Form NPORT-P GOLDMAN SACHS TRUST For: Nov 30

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January 21, 2021 4:51 PM EST

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      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
      2020-11-30
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      193049747.25000000
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        Nagoya Railroad Co Ltd
        353800P62OOYUY3I8T51
        Nagoya Railroad Co Ltd
        000000000
        
          
        
        1110.00000000
        NS
        
        30531.60000000
        0.001777175617
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
        
        670.00000000
        NS
        USD
        136626.40000000
        0.007952714787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services
        254709108
        
          
        
        2480.00000000
        NS
        USD
        188901.60000000
        0.010995536351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B2Gold Corp
        549300F7OK456M5NLM05
        B2Gold Corp
        000000000
        
          
        
        6263.00000000
        NS
        
        34915.01000000
        0.002032324033
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Ionis Pharmaceuticals Inc
        549300SI4ZGLG0BLUZ92
        Ionis Pharmaceuticals Inc
        462222100
        
          
        
        674.00000000
        NS
        USD
        34057.22000000
        0.001982394011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 5125 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -399.95000000
        -0.00002328018
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5125.00000000
            GBP
            2021-01-15
            XXXX
            3049.32000000
          
        
        
          N
          N
          N
        
      
      
        Tokyu Corp
        3538005PGNIBTZYXAE45
        Tokyu Corp
        000000000
        
          
        
        1830.00000000
        NS
        
        22163.56000000
        0.001290090870
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
        
        268.00000000
        NS
        USD
        31090.68000000
        0.001809718404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing Ltd
        213800YTVSXYQN17BW16
        Hong Kong Exchanges & Clearing Ltd
        000000000
        
          
        
        2654.00000000
        NS
        
        131815.97000000
        0.007672710500
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1494.00000000
        NS
        
        23758.03000000
        0.001382901375
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        -144.19000000
        -0.00000839297
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4970000.00000000
            HKD
            641079.55000000
            USD
            2020-12-16
            -144.19000000
          
        
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
        
        1724.00000000
        NS
        
        136139.86000000
        0.007924394390
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE ETF
        549300O0XO3KDQV68404
        iShares MSCI EAFE ETF
        464287465
        
          
        
        2391657.00000000
        NS
        USD
        167774738.55000000
        9.765789366237
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 2750 PUT
        000000000
        
          
        
        -18.00000000
        NC
        
        -386.48000000
        -0.00002249612
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            2750.00000000
            EUR
            2020-12-18
            XXXX
            13411.13000000
          
        
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 DEC20 24625 CALL
        000000000
        
          
        
        -10.00000000
        NC
        
        -180076.63000000
        -0.01048185473
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24625.00000000
            JPY
            2020-12-11
            XXXX
            -159102.08000000
          
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 DEC20 24750 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -50574.71000000
        -0.00294383987
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24750.00000000
            JPY
            2020-12-11
            XXXX
            -43521.38000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3325 PUT
        000000000
        
          
        
        -22.00000000
        NC
        
        -11468.07000000
        -0.00066753050
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3325.00000000
            EUR
            2021-01-15
            XXXX
            3592.19000000
          
        
        
          N
          N
          N
        
      
      
        AusNet Services
        529900PPFC4A1KRQ2S64
        AusNet Services
        000000000
        
          
        
        31146.00000000
        NS
        
        42444.78000000
        0.002470614973
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
        
        7864.00000000
        NS
        
        195976.02000000
        0.011407322393
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        St James's Place PLC
        213800M993ICXOMBCP87
        St James's Place PLC
        000000000
        
          
        
        1810.00000000
        NS
        
        24247.99000000
        0.001411420842
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
        
        224.00000000
        NS
        USD
        45653.44000000
        0.002657383839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
        
        373.00000000
        NS
        USD
        120229.09000000
        0.006998264332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Enix Holdings Co Ltd
        529900KCRNRDF8DIA489
        Square Enix Holdings Co Ltd
        000000000
        
          
        
        949.00000000
        NS
        
        58031.98000000
        0.003377910751
        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
        
        508340.14000000
        0.029589333749
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingfisher PLC
        213800KBMEV7I92FY281
        Kingfisher PLC
        000000000
        
          
        
        18754.00000000
        NS
        
        68107.47000000
        0.003964382314
        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
        
        65367.19000000
        0.003804876792
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        000000000
        
          
        
        24944.00000000
        NS
        
        133332.19000000
        0.007760966248
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        8E6NF1YAL0WT6CWXXV93
        Cisco Systems Inc
        17275R102
        
          
        
        11477.00000000
        NS
        USD
        493740.54000000
        0.028739523940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        Albemarle Corp
        012653101
        
          
        
        198.00000000
        NS
        USD
        26922.06000000
        0.001567072430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
        
        525.00000000
        NS
        USD
        67788.00000000
        0.003945786685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L E Lundbergforetagen AB
        529900BPSFZS6O3A9R04
        L E Lundbergforetagen AB
        000000000
        
          
        
        1234.00000000
        NS
        
        63351.15000000
        0.003687527647
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        1042.00000000
        NS
        
        46148.11000000
        0.002686177465
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        000000000
        
          
        
        2436.00000000
        NS
        
        81569.62000000
        0.004747983722
        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
        260339162.62000000
        15.15375585086
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        2430.00000000
        NS
        USD
        597294.00000000
        0.034767137437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
        
        1556.00000000
        NS
        USD
        547743.12000000
        0.031882892400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dynatrace Inc
        N/A
        Dynatrace Inc
        268150109
        
          
        
        1333.00000000
        NS
        USD
        50680.66000000
        0.002950006984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
        
        861.00000000
        NS
        USD
        45641.61000000
        0.002656695241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
        
        8138.00000000
        NS
        
        146908.81000000
        0.008551230697
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Umicore SA
        529900F3AIQECS8ZSV61
        Umicore SA
        000000000
        
          
        
        720.00000000
        NS
        
        32297.29000000
        0.001879952452
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aozora Bank Ltd
        X0XUGKC9FD2CYUQNC010
        Aozora Bank Ltd
        000000000
        
          
        
        1430.00000000
        NS
        
        25758.55000000
        0.001499347135
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LEG Immobilien AG
        391200SO40AKONBO0Z96
        LEG Immobilien AG
        000000000
        
          
        
        173.00000000
        NS
        
        24605.94000000
        0.001432256305
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
        
        643.00000000
        NS
        USD
        123449.57000000
        0.007185721214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
        
        272.00000000
        NS
        USD
        189951.20000000
        0.011056631201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown PLC
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown PLC
        000000000
        
          
        
        8717.00000000
        NS
        
        165097.31000000
        0.009609942285
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
        
        481.00000000
        NS
        USD
        182020.02000000
        0.010594975090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        Kone OYJ
        000000000
        
          
        
        1042.00000000
        NS
        
        87358.03000000
        0.005084914021
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
        
        1043.00000000
        NS
        USD
        178426.01000000
        0.010385775869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        000000000
        
          
        
        3704.00000000
        NS
        
        14771.57000000
        0.000859819794
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
        
        1178.00000000
        NS
        USD
        257487.24000000
        0.014987751863
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 2950 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -171.77000000
        -0.00000999834
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            2950.00000000
            EUR
            2020-12-18
            XXXX
            4553.24000000
          
        
        
          N
          N
          N
        
      
      
        Seiko Epson Corp
        549300NIOFQDR749W206
        Seiko Epson Corp
        000000000
        
          
        
        2067.00000000
        NS
        
        30800.61000000
        0.001792834083
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swedish Match AB
        529900YVXCGNWAUYZG78
        Swedish Match AB
        000000000
        
          
        
        2528.00000000
        NS
        
        204519.91000000
        0.011904642972
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
        
        4427.00000000
        NS
        
        116825.23000000
        0.006800133313
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
        
        4105.00000000
        NS
        
        50577.15000000
        0.002943981900
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3475 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -204330.00000000
        -0.01189358873
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3475.00000000
            USD
            2020-11-30
            XXXX
            -167563.40000000
          
        
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        2719.00000000
        NS
        USD
        677275.71000000
        0.039422692497
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
        
        884.00000000
        NS
        USD
        44986.76000000
        0.002618577899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Residential
        5493008RACSH5EP3PI59
        Equity Residential
        29476L107
        
          
        
        1405.00000000
        NS
        USD
        81377.60000000
        0.004736806670
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
        
        1303.00000000
        NS
        
        479629.23000000
        0.027918136392
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        86846.00000000
        NS
        
        40928.66000000
        0.002382365045
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
        
        823.00000000
        NS
        USD
        97550.19000000
        0.005678176681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620R303
        
          
        
        1837.00000000
        NS
        USD
        66113.63000000
        0.003848325381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
        
        926.00000000
        NS
        USD
        78608.14000000
        0.004575602646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMC Corp/Japan
        N/A
        SMC Corp/Japan
        000000000
        
          
        
        110.00000000
        NS
        
        69965.86000000
        0.004072555007
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
        
        1363.00000000
        NS
        USD
        59753.92000000
        0.003478140997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp
        549300QQXOOYEF89IC56
        Western Digital Corp
        958102105
        
          
        
        815.00000000
        NS
        USD
        36577.20000000
        0.002129076366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        Twitter Inc
        90184L102
        
          
        
        681.00000000
        NS
        USD
        31673.31000000
        0.001843631983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 26500 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -18247.13000000
        -0.00106212430
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            26500.00000000
            JPY
            2021-01-08
            XXXX
            -10653.70000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Rubber Industries Ltd
        353800JD4V72SJ3EOX37
        Sumitomo Rubber Industries Ltd
        000000000
        
          
        
        6601.00000000
        NS
        
        58262.77000000
        0.003391344517
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Comerica Inc
        I9Q57JVPWHHZ3ZGBW498
        Comerica Inc
        200340107
        
          
        
        506.00000000
        NS
        USD
        24895.20000000
        0.001449093478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings Inc
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
        
        1821.00000000
        NS
        
        52975.29000000
        0.003083572224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alnylam Pharmaceuticals Inc
        529900S3ZI14OWRJII50
        Alnylam Pharmaceuticals Inc
        02043Q107
        
          
        
        567.00000000
        NS
        USD
        73658.97000000
        0.004287522616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6125 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -11198.46000000
        -0.00065183711
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6125.00000000
            GBP
            2021-01-15
            XXXX
            -7220.14000000
          
        
        
          N
          N
          N
        
      
      
        Kyushu Railway Co
        5299002CCI6HLWAN3K50
        Kyushu Railway Co
        000000000
        
          
        
        968.00000000
        NS
        
        20354.77000000
        0.001184805281
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chocoladefabriken Lindt & Spruengli AG
        529900JYJNNOKKAGK736
        Chocoladefabriken Lindt & Spruengli AG
        000000000
        
          
        
        1.00000000
        NS
        
        89486.66000000
        0.005208816775
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360105
        
          
        
        224.00000000
        NS
        USD
        84658.56000000
        0.004927783956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
        
        17160.00000000
        NS
        USD
        320548.80000000
        0.018658423130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of East Asia Ltd/The
        CO6GC26LCGGRTUESIP55
        Bank of East Asia Ltd/The
        000000000
        
          
        
        29440.00000000
        NS
        
        65307.59000000
        0.003801407610
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Yokohama Rubber Co Ltd/The
        52990036XNWY2FMYWB76
        Yokohama Rubber Co Ltd/The
        000000000
        
          
        
        4222.00000000
        NS
        
        61327.07000000
        0.003569710513
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Expeditors International of Washington Inc
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
        
        937.00000000
        NS
        USD
        83739.69000000
        0.004874298605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ampol Ltd
        5493009TD1CGVRZ27U11
        Ampol Ltd
        000000000
        
          
        
        1812.00000000
        NS
        
        40753.70000000
        0.002372181018
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
        
        2739.00000000
        NS
        
        132477.96000000
        0.007711243445
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6200 CALL
        000000000
        
          
        
        -4.00000000
        NC
        
        -9198.74000000
        -0.00053543792
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6200.00000000
            GBP
            2020-12-18
            XXXX
            -3629.18000000
          
        
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        000000000
        
          
        
        381.00000000
        NS
        
        26522.05000000
        0.001543788749
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
        
        1869.00000000
        NS
        USD
        183853.53000000
        0.010701699574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury NZ Ltd
        254900XLT925U953KK55
        Mercury NZ Ltd
        000000000
        
          
        
        11187.00000000
        NS
        
        47056.38000000
        0.002739045814
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        MSCI Inc
        549300HTIN2PD78UB763
        MSCI Inc
        55354G100
        
          
        
        278.00000000
        NS
        USD
        113818.76000000
        0.006625133471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKF AB
        549300B6HWYEE57O8J84
        SKF AB
        000000000
        
          
        
        3971.00000000
        NS
        
        98070.21000000
        0.005708445873
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        AVEVA Group PLC
        213800XHATUM2LFMKG16
        AVEVA Group PLC
        000000000
        
          
        
        588.00000000
        NS
        
        26456.66000000
        0.001539982545
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chipotle Mexican Grill Inc
        N/A
        Chipotle Mexican Grill Inc
        169656105
        
          
        
        80.00000000
        NS
        USD
        103154.40000000
        0.006004385113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        000000000
        
          
        
        33140.00000000
        NS
        
        122594.57000000
        0.007135953591
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        22989.00000000
        NS
        USD
        386674.98000000
        0.022507479019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La Francaise des Jeux SAEM
        969500R4CLSQFTYYI535
        La Francaise des Jeux SAEM
        000000000
        
          
        
        5462.00000000
        NS
        
        228442.18000000
        0.013297104388
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        000000000
        
          
        
        1571.00000000
        NS
        
        35782.04000000
        0.002082791895
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        000000000
        
          
        
        1124.00000000
        NS
        
        125858.29000000
        0.007325927375
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        2562.00000000
        NS
        USD
        223175.82000000
        0.012990561443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack Henry & Associates Inc
        529900X1QS8C54W0JB21
        Jack Henry & Associates Inc
        426281101
        
          
        
        493.00000000
        NS
        USD
        79303.98000000
        0.004616105924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        000000000
        
          
        
        156.00000000
        NS
        
        44683.45000000
        0.002600922907
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings PLC
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings PLC
        000000000
        
          
        
        2385.00000000
        NS
        
        145779.93000000
        0.008485521136
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Water Works Co Inc
        549300DXHIJQMD5WFW18
        American Water Works Co Inc
        030420103
        
          
        
        887.00000000
        NS
        USD
        136048.06000000
        0.007919050919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
        
        1138.00000000
        NS
        USD
        259179.50000000
        0.015086254503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius XM Holdings Inc
        54930055RWDMVXAGZK98
        Sirius XM Holdings Inc
        82968B103
        
          
        
        11214.00000000
        NS
        USD
        72778.86000000
        0.004236293396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp
        549300MIX43II8JLN536
        Liberty Broadband Corp
        530307305
        
