10,500,000       0.000     08/23/21   10,497,234

Can Ast & Can Ltd.(f)

    18,750,000       0.000     07/14/21   18,747,772

CDP Financial, Inc.(d)(f)

    17,000,000       0.000     04/26/22   16,974,368
    5,000,000       0.000     05/11/22   4,991,977

Chariot Funding LLC(d)(f)

    8,800,000       0.000     07/02/21   8,799,461

China Construction Banking Corp.(d)(f)

    4,500,000       0.000     06/23/21   4,499,617
    7,650,000       0.000     08/03/21   7,647,309

Columbia Funding Co.(d)(f)

    10,000,000       0.000     07/20/21   9,998,204

Dexia Credit Local SA(d)(f)

    9,700,000       0.000     06/08/21   9,699,837

Dominion Resources, Inc.(d)(f)

    3,920,000       0.000     07/22/21   3,918,904

Dupont De Nemours, Inc.(d)(f)

    6,250,000       0.000     12/03/21   6,241,469

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

Electricite de France SA(d)(f)

$

     17,225,000       0.000 %    06/28/21   $     17,222,983

Enel Finance America(d)(f)

    10,000,000       0.000     08/06/21   9,996,500
    6,850,000       0.000     02/16/22   6,835,583

Entergy Corp.(d)(f)

    11,550,000       0.000     08/23/21   11,544,725

European Investment Bank

    20,000,000       0.010     06/16/21   19,999,504

Exxon Mobil Corp.(f)

    7,850,000       0.000     09/01/21   7,848,660

Fairway Finance Corp.(d)(f)

    5,200,000       0.000     10/22/21   5,196,836

Fidelity National Information Services, Inc.(d)(f)

    2,550,000       0.000     06/08/21   2,549,891
    6,000,000       0.000     06/14/21   5,999,601
    5,500,000       0.000     06/16/21   5,499,585
    10,200,000       0.000     06/25/21   10,198,818

General Dynamics Corp.(d)(f)

    18,000,000       0.000     10/14/21   17,988,672

Gotham Fdg Corp.(d)(f)

    9,611,000       0.000     07/21/21   9,609,472

Henkel Corp.(d)(f)

    10,750,000       0.000     07/02/21   10,749,237

Honeywell International, Inc.(d)(f)

    3,150,000       0.000     10/18/21   3,148,649
    5,000,000       0.000     01/19/22   4,994,788
    6,000,000       0.000     05/18/22   5,989,409
    8,000,000       0.000     05/20/22   7,985,799

HSBC Bank PLC(d)(f)

    6,045,000       0.000     08/03/21   6,043,177

Industrial & Commercial Bank of China Ltd.(d)(f)

    8,551,000       0.000     06/15/21   8,550,615

ING (U.S.) Funding LLC(d)(f)

    7,000,000       0.000     07/12/21   6,999,300
    5,000,000       0.000     09/01/21   4,998,720

Intercontinental Exchange, Inc.(d)(f)

    9,458,000       0.000     06/04/21   9,457,631

 

 

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

Intercontinental Exchange, Inc.(d)(f) (continued)

$

     3,500,000       0.000 %    06/22/21   $      3,499,485
    7,000,000       0.000     06/24/21   6,998,880

Ionic Capital II Trust(f)

 

    
    5,000,000       0.000     06/04/21   4,999,942
    15,000,000       0.000     07/01/21   14,998,824
    8,000,000       0.000     07/08/21   7,999,207

J.P. Morgan Securities LLC(d)(f)

    10,674,000       0.000     03/22/22   10,656,682

Jupiter Securitization Co. LLC(d)(f)

    9,500,000       0.000     07/07/21   9,499,082

Keurig Dr Pepper, Inc.(f)

    8,100,000       0.000 (d)    12/30/21   8,087,218
    10,957,000       0.000     01/10/22   10,938,484

KFW International Finance, Inc.(d)(f)

    31,400,000       0.000     01/25/22   31,366,016

Kingdom Of Denmark(f)

    17,000,000       0.000     06/28/21   16,999,415

Landesbank Baden-Wuerttemberg(f)

    16,000,000       0.000     10/13/21   15,990,432

Liberty Funding LLC(d)(f)

    10,000,000       0.000     06/14/21   9,999,669
    11,455,000       0.000     08/03/21   11,452,761

Lime Funding LLC(d)(f)

    10,300,000       0.000     06/17/21   10,299,599
    6,002,000       0.000     07/01/21   6,001,501

LMA SA LMA Americas(d)(f)

    5,000,000       0.000     09/02/21   4,998,316
    8,613,000       0.000     09/03/21   8,610,069

LVMH Moet Hennessy Louis Vuitton SE(d)(f)

    6,980,000       0.000     10/05/21   6,976,471
    3,000,000       0.000     10/13/21   2,998,390
    1,000,000       0.000     11/08/21   999,321
    22,000,000       0.000     01/18/22   21,974,150

Matchpoint Finance PLC(d)(f)

    15,000,000       0.000     06/08/21   14,999,702
    7,253,000       0.000     07/26/21   7,251,823

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

National Bank of Canada(d)(f)

$

     10,554,000       0.000 %    03/22/22   $     10,535,217

NatWest Markets PLC(d)(f)

    4,000,000       0.000     08/02/21   3,999,076
    6,000,000       0.000     01/18/22   5,991,657
    8,050,000       0.000     01/19/22   8,038,760

Nederlandse Wtrschbnk(d)(f)

    18,000,000       0.000     06/25/21   17,998,866

Nieuw Amsterdam Receivables Corp.(d)(f)