          
        
        857.00000000
        NS
        USD
        134848.95000000
        0.007849253429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Parkland Corp/Canada
        549300Q72GWZCL8MQC95
        Parkland Corp/Canada
        70137W108
        
          
        
        1908.00000000
        NS
        
        58443.24000000
        0.003401849269
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
        
        1913.00000000
        NS
        USD
        150151.37000000
        0.008739972806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
        
        2812.00000000
        NS
        USD
        161549.40000000
        0.009403426441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
        
        2936.00000000
        NS
        USD
        388403.44000000
        0.022608088779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        000000000
        
          
        
        7265.00000000
        NS
        
        138970.98000000
        0.008089187504
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
        
        496.00000000
        NS
        USD
        121539.84000000
        0.007074560135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
        
        952.00000000
        NS
        USD
        194284.16000000
        0.011308843036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skanska AB
        549300UINV5RINHGMG07
        Skanska AB
        000000000
        
          
        
        6199.00000000
        NS
        
        147294.00000000
        0.008573651738
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Aristocrat Leisure Ltd
        529900TE2HO3OZKYKC27
        Aristocrat Leisure Ltd
        000000000
        
          
        
        1836.00000000
        NS
        
        43305.68000000
        0.002520726021
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
        
        24929.00000000
        NS
        
        144832.20000000
        0.008430355909
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -7295.95000000
        -0.00042468080
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1400000.00000000
            NOK
            150095.64000000
            USD
            2020-12-16
            -7295.95000000
          
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        7896.00000000
        NS
        USD
        1142393.28000000
        0.066496137870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REA Group Ltd
        N/A
        REA Group Ltd
        000000000
        
          
        
        838.00000000
        NS
        
        89208.22000000
        0.005192609410
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        Realty Income Corp
        756109104
        
          
        
        299.00000000
        NS
        USD
        17931.03000000
        0.001043724839
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
        
        1037.00000000
        NS
        USD
        225485.28000000
        0.013124989904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX FEB21 6625 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -1906.40000000
        -0.00011096724
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6625.00000000
            GBP
            2021-02-19
            XXXX
            278.67000000
          
        
        
          N
          N
          N
        
      
      
        Lion Corp
        529900MPGS2GM7VPG855
        Lion Corp
        000000000
        
          
        
        2631.00000000
        NS
        
        62345.77000000
        0.003629006744
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
        
        2773.00000000
        NS
        USD
        147828.63000000
        0.008604771346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensata Technologies Holding PLC
        529900MS7KFYCY9MS037
        Sensata Technologies Holding PLC
        000000000
        
          
        
        1259.00000000
        NS
        USD
        61476.97000000
        0.003578435854
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ASX Ltd
        N/A
        ASX Ltd
        000000000
        
          
        
        1185.00000000
        NS
        
        67015.99000000
        0.003900849723
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui Chemicals Inc
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals Inc
        000000000
        
          
        
        2131.00000000
        NS
        
        59575.34000000
        0.003467746258
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
        
        5896.00000000
        NS
        
        39336.94000000
        0.002289714611
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Keisei Electric Railway Co Ltd
        529900VNP95IIHXPCY17
        Keisei Electric Railway Co Ltd
        000000000
        
          
        
        621.00000000
        NS
        
        20774.11000000
        0.001209214118
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        IMM EURO$ FUT OPT Jun21C 98.25
        000000000
        
          
        
        1066.00000000
        NC
        USD
        4117425.00000000
        0.239666028561
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                  
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                    Eurodollar Time Deposit Future
                    N/A
                    
                      
                    
                    1066.00000000
                    NC
                    N/A
                    4117425.00000000
                    0.24000000
                    DIR
                    
                    US
                  
                  Long
                  
                    
                      Eurodollar Time Deposit
                      EDM1 Comdty
                    
                  
                  2021-06-14
                  1066.00000000
                  USD
                
              
            
            2500.00000000
            98.25000000
            USD
            2021-06-14
            XXXX
            2915151.88000000
          
        
        
          N
          N
          N
        
      
      
        Maruichi Steel Tube Ltd
        N/A
        Maruichi Steel Tube Ltd
        000000000
        
          
        
        865.00000000
        NS
        
        18184.73000000
        0.001058492144
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nibe Industrier AB
        549300ZQH0FIF1P0MX67
        Nibe Industrier AB
        000000000
        
          
        
        1502.00000000
        NS
        
        42366.78000000
        0.002466074768
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken Holding NV
        724500M1WJLFM9TYBS04
        Heineken Holding NV
        000000000
        
          
        
        509.00000000
        NS
        
        47024.61000000
        0.002737196554
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        2866.00000000
        NS
        USD
        963950.44000000
        0.056109382365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
        
        17060.00000000
        NS
        
        96358.61000000
        0.005608817495
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6100 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -3312.88000000
        -0.00019283527
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6100.00000000
            GBP
            2020-12-18
            XXXX
            -1668.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -50354.41000000
        -0.00293101670
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            10275000.00000000
            SEK
            1148108.58000000
            USD
            2020-12-16
            -50354.41000000
          
        
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        000000000
        
          
        
        7896.00000000
        NS
        
        25636.96000000
        0.001492269655
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        118879.86000000
        0.006919728695
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            4725010.40000000
            USD
            6290000.00000000
            CAD
            2020-12-16
            118879.86000000
          
        
        
          N
          N
          N
        
      
      
        Toppan Printing Co Ltd
        3538003H9W4KIDODQY20
        Toppan Printing Co Ltd
        000000000
        
          
        
        2067.00000000
        NS
        
        28141.02000000
        0.001638025344
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        633067103
        
          
        
        3794.00000000
        NS
        
        210164.29000000
        0.012233189609
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Clorox Co/The
        54930044KVSC06Z79I06
        Clorox Co/The
        189054109
        
          
        
        1465.00000000
        NS
        USD
        297336.40000000
        0.017307281646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        000000000
        
          
        
        1831.00000000
        NS
        
        131583.30000000
        0.007659167303
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 26875 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -8812.26000000
        -0.00051294179
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            26875.00000000
            JPY
            2021-01-08
            XXXX
            -5084.93000000
          
        
        
          N
          N
          N
        
      
      
        Cochlear Ltd
        5493001OLLWY8KV5UC08
        Cochlear Ltd
        000000000
        
          
        
        1085.00000000
        NS
        
        175824.35000000
        0.010234339104
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
        
        6953.00000000
        NS
        USD
        319838.00000000
        0.018617049064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -5166.65000000
        -0.00030073905
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            130000.00000000
            NZD
            85992.66000000
            USD
            2020-12-16
            -5166.65000000
          
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
        
        724.00000000
        NS
        
        314566.36000000
        0.018310198782
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
        
        5388.00000000
        NS
        USD
        408141.00000000
        0.023756967658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Varian Medical Systems Inc
        TK3LAKL7I0QNTCVWSY07
        Varian Medical Systems Inc
        92220P105
        
          
        
        951.00000000
        NS
        USD
        165454.98000000
        0.009630761449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        000000000
        
          
        
        1027.00000000
        NS
        
        25090.37000000
        0.001460453883
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        United Rentals Inc
        5323X5O7RN0NKFCDRY08
        United Rentals Inc
        911363109
        
          
        
        775.00000000
        NS
        USD
        175909.50000000
        0.010239295494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Svenska Cellulosa AB SCA
        549300FW5JDRV1IJ0M67
        Svenska Cellulosa AB SCA
        000000000
        
          
        
        2653.00000000
        NS
        
        43056.86000000
        0.002506242770
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
        
        3598.00000000
        NS
        USD
        444424.96000000
        0.025868975186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3740 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -4360.00000000
        -0.00025378577
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3740.00000000
            USD
            2020-12-31
            XXXX
            1819.93000000
          
        
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
        
        7972.00000000
        NS
        
        280632.41000000
        0.016334980039
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chocoladefabriken Lindt & Spruengli AG
        529900JYJNNOKKAGK736
        Chocoladefabriken Lindt & Spruengli AG
        000000000
        
          
        
        5.00000000
        NS
        
        42760.58000000
        0.002488996979
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
        
        415.00000000
        NS
        USD
        21505.30000000
        0.001251775039
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Land Securities Group PLC
        213800V8IAVKS37D6B88
        Land Securities Group PLC
        000000000
        
          
        
        2769.00000000
        NS
        
        24216.19000000
        0.001409569836
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        000000000
        
          
        
        590.00000000
        NS
        
        59999.29000000
        0.003492423432
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
        
        1670.00000000
        NS
        USD
        89795.90000000
        0.005226816938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphenol Corp
        549300D3L3G0R4U4VT04
        Amphenol Corp
        032095101
        
          
        
        1117.00000000
        NS
        USD
        146114.77000000
        0.008505011418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
        
        8928.00000000
        NS
        USD
        244180.80000000
        0.014213213983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        Northern Trust Corp
        665859104
        
          
        
        594.00000000
        NS
        USD
        55313.28000000
        0.003219661352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
        
        11532.00000000
        NS
        USD
        203539.80000000
        0.011847592978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAC/InterActiveCorp
        549300TO56L57RP6P031
        IAC/InterActiveCorp
        44891N109
        
          
        
        286.00000000
        NS
        USD
        40609.14000000
        0.002363766506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
        
        1020.00000000
        NS
        USD
        39657.60000000
        0.002308379507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persimmon PLC
        213800XI72Y57UWN6F31
        Persimmon PLC
        000000000
        
          
        
        568.00000000
        NS
        
        19932.40000000
        0.001160220076
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
        
        21923.00000000
        NS
        
        93552.33000000
        0.005445470262
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
        
        790.00000000
        NS
        USD
        105070.00000000
        0.006115887871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3470 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -214410.00000000
        -0.01248032281
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3470.00000000
            USD
            2020-11-30
            XXXX
            -175186.91000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3505 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -28780.00000000
        -0.00167521892
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3505.00000000
            USD
            2021-01-29
            XXXX
            3537.00000000
          
        
        
          N
          N
          N
        
      
      
        Partners Group Holding AG
        549300I3IVVWZWDHI788
        Partners Group Holding AG
        000000000
        
          
        
        160.00000000
        NS
        
        172508.96000000
        0.010041357725
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
        
        4096.00000000
        NS
        USD
        301424.64000000
        0.017545248882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc
        43300A203
        
          
        
        919.00000000
        NS
        USD
        95235.97000000
        0.005543471151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Singapore Telecommunications Ltd
        2549003XJKIQO8YDYD89
        Singapore Telecommunications Ltd
        000000000
        
          
        
        15280.00000000
        NS
        
        27358.48000000
        0.001592475454
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 5850 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -13438.15000000
        -0.00078220442
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5850.00000000
            GBP
            2021-01-15
            XXXX
            -10323.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -132666.99000000
        -0.00772224645
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6880000.00000000
            EUR
            8078626.72000000
            USD
            2020-12-16
            -132666.99000000
          
        
        
          N
          N
          N
        
      
      
        AGNC Investment Corp
        5TRACI5HRMELWV32OF39
        AGNC Investment Corp
        00123Q104
        
          
        
        3860.00000000
        NS
        USD
        58980.80000000
        0.003433139425
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
        
        776.00000000
        NS
        USD
        29852.72000000
        0.001737659543
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3725 CALL
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -32160.00000000
        -0.00187196111
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3725.00000000
            USD
            2020-12-23
            XXXX
            9892.76000000
          
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        4015.00000000
        NS
        USD
        244192.30000000
        0.014213883372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
        
        1106.00000000
        NS
        USD
        82397.00000000
        0.004796143646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
        
        1624.00000000
        NS
        USD
        151275.60000000
        0.008805411700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarketAxess Holdings Inc
        5493002U1CA1XJOVID83
        MarketAxess Holdings Inc
        57060D108
        
          
        
        372.00000000
        NS
        USD
        200574.96000000
        0.011675016325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LINE Corp
        353800SE9WIPQJH4RB92
        LINE Corp
        000000000
        
          
        
        716.00000000
        NS
        
        36895.47000000
        0.002147602146
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Uniper SE
        549300UXRTWGIBZQ4J67
        Uniper SE
        000000000
        
          
        
        2224.00000000
        NS
        
        75279.51000000
        0.004381850596
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Reinsurance Group of America Inc
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351604
        
          
        
        643.00000000
        NS
        USD
        74125.04000000
        0.004314651500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terna Rete Elettrica Nazionale SpA
        8156009E94ED54DE7C31
        Terna Rete Elettrica Nazionale SpA
        000000000
        
          
        
        12390.00000000
        NS
        
        93065.34000000
        0.005417123671
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3505 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -7310.00000000
        -0.00042549862
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3505.00000000
            USD
            2020-12-31
            XXXX
            3888.50000000
          
        
        
          N
          N
          N
        
      
      
        Mowi ASA
        549300W1OGQF5LZIH349
        Mowi ASA
        000000000
        
          
        
        1277.00000000
        NS
        
        25846.05000000
        0.001504440313
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        000000000
        
          
        
        2574.00000000
        NS
        USD
        53513.46000000
        0.003114897887
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Corp
        529900RG9DJ58J3UIE72
        Otsuka Corp
        000000000
        
          
        
        522.00000000
        NS
        
        25313.51000000
        0.001473442360
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        000000000
        
          
        
        9614.00000000
        NS
        
        161172.63000000
        0.009381495508
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        Zscaler Inc
        98980G102
        
          
        
        435.00000000
        NS
        USD
        67751.25000000
        0.003943647550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Lufthansa AG
        529900PH63HYJ86ASW55
        Deutsche Lufthansa AG
        000000000
        
          
        
        3097.00000000
        NS
        
        35705.01000000
        0.002078308152
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
        
        5675.00000000
        NS
        USD
        593491.50000000
        0.034545802483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tractor Supply Co
        549300OJ9VZHZRO6I137
        Tractor Supply Co
        892356106
        
          
        
        1638.00000000
        NS
        USD
        230646.78000000
        0.013425429185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  DEC20 XCME 20201218
        000000000
        
          
        
        459.00000000
        NC
        USD
        4872407.08000000
        0.283611833706
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESZ0 Index
              
            
            2020-12-18
            78280032.92000000
            USD
            4872407.08000000
          
        
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903100
        
          
        
        1164.00000000
        NS
        USD
        151995.12000000
        0.008847293337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kakaku.com Inc
        353800KA15Y0DCPWYY65
        Kakaku.com Inc
        000000000
        
          
        
        6309.00000000
        NS
        
        176512.38000000
        0.010274387780
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Insurance Australia Group Ltd
        549300PFEWKNHRG25N08
        Insurance Australia Group Ltd
        000000000
        
          
        
        7993.00000000
        NS
        
        30161.58000000
        0.001755637587
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd
        000000000
        
          
        
        960.00000000
        NS
        
        36888.05000000
        0.002147170244
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
        
        1763.00000000
        NS
        
        79444.57000000
        0.004624289351
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        000000000
        
          
        
        2422.00000000
        NS
        
        169417.47000000
        0.009861409061
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        GN Store Nord AS
        5493008U3H3W0NKPFL10
        GN Store Nord AS
        000000000
        
          
        
        318.00000000
        NS
        
        25881.89000000
        0.001506526479
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ball Corp
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498106
        
          
        
        645.00000000
        NS
        USD
        61926.45000000
        0.003604599072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Century Corp
        35380096ZLHOF84DXR74
        Tokyo Century Corp
        000000000
        
          
        
        1033.00000000
        NS
        
        68031.31000000
        0.003959949212
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5475 PUT
        000000000
        
          
        
        -7.00000000
        NC
        
        -1073.19000000
        -0.00006246797
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5475.00000000
            GBP
            2020-12-18
            XXXX
            8021.78000000
          
        
        
          N
          N
          N
        
      
      
        Toyoda Gosei Co Ltd
        353800ZV4HXVM4DWPO50
        Toyoda Gosei Co Ltd
        000000000
        
          
        
        1259.00000000
        NS
        
        34114.65000000
        0.001985736881
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wesfarmers Ltd
        5493003L32ZX9557ST85
        Wesfarmers Ltd
        000000000
        
          
        
        8260.00000000
        NS
        
        299361.03000000
        0.017425130795
        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
        59310.72000000
        0.003452343324
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
        
        2982.00000000
        NS
        
        181112.70000000
        0.010542162038
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
        
        614.00000000
        NS
        USD
        172005.96000000
        0.010012079229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings Inc
        N/A
        Hakuhodo DY Holdings Inc
        000000000
        
          
        
        2474.00000000
        NS
        
        35528.53000000
        0.002068035649
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
        
        2969.00000000
        NS
        
        172174.80000000
        0.010021907025
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Disco Corp
        N/A
        Disco Corp
        000000000
        
          
        
        82.00000000
        NS
        
        26103.83000000
        0.001519445106
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
        
        33802.00000000
        NS
        
        222876.87000000
        0.012973160237
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Ventas Inc
        ORQTRC074CWLT3DKHT41
        Ventas Inc
        92276F100
        
          
        
        1171.00000000
        NS
        USD
        56102.61000000
        0.003265606472
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
        
        1072.00000000
        NS
        
        79980.85000000
        0.004655505001
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        Sonova Holding AG
        000000000
        
          
        
        628.00000000
        NS
        
        155967.77000000
        0.009078532339
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiwa House REIT Investment Corp
        3538001FWU534P8JMO05
        Daiwa House REIT Investment Corp
        000000000
        
          
        
        17.00000000
        NS
        
        40813.20000000
        0.002375644378
        Long
        EC
        
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
        
        2681.00000000
        NS
        
        323640.40000000
        0.018838378197
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5375 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -133.32000000
        -0.00000776025
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5375.00000000
            GBP
            2020-12-18
            XXXX
            1721.51000000
          
        
        
          N
          N
          N
        
      
      
        Calbee Inc
        529900CIHZID6O8LJH81
        Calbee Inc
        000000000
        
          
        
        2487.00000000
        NS
        
        73517.79000000
        0.004279304846
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tradeweb Markets Inc
        N/A
        Tradeweb Markets Inc
        892672106
        
          
        
        681.00000000
        NS
        USD
        40621.65000000
        0.002364494685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesco PLC
        2138002P5RNKC5W2JZ46
        Tesco PLC
        000000000
        
          
        
        35906.00000000
        NS
        
        108074.24000000
        0.006290757910
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
        
        10304.00000000
        NS
        
        222416.74000000
        0.012946377107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6550 CALL
        000000000
        
          
        
        -4.00000000
        NC
        
        -2986.26000000
        -0.00017382346
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6550.00000000
            GBP
            2021-01-15
            XXXX
            887.93000000
          
        
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        Advantest Corp
        000000000
        
          
        
        1298.00000000
        NS
        
        90252.93000000
        0.005253419624
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swiss Life Holding AG
        5493000KUC3Z24U77V93
        Swiss Life Holding AG
        000000000
        
          
        
        352.00000000
        NS
        
        157069.33000000
        0.009142651664
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508E101
        
          
        
        2593.00000000
        NS
        USD
        124204.70000000
        0.007229675629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Remy Cointreau SA
        5493004V6A3Z027YT216
        Remy Cointreau SA
        000000000
        
          
        
        137.00000000
        NS
        
        24400.09000000
        0.001420274241
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        841.00000000
        NS
        USD
        391048.18000000
        0.022762033134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160K105
        
          
        
        1523.00000000
        NS
        USD
        596665.71000000
        0.034730566092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        N/A
        Expedia Group Inc
        30212P303
        
          
        
        1053.00000000
        NS
        USD
        131087.97000000
        0.007630335261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CenturyLink Inc
        8M3THTGWLTYZVE6BBY25
        CenturyLink Inc
        156700106
        
          
        
        17204.00000000
        NS
        USD
        179781.80000000
        0.010464693349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LafargeHolcim Ltd
        529900EHPFPYHV6IQO98
        LafargeHolcim Ltd
        000000000
        
          
        
        1594.00000000
        NS
        
        83664.10000000
        0.004869898681
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
        
        2652.00000000
        NS
        
        76225.28000000
        0.004436901736
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferguson PLC
        213800DU1LGY3R2S2X42
        Ferguson PLC
        000000000
        
          
        
        2572.00000000
        NS
        
        287907.17000000
        0.016758427422
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd
        549300N24XF2VV0B3570
        Everest Re Group Ltd
        000000000
        
          
        
        237.00000000
        NS
        USD
        53877.21000000
        0.003136070954
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        000000000
        
          
        
        7061.00000000
        NS
        
        115587.24000000
        0.006728072706
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MTR Corp Ltd
        254900IH4U9NHH9AQM97
        MTR Corp Ltd
        000000000
        
          
        
        3927.00000000
        NS
        
        21258.56000000
        0.001237412860
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Software Inc/Canada
        549300B6PYHMCTDWQV29
        Constellation Software Inc/Canada
        000000000
        
          
        
        316.00000000
        NS
        
        391327.08000000
        0.022778267274
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown-Forman Corp
        549300873K3LXF7ARU34
        Brown-Forman Corp
        115637209
        
          
        
        1475.00000000
        NS
        USD
        118973.50000000
        0.006925179268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
        
        2813.00000000
        NS
        USD
        310386.42000000
        0.018066893896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -7082.45000000
        -0.00041225345
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            594000000.00000000
            JPY
            5684665.41000000
            USD
            2020-12-16
            -7082.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -50388.73000000
        -0.00293301439
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            25025000.00000000
            GBP
            33320637.35000000
            USD
            2020-12-16
            -50388.73000000
          
        
        
          N
          N
          N
        
      
      
        CLP Holdings Ltd
        25490002BUTSMP94GO68
        CLP Holdings Ltd
        000000000
        
          
        
        3420.00000000
        NS
        
        32127.40000000
        0.001870063538
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
        
        4893.00000000
        NS
        USD
        382290.09000000
        0.022252244455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
        
        5980.00000000
        NS
        USD
        320946.60000000
        0.018681578171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        Western Union Co/The
        959802109
        
          
        
        8664.00000000
        NS
        USD
        195459.84000000
        0.011377276719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        2077.00000000
        NS
        
        105721.77000000
        0.006153825934
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Teladoc Health Inc
        549300I2PVFBC9MFAC61
        Teladoc Health Inc
        87918A105
        
          
        
        296.00000000
        NS
        USD
        58835.92000000
        0.003424706286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyota Tsusho Corp
        549300CEE2ENIUJNXB84
        Toyota Tsusho Corp
        000000000
        
          
        
        3740.00000000
        NS
        
        128895.43000000
        0.007502712449
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Hapoalim BM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
        
        4450.00000000
        NS
        
        29159.90000000
        0.001697332052
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
        
        4680.00000000
        NS
        USD
        236012.40000000
        0.013737749831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        CRH PLC
        000000000
        
          
        
        1432.00000000
        NS
        
        56325.09000000
        0.003278556531
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939U106
        
          
        
        1077.00000000
        NS
        USD
        102261.15000000
        0.005952391044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
        
        594.00000000
        NS
        USD
        27846.72000000
        0.001620894804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ritchie Bros Auctioneers Inc
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        000000000
        
          
        
        1058.00000000
        NS
        
        76097.47000000
        0.004429462204
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3550 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -1331.22000000
        -0.00007748731
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3550.00000000
            EUR
            2020-12-18
            XXXX
            -163.35000000
          
        
        
          N
          N
          N
        
      
      
        M&G PLC
        254900TWUJUQ44TQJY84
        M&G PLC
        000000000
        
          
        
        13335.00000000
        NS
        
        33087.22000000
        0.001925932497
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Arch Capital Group Ltd
        549300AYR4P8AFKDCE43
        Arch Capital Group Ltd
        000000000
        
          
        
        3046.00000000
        NS
        USD
        98065.97000000
        0.005708199072
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
        
        1063.00000000
        NS
        USD
        183611.99000000
        0.010687640075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6000 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -22196.95000000
        -0.00129203442
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6000.00000000
            GBP
            2020-12-18
            XXXX
            -14415.40000000
          
        
        
          N
          N
          N
        
      
      
        Sony Corp
        529900R5WX9N2OI2N910
        Sony Corp
        000000000
        
          
        
        2749.00000000
        NS
        
        256166.80000000
        0.014910892027
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        5352.00000000
        NS
        USD
        720914.40000000
        0.041962802280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
        
        1112.00000000
        NS
        USD
        129992.80000000
        0.007566587883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Ltd
        353800TJ98PCAZROVE69
        Mitsubishi Heavy Industries Ltd
        000000000
        
          
        
        999.00000000
        NS
        
        22432.57000000
        0.001305749336
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -5615.85000000
        -0.00032688597
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            430000.00000000
            SGD
            315004.93000000
            USD
            2020-12-16
            -5615.85000000
          
        
        
          N
          N
          N
        
      
      
        Ito En Ltd
        N/A
        Ito En Ltd
        000000000
        
          
        
        2505.00000000
        NS
        
        193090.24000000
        0.011239347644
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical Inc
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical Inc
        09061G101
        
          
        
        474.00000000
        NS
        USD
        37303.80000000
        0.002171370115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning
        690742101
        
          
        
        2425.00000000
        NS
        USD
        176709.75000000
        0.010285876243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MISUMI Group Inc
        353800SJWGE5BEK2V032
        MISUMI Group Inc
        000000000
        
          
        
        2964.00000000
        NS
        
        92970.03000000
        0.005411575891
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quebecor Inc
        N/A
        Quebecor Inc
        000000000
        
          
        
        1596.00000000
        NS
        
        39743.31000000
        0.002313368493
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Splunk Inc
        549300XGDSGBP6UEI867
        Splunk Inc
        848637104
        
          
        
        496.00000000
        NS
        USD
        101273.28000000
        0.005894889358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aramark
        549300MR6PG2DWZUIL39
        Aramark
        03852U106
        
          
        
        5147.00000000
        NS
        USD
        180145.00000000
        0.010485834402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABC-Mart Inc
        353800AXWW4CMTSJWL33
        ABC-Mart Inc
        000000000
        
          
        
        359.00000000
        NS
        
        18690.41000000
        0.001087926637
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
        
        551.00000000
        NS
        
        30659.30000000
        0.001784608746
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
        
        5723.00000000
        NS
        USD
        366787.07000000
        0.021349848605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
        
        955.00000000
        NS
        USD
        43528.90000000
        0.002533719154
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
        
        12025.00000000
        NS
        
        206042.65000000
        0.011993278235
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Burlington Stores Inc
        5299003Z37DVGKKC1W09
        Burlington Stores Inc
        122017106
        
          
        
        868.00000000
        NS
        USD
        189692.72000000
        0.011041585663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp
        5299000EPC47VJQOFB81
        Renesas Electronics Corp
        000000000
        
          
        
        7939.00000000
        NS
        
        70352.31000000
        0.004095049390
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3695 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -11100.00000000
        -0.00064610598
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3695.00000000
            USD
            2020-12-31
            XXXX
            921.00000000
          
        
        
          N
          N
          N
        
      
      
        Daifuku Co Ltd
        N/A
        Daifuku Co Ltd
        000000000
        
          
        
        502.00000000
        NS
        
        58072.67000000
        0.003380279224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alimentation Couche-Tard Inc
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626P403
        
          
        
        3664.00000000
        NS
        
        121681.93000000
        0.007082830873
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TMX Group Ltd
        549300N65GFVKSHGJW59
        TMX Group Ltd
        000000000
        
          
        
        455.00000000
        NS
        
        44771.27000000
        0.002606034712
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        FLIR Systems Inc
        VOBD35NEPH6WISIRTJ85
        FLIR Systems Inc
        302445101
        
          
        
        665.00000000
        NS
        USD
        25429.60000000
        0.001480199697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investment AB Latour
        5493006GFBLNB3Y0Y789
        Investment AB Latour
        000000000
        
          
        
        2127.00000000
        NS
        
        56051.63000000
        0.003262639041
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        000000000
        
          
        
        554.00000000
        NS
        
        92280.98000000
        0.005371467844
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDRITZ AG
        549300VZKC61IR5U8G96
        ANDRITZ AG
        000000000
        
          
        
        1546.00000000
        NS
        
        65226.31000000
        0.003796676484
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
        
        1517.00000000
        NS
        USD
        266764.45000000
        0.015527757346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967424
        
          
        
        5315.00000000
        NS
        USD
        292697.05000000
        0.017037235540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolution Mining Ltd
        254900BCFW5QO5LW8F27
        Evolution Mining Ltd
        000000000
        
          
        
        8534.00000000
        NS
        
        31138.71000000
        0.001812514122
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank Leumi Le-Israel BM
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
        
        15743.00000000
        NS
        
        88398.14000000
        0.005145456479
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        000000000
        
          
        
        2621.00000000
        NS
        
        162575.98000000
        0.009463181349
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
        
        5249.00000000
        NS
        
        351803.02000000
        0.020477660829
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
        
        889.00000000
        NS
        USD
        227957.38000000
        0.013268885273
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
        
        4897.00000000
        NS
        USD
        186134.97000000
        0.010834497054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
        
        930.00000000
        NS
        USD
        137481.90000000
        0.008002511514
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        2338.00000000
        NS
        USD
        147294.00000000
        0.008573651738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Severn Trent PLC
        213800RPBXRETY4A4C59
        Severn Trent PLC
        000000000
        
          
        
        2038.00000000
        NS
        
        64406.57000000
        0.003748961267
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
        
        2459.00000000
        NS
        USD
        27860.47000000
        0.001621695161
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        20657.00000000
        NS
        