    11,111,000       0.000     06/11/21   11,110,788
    10,000,000       0.000     07/22/21   9,998,671
    7,600,000       0.000     09/17/21   7,597,044

Norinchukin Bank NY

    25,000,000       0.300     06/01/21   25,000,683

NRW. Bank(d)(f)

    15,000,000       0.000     07/13/21   14,998,754

Oesterreichische Kontrollbank AG(f)

    10,000,000       0.000     06/15/21   9,999,790

Oglethorpe Power Corp(d)(f)

    5,500,000       0.000     06/02/21   5,499,924

Regency Markets No.1 LLC(d)(f)

    13,129,000       0.000     06/16/21   13,128,515

Ridgefield Funding Co. LLC(d)(f)

    6,950,000       0.000     08/03/21   6,949,004
    12,061,000       0.000     09/03/21   12,057,553

Salisbury Receivables Co. LLC(d)(f)

    12,913,000       0.000     06/11/21   12,912,704

Shell International Finance B.V.(d)(f)

    11,000,000       0.000     06/14/21   10,999,792
    11,000,000       0.000     07/08/21   10,998,822

Skandinaviska Enskilda Banken AB/New York NY(a)

(3M USD LIBOR + 0.020%)

    9,750,000       0.214     12/06/21   9,750,501

Standard Chartered Bank

    8,700,000       0.300     05/03/22   8,704,747

Starbird Funding Corp.(d)(f)

    8,028,000       0.000     08/11/21   8,026,160
    8,028,000       0.000     08/12/21   8,026,119

 

 

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

Suncor Energy, Inc.(d)(f)

$

     6,000,000       0.000 %    06/15/21   $       5,999,571
    8,000,000       0.000     06/23/21   7,999,128
    4,500,000       0.000     07/26/21   4,498,606
    6,428,000       0.000     08/31/21   6,424,387

Svenska Handelsbanken(a)

    11,000,000       0.170     02/11/22   10,999,236

(3M USD LIBOR + 0.010%)

Svenska Handelsbanken(d)(f)

    8,613,000       0.000     02/01/22   8,602,873

Swedbank AB(f)

    10,000,000       0.000     11/19/21   9,994,264

The Charles Schwab Corp.(d)(f)

    11,965,000       0.000     08/12/21   11,962,853

The Walt Disney Co.(d)(f)

    9,115,000       0.000     06/30/21   9,114,256
    2,000,000       0.000     01/27/22   1,996,869

Toronto Dominion Bank(d)(f)

    5,000,000       0.000     04/26/22   4,990,935

Total Capital Canada Ltd.(d)(f)

    20,000,000       0.000     08/03/21   19,997,320
    2,000,000       0.000     08/18/21   1,999,649

Toyota Finance Australia Ltd.(d)(f)

    5,135,000       0.000     06/22/21   5,134,643

UDR, Inc.(d)(f)

    9,000,000       0.000     07/16/21   8,997,856

Versailles Commercial Paper LLC(d)(f)

    13,000,000       0.000     06/04/21   12,999,899

Victory Receivables Corp.(d)(f)

    20,000,000       0.000     07/21/21   19,997,300

Volkswagen Group of America Finance LLC(d)(f)

    12,000,000       0.000     11/10/21   11,972,610

VW Credit, Inc.(d)(f)

    4,250,000       0.000     06/16/21   4,249,677

Waste Management, Inc.(d)(f)

    2,350,000       0.000     07/06/21   2,349,588
    15,000,000       0.000     09/20/21   14,991,615

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Short-term Investments – (continued)

Commercial Paper – (continued)

Westpac Banking Corp.(d)(f)

$

     11,950,000       0.000 %    11/29/21   $     11,940,666
       

 

        1,241,285,871

 

TOTAL SHORT-TERM INVESTMENTS
(Cost $1,703,003,837)		   $1,703,328,515

 

TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT
(Cost $3,603,362,721)		   $3,730,778,537

 

Shares   Dividend
Rate		   Value
Securities Lending Reinvestment Vehicle(c) – 0.8%

Goldman Sachs Financial Square Government Fund - Institutional Shares

    29,369,877

   0.026%   $     29,369,877
(Cost $29,369,877)

 

TOTAL INVESTMENTS – 99.2%
(Cost $3,632,732,598)		   $3,760,148,414

 

OTHER ASSETS IN EXCESS OF
    LIABILITIES – 0.8%		   29,757,312

 

NET ASSETS – 100.0%   $3,789,905,726

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
(a)   Variable rate security. Except for floating rate notes (for which final maturity is disclosed), maturity date disclosed is the next interest reset date. Interest rate disclosed is that which is in effect on May 31, 2021.
(b)   All or a portion of security is on loan.
(c)   Represents an affiliated fund.
(d)   Exempt from registration under Rule 144A of the Securities Act of 1933.
(e)   Security with “Call” features with resetting interest rates. Maturity dates disclosed are the final maturity dates.
(f)  

Issued with a zero coupon. Income is recognized through the accretion of discount.

 

 

Currency Abbreviations:
EUR  

— Euro

USD  

— U.S. Dollar

Investment Abbreviations:
ETF  

— Exchange Traded Fund

LIBOR  

— London Interbank Offered Rate

LLC  

— Limited Liability Company

PLC  

— Public Limited Company

SOFR  

— Secured Overnight Funding Rate

 

For information on the mutual funds, please call our toll free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com
 

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FUTURES CONTRACTS — At May 31, 2021, the Fund had the following futures contracts:

 

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                  

2 Year U.S. Treasury Notes

      1,092      09/30/21      $ 241,041,939      $ 16,917  

5 Year U.S. Treasury Notes

      626      09/30/21        77,531,078        58,663  

10 Year U.S. Treasury Notes

      1,715      09/21/21        226,272,813        345,187  

 

  

Total

 

    $ 420,767  

 

  

Short position contracts:

                  

S&P 500 E-Mini Index

      (385)      06/18/21        (80,896,200 )       (5,291,575 ) 

 

  

TOTAL FUTURES CONTRACTS

 

    $ (4,870,808 ) 

 

  

SWAP CONTRACTS — At May 31, 2021, the Fund had the following swap contracts:

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

 

Reference Obligation/Index  

Financing Rate
Paid by

the Portfolio(a)

   Counterparty   Termination
Date(a)		     Notional
Amount
(000s)		     Unrealized
Appreciation/
(Depreciation)*		  

 

  
JPGSVENK Index(b)   0.070%(c)   J.P. Morgan Securities LLC     07/06/21     $ 114,653     $ (1,115,389 ) 
MSGSSUIT Index(b)   0.300(c)   MS & Co. Int. PLC     07/06/21       839       3,840,716  
SX7T Index   (0.150)(d)   Barclays Bank PLC     04/04/22     EUR  128,766       20,382,106  
SX7T Index   0.050(d)   Barclays Bank PLC     04/04/22       614       168,050  

 

  

TOTAL

           $ 23,275,483  

 

  

 

*   There are no upfront payments on the swap contracts, therefore the unrealized gain (loss) on the swap contracts is equal to their market value.
(a)   The Portfolio pays/receives annual coupon payments in accordance with the swap contract(s). On the termination date of the swap contract(s), the Portfolio will either receive from or pay to the counterparty an amount equal to the net of the accrued financing fees and the value of the reference security subtracted from the original notional cost (notional multiplied by the price change of the reference security, converted to U.S. Dollars).
(b)   The top 50 components are shown below.
(c)   Payments made monthly.
(d)   Payments made quarterly.

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSVENK) of common stocks                            
Common Stocks    Sector      Shares      Value      Weight  

 

  