        87457.47000000
        0.005090702199
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        British Land Co PLC/The
        RV5B68J2GV3QGMRPW209
        British Land Co PLC/The
        000000000
        
          
        
        4121.00000000
        NS
        
        25763.62000000
        0.001499642248
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp
        N/A
        Cosmos Pharmaceutical Corp
        000000000
        
          
        
        226.00000000
        NS
        
        39029.85000000
        0.002271839595
        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
        95820.58000000
        0.005577499981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd
        000000000
        
          
        
        2319.00000000
        NS
        
        49537.21000000
        0.002883449337
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hang Seng Bank Ltd
        5493009Z5F07LWZYMK62
        Hang Seng Bank Ltd
        000000000
        
          
        
        1949.00000000
        NS
        
        33885.64000000
        0.001972406726
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        000000000
        
          
        
        17853.00000000
        NS
        
        245080.84000000
        0.014265603283
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
        
        255.00000000
        NS
        USD
        38084.25000000
        0.002216798350
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Knight Inc
        549300TUSNXS3BFFML48
        Black Knight Inc
        09215C105
        
          
        
        1650.00000000
        NS
        USD
        151173.00000000
        0.008799439585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tabcorp Holdings Ltd
        213800OCCFUN67NEY278
        Tabcorp Holdings Ltd
        000000000
        
          
        
        9053.00000000
        NS
        
        25345.15000000
        0.001475284053
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604103
        
          
        
        26080.00000000
        NS
        USD
        265494.40000000
        0.015453830598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northern Star Resources Ltd
        254900XFXCRYYZAX6M78
        Northern Star Resources Ltd
        000000000
        
          
        
        2673.00000000
        NS
        
        24825.41000000
        0.001445031159
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
        
        2869.00000000
        NS
        
        53522.89000000
        0.003115446786
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        -346.51000000
        -0.00002016956
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3520000.00000000
            HKD
            453799.88000000
            USD
            2020-12-16
            -346.51000000
          
        
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
        
        1989.00000000
        NS
        USD
        133979.04000000
        0.007798617929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bollore SA
        969500LEKCHH6VV86P94
        Bollore SA
        000000000
        
          
        
        32886.00000000
        NS
        
        127549.87000000
        0.007424390434
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3355 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -3450.00000000
        -0.00020081672
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3355.00000000
            USD
            2020-12-31
            XXXX
            15680.00000000
          
        
        
          N
          N
          N
        
      
      
        DaVita Inc
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918K108
        
          
        
        2262.00000000
        NS
        USD
        248480.70000000
        0.014463501470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheniere Energy Inc
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411R208
        
          
        
        495.00000000
        NS
        USD
        28061.55000000
        0.001633399574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mosaic Co/The
        2YD5STGSJNMUB7H76907
        Mosaic Co/The
        61945C103
        
          
        
        4908.00000000
        NS
        USD
        107779.68000000
        0.006273612237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -124234.98000000
        -0.00723143815
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            69825000.00000000
            SEK
            8020064.58000000
            USD
            2020-12-16
            -124234.98000000
          
        
        
          N
          N
          N
        
      
      
        Allegion PLC
        N/A
        Allegion PLC
        000000000
        
          
        
        1749.00000000
        NS
        USD
        199455.96000000
        0.011609881857
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        000000000
        
          
        
        866.00000000
        NS
        
        66369.30000000
        0.003863207356
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        13055.00000000
        NS
        USD
        655883.20000000
        0.038177482709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
        
        1834.00000000
        NS
        USD
        287351.12000000
        0.016726061004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fujitsu Ltd
        3538000246DHJLRTUZ24
        Fujitsu Ltd
        000000000
        
          
        
        745.00000000
        NS
        
        103061.89000000
        0.005999000315
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp
        017175100
        
          
        
        43.00000000
        NS
        USD
        24733.60000000
        0.001439687106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3460 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -227500.00000000
        -0.01324226221
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3460.00000000
            USD
            2020-11-30
            XXXX
            -184876.49000000
          
        
        
          N
          N
          N
        
      
      
        Kikkoman Corp
        529900T9K5UH9HXOND47
        Kikkoman Corp
        000000000
        
          
        
        531.00000000
        NS
        
        32957.66000000
        0.001918391101
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
        
        440.00000000
        NS
        USD
        64578.80000000
        0.003758986387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        000000000
        
          
        
        6699.00000000
        NS
        
        357362.53000000
        0.020801267375
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
        
        9859.00000000
        NS
        USD
        160011.57000000
        0.009313912823
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        James Hardie Industries PLC
        635400NSGXKTVOO7JU45
        James Hardie Industries PLC
        000000000
        
          
        
        1280.00000000
        NS
        
        37034.75000000
        0.002155709321
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        000000000
        
          
        
        3378.00000000
        NS
        
        61871.61000000
        0.003601406959
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        000000000
        
          
        
        1018.00000000
        NS
        
        85817.08000000
        0.004995218794
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Mapletree Logistics Trust
        549300M9EBZIYH387075
        Mapletree Logistics Trust
        000000000
        
          
        
        23558.00000000
        NS
        
        34468.99000000
        0.002006362214
        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
        
        312233.16000000
        0.018174388469
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560105
        
          
        
        423.00000000
        NS
        USD
        40561.47000000
        0.002360991743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexus
        N/A
        Dexus
        000000000
        
          
        
        4704.00000000
        NS
        
        33702.67000000
        0.001961756454
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        CIMIC Group Ltd
        529900Q5XXSXHRQERC81
        CIMIC Group Ltd
        000000000
        
          
        
        2842.00000000
        NS
        
        53362.04000000
        0.003106084070
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Toray Industries Inc
        35380099TCYR5FHT0A11
        Toray Industries Inc
        000000000
        
          
        
        3799.00000000
        NS
        
        20500.05000000
        0.001193261703
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
        
        372.00000000
        NS
        USD
        47195.64000000
        0.002747151825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
        
        1598.00000000
        NS
        USD
        451179.32000000
        0.026262131257
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercari Inc
        N/A
        Mercari Inc
        000000000
        
          
        
        796.00000000
        NS
        
        36351.15000000
        0.002115918505
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5425 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -699.90000000
        -0.00004073960
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5425.00000000
            GBP
            2020-12-18
            XXXX
            4988.17000000
          
        
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L105
        
          
        
        6246.00000000
        NS
        USD
        180134.64000000
        0.010485231370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dropbox Inc
        549300JCDF7UAR6TJR51
        Dropbox Inc
        26210C104
        
          
        
        6158.00000000
        NS
        USD
        122975.26000000
        0.007158112697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3470 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -19215.00000000
        -0.00111846183
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3470.00000000
            USD
            2021-01-29
            XXXX
            5216.25000000
          
        
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        000000000
        
          
        
        1103.00000000
        NS
        
        116797.26000000
        0.006798505243
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
        
        3682.00000000
        NS
        
        46607.01000000
        0.002712888999
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        000000000
        
          
        
        987.00000000
        NS
        
        33740.83000000
        0.001963977662
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
        
        1331.00000000
        NS
        USD
        37827.02000000
        0.002201825571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Communities Inc
        549300H5GEOJYN41ZG57
        Sun Communities Inc
        866674104
        
          
        
        764.00000000
        NS
        USD
        106196.00000000
        0.006181429793
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
        
        2862.00000000
        NS
        USD
        117542.34000000
        0.006841874670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABB Ltd
        5493000LKVGOO9PELI61
        ABB Ltd
        000000000
        
          
        
        3348.00000000
        NS
        
        88546.94000000
        0.005154117792
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Welcia Holdings Co Ltd
        N/A
        Welcia Holdings Co Ltd
        000000000
        
          
        
        5988.00000000
        NS
        
        240609.77000000
        0.014005352376
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
        
        2217.00000000
        NS
        USD
        119052.90000000
        0.006929800963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        000000000
        
          
        
        2108.00000000
        NS
        
        102583.81000000
        0.005971172355
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corp
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865204
        
          
        
        311.00000000
        NS
        USD
        44457.45000000
        0.002587767957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Ltd
        549300T6IPOCDWLKC615
        Hitachi Ltd
        000000000
        
          
        
        3116.00000000
        NS
        
        118263.87000000
        0.006883873305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vivendi SA
        969500FU4DRAEVJW7U54
        Vivendi SA
        000000000
        
          
        
        1728.00000000
        NS
        
        51802.83000000
        0.003015325970
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aeon Co Ltd
        5299009MXFL34SA71416
        Aeon Co Ltd
        000000000
        
          
        
        2009.00000000
        NS
        
        59683.03000000
        0.003474014650
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagen Inc
        N/A
        Seagen Inc
        81181C104
        
          
        
        1347.00000000
        NS
        USD
        229407.57000000
        0.013353297564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Metro Inc/CN
        549300KQ7DCG4IXSNW78
        Metro Inc/CN
        000000000
        
          
        
        1273.00000000
        NS
        
        58479.39000000
        0.003403953479
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
        
        937.00000000
        NS
        USD
        332916.10000000
        0.019378295787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs MarketBeta International Equity ETF
        N/A
        Goldman Sachs MarketBeta International Equity ETF
        381430180
        
          
        
        4814100.00000000
        NS
        USD
        241234551.00000000
        14.04171947031
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
        
        563.00000000
        NS
        USD
        149313.23000000
        0.008691186565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        1250.00000000
        NS
        USD
        142125.00000000
        0.008272775899
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3275 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -3495.00000000
        -0.00020343607
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3275.00000000
            USD
            2020-12-31
            XXXX
            27765.72000000
          
        
        
          N
          N
          N
        
      
      
        Paycom Software Inc
        254900LSB0HNJUDC6Q18
        Paycom Software Inc
        70432V102
        
          
        
        253.00000000
        NS
        USD
        105521.24000000
        0.006142153535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evraz PLC
        5493005B7DAN39RXLK23
        Evraz PLC
        000000000
        
          
        
        18176.00000000
        NS
        
        91336.83000000
        0.005316511000
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        1413.00000000
        NS
        USD
        65591.46000000
        0.003817931043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vail Resorts Inc
        529900PSZHRNU9HKH870
        Vail Resorts Inc
        91879Q109
        
          
        
        85.00000000
        NS
        USD
        23446.40000000
        0.001364762095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Next PLC
        213800WQD8ECPZP9PH98
        Next PLC
        000000000
        
          
        
        2386.00000000
        NS
        
        206109.39000000
        0.011997163020
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Corteva Inc
        549300WZN9I2QKLS0O94
        Corteva Inc
        22052L104
        
          
        
        933.00000000
        NS
        USD
        35752.56000000
        0.002081075931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX FEB21 6075 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -3999.45000000
        -0.00023279896
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6075.00000000
            GBP
            2021-02-19
            XXXX
            -820.84000000
          
        
        
          N
          N
          N
        
      
      
        iShares MSCI EAFE Small-Cap ETF
        549300MJV5OZGVS4LX86
        iShares MSCI EAFE Small-Cap ETF
        464288273
        
          
        
        1064903.00000000
        NS
        USD
        68494560.96000000
        3.986914006538
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
        
        1594.00000000
        NS
        
        139136.36000000
        0.008098813901
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        6306.00000000
        NS
        USD
        584313.96000000
        0.034011598566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        Wayfair Inc
        94419L101
        
          
        
        1794.00000000
        NS
        USD
        456321.84000000
        0.026561465755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150104
        
          
        
        2966.00000000
        NS
        USD
        35829.28000000
        0.002085541629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp
        127097103
        
          
        
        1320.00000000
        NS
        USD
        23126.40000000
        0.001346135617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
        
        4518.00000000
        NS
        USD
        651631.14000000
        0.037929979880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        000000000
        
          
        
        231.00000000
        NS
        
        24583.47000000
        0.001430948377
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
        
        1385.00000000
        NS
        USD
        73259.47000000
        0.004264268621
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        Athene Holding Ltd
        000000000
        
          
        
        2337.00000000
        NS
        USD
        103645.95000000
        0.006032997131
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        000000000
        
          
        
        569.00000000
        NS
        
        31969.56000000
        0.001860876028
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
        
        3472.00000000
        NS
        USD
        559860.00000000
        0.032588188673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co Ltd
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co Ltd
        000000000
        
          
        
        1745.00000000
        NS
        
        32552.93000000
        0.001894832680
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
        
        318.00000000
        NS
        USD
        55659.54000000
        0.003239816366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -15785.39000000
        -0.00091883197
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5970000.00000000
            DKK
            941386.62000000
            USD
            2020-12-16
            -15785.39000000
          
        
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        000000000
        
          
        
        297.00000000
        NS
        
        27219.63000000
        0.001584393309
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        244.00000000
        NS
        USD
        34074.60000000
        0.001983405661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd
        000000000
        
          
        
        239.00000000
        NS
        
        81225.00000000
        0.004727924168
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        NIKKEI 225 DEC20 22250 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -95.79000000
        -0.00000557571
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22250.00000000
            JPY
            2020-12-11
            XXXX
            6635.66000000
          
        
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
        
        2155.00000000
        NS
        USD
        461428.60000000
        0.026858718744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        2915.00000000
        NS
        USD
        179709.75000000
        0.010460499481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getlink SE
        9695007ZEQ7M0OE74G82
        Getlink SE
        000000000
        
          
        
        1352.00000000
        NS
        
        22405.62000000
        0.001304180637
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Realty Corp
        N/A
        Duke Realty Corp
        264411505
        
          
        
        2102.00000000
        NS
        USD
        80002.12000000
        0.004656743080
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dell Technologies Inc
        549300TJB5YBRUPOG437
        Dell Technologies Inc
        24703L202
        
          
        
        1903.00000000
        NS
        USD
        131364.09000000
        0.007646407583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        767.00000000
        NS
        USD
        1345624.80000000
        0.078325786565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendel SE
        969500M98ZMIZYJD5O34
        Wendel SE
        000000000
        
          
        
        189.00000000
        NS
        
        21354.14000000
        0.001242976357
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        726.00000000
        NS
        
        143.80000000
        0.000008370273
        N/A
        DE
        
        CH
        N
        
        2
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Cie Financiere Richemont SA
                Cie Financiere Richemont SA
                
                  
                
              
            
            0.01492500
            67.00000000
            CHF
            2023-11-29
            XXXX
            143.80000000
          
        
        
          N
          N
          N
        
      
      
        Meridian Energy Ltd
        254900IFKXIGNCY3A092
        Meridian Energy Ltd
        000000000
        
          
        
        15841.00000000
        NS
        
        71459.90000000
        0.004159519708
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Barry Callebaut AG
        213800Y5RWKLDPUTT265
        Barry Callebaut AG
        000000000
        
          
        
        12.00000000
        NS
        
        25857.44000000
        0.001505103299
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Boston Properties Inc
        549300OF70FSEUQBT254
        Boston Properties Inc
        101121101
        