American Airlines Group Inc

    Consumer Discretionary        (1,054 )     $ (25,546 )       2.29 % 

Hormel Foods Corp

    Consumer Staples        (494 )       (23,997 )       2.15  

Archer-Daniels-Midland Co

    Consumer Staples        (358 )       (23,812 )       2.13  

Incyte Corp

    Consumer Staples        (270 )       (22,662 )       2.03  

Hess Corp

    Energy        (206 )       (17,277 )       1.55  

Live Nation Entertainment Inc

    Consumer Discretionary        (188 )       (16,912 )       1.52  

NVIDIA Corp

    Technology        (26 )       (16,881 )       1.51  

Carnival Corp

    Consumer Discretionary        (568 )       (16,786 )       1.50  

American International Group Inc

    Financial        (314 )       (16,609 )       1.49  

T-Mobile US Inc

    Communications        (117 )       (16,591 )       1.49  

United Airlines Holdings Inc

    Consumer Discretionary        (283 )       (16,519 )       1.48  

TransDigm Group Inc

    Industrial        (25 )       (16,457 )       1.48  

salesforce.com Inc

    Technology        (69 )       (16,406 )       1.47  

Raytheon Technologies Corp

    Industrial        (183 )       (16,255 )       1.46  

Bank of New York Mellon Corp/The

    Financial        (307 )       (15,986 )       1.43  

Copart Inc

    Consumer Discretionary        (124 )       (15,976 )       1.43  

Darden Restaurants Inc

    Consumer Discretionary        (110 )       (15,709 )       1.41  

Edwards Lifesciences Corp

    Consumer Staples        (163 )       (15,625 )       1.40  

Roper Technologies Inc

    Technology        (35 )       (15,589 )       1.40  

Albemarle Corp

    Basic Materials        (93 )       (15,519 )       1.39  

Equifax Inc

    Consumer Staples        (66 )       (15,494 )       1.39  

Netflix Inc

    Communications        (30 )       (15,227 )       1.37  

Under Armour Inc

    Consumer Discretionary        (798 )       (15,206 )       1.36  

Boston Scientific Corp

    Consumer Staples        (353 )       (15,036 )       1.35  

Dexcom Inc

    Consumer Staples        (41 )       (14,965 )       1.34  

Sysco Corp

    Consumer Staples        (183 )       (14,860 )       1.33  

Walt Disney Co/The

    Communications        (83 )       (14,848 )       1.33  

MarketAxess Holdings Inc

    Consumer Staples        (32 )       (14,719 )       1.32  

Paycom Software Inc

    Technology        (41 )       (13,412 )       1.20  

Marathon Petroleum Corp

    Energy        (185 )       (11,428 )       1.02  

Morgan Stanley

    Financial        (125 )       (11,341 )       1.02  

Royal Caribbean Cruises Ltd

    Consumer Discretionary        (120 )       (11,214 )       1.01  

Aptiv PLC

    Consumer Discretionary        (74 )       (11,084 )       0.99  

MGM Resorts International

    Consumer Discretionary        (256 )       (10,982 )       0.98  

Valero Energy Corp

    Energy        (135 )       (10,874 )       0.97  

First Republic Bank/CA

    Financial        (57 )       (10,860 )       0.97  

Prudential Financial Inc

    Financial        (101 )       (10,843 )       0.97  

NIKE Inc

    Consumer Discretionary        (79 )       (10,843 )       0.97  

West Pharmaceutical Services Inc

    Consumer Staples        (31 )       (10,832 )       0.97  

Wynn Resorts Ltd

    Consumer Discretionary        (82 )       (10,817 )       0.97  

Norwegian Cruise Line Holdings Ltd

    Consumer Discretionary        (339 )       (10,811 )       0.97  

APA Corp

    Energy        (517 )       (10,746 )       0.96  

Expedia Group Inc

    Communications        (60 )       (10,699 )       0.96  

Air Products and Chemicals Inc

    Basic Materials        (35 )       (10,618 )       0.95  

ONEOK Inc

    Energy        (200 )       (10,574 )       0.95  

Delta Air Lines Inc

    Consumer Discretionary        (221 )       (10,527 )       0.94  

Domino’s Pizza Inc

    Consumer Discretionary        (24 )       (10,406 )       0.93  

Starbucks Corp

    Consumer Discretionary        (91 )       (10,402 )       0.93  

Zoetis Inc

    Consumer Staples        (59 )       (10,367 )       0.93  

Alaska Air Group Inc

    Consumer Discretionary        (150 )       (10,359 )       0.93  

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MSGSSUIT) of common stocks                                
Common Stocks    Sector      Shares        Value        Weight  

 

  

Ford Motor Co

    Consumer Discretionary        14,517        $ 210,925          5.49 % 

Activision Blizzard Inc

    Technology        1,852          180,125          4.69  

Intel Corp

    Technology        2,967          169,450          4.41  

NXP Semiconductors NV

    Technology        470          99,277          2.58  

Synchrony Financial

    Financial        2,062          97,776          2.55  

ViacomCBS Inc

    Communications        2,271          96,352          2.51  

Citizens Financial Group Inc

    Financial        1,923          95,968          2.50  

eBay Inc

    Communications        1,554          94,598          2.46  

Bank of America Corp

    Financial        2,221          94,148          2.45  

L Brands Inc

    Consumer Discretionary        1,332          93,067          2.42  

Hologic Inc

    Consumer Staples        1,372          86,503          2.25  

Apple Inc

    Technology        681          84,837          2.21  

Discovery Inc

    Communications        2,690          80,836          2.10  

Discovery Inc

    Communications        2,337          75,042          1.95  

Centene Corp

    Consumer Staples        722          53,109          1.38  

Newmont Corp

    Basic Materials        699          51,344          1.34  

United Rentals Inc

    Consumer Staples        152          50,808          1.32  

Halliburton Co

    Energy        2,180          48,944          1.27  

Capital One Financial Corp

    Financial        301          48,428          1.26  

Unum Group

    Financial        1,562          48,368          1.26  

JPMorgan Chase & Co

    Financial        294          48,237          1.26  

ResMed Inc

    Consumer Staples        232          47,805          1.24  

HCA Healthcare Inc

    Consumer Staples        220          47,306          1.23  

Enphase Energy Inc

    Energy        330          47,234          1.23  

Synopsys Inc

    Technology        184          46,795          1.22  

PTC Inc

    Technology        346          46,387          1.21  

Altria Group Inc

    Consumer Staples        931          45,833          1.19  

Fox Corp

    Communications        1,259          45,671          1.19  

Tyson Foods Inc

    Consumer Staples        574          45,615          1.19  

Thermo Fisher Scientific Inc

    Consumer Staples        96          45,246          1.18  

Walmart Inc

    Consumer Discretionary        318          45,190          1.18  

Procter & Gamble Co/The

    Consumer Staples        334          44,991          1.17  

Hartford Financial Services Group Inc/Th

    Financial        686          44,803          1.17  

Autodesk Inc

    Technology        157          44,785          1.17  

Lowe’s Cos Inc

    Consumer Discretionary        226          44,053          1.15  

Becton Dickinson and Co

    Consumer Staples        178          43,043          1.12  

Citrix Systems Inc

    Technology        365          41,961          1.09  

Gartner Inc

    Consumer Staples        114          26,449          0.69  

Trane Technologies PLC

    Industrial        140          26,111          0.68  

Allegion plc

    Industrial        180          25,272          0.66  

Delta Air Lines Inc

    Consumer Discretionary        526          25,063          0.65  

Freeport-McMoRan Inc

    Basic Materials        582          24,854          0.65  

Citigroup Inc

    Financial        314          24,719          0.64  

Alaska Air Group Inc

    Consumer Discretionary        356          24,661          0.64  

AMETEK Inc

    Industrial        182          24,623          0.64  

Parker-Hannifin Corp

    Industrial        79          24,304          0.63  

CF Industries Holdings Inc

    Basic Materials        457          24,273          0.63  

CSX Corp

    Industrial        242          24,242          0.63  

Dow Inc

    Basic Materials        352          24,114          0.63  

Eastman Chemical Co

    Basic Materials        190          23,862          0.62  

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At May 31, 2021, the Fund had the following purchased and written options:

OVER-THE-COUNTER INTEREST RATE SWAPTIONS

 

Description    Counterparty   Exercise
Price		     Expiration
Date		     Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Purchased option contracts

 

Calls

 

4M IRS

    MS & Co. Int. PLC   $ 1.400       06/02/2021     100,000,000   $ 100,000,000     $ 10     $ 490,000     $ (489,990 ) 

 

  

Written option contracts

 

Calls

 

9M IRS

    BoFA Securities LLC     1.999       01/18/2022     (112,300,000)     (112,300,000 )      (5,247,678 )      (7,153,510 )      1,905,832  

9M IRS

    MS & Co. Int. PLC     2.070       11/24/2021     (108,400,000)     (108,400,000 )      (5,400,770 )      (7,284,480 )      1,883,710  

6M IRS

    Barclays Bank PLC     1.400       06/02/2021     (100,000,000)     (100,000,000 )      10       (4,795,000 )      (4,794,990 ) 

 

  

Total written option contracts

 

     (320,700,000)   $ (320,700,000 )    $ (10,648,458 )    $ (19,232,990 )    $ 8,584,532  

 

  

TOTAL

          (220,700,000)   $ (220,700,000 )    $ (10,648,458 )    $ (18,742,990 )    $ 8,094,542  

 

  

OVER-THE-COUNTER OPTIONS ON EQUITIES

 

Description    Counterparty   Exercise
Rate		     Expiration
Date		     Number of
Contracts		   Notional
Amount		     Market
Value		     Premiums Paid
(Received)
by Portfolio		     Unrealized
Appreciation/
(Depreciation)		  

 

  

Purchased option contracts

 

Calls

 

Stox Index

    BofA Securities LLC   $ 430.546       12/17/2021        207,495   $ 207,495     $ 7,280,352     $ 3,071,871     $ 4,208,481  

 

  

Puts

 

Gold Index

    Citi Bank N.A.     152.273       07/16/2021        692,272     692,272       77,317       1,603,371       (1,526,054 ) 

SX7E Index

    Morgan Stanley & Co.     68.565       11/12/2021     (1,971,727)     (1,971,727 )      2,024,862       2,810,144       (785,282 ) 

 

  

TOTAL

          (1,071,960)   $ (1,071,960 )    $ 9,382,531     $ 7,485,386     $ 1,897,145  

 

  

Written option contracts

 

Puts

 

SP Index

    Barclays Bank PLC     3,520.209       12/31/2021          (27,404)     (27,404 )      (2,110,495 )      (7,265,549 )      5,155,054  

SPX Index

    Barclays Bank PLC     3,756.126       12/31/2021          (55,834)     (55,834 )      (6,187,142 )      (11,720,003 )      5,532,861  

SP Index

    BofA Securities LLC     3,183.120       12/31/2021          (82,040)     (82,040 )      (3,713,778 )      (18,004,367 )      14,290,589  

Stox Index

    BofA Securities LLC     348.537       12/17/2021        (207,495)     (207,495 )      (841,083 )      (3,144,264 )      2,303,181  

SX7E Index

    BofA Securities LLC     68.565       11/12/2021     (1,971,727)     (1,971,727 )      (2,024,862 )      (21,451,190 )      19,426,328  

RUT Index

    MS & Co. Int. PLC     1,803.030       12/31/2021        (110,313)     (110,313 )      (4,234,962 )      (20,635,635 )      16,400,673  

 

  

Total written option contracts

 

     (2,454,813)   $ (2,454,813 )    $ (19,112,322 )    $ (82,221,008 )    $ 63,108,686  

 

  

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

 

Consolidated Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

OVER-THE-COUNTER OPTIONS ON FOREIGN CURRENCY

 

Description    Counterparty   Exercise
Rate		     Expiration
Date		     Number of
Contracts		   Notional
Amount		     Market
Value		    

Premiums Paid
(Received) by

Portfolio

     Unrealized
Appreciation/
(Depreciation)		  

 

  

Purchased option contracts

 

Calls

 

Call USD/Put JPY

    Morgan Stanley & Co.   $ 108.290       03/07/2023       43,640,000   $ 43,640,000     $ 1,710,906     $ 1,481,578     $ 229,328  

Call USD/Put CHF

    BofA Securities LLC     0.930       03/07/2023       43,640,000     43,640,000       686,326       1,420,264       (733,938 ) 

 

  
           87,280,000   $ 87,280,000     $ 2,397,233     $ 2,901,842     $ (504,610 ) 

 

  

Puts

 

Put EUR/Call USD

    Morgan Stanley & Co.     1.192       03/07/2023       36,490,000     36,490,000       915,897       1,405,395       (489,498 ) 

Put USD/Call BRL

    Morgan Stanley & Co.     5.200       07/15/2021     116,910,000     116,910,000       2,249,114       2,208,897       40,217  

 

  
         153,400,000   $ 153,400,000     $ 3,165,011     $ 3,614,292     $ (449,281 ) 

 

  

Total purchased option contracts

 

   240,680,000   $ 240,680,000     $ 5,562,244     $ 6,516,134     $ (953,891 ) 

 

  

Written option contracts

 

Put USD/Call BRL

    Morgan Stanley & Co.     5.200       07/15/2021     (116,910,000)     (116,910,000 )      (651,071 )      (776,165 )      125,094  

 

  

TOTAL

          123,770,000   $ 123,770,000     $ 4,911,172     $ 5,739,969     $ (828,797 ) 

 

  

 

 

Abbreviations:
4M IRS  

— 4 Months Interest Rate Swaptions

6M IRS  

— 6 Months Interest Rate Swaptions

9M IRS  

— 9 Months Interest Rate Swaptions

BofA Securities LLC  

— Bank of America Securities LLC

MS & Co. Int. PLC  

— Morgan Stanley & Co. International PLC

 

 

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS

 

 

Investment Valuation — The Fund’s valuation policy is to value investments at fair value.

Investments and Fair Value Measurements — U.S. GAAP defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds’ policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly;

Level 3 — Prices or valuations that require significant unobservable inputs (including GSAM’s assumptions in determining fair value measurement).