          
        
        629.00000000
        NS
        USD
        61742.64000000
        0.003593899906
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
        
        1777.00000000
        NS
        USD
        435933.64000000
        0.025374714588
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tele2 AB
        213800EKD193RVI9HL76
        Tele2 AB
        000000000
        
          
        
        2727.00000000
        NS
        
        35232.35000000
        0.002050795679
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co Ltd
        5299005SFO0GAJFLKN43
        Nexon Co Ltd
        000000000
        
          
        
        1675.00000000
        NS
        
        50517.67000000
        0.002940519703
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan American Silver Corp
        549300MKTF5851TYIB83
        Pan American Silver Corp
        000000000
        
          
        
        1210.00000000
        NS
        
        35609.61000000
        0.002072755133
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Inc
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017104
        
          
        
        870.00000000
        NS
        USD
        116919.30000000
        0.006805608916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
        
        1993.00000000
        NS
        USD
        199399.65000000
        0.011606604179
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co Ltd
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
        
        972.00000000
        NS
        
        95048.39000000
        0.005532552542
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300EIRQ0Z2B9C1W06
        Cenovus Energy Inc
        000000000
        
          
        
        5638.00000000
        NS
        
        27957.74000000
        0.001627357028
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
        
        615.00000000
        NS
        
        66164.99000000
        0.003851314931
        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
        
        33109.13000000
        0.001927207829
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187109
        
          
        
        2384.00000000
        NS
        USD
        112572.48000000
        0.006552590322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genmab A/S
        529900MTJPDPE4MHJ122
        Genmab A/S
        000000000
        
          
        
        186.00000000
        NS
        
        71530.16000000
        0.004163609384
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Kubota Corp
        549300CSY4INHEHQQT13
        Kubota Corp
        000000000
        
          
        
        1144.00000000
        NS
        
        22595.13000000
        0.001315211587
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        000000000
        
          
        
        1136.00000000
        NS
        
        26020.19000000
        0.001514576610
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        3198.00000000
        NS
        USD
        672699.30000000
        0.039156309986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -801.46000000
        -0.00004665118
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2640000.00000000
            CHF
            2906272.71000000
            USD
            2020-12-16
            -801.46000000
          
        
        
          N
          N
          N
        
      
      
        Oji Holdings Corp
        529900LVC9GIIYUGE243
        Oji Holdings Corp
        000000000
        
          
        
        4380.00000000
        NS
        
        19850.87000000
        0.001155474398
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824C109
        
          
        
        2305.00000000
        NS
        USD
        25447.20000000
        0.001481224153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        000000000
        
          
        
        1306.00000000
        NS
        
        63942.57000000
        0.003721952872
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
        
        995.00000000
        NS
        USD
        59550.75000000
        0.003466314929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Holdings Inc
        NYLWZIOY8PUNIT4JOE22
        Crown Holdings Inc
        228368106
        
          
        
        919.00000000
        NS
        USD
        86615.75000000
        0.005041707575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        000000000
        
          
        
        3233.00000000
        NS
        
        100970.57000000
        0.005877269291
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Pandora A/S
        5299007OWYZ6I1E46843
        Pandora A/S
        000000000
        
          
        
        2701.00000000
        NS
        
        270814.73000000
        0.015763515016
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group PLC
        213800JH9QQWHLO99821
        Legal & General Group PLC
        000000000
        
          
        
        23802.00000000
        NS
        
        78603.06000000
        0.004575306951
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Carlyle Group Inc/The
        N/A
        Carlyle Group Inc/The
        14316J108
        
          
        
        911.00000000
        NS
        USD
        25881.51000000
        0.001506504360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
        
        4833.00000000
        NS
        
        46287.80000000
        0.002694308505
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        000000000
        
          
        
        589.00000000
        NS
        
        48623.77000000
        0.002830280053
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        2395.00000000
        NS
        
        786630.33000000
        0.045787978442
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Kamigumi Co Ltd
        N/A
        Kamigumi Co Ltd
        000000000
        
          
        
        3824.00000000
        NS
        
        65987.90000000
        0.003841006922
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 24875 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -34482.76000000
        -0.00200716373
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24875.00000000
            JPY
            2021-01-08
            XXXX
            -29965.32000000
          
        
        
          N
          N
          N
        
      
      
        Woolworths Group Ltd
        QNWEWQBS7HP85QHXQL92
        Woolworths Group Ltd
        000000000
        
          
        
        9350.00000000
        NS
        
        253733.47000000
        0.014769253372
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Zoetis Inc
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978V103
        
          
        
        1414.00000000
        NS
        USD
        226777.32000000
        0.013200196640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
        
        8570.00000000
        NS
        USD
        280667.50000000
        0.016337022549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
        
        1290.00000000
        NS
        USD
        125646.00000000
        0.007313570453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Securitas AB
        635400TTYKE8EIWDS617
        Securitas AB
        000000000
        
          
        
        4454.00000000
        NS
        
        73275.23000000
        0.004265185975
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
        
        1951.00000000
        NS
        
        34560.86000000
        0.002011709760
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Healthineers AG
        529900QBVWXMWANH7H45
        Siemens Healthineers AG
        000000000
        
          
        
        803.00000000
        NS
        
        36912.91000000
        0.002148617289
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Avalara Inc
        N/A
        Avalara Inc
        05338G106
        
          
        
        539.00000000
        NS
        USD
        92573.25000000
        0.005388480222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3195 PUT
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -4000.00000000
        -0.00023283098
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3195.00000000
            USD
            2020-12-31
            XXXX
            25386.11000000
          
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        2004.00000000
        NS
        USD
        66432.60000000
        0.003866891906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956P102
        
          
        
        332.00000000
        NS
        USD
        49507.84000000
        0.002881739775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co Ltd
        N/A
        Otsuka Holdings Co Ltd
        000000000
        
          
        
        881.00000000
        NS
        
        35724.54000000
        0.002079444950
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
        
        1549.00000000
        NS
        USD
        77093.73000000
        0.004487452253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tobu Railway Co Ltd
        N/A
        Tobu Railway Co Ltd
        000000000
        
          
        
        673.00000000
        NS
        
        20162.18000000
        0.001173595052
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
        
        555.00000000
        NS
        
        125701.78000000
        0.007316817281
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ResMed Inc
        529900T3QE5253CCXF22
        ResMed Inc
        761152107
        
          
        
        1448.00000000
        NS
        USD
        303500.80000000
        0.017666097476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        000000000
        
          
        
        1061.00000000
        NS
        
        19211.45000000
        0.001118255201
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        692.00000000
        NS
        USD
        215571.84000000
        0.012547950906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
        
        1598.00000000
        NS
        USD
        121224.28000000
        0.007056192098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
        
        1079.00000000
        NS
        
        24179.26000000
        0.001407420224
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        6825.00000000
        NS
        USD
        127764.00000000
        0.007436854459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp
        000000000
        
          
        
        10490.00000000
        NS
        
        248091.21000000
        0.014440830135
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
        
        1414.00000000
        NS
        USD
        165720.80000000
        0.009646234232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
        
        1715.00000000
        NS
        USD
        271690.30000000
        0.015814479972
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Vontier Corp
        N/A
        Vontier Corp
        928881101
        
          
        
        256.00000000
        NS
        USD
        8491.52000000
        0.000494272239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
        
        3445.00000000
        NS
        USD
        346911.50000000
        0.020192936475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essity AB
        549300G8E6YUVJ1DA153
        Essity AB
        000000000
        
          
        
        1664.00000000
        NS
        
        52880.37000000
        0.003078047145
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
        
        5031.00000000
        NS
        USD
        307595.34000000
        0.017904431420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HKT Trust & HKT Ltd
        N/A
        HKT Trust & HKT Ltd
        000000000
        
          
        
        37703.00000000
        NS
        
        49278.20000000
        0.002868372948
        Long
        EC
        CORP
        XX
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
        
        484.00000000
        NS
        USD
        44019.80000000
        0.002562293337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flutter Entertainment PLC
        635400EG4YIJLJMZJ782
        Flutter Entertainment PLC
        000000000
        
          
        
        382.00000000
        NS
        
        70876.01000000
        0.004125532787
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Brenntag AG
        NNROIXVWJ7CPSR27SV97
        Brenntag AG
        000000000
        
          
        
        2195.00000000
        NS
        
        168089.36000000
        0.009784102771
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3350 CALL
        000000000
        
          
        
        -20.00000000
        NC
        
        -47666.31000000
        -0.00277454846
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3350.00000000
            EUR
            2021-01-15
            XXXX
            -35149.93000000
          
        
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
        
        1496.00000000
        NS
        USD
        359294.32000000
        0.020913712516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dollarama Inc
        5493002GJ0NJP1HI0C79
        Dollarama Inc
        000000000
        
          
        
        1999.00000000
        NS
        
        81825.55000000
        0.004762880830
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        WPP PLC
        549300LSGBXPYHXGDT93
        WPP PLC
        000000000
        
          
        
        8405.00000000
        NS
        
        80988.45000000
        0.004714155126
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        Square Inc
        852234103
        
          
        
        846.00000000
        NS
        USD
        178472.16000000
        0.010388462156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
        
        2392.00000000
        NS
        USD
        275510.56000000
        0.016036848695
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3715 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5900.00000000
        -0.00034342570
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3715.00000000
            USD
            2020-12-31
            XXXX
            3630.00000000
          
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        438.00000000
        NS
        USD
        26875.68000000
        0.001564372754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
        
        5715.00000000
        NS
        USD
        793642.05000000
        0.046196114858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Empire Co Ltd
        549300TX0ZUSTEF7C719
        Empire Co Ltd
        000000000
        
          
        
        10546.00000000
        NS
        
        288600.02000000
        0.016798756658
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TOTAL SE
        529900S21EQ1BO4ESM68
        TOTAL SE
        000000000
        
          
        
        5120.00000000
        NS
        
        217320.31000000
        0.012649725404
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -522407.71000000
        -0.03040817529
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            67070000.00000000
            EUR
            79525770.91000000
            USD
            2020-12-16
            -522407.71000000
          
        
        
          N
          N
          N
        
      
      
        Vestas Wind Systems A/S
        549300DYMC8BGZZC8844
        Vestas Wind Systems A/S
        000000000
        
          
        
        541.00000000
        NS
        
        110263.08000000
        0.006418165353
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Akamai Technologies Inc
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies Inc
        00971T101
        
          
        
        897.00000000
        NS
        USD
        92848.47000000
        0.005404500157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Tire Corp Ltd
        549300RLHDA7VQYMUB14
        Canadian Tire Corp Ltd
        000000000
        
          
        
        789.00000000
        NS
        
        100831.85000000
        0.005869194713
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3790 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -10695.00000000
        -0.00062253184
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3790.00000000
            USD
            2021-01-29
            XXXX
            2244.75000000
          
        
        
          N
          N
          N
        
      
      
        Goodman Group
        N/A
        Goodman Group
        000000000
        
          
        
        6503.00000000
        NS
        
        89243.94000000
        0.005194688591
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        State Street Corp
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477103
        
          
        
        1818.00000000
        NS
        USD
        128132.64000000
        0.007458312163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
        
        505.00000000
        NS
        USD
        184325.00000000
        0.010729142780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        000000000
        
          
        
        8048.00000000
        NS
        
        62475.89000000
        0.003636580736
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        CapitaLand Ltd
        2549006LYGY45GHGWZ89
        CapitaLand Ltd
        000000000
        
          
        
        9284.00000000
        NS
        
        21492.65000000
        0.001251038712
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Hennes & Mauritz AB
        529900O5RR7R39FRDM42
        Hennes & Mauritz AB
        000000000
        
          
        
        12455.00000000
        NS
        
        265238.49000000
        0.015438934654
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        000000000
        
          
        
        382.00000000
        NS
        
        46446.33000000
        0.002703536179
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
        
        12505.00000000
        NS
        
        26163.96000000
        0.001522945137
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Power Corp of Canada
        549300BE2CB8T87IJV50
        Power Corp of Canada
        000000000
        
          
        
        8464.00000000
        NS
        
        190565.46000000
        0.011092385891
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        000000000
        
          
        
        3785.00000000
        NS
        
        60056.36000000
        0.003495745348
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        3242.00000000
        NS
        USD
        505168.44000000
        0.029404716241
        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
        83987.68000000
        0.004888733544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co Ltd
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co Ltd
        000000000
        
          
        
        7289.00000000
        NS
        
        91919.20000000
        0.005350409445
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co Ltd
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co Ltd
        000000000
        
          
        
        3015.00000000
        NS
        
        106747.06000000
        0.006213505754
        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
        183437.73000000
        0.010677496794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dairy Farm International Holdings Ltd
        213800NOTG41PZVNNX48
        Dairy Farm International Holdings Ltd
        000000000
        
          
        
        35432.00000000
        NS
        USD
        143531.17000000
        0.008354625886
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        RELX PLC
        549300WSX3VBUFFJOO66
        RELX PLC
        000000000
        
          
        
        6032.00000000
        NS
        
        139587.16000000
        0.008125053953
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3665 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000043655
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3665.00000000
            USD
            2020-11-30
            XXXX
            11002.50000000
          
        
        
          N
          N
          N
        
      
      
        Koninklijke Philips NV
        H1FJE8H61JGM1JSGM897
        Koninklijke Philips NV
        000000000
        
          
        
        2907.00000000
        NS
        
        149807.50000000
        0.008719956908
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -3243.27000000
        -0.00018878343
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            320000.00000000
            ILS
            93501.58000000
            USD
            2020-12-16
            -3243.27000000
          
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        129.00000000
        NS
        
        243563.09000000
        0.014177258476
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -92687.22000000
        -0.00539511415
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1000000000.00000000
            JPY
            9489379.88000000
            USD
            2020-12-16
            -92687.22000000
          
        
        
          N
          N
          N
        
      
      
        Oriental Land Co Ltd/Japan
        353800PIFKBZ6KTU5994
        Oriental Land Co Ltd/Japan
        000000000
        
          
        
        243.00000000
        NS
        
        41274.77000000
        0.002402511328
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Z Holdings Corp
        52990078MD2OL792YM35
        Z Holdings Corp
        000000000
        
          
        
        5114.00000000
        NS
        
        32249.13000000
        0.001877149167
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Epiroc AB
        5493004Q73OEYW1SPE91
        Epiroc AB
        000000000
        
          
        
        1450.00000000
        NS
        
        24101.91000000
        0.001402917855
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
        
        294.00000000
        NS
        USD
        27350.82000000
        0.001592029583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        1232.00000000
        NS
        USD
        284801.44000000
        0.016577649879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        Workday Inc
        98138H101
        
          
        
        369.00000000
        NS
        USD
        82947.51000000
        0.004828187593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
        
        310.00000000
        NS
        
        141346.78000000
        0.008227477467
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp
        549300U5Y5EL6PHYLF13
        IDEX Corp
        45167R104
        
          
        
        289.00000000
        NS
        USD
        55820.35000000
        0.003249176754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kao Corp
        353800HM38HFCB8RGL63
        Kao Corp
        000000000
        
          
        
        347.00000000
        NS
        
        26009.39000000
        0.001513947966
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3525 PUT
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -37040.00000000
        -0.00215601491
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3525.00000000
            USD
            2020-12-16
            XXXX
            32773.26000000
          
        
        
          N
          N
          N
        
      
      
        Azrieli Group Ltd
        N/A
        Azrieli Group Ltd
        000000000
        
          
        
        390.00000000
        NS
        
        23871.13000000
        0.001389484671
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        751212101
        
          
        
        1650.00000000
        NS
        USD
        141487.50000000
        0.008235668461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW Corp/DE
        N/A
        CDW Corp/DE
        12514G108
        
          
        
        2651.00000000
        NS
        USD
        345928.99000000
        0.020135746782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scout24 AG
        5493007EIKM2ENQS7U66
        Scout24 AG
        000000000
        
          
        
        721.00000000
        NS
        
        54940.52000000
        0.003197963833
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyler Technologies Inc
        N/A
        Tyler Technologies Inc
        902252105
        
          
        
        342.00000000
        NS
        USD
        146239.20000000
        0.008512254208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
        
        215.00000000
        NS
        USD
        50959.30000000
        0.002966225990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp
        549300MIX43II8JLN536
        Liberty Broadband Corp
        530307107
        
          
        
        744.00000000
        NS
        USD
        116636.88000000
        0.006789169884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3600 CALL
        000000000
        
          
        
        -22.00000000
        NC
        
        -11415.58000000
        -0.00066447518
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3600.00000000
            EUR
            2021-01-15
            XXXX
            -2361.96000000
          
        
        
          N
          N
          N
        
      
      
        SGS SA
        2138007JNS19JHNA2336
        SGS SA
        000000000
        
          
        
        130.00000000
        NS
        
        371238.10000000
        0.021608933029
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        22999.00000000
        NS
        USD
        4923395.93000000
        0.286579779736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shinsei Bank Ltd
        549300PZYOQ2NW83V760
        Shinsei Bank Ltd
        000000000
        
          
        
        2594.00000000
        NS
        
        30657.15000000
        0.001784483600
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        000000000
        
          
        
        3689.00000000
        NS
        
        18507.19000000
        0.001077261814
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Insulet Corp
        549300TZTYD2PYN92D43
        Insulet Corp
        45784P101
        
          
        
        674.00000000
        NS
        USD
        173696.54000000
        0.010110484080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        21218.00000000
        NS
        
        212876.40000000
        0.012391055419
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
        
        663.00000000
        NS
        USD
        37333.53000000
        0.002173100631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
        
        942.00000000
        NS
        USD
        453375.18000000
        0.026389947318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS Inc
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556H206
        
          
        
        4879.00000000
        NS
        USD
        172131.12000000
        0.010019364511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        000000000
        
          
        
        8855.00000000
        NS
        
        293936.20000000
        0.017109363668
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
        
        2956.00000000
        NS
        USD
        192731.20000000
        0.011218448735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887109
        
          
        
        562.00000000
        NS
        USD
        131980.08000000
        0.007682262973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Matthey PLC
        2138001AVBSD1HSC6Z10
        Johnson Matthey PLC
        000000000
        
          
        
        594.00000000
        NS
        
        17503.16000000
        0.001018819491
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        000000000
        
          
        
        1881.00000000
        NS
        
        74100.70000000
        0.004313234723
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Bank Co Ltd
        5493006JVO6N2HC2XZ76
        Japan Post Bank Co Ltd
        000000000
        
          
        
        4046.00000000
        NS
        
        31700.02000000
        0.001845186712
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingredion Inc
        PKSTQ48QDN0XSVS7YK88
        Ingredion Inc
        457187102
        
          
        
        2387.00000000
        NS
        USD
        184157.05000000
        0.010719366789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
        
        781.00000000
        NS
        USD
        180567.20000000
        0.010510409712
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -1020379.64000000
        -0.05939399890
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            6461000000.00000000
            JPY
            60889355.91000000
            USD
            2020-12-16
            -1020379.64000000
          
        
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        1026.00000000
        NS
        
        68557.59000000
        0.003990582784
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        000000000
        
          
        
        231.00000000
        NS
        
        166775.18000000
        0.009707607316
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Evolution Gaming Group AB
        549300SUH6ZR1RF6TA88
        Evolution Gaming Group AB
        000000000
        
          
        
        2731.00000000
        NS
        
        232373.02000000
        0.013525909724
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        APA Group
        549300T9RBSX164T8H40
        APA Group
        000000000
        
          
        
        5526.00000000
        NS
        
        41883.37000000
        0.002437936562
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        11673.74000000
        0.000679502092
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            12200000.00000000
            NOK
            1383229.05000000
            USD
            2020-12-16
            11673.74000000
          
        
        
          N
          N
          N
        
      
      
        Dollar Tree Inc
        549300PMSTQITB1WHR43
        Dollar Tree Inc
        256746108
        
          
        
        1701.00000000
        NS
        USD
        185817.24000000
        0.010816002707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings Inc
        549300W3R20NM4KQPH86
        IQVIA Holdings Inc
        46266C105
        
          
        
        512.00000000
        NS
        USD
        86522.88000000
        0.005036301821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veeva Systems Inc
        549300YZEXPDB92M2F02
        Veeva Systems Inc
        922475108
        
          
        
        969.00000000
        NS
        USD
        268287.03000000
        0.015616383296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        000000000
        
          
        
        823.00000000
        NS
        
        28258.94000000
        0.001644889201
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Utilities Ltd
        LWV4QIQODEH3VBHUFX07
        Canadian Utilities Ltd
        000000000
        
          
        
        954.00000000
        NS
        
        23829.80000000
        0.001387078945
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
        
        1382.00000000
        NS
        USD
        145814.82000000
        0.008487552005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
        
        3847.00000000
        NS
        USD
        317300.56000000
        0.018469350401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        000000000
        
          
        
        1418.00000000
        NS
        
        26324.77000000
        0.001532305525
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk Inc/The
        549300GXPD31VT3E0P46
        Trade Desk Inc/The
        88339J105
        
          
        
        126.00000000
        NS
        USD
        113534.82000000
        0.006608605964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
        
        2060.00000000
        NS
        
        32454.56000000
        0.001889106784
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rinnai Corp
        N/A
        Rinnai Corp
        000000000
        
          
        
        247.00000000
        NS
        
        28818.02000000
        0.001677431988
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rockwell Automation Inc
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation Inc
        773903109
        
          
        
        642.00000000
        NS
        USD
        164069.52000000
        0.009550116946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Equity Products Division
        N/A
        FTSE 100 INDEX DEC20 6050 CALL
        000000000
        
          
        
        -5.00000000
        NC
        
        -19330.68000000
        -0.00112519531
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Equity Products Division
              N/A
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6050.00000000
            GBP
            2020-12-18
            XXXX
            -11538.00000000
          
        
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
        
        604.00000000
        NS
        USD
        92254.96000000
        0.005369953278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICA Gruppen AB
        549300ZEFN8VKPK9I111
        ICA Gruppen AB
        000000000
        
          
        
        1271.00000000
        NS
        
        61533.54000000
        0.003581728666
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Henkel AG & Co KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co KGaA
        000000000
        
          
        
        565.00000000
        NS
        
        54512.72000000
        0.003173062559
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Orion Oyj
        74370029VAHCXDR7B745
        Orion Oyj
        000000000
        
          
        
        3613.00000000
        NS
        
        169942.40000000
        0.009891964053
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co
        LONOZNOJYIBXOHXWDB86
        Kellogg Co
        487836108
        
          
        
        1263.00000000
        NS
        USD
        80718.33000000
        0.004698432049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -32230.17000000
        -0.00187604554
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1200000.00000000
            NZD
            809240.40000000
            USD
            2020-12-16
            -32230.17000000
          
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
        
        679.00000000
        NS
        USD
        158478.60000000
        0.009224682094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tryg A/S
        213800ZRS8AC4LSTCE39
        Tryg A/S
        000000000
        
          
        
        1146.00000000
        NS
        
        33246.57000000
        0.001935207901
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Galapagos NV
        549300QKJ78IY0IOV655
        Galapagos NV
        000000000
        
          
        
        658.00000000
        NS
        
        80604.33000000
        0.004691796366
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        Aroundtown SA
        529900H4DWG3KWMBMQ39
        Aroundtown SA
        000000000
        
          
        
        4949.00000000
        NS
        
        34252.31000000
        0.001993749760
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Coupa Software Inc
        549300Q95ICR2GFL2K37
        Coupa Software Inc
        22266L106
        
          
        
        177.00000000
        NS
        USD
        58217.07000000
        0.003388684423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries Inc
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries Inc
        446413106
        
          
        
        814.00000000
        NS
        USD
        130394.66000000
        0.007589979248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
        
        730.00000000
        NS
        USD
        106755.20000000
        0.006213979565
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
        
        5673.00000000
        NS
        
        24655.41000000
        0.001435135842
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
        
        2181.00000000
        NS
        USD
        128286.42000000
        0.007467263350
        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
        113628.62000000
        0.006614065850
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        50.00000000
        NS
        
        95507.68000000
        0.005559286778
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion PLC
        213800HROV6Y9MUU8375
        JD Sports Fashion PLC
        000000000
        
          
        
        17173.00000000
        NS
        
        176221.04000000
        0.010257429535
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        857.00000000
        NS
        USD
        33071.63000000
        0.001925025038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3375 CALL
        000000000
        
          
        
        -11.00000000
        NC
        
        -20377.47000000
        -0.00118612659
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3375.00000000
            EUR
            2020-12-18
            XXXX
            -13820.20000000
          
        
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp
        723484101
        
          
        
        478.00000000
        NS
        USD
        39124.30000000
        0.002277337316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
        
        206.00000000
        NS
        USD
        42403.04000000
        0.002468185381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3 Inc
        N/A
        M3 Inc
        000000000
        
          
        
        1242.00000000
        NS
        
        114290.97000000
        0.006652619751
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trimble Inc
        549300E2MI7NSZFQWS19
        Trimble Inc
        896239100
        
          
        
        832.00000000
        NS
        USD
        49811.84000000
        0.002899434930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        000000000
        
          
        
        592.00000000
        NS
        USD
        123248.48000000
        0.007174016218
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Electric Power Development Co Ltd
        549300KMHPUAQI8VEH90
        Electric Power Development Co Ltd
        000000000
        
          
        
        1419.00000000
        NS
        
        19045.24000000
        0.001108580492
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kerry Group PLC
        635400TLVVBNXLFHWC59
        Kerry Group PLC
        000000000
        
          
        
        687.00000000
        NS
        
        96329.83000000
        0.005607142276
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
        
        1373.00000000
        NS
        USD
        736010.38000000
        0.042841505250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dentsu Group Inc
        5299007PBBE83ZLJZG91
        Dentsu Group Inc
        000000000
        
          
        
        2749.00000000
        NS
        
        88865.93000000
        0.005172685481
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
        
        4909.00000000
        NS
        USD
        534099.20000000
        0.031088710570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
        
        1581.00000000
        NS
        USD
        137831.58000000
        0.008022865599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering PLC
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering PLC
        000000000
        
          
        
        439.00000000
        NS
        
        64666.97000000
        0.003764118564
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        1512.00000000
        NS
        USD
        69612.48000000
        0.004051985554
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
        
        1457.00000000
        NS
        USD
        697130.79000000
        0.040578411951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        2230.00000000
        NS
        USD
        34475.80000000
        0.002006758609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Assets Holdings Ltd
        254900JOWYUW1ZX4DF47
        Power Assets Holdings Ltd
        000000000
        
          
        
        3998.00000000
        NS
        
        20973.24000000
        0.001220805026
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3550 PUT
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -61040.00000000
        -0.00355300081
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3550.00000000
            USD
            2020-12-23
            XXXX
            15796.48000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3595 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5900.00000000
        -0.00034342570
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3595.00000000
            USD
            2020-11-30
            XXXX
            1678.00000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3000 PUT
        000000000
        
          
        
        -33.00000000
        NC
        
        -1692.65000000
        -0.00009852534
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3000.00000000
            EUR
            2020-12-18
            XXXX
            26471.08000000
          
        
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 FEB21 24750 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -3735.63000000
        -0.00021744260
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24750.00000000
            JPY
            2021-02-12
            XXXX
            1670.23000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings Inc
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings Inc
        000000000
        
          
        
        1315.00000000
        NS
        
        38151.66000000
        0.002220722134
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
        
        538.00000000
        NS
        USD
        97114.38000000
        0.005652809163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        000000000
        
          
        
        4282.00000000
        NS
        
        100110.88000000
        0.005827228674
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
        
        728.00000000
        NS
        USD
        86726.64000000
        0.005048162232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364G103
        
          
        
        357.00000000
        NS
        USD
        38859.45000000
        0.002261920995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        000000000
        
          
        
        1398.00000000
        NS
        USD
        139045.08000000
        0.008093500698
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        Elisa OYJ
        000000000
        
          
        
        1098.00000000
        NS
        
        58916.58000000
        0.003429401323
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        000000000
        
          
        
        3368.00000000
        NS
        
        307433.52000000
        0.017895012243
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group PLC
        549300C116EOWV835768
        BHP Group PLC
        000000000
        
          
        
        1268.00000000
        NS
        
        28670.30000000
        0.001668833540
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tsuruha Holdings Inc
        N/A
        Tsuruha Holdings Inc
        000000000
        
          
        
        1474.00000000
        NS
        
        216155.55000000
        0.012581927350
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3155 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000203727
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3155.00000000
            USD
            2020-11-30
            XXXX
            132080.26000000
          
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
        
        1725.00000000
        NS
        
        28398.51000000
        0.001653013256
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        867.00000000
        NS
        USD
        1526561.58000000
        0.088857708697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citrix Systems Inc
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems Inc
        177376100
        
          
        
        2715.00000000
        NS
        USD
        336442.80000000
        0.019583577044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AltaGas Ltd
        549300D7A8QA85Z2MH11
        AltaGas Ltd
        000000000
        
          
        
        2083.00000000
        NS
        
        29896.91000000
        0.001740231743
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Keio Corp
        N/A
        Keio Corp
        000000000
        
          
        
        409.00000000
        NS
        
        29006.87000000
        0.001688424521
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
        
        1735.00000000
        NS
        USD
        362857.90000000
        0.021121140476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        000000000
        
          
        
        1312.00000000
        NS
        
        124413.80000000
        0.007241846868
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group PLC
        213800FGVM7Z9EJB2685
        Admiral Group PLC
        000000000
        