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds’ investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

Level 1 and Level 2 Fair Value Investments — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

Equity Securities — Equity securities traded on a United States (“U.S.”) securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e. where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under Fair Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

Underlying Funds (including Money Market Funds) — Underlying Funds (“Underlying Funds”) include other investment companies and exchange-traded funds (“ETFs”). Investments in the Underlying Funds (except ETFs) are valued at the NAV per share on the day of valuation. ETFs are valued daily at the last sale price or official closing price on the principal exchange or system on which the investment is traded. Because the Funds invest in Underlying Funds that fluctuate in value, the Funds’ shares will correspondingly fluctuate in value. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. For information regarding an Underlying Fund’s accounting policies and investment holdings, please see the Underlying Fund’s shareholder report.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Debt Securities — Debt securities for which market quotations are readily available are valued daily on the basis of quotations supplied by dealers or an independent pricing service approved by the Trustees. The pricing services may use valuation models or matrix pricing, which consider: (i) yield or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date or (ii) quotations from securities dealers to determine current value. With the exception of treasury securities of G7 countries, which are generally classified as Level 1, these investments are generally classified as Level 2 of the fair value hierarchy.

i. Commercial Paper — Commercial paper normally represents short-term unsecured promissory notes issued in bearer form by banks or bank holding companies, corporations, finance companies and other issuers. Commercial paper consists of direct U.S. dollar-denominated obligations of domestic or foreign issuers. Asset-backed commercial paper is issued by a special purpose entity that is organized to issue the commercial paper and to purchase trade receivables or other financial assets.

Derivative Contracts — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. The Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Statement of Assets and Liabilities as receivables/payables for collateral on certain derivatives contracts. Non-cash collateral pledged by the Fund, if any, is noted in the Schedule of Investments.

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the last bid price for long positions and the last ask price for short positions on the exchange where they are principally traded. Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

i. Forward Contracts — A forward contract is a contract between two parties to buy or sell an asset at a specified price on a future date. A forward contract settlement can occur on a cash or delivery basis. Forward contracts are marked-to-market daily using independent vendor prices, and the change in value, if any, is recorded as an unrealized gain or loss. Cash and certain investments may be used to collateralize forward contracts.

A forward foreign currency exchange contract is a forward contract in which a Fund agrees to receive or deliver a fixed quantity of one currency for another, at a pre-determined price at a future date. All forward foreign currency exchange contracts are marked to market daily by using the outright forward rates or interpolating based upon maturity dates, where available. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency.

ii. Futures Contracts — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, the Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by a Fund equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

iii. Options — When a Fund writes call or put options, an amount equal to the premium received is recorded as a liability and is subsequently marked-to-market to reflect the current value of the option written. Swaptions are options on swap contracts.

Upon the purchase of a call option or a put option by a Fund, the premium paid is recorded as an investment and subsequently marked-to-market to reflect the current value of the option. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

iv. Swap Contracts — Bilateral swap contracts are agreements in which a Fund and a counterparty agree to exchange periodic payments on a specified notional amount or make a net payment upon termination. Bilateral swap transactions are privately negotiated in the OTC market and payments are settled through direct payments between a Fund and the counterparty. By contrast, certain swap transactions are subject to mandatory central clearing. These swaps are executed through a derivatives clearing member (“DCM”), acting in an agency capacity, and submitted to a central counterparty (“CCP”)(“centrally cleared swaps”), in which case all payments are settled with the CCP through the DCM. Swaps are marked-to-market daily using pricing vendor quotations, counterparty or clearinghouse prices or model prices, and the change in value, if any, is recorded as an unrealized gain or loss. Upon entering into a swap contract, a Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty (or in some cases, segregated in a triparty account on behalf of the counterparty), which can be adjusted by any mark-to-market gains or losses pursuant to bilateral or centrally cleared arrangements. For centrally cleared swaps the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

An interest rate swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals, based upon or calculated by reference to changes in interest rates on a specified notional principal amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other.

A credit default swap is an agreement that involves one party (the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive protection on a reference security or obligation, including a group of assets or exposure to the performance of an index. A Fund’s investment in credit default swaps may involve greater risks than if a Fund had invested in the referenced obligation directly. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. If a Fund buys protection through a credit default swap and no credit event occurs, its payments are limited to the periodic payments previously made to the counterparty. Upon the occurrence of a specified credit event, a Fund, as a buyer of credit protection, is entitled to receive an amount equal to the notional amount of the swap and deliver to the seller the defaulted reference obligation in a physically settled trade. A Fund may also receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade.

As a seller of protection, a Fund generally receives a payment stream throughout the term of the swap, provided that there is no credit event. In addition, if a Fund sells protection through a credit default swap, a Fund could suffer a loss because the value of the referenced obligation and the premium payments received may be less than the notional amount of the swap paid to the buyer of protection. Upon the occurrence of a specified credit event, a Fund, as a seller of credit protection, may be required to take possession of the defaulted reference obligation and pay the buyer an amount equal to the notional amount of the swap in a physically settled trade. A Fund may also pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade. Recovery values are at times established through the credit event auction process in which market participants are ensured that a transparent price has been set for the defaulted security or obligation. In addition, a Fund is entitled to a return of any assets, which have been pledged as collateral to the counterparty upon settlement.

The maximum potential amount of future payments (undiscounted) that a Fund as seller of protection could be required to make under a credit default swap would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or net amounts received from a settlement of a credit default swap for the same reference security or obligation where a Fund bought credit protection.

A total return swap is an agreement that gives a Fund the right to receive or pay the appreciation or depreciation, as applicable, in the value of a specified security, an index, a basket of securities or indices or other instrument in return for a fee paid to the counterparty, which will typically be an agreed upon interest rate. If the underlying asset declines in value over the term of the swap, a Fund may also be required to pay the dollar value of that decline to the counterparty.