          
        
        8122.00000000
        NS
        
        305930.45000000
        0.017807521926
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        JSR Corp
        353800TL8FC0AWR22506
        JSR Corp
        000000000
        
          
        
        1243.00000000
        NS
        
        34416.51000000
        0.002003307472
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        363.00000000
        NS
        
        30320.28000000
        0.001764875156
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Stockland
        N/A
        Stockland
        000000000
        
          
        
        10224.00000000
        NS
        
        33955.54000000
        0.001976475447
        Long
        EC
        
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        People's United Financial Inc
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704105
        
          
        
        3538.00000000
        NS
        USD
        43871.20000000
        0.002553643666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M&T Bank Corp
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261F104
        
          
        
        439.00000000
        NS
        USD
        51139.11000000
        0.002976692325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schroders PLC
        2138001YYBULX5SZ2H24
        Schroders PLC
        000000000
        
          
        
        645.00000000
        NS
        
        27562.45000000
        0.001604348088
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851109
        
          
        
        354.00000000
        NS
        USD
        45127.92000000
        0.002626794504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
        
        618.00000000
        NS
        USD
        273427.92000000
        0.015915622915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
        
        494.00000000
        NS
        USD
        32174.22000000
        0.001872788825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great-West Lifeco Inc
        549300X81X4VZEESFU46
        Great-West Lifeco Inc
        000000000
        
          
        
        4402.00000000
        NS
        
        102398.11000000
        0.005960363177
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
        
        5676.00000000
        NS
        USD
        384776.04000000
        0.022396946002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GLP J-Reit
        353800E27V9KA51K2I90
        GLP J-Reit
        000000000
        
          
        
        12.00000000
        NS
        
        18055.94000000
        0.001050995569
        Long
        EC
        
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
        
        1047.00000000
        NS
        USD
        175445.79000000
        0.010212303980
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group PLC
        213800FF2R23ALJQOP04
        Direct Line Insurance Group PLC
        000000000
        
          
        
        22196.00000000
        NS
        
        87072.19000000
        0.005068275918
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        000000000
        
          
        
        1087.00000000
        NS
        
        346909.05000000
        0.020192793866
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        MTU Aero Engines AG
        529900807L67JY81RD65
        MTU Aero Engines AG
        000000000
        
          
        
        142.00000000
        NS
        
        33440.09000000
        0.001946472264
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Worldline SA/France
        549300CJMQNCA0U4TS33
        Worldline SA/France
        000000000
        
          
        
        228.00000000
        NS
        
        21110.19000000
        0.001228776577
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
        
        376.00000000
        NS
        USD
        121105.84000000
        0.007049297973
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        000000000
        
          
        
        1137.00000000
        NS
        
        29411.69000000
        0.001711988180
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
        
        1938.00000000
        NS
        USD
        286843.38000000
        0.016696506603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telstra Corp Ltd
        PCTXNQGRJVR3OG33JG65
        Telstra Corp Ltd
        000000000
        
          
        
        12507.00000000
        NS
        
        28224.01000000
        0.001642856005
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Suntory Beverage & Food Ltd
        549300FONLMVK7YYYH41
        Suntory Beverage & Food Ltd
        000000000
        
          
        
        1619.00000000
        NS
        
        59122.86000000
        0.003441408417
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Santos Ltd
        5299000RK70B5O2M7077
        Santos Ltd
        000000000
        
          
        
        8017.00000000
        NS
        
        35833.20000000
        0.002085769803
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd
        000000000
        
          
        
        635.00000000
        NS
        USD
        74142.60000000
        0.004315673628
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
        
        3567.00000000
        NS
        USD
        640383.51000000
        0.037275280690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ocado Group PLC
        213800LO8F61YB8MBC74
        Ocado Group PLC
        000000000
        
          
        
        3637.00000000
        NS
        
        106932.18000000
        0.006224281172
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
        
        1166.00000000
        NS
        USD
        177232.00000000
        0.010316275238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Hung Kai Properties Ltd
        529900LUMD393RD3S874
        Sun Hung Kai Properties Ltd
        000000000
        
          
        
        1430.00000000
        NS
        
        19008.14000000
        0.001106420984
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
        
        1679.00000000
        NS
        USD
        192480.56000000
        0.011203859545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
        
        1436.00000000
        NS
        USD
        71498.44000000
        0.004161763034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
        
        6347.00000000
        NS
        USD
        969758.13000000
        0.056447434909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
        
        1782.00000000
        NS
        
        30278.06000000
        0.001762417625
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        000000000
        
          
        
        499.00000000
        NS
        
        62544.03000000
        0.003640547011
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group PLC
        2138008M6MH9OZ6U2T68
        Compass Group PLC
        000000000
        
          
        
        4037.00000000
        NS
        
        71033.68000000
        0.004134710402
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
        
        11771.00000000
        NS
        
        167660.62000000
        0.009759146782
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
        
        6956.00000000
        NS
        USD
        358929.60000000
        0.020892482987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortinet Inc
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959E109
        
          
        
        1758.00000000
        NS
        USD
        216638.34000000
        0.012610029467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ascendas Real Estate Investment Trust
        549300ILIBAEMQZK3L20
        Ascendas Real Estate Investment Trust
        000000000
        
          
        
        22935.00000000
        NS
        
        50647.28000000
        0.002948064009
        Long
        EC
        
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        GoDaddy Inc
        N/A
        GoDaddy Inc
        380237107
        
          
        
        859.00000000
        NS
        USD
        68324.86000000
        0.003977036096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
        
        8095.00000000
        NS
        USD
        519537.10000000
        0.030241083552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3255 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -2.50000000
        -0.00000014551
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3255.00000000
            USD
            2020-11-30
            XXXX
            12227.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -4370.87000000
        -0.00025441849
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            960000.00000000
            AUD
            700451.52000000
            USD
            2020-12-16
            -4370.87000000
          
        
        
          N
          N
          N
        
      
      
        Smith & Nephew PLC
        213800ZTMDN8S67S1H61
        Smith & Nephew PLC
        000000000
        
          
        
        6236.00000000
        NS
        
        120447.94000000
        0.007011003097
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR FEB21 3300 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -2361.84000000
        -0.00013747738
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3300.00000000
            EUR
            2021-02-19
            XXXX
            472.70000000
          
        
        
          N
          N
          N
        
      
      
        H Lundbeck A/S
        5493006R4KC2OI5D3470
        H Lundbeck A/S
        000000000
        
          
        
        1645.00000000
        NS
        
        50279.82000000
        0.002926674991
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        Eisai Co Ltd
        000000000
        
          
        
        1057.00000000
        NS
        
        79659.41000000
        0.004636794703
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shopify Inc
        549300HGQ43STJLLP808
        Shopify Inc
        000000000
        
          
        
        244.00000000
        NS
        
        262613.29000000
        0.015286127679
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        MongoDB Inc
        60937P106
        
          
        
        277.00000000
        NS
        USD
        79584.87000000
        0.004632455898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        000000000
        
          
        
        6049.00000000
        NS
        
        493999.34000000
        0.028754588105
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
        
        309.00000000
        NS
        USD
        69358.14000000
        0.004037180995
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambu A/S
        5299008W2A69WX355710
        Ambu A/S
        000000000
        
          
        
        1058.00000000
        NS
        
        35381.88000000
        0.002059499483
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Rentokil Initial PLC
        549300VN4WV7Z6T14K68
        Rentokil Initial PLC
        000000000
        
          
        
        5644.00000000
        NS
        
        37367.87000000
        0.002175099485
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -500.33000000
        -0.00002912308
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            20000.00000000
            NZD
            13524.18000000
            USD
            2020-12-16
            -500.33000000
          
        
        
          N
          N
          N
        
      
      
        Swatch Group AG/The
        529900NTES2LEON1JZ55
        Swatch Group AG/The
        000000000
        
          
        
        805.00000000
        NS
        
        38690.70000000
        0.002252098438
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
        
        7825.00000000
        NS
        
        99893.56000000
        0.005814578967
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Magna International Inc
        95RWVLFZX6VGDZNNTN43
        Magna International Inc
        000000000
        
          
        
        887.00000000
        NS
        
        54393.38000000
        0.003166116046
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3025 PUT
        000000000
        
          
        
        -25.00000000
        NC
        
        -1401.60000000
        -0.00008158397
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3025.00000000
            EUR
            2020-12-18
            XXXX
            15625.63000000
          
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker Inc
        549300DJ09SMTO561131
        Stanley Black & Decker Inc
        854502101
        
          
        
        433.00000000
        NS
        USD
        79806.23000000
        0.004645340764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Japan Railway Co
        353800YAR3OVUITHTG64
        Central Japan Railway Co
        000000000
        
          
        
        195.00000000
        NS
        
        24782.73000000
        0.001442546852
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        100340.72000000
        0.005840607142
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            13152974.29000000
            USD
            17210000.00000000
            CAD
            2020-12-16
            100340.72000000
          
        
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        TransUnion
        89400J107
        
          
        
        657.00000000
        NS
        USD
        59846.13000000
        0.003483508333
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACCAR Inc
        KDTEY8BWE486IKZ3CC07
        PACCAR Inc
        693718108
        
          
        
        959.00000000
        NS
        USD
        83490.54000000
        0.004859796145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
        
        3877.00000000
        NS
        USD
        147830.01000000
        0.008604851672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
        
        900.00000000
        NS
        
        57011.87000000
        0.003318532447
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
        
        1354.00000000
        NS
        USD
        50666.68000000
        0.002949193239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings Inc
        353800E8OIV0XYBABS79
        Pola Orbis Holdings Inc
        000000000
        
          
        
        5298.00000000
        NS
        
        105693.49000000
        0.006152179819
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hexagon AB
        549300WJFW6ILNI4TA80
        Hexagon AB
        000000000
        
          
        
        497.00000000
        NS
        
        41424.64000000
        0.002411234923
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        ASCENDAS REAL ESTATE INV TRUST
        549300ILIBAEMQZK3L20
        ASCENDAS REAL ESTATE INV TRUST EXP 19NOV20
        000000000
        
          
        
        848.59500000
        NS
        
        1.05000000
        0.000000061118
        N/A
        DE
        
        SG
        N
        
        2
        
          
            
              N/A
              N/A
            
            
              
                Ascendas Real Estate Investment Trust
                Ascendas Real Estate Investment Trust
                
                  
                
              
            
            2020-12-01
            
              
            
            XXXX
            1.05000000
          
        
        
          N
          N
          N
        
      
      
        Guidewire Software Inc
        549300WXSG0J8IXZCK32
        Guidewire Software Inc
        40171V100
        
          
        
        609.00000000
        NS
        USD
        74590.32000000
        0.004341734400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emera Inc
        NQZVQT2P5IUF2PGA1Q48
        Emera Inc
        000000000
        
          
        
        930.00000000
        NS
        
        38562.02000000
        0.002244608265
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingspan Group PLC
        635400HM7V74SUB9OG75
        Kingspan Group PLC
        000000000
        
          
        
        419.00000000
        NS
        
        36560.69000000
        0.002128115356
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        000000000
        
          
        
        1010.00000000
        NS
        
        165054.58000000
        0.009607455068
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229106
        
          
        
        5046.00000000
        NS
        USD
        107277.96000000
        0.006244408246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RingCentral Inc
        549300C8EH0H1614VE84
        RingCentral Inc
        76680R206
        
          
        
        947.00000000
        NS
        USD
        281306.35000000
        0.016374208568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
        
        1041.00000000
        NS
        USD
        22891.59000000
        0.001332467856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
        
        7464.00000000
        NS
        
        836076.01000000
        0.048666100024
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        Spark New Zealand Ltd
        000000000
        
          
        
        14275.00000000
        NS
        
        45642.30000000
        0.002656735405
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -114566.08000000
        -0.00666863328
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2680000.00000000
            GBP
            3459234.12000000
            USD
            2020-12-16
            -114566.08000000
          
        
        
          N
          N
          N
        
      
      
        CMS Energy Corp
        549300IA9XFBAGNIBW29
        CMS Energy Corp
        125896100
        
          
        
        890.00000000
        NS
        USD
        54770.60000000
        0.003188073172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NH Foods Ltd
        353800NLDBIOUQILWU82
        NH Foods Ltd
        000000000
        
          
        
        430.00000000
        NS
        
        18313.01000000
        0.001065959034
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamada Holdings Co Ltd
        353800MDZ4K1DQKLO464
        Yamada Holdings Co Ltd
        000000000
        
          
        
        17757.00000000
        NS
        
        84229.30000000
        0.004902797699
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Galaxy Entertainment Group Ltd
        549300ZSEBV3HR826S10
        Galaxy Entertainment Group Ltd
        000000000
        
          
        
        2290.00000000
        NS
        
        17376.02000000
        0.001011418958
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts Inc
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts Inc
        44107P104
        
          
        
        5247.00000000
        NS
        USD
        73615.41000000
        0.004284987086
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elia Group SA/NV
        549300S1MP1NFDIKT460
        Elia Group SA/NV
        000000000
        
          
        
        285.00000000
        NS
        
        32214.93000000
        0.001875158462
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
        
        285.00000000
        NS
        
        145311.04000000
        0.008458228106
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        000000000
        
          
        
        1880.00000000
        NS
        
        20842.30000000
        0.001213183304
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Agnico Eagle Mines Ltd
        YGE0EUBRF7IJOB3QRX76
        Agnico Eagle Mines Ltd
        000000000
        
          
        
        749.00000000
        NS
        
        49085.54000000
        0.002857158644
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Steel Dynamics Inc
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119100
        
          
        
        3932.00000000
        NS
        USD
        142377.72000000
        0.008287486161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        000000000
        
          
        
        1605.00000000
        NS
        
        134591.11000000
        0.007834245144
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR FEB21 3675 CALL
        000000000
        
          
        
        -8.00000000
        NC
        
        -3988.89000000
        -0.00023218429
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3675.00000000
            EUR
            2021-02-19
            XXXX
            119.36000000
          
        
        
          N
          N
          N
        
      
      
        Geberit AG
        52990093Z5OHD6T7BS47
        Geberit AG
        000000000
        
          
        
        107.00000000
        NS
        
        64402.64000000
        0.003748732510
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Gas Co Ltd
        353800024KMNOPQRWZ02
        Osaka Gas Co Ltd
        000000000
        
          
        
        1345.00000000
        NS
        
        25807.39000000
        0.001502190001
        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
        
        65336.29000000
        0.003803078172
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan Pacific International Holdings Corp
        529900QLHJM2E18A5763
        Pan Pacific International Holdings Corp
        000000000
        
          
        
        1184.00000000
        NS
        
        27935.79000000
        0.001626079368
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McCormick & Co Inc/MD
        549300JQQA6MQ4OJP259
        McCormick & Co Inc/MD
        579780206
        