Level 3 Fair Value Investments — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of the Fund’s investments may be determined under Valuation Procedures approved by the Trustees. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining the Fund’s NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investments are classified as Level 3 investments.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of May 31, 2021:

 

GLOBAL MANAGED BETA

 

                                                                    
Investment Type      Level 1      Level 2      Level 3  
Assets           

Common Stock and/or Other Equity Investments(a)

           

Asia

      $ 1,053,576      $ 17,221,663      $ —  

Australia and Oceania

        107,639        4,496,685        —  

Europe

        5,139,565        41,947,625        —  

North America

        150,157,091        29,254        —  

South America

        —        69,007        —  

Exchange Traded Funds

        1,551,421,160        —        —  

Investment Company

        136,891,270        —        —  
Total      $ 1,844,770,301      $ 63,764,234      $ —  
Derivative Type                          
Assets           

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ 3,476,888      $ —  

Futures Contracts(b)

        4,599,496        —        —  

Total Return Swap Contracts(b)

        —        971,105        —  

Options Purchased

        8,031,669        —        —  
Total      $ 12,631,165      $ 4,447,993      $ —  
Liabilities           

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ (4,216,932 )     $ —  

Written option contracts

        (1,273,497 )       —        —  
Total      $ (1,273,497 )     $ (4,216,932 )     $ —  

 

(a)   Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of net asset value. Security valuations are based on the principal exchange or system on which they are traded, which may differ from country of domicile. The Funds utilize fair value model prices provided by an independent fair value service for international equities, resulting in a Level 2 classification.
(b)   Amount shown represents unrealized gain (loss) at period end.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

STRATEGIC FACTOR ALLOCATION

 

                                                                    
Investment Type      Level 1      Level 2      Level 3  
Assets           

Investment Company

      $ 1,562,444,055      $ —      $ —  
Total      $ 1,562,444,055      $ —      $ —  
Derivative Type                          
Assets           

Forward Foreign Currency Exchange Contracts(a)

      $ —      $ 2,437,849      $ —  

Futures Contracts(a)

        28,575,322        —        —  

Options Purchased

        360,087        —        —  
Total      $ 28,935,409      $ 2,437,849      $ —  
Liabilities           

Forward Foreign Currency Exchange Contracts(a)

      $ —      $ (1,125,022 )     $ —  

Futures Contracts(a)

        (1,074,127 )       —        —  

Written option contracts

        (1,777,284 )       —        —  
Total      $ (2,851,411 )     $ (1,125,022 )     $ —  

(a)  Amount shown represents unrealized gain (loss) at period end.

           
STRATEGIC VOLATILITY PREMIUM           
Investment Type      Level 1      Level 2      Level 3  
Assets           

Investment Company

      $ 88,033,573      $ —      $ —  
Total      $ 88,033,573      $ —      $ —  
Derivative Type                          
Assets           

Futures Contracts(a)

      $ 11,270      $ —      $ —  

Options Purchased

        18,225        —        —  
Total      $ 29,495      $ —      $ —  
Liabilities           

Futures Contracts(a)

      $ (7,720 )     $ —      $ —  

Written option contracts

        (36,513 )       —        —  
Total      $ (44,233 )     $ —      $ —  

(a)  Amount shown represents unrealized gain (loss) at period end.

   

TACTICAL TILT OVERLAY           
Investment Type      Level 1      Level 2      Level 3  
Assets                       

Fixed Income

           

Corporate Obligations

      $ —      $ 2,777,511      $ —  

Exchange Traded Funds

        267,349,626        —        —  

Investment Companies

        1,757,322,885        —        —  

Short-term Investments

        —        1,703,328,515        —  

Securities Lending Reinvestment Vehicle

        29,369,877        —        —  
Total      $ 2,054,042,388      $ 1,706,106,026      $ —  

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

                                                                    
Derivative Type      Level 1      Level 2      Level 3  
Assets                       

Futures Contracts(a)

      $ 420,767      $ —      $ —  

Total Return Swap Contracts

        —        24,390,872        —  

Options Purchased

        —        14,944,785        —  
Total      $ 420,767      $ 39,335,657      $ —  
Liabilities           

Futures Contracts(a)

      $ (5,291,575 )     $ —      $ —  

Total Return Swap Contracts

        —        (1,115,389 )       —  

Written option contracts

        —        (30,411,852 )       —  
Total      $ (5,291,575 )     $ (31,527,241 )     $ —  

 

(a)   Amount shown represents unrealized gain (loss) at period end.

For further information regarding security characteristics, see the Schedule of Investments.

The Funds’ risks include, but are not limited to, the following:

Credit/Default Risk — An issuer or guarantor of a security held by a Fund, or a bank or other financial institution that has entered into a repurchase agreement with a Fund, may default on its obligation to pay interest and repay principal or default on any other obligation. Additionally, the credit quality of securities may deteriorate rapidly, which may impair the Fund’s liquidity and cause significant deterioration in NAV.

Derivatives Risk — A Fund’s use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Funds. Derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not fulfill its contractual obligation. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Dividend-Paying Investments Risk — A Fund’s investments in dividend-paying securities could cause a Fund to underperform other funds. Securities that pay dividends, as a group, can fall out of favor with the market, causing such securities to underperform securities that do not pay dividends. Depending upon market conditions and political and legislative responses to such conditions, dividend-paying securities that meet a Fund’s investment criteria may not be widely available and/or may be highly concentrated in only a few market sectors. In addition, issuers that have paid regular dividends or distributions to shareholders may not continue to do so at the same level or at all in the future. This may limit the ability of a Fund to produce current income.

Floating and Variable Rate Obligations Risk — Floating rate and variable rate obligations are debt instruments issued by companies or other entities with interest rates that reset periodically (typically, daily, monthly, quarterly, or semiannually) in response to changes in the market rate of interest on which the interest rate is based. For floating and variable rate obligations, there may be a lag between an actual change in the underlying interest rate benchmark and the reset time for an interest payment of such an obligation, which could harm or benefit a Fund, depending on the interest rate environment or other circumstances. In a rising interest rate environment, for example, a floating or variable rate obligation that does not reset immediately would prevent the Fund from taking full advantage of rising interest rates in a timely manner. However, in a declining interest rate environment, a Fund may benefit from a lag due to an obligation’s interest rate payment not being immediately impacted by a decline in interest rates.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

In 2017, the United Kingdom’s Financial Conduct Authority (“FCA”) warned that LIBOR may cease to be available or appropriate for use by 2021. The unavailability or replacement of LIBOR may affect the value, liquidity or return on certain Fund investments and may result in costs incurred in connection with closing out positions and entering into new trades. Any pricing adjustments to a Fund’s investments resulting from a substitute reference rate may also adversely affect a Fund’s performance and/or NAV.

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation, less public information and less economic, political and social stability in the countries in which, a Fund invests. The imposition of exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or problems with registration, settlement or custody, may also result in losses. Foreign risk also involves the risk of negative foreign currency rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which, a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in emerging markets, these risks may be more pronounced.

Foreign Custody Risk — A Fund invests in foreign securities, and as such a Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy. Investments in emerging markets may be subject to even greater custody risks than investments in more developed markets. Custody services in emerging market countries are very often undeveloped and may be considerably less well regulated than in more developed countries, and thus may not afford the same level of investor protection as would apply in developed countries.

Geographic Risk — If a Fund focuses its investments in securities of issuers located in a particular country or geographic region, the Fund may be subjected, to a greater extent than if its investments were less focused, to the risks of volatile economic cycles and/or conditions and developments that may be particular to that country or region, such as: adverse securities markets; adverse exchange rates; adverse social, political, regulatory, economic, business, environmental or other developments; or natural disasters.

Interest Rate Risk — When interest rates increase, fixed income securities or instruments held by a Fund will generally decline in value. Long-term fixed income securities or instruments will normally have more price volatility because of this risk than short-term fixed income securities or instruments. The risks associated with changing interest rates may have unpredictable effects on the markets and a Fund’s investments. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Funds.

Investments in Other Investment Companies Risk — As a shareholder of another investment company, including an exchange-traded fund (“ETF”), a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund. ETFs are subject to risks that do not apply to conventional mutual funds, including, but not limited to, the following: (i) the market price of the ETF’s shares may trade at a premium or a discount to their NAV; and (ii) an active trading market for an ETF’s shares may not develop or be maintained.

Investments in the Underlying Funds Risk — The investments of the Funds may be concentrated in one or more Underlying Funds (including ETFs and other registered investment companies) subject to statutory limitations prescribed by the Act or exemptive relief or regulations thereunder. A Funds’ investment performance is directly related to the investment performance of the Underlying Funds it holds. The Funds are subject to the risk factors associated with the investments of the Underlying Funds and will be affected by the investment policies and practices of the Underlying Funds in direct proportion to the amount of assets allocated to each. If the Funds have a relative concentration of their portfolio in a single Underlying Fund, they may be more susceptible to adverse developments affecting that Underlying Fund, and may be more susceptible to losses because of these developments. A strategy used by the Underlying Funds may fail to produce the intended results.

GOLDMAN SACHS ALLOCATION FUNDS

 

Schedule of Investments (continued)

May 31, 2021 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Large Shareholder Transactions Risk — A Fund may experience adverse effects when certain large shareholders, such as other funds, participating insurance companies, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund’s NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. In addition, a large redemption could result in a Fund’s current expenses being allocated over a smaller asset base, leading to an increase in the Fund’s expense ratio. Similarly, large Fund share purchases may adversely affect a Fund’s performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. To the extent a Fund engages in cash redemptions, then liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect a Fund’s NAV and dilute remaining investors’ interests. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income mutual funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with a Funds’ investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

Market and Credit Risks — In the normal course of business, a Fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, acts of terrorism, social unrest, natural disasters, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments. Additionally, a Fund may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which a Fund has unsettled or open transactions defaults.

Sector Risk — To the extent a Fund focuses its investments in securities of issuers in one or more sectors (such as the financial services or telecommunications sectors), a Fund may be subjected, to a greater extent than if its investments were diversified across different sectors, to the risks of volatile economic cycles and/or conditions and developments that may be particular to that sector, such as: adverse economic, business, political, environmental or other developments.

Short Position Risk — A Fund may enter into a short position through a futures contract, an option or swap agreement or through short sales of any instrument that a Fund may purchase for investment. Taking short positions involves leverage of a Fund’s assets and presents various risks, including counterparty risk. If the value of the underlying instrument or market in which a Fund has taken a short position increases, then a Fund will incur a loss equal to the increase in value from the time that the short position was entered into plus any related interest payments or other fees. Taking short positions involves the risk that losses may be disproportionate, may exceed the amount invested, and may be unlimited. To the extent that a Fund uses the proceeds it receives from a short position to take additional long positions, the risks associated with the short position, including leverage risks, may be heightened, because doing so increases the exposure of a Fund to the markets and therefore could magnify changes to a Fund’s NAV.


Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings

Related Entities

Goldman Sachs