          
        
        652.00000000
        NS
        USD
        121910.96000000
        0.007096162193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3275 PUT
        000000000
        
          
        
        -22.00000000
        NC
        
        -9368.65000000
        -0.00054532799
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3275.00000000
            EUR
            2021-01-15
            XXXX
            6141.98000000
          
        
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
        
        2276.00000000
        NS
        USD
        180896.48000000
        0.010529576359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trend Micro Inc/Japan
        3538005O5UJ5RNAGVE16
        Trend Micro Inc/Japan
        000000000
        
          
        
        345.00000000
        NS
        
        18674.26000000
        0.001086986582
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115104
        
          
        
        731.00000000
        NS
        USD
        55738.75000000
        0.003244427002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Persol Holdings Co Ltd
        3538000H6OI725NB2008
        Persol Holdings Co Ltd
        000000000
        
          
        
        5442.00000000
        NS
        
        99275.85000000
        0.005778623460
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Vopak NV
        724500UL634GFV1KYF10
        Koninklijke Vopak NV
        000000000
        
          
        
        922.00000000
        NS
        
        48424.55000000
        0.002818683906
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX FEB21 6025 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -1819.75000000
        -0.00010592354
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6025.00000000
            GBP
            2021-02-19
            XXXX
            -40.08000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Holdings Co Japan Ltd
        529900FY9FV0AYNRC729
        McDonald's Holdings Co Japan Ltd
        000000000
        
          
        
        779.00000000
        NS
        
        37785.39000000
        0.002199402383
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Secom Co Ltd
        529900TYCL9N3E9PGE47
        Secom Co Ltd
        000000000
        
          
        
        460.00000000
        NS
        
        45904.59000000
        0.002672002714
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sandvik AB
        5299008ZUAXN43LVZF54
        Sandvik AB
        000000000
        
          
        
        1093.00000000
        NS
        
        24650.53000000
        0.001434851788
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3325 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -672.77000000
        -0.00003916042
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3325.00000000
            EUR
            2020-12-18
            XXXX
            911.54000000
          
        
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        Link REIT
        000000000
        
          
        
        3020.00000000
        NS
        
        26404.13000000
        0.001536924892
        Long
        EC
        
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
        
        1197.00000000
        NS
        
        104367.89000000
        0.006075019631
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
        
        243.00000000
        NS
        USD
        64548.09000000
        0.003757198827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinnevik AB
        2138006PZH76JOS6MN27
        Kinnevik AB
        000000000
        
          
        
        973.00000000
        NS
        
        48469.17000000
        0.002821281136
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Assa Abloy AB
        549300YECS8HKCIMMB67
        Assa Abloy AB
        000000000
        
          
        
        2187.00000000
        NS
        
        52332.36000000
        0.003046148718
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        London Stock Exchange Group PLC
        213800QAUUUP6I445N30
        London Stock Exchange Group PLC
        000000000
        
          
        
        1305.00000000
        NS
        
        140746.36000000
        0.008192528372
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CoStar Group Inc
        N/A
        CoStar Group Inc
        22160N109
        
          
        
        79.00000000
        NS
        USD
        71935.03000000
        0.004187175954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
        
        340.00000000
        NS
        USD
        44050.40000000
        0.002564074494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICADE
        969500UDH342QLTE1M42
        ICADE
        000000000
        
          
        
        351.00000000
        NS
        
        25938.83000000
        0.001509840828
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Perrigo Co PLC
        549300IFOQS6R1QLY196
        Perrigo Co PLC
        000000000
        
          
        
        4918.00000000
        NS
        USD
        237145.96000000
        0.013803731803
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TJX Cos Inc/The
        V167QI9I69W364E2DY52
        TJX Cos Inc/The
        872540109
        
          
        
        5240.00000000
        NS
        USD
        332792.40000000
        0.019371095488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
        
        297.00000000
        NS
        
        24488.91000000
        0.001425444253
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
        
        5313.00000000
        NS
        
        78211.27000000
        0.004552501738
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals PLC
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals PLC
        000000000
        
          
        
        1343.00000000
        NS
        
        46390.10000000
        0.002700263157
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
        
        2880.00000000
        NS
        USD
        243475.20000000
        0.014172142598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sage Group PLC/The
        2138005RN5XYLTF8G138
        Sage Group PLC/The
        000000000
        
          
        
        19516.00000000
        NS
        
        156506.75000000
        0.009109905150
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery Inc
        5493006ZCRFWKF6B1K26
        Discovery Inc
        25470F104
        
          
        
        7658.00000000
        NS
        USD
        206076.78000000
        0.011995264866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monster Beverage Corp
        52990090AP0E7HCB6F33
        Monster Beverage Corp
        61174X109
        
          
        
        3044.00000000
        NS
        USD
        258070.32000000
        0.015021691635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6575 CALL
        000000000
        
          
        
        -8.00000000
        NC
        
        -5225.95000000
        -0.00030419077
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6575.00000000
            GBP
            2021-01-15
            XXXX
            1652.06000000
          
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings Inc
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272104
        
          
        
        654.00000000
        NS
        USD
        47336.52000000
        0.002755352132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd
        000000000
        
          
        
        1492.00000000
        NS
        
        50451.15000000
        0.002936647724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Generale des Etablissements Michelin SCA
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        000000000
        
          
        
        161.00000000
        NS
        
        20026.67000000
        0.001165707320
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 25000 PUT
        000000000
        
          
        
        -2.00000000
        NC
        
        -4501.92000000
        -0.00026204661
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            25000.00000000
            JPY
            2021-01-08
            XXXX
            3533.48000000
          
        
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        386.00000000
        NS
        USD
        71861.62000000
        0.004182902923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resona Holdings Inc
        52990067JE75XZCYYT81
        Resona Holdings Inc
        000000000
        
          
        
        7526.00000000
        NS
        
        26232.79000000
        0.001526951577
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
        
        2049.00000000
        NS
        USD
        469036.59000000
        0.027301562694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp
        570535104
        
          
        
        28.00000000
        NS
        USD
        27267.24000000
        0.001587164579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        000000000
        
          
        
        2160.00000000
        NS
        
        106611.23000000
        0.006205599396
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        DSV PANALPINA A/S
        529900X41C0BSLK67H70
        DSV PANALPINA A/S
        000000000
        
          
        
        333.00000000
        NS
        
        52436.37000000
        0.003052202905
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 DEC20 22625 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -459.77000000
        -0.00002676217
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22625.00000000
            JPY
            2020-12-11
            XXXX
            16085.60000000
          
        
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
        
        3888.00000000
        NS
        USD
        290977.92000000
        0.016937168858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissin Foods Holdings Co Ltd
        529900YMZMNSHC1W6V41
        Nissin Foods Holdings Co Ltd
        000000000
        
          
        
        396.00000000
        NS
        
        32683.44000000
        0.001902429373
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
        
        1467.00000000
        NS
        USD
        216954.63000000
        0.012628439995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        000000000
        
          
        
        548.00000000
        NS
        
        91580.73000000
        0.005330707870
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        17150.00000000
        NS
        
        39727.39000000
        0.002312441826
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
        
        5854.00000000
        NS
        
        245406.03000000
        0.014284531860
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        Straumann Holding AG
        000000000
        
          
        
        125.00000000
        NS
        
        144286.76000000
        0.008398607076
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        East Japan Railway Co
        353800SENYJ2DSM6PS44
        East Japan Railway Co
        000000000
        
          
        
        492.00000000
        NS
        
        30429.24000000
        0.001771217472
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6050 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -4959.32000000
        -0.00028867083
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6050.00000000
            GBP
            2021-01-15
            XXXX
            617.98000000
          
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
        
        778.00000000
        NS
        USD
        381764.60000000
        0.022221656867
        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
        
        117114.02000000
        0.006816943128
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
        
        4191.00000000
        NS
        USD
        487413.30000000
        0.028371229561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        000000000
        
          
        
        2318.00000000
        NS
        
        242543.61000000
        0.014117916844
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        000000000
        
          
        
        15596.00000000
        NS
        
        46402.16000000
        0.002700965142
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3425 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7320.00000000
        -0.00042608070
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3425.00000000
            USD
            2020-12-31
            XXXX
            11606.25000000
          
        
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        ORIX Corp
        000000000
        
          
        
        4094.00000000
        NS
        
        60596.81000000
        0.003527203724
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        118592324.43000000
        NS
        USD
        118592324.43000000
        6.902991897619
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
        
        3543.00000000
        NS
        USD
        77131.11000000
        0.004489628059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Metals Ltd
        N/A
        Hitachi Metals Ltd
        000000000
        
          
        
        1203.00000000
        NS
        
        17592.83000000
        0.001024038980
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
        
        232.00000000
        NS
        USD
        168443.60000000
        0.009804722283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chr Hansen Holding A/S
        549300MKPW8ZF3E8MW37
        Chr Hansen Holding A/S
        000000000
        
          
        
        157.00000000
        NS
        
        15246.42000000
        0.000887459742
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
        
        4679.00000000
        NS
        
        283644.09000000
        0.016510283144
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Thomson Reuters Corp
        549300561UZND4C7B569
        Thomson Reuters Corp
        000000000
        
          
        
        1175.00000000
        NS
        
        93135.06000000
        0.005421181915
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5175 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -373.28000000
        -0.00002172778
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5175.00000000
            GBP
            2020-12-18
            XXXX
            5093.73000000
          
        
        
          N
          N
          N
        
      
      
        OGE Energy Corp
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837103
        
          
        
        1220.00000000
        NS
        USD
        39515.80000000
        0.002300125649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newcrest Mining Ltd
        5299006MN50OZJUJI655
        Newcrest Mining Ltd
        000000000
        
          
        
        1903.00000000
        NS
        
        37671.71000000
        0.002192785326
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        BlueScope Steel Ltd
        529900H6UQI16XACWC95
        BlueScope Steel Ltd
        000000000
        
          
        
        14188.00000000
        NS
        
        177526.66000000
        0.010333426732
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sika AG
        549300R3N69ECGYPU434
        Sika AG
        000000000
        
          
        
        342.00000000
        NS
        
        87020.41000000
        0.005065261921
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius SE & Co KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co KGaA
        000000000
        
          
        
        2336.00000000
        NS
        
        104440.62000000
        0.006079253080
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Xylem Inc/NY
        549300DF5MV96DRYLQ48
        Xylem Inc/NY
        98419M100
        
          
        
        397.00000000
        NS
        USD
        38100.09000000
        0.002217720361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        Afterpay Ltd
        000000000
        
          
        
        534.00000000
        NS
        
        37206.68000000
        0.002165716978
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Ecolab Inc
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865100
        
          
        
        958.00000000
        NS
        USD
        212819.70000000
        0.012387755040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        2202.00000000
        NS
        USD
        740995.02000000
        0.043131649909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6150 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -5572.57000000
        -0.00032436673
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6150.00000000
            GBP
            2020-12-18
            XXXX
            -2688.40000000
          
        
        
          N
          N
          N
        
      
      
        Maxim Integrated Products Inc
        SO0H5YEO14Y4PVKQH532
        Maxim Integrated Products Inc
        57772K101
        
          
        
        1425.00000000
        NS
        USD
        118332.00000000
        0.006887838999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        000000000
        
          
        
        1411.00000000
        NS
        
        164320.42000000
        0.009564721269
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SEEK Ltd
        549300209NEKXBC8QO27
        SEEK Ltd
        000000000
        
          
        
        1180.00000000
        NS
        
        22401.80000000
        0.001303958284
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
        
        861.00000000
        NS
        USD
        83275.92000000
        0.004847303599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
        
        20535.00000000
        NS
        USD
        590381.25000000
        0.034364761841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
        
        376.00000000
        NS
        
        71847.86000000
        0.004182101985
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741108
        
          
        
        4043.00000000
        NS
        USD
        187352.62000000
        0.010905373716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toho Gas Co Ltd
        353800BCVTE4F8012906
        Toho Gas Co Ltd
        000000000
        
          
        
        535.00000000
        NS
        
        35088.82000000
        0.002042441121
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
        
        541.00000000
        NS
        
        88629.88000000
        0.005158945542
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp
        099502106
        
          
        
        1601.00000000
        NS
        USD
        138950.79000000
        0.008088012290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3590 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -38280.00000000
        -0.00222819251
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3590.00000000
            USD
            2020-12-31
            XXXX
            -24956.00000000
          
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
        
        986.00000000
        NS
        USD
        395957.88000000
        0.023047815704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT Data Corp
        353800SZGJGSLJRRWB43
        NTT Data Corp
        000000000
        
          
        
        2940.00000000
        NS
        
        39039.44000000
        0.002272397807
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
        
        1515.00000000
        NS
        USD
        336390.60000000
        0.019580538600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co Ltd
        5299003D9N4JBS256X18
        Japan Post Holdings Co Ltd
        000000000
        
          
        
        7225.00000000
        NS
        
        53472.92000000
        0.003112538145
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        000000000
        
          
        
        4557.00000000
        NS
        
        66826.51000000
        0.003889820519
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
        
        19788.00000000
        NS
        USD
        557230.08000000
        0.032435106958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JGC Holdings Corp
        5493003WMGG79YLARU68
        JGC Holdings Corp
        000000000
        
          
        
        1634.00000000
        NS
        
        14547.69000000
        0.000846788244
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3510 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -45400.00000000
        -0.00264263166
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3510.00000000
            USD
            2020-11-30
            XXXX
            -25998.67000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        3311.00000000
        NS
        
        38199.87000000
        0.002223528330
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
        
        4356.00000000
        NS
        
        77968.04000000
        0.004538343868
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IPG Photonics Corp
        5493002KZ51CADQ94G15
        IPG Photonics Corp
        44980X109
        
          
        
        158.00000000
        NS
        USD
        32707.58000000
        0.001903834508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitori Holdings Co Ltd
        N/A
        Nitori Holdings Co Ltd
        000000000
        
          
        
        1181.00000000
        NS
        
        251100.38000000
        0.014615987138
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
        
        1977.00000000
        NS
        
        133428.40000000
        0.007766566415
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
        
        412.00000000
        NS
        
        35749.01000000
        0.002080869293
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Shaw Communications Inc
        549300SCT0RG6178CI40
        Shaw Communications Inc
        000000000
        
          
        
        1717.00000000
        NS
        
        29852.82000000
        0.001737665363
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co Ltd
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co Ltd
        000000000
        
          
        
        881.00000000
        NS
        
        112879.76000000
        0.006570476398
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        2631.00000000
        NS
        USD
        116869.02000000
        0.006802682231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 DEC20 22375 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -287.36000000
        -0.00001672657
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22375.00000000
            JPY
            2020-12-11
            XXXX
            17651.38000000
          
        
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
        
        253.00000000
        NS
        
        35532.62000000
        0.002068273719
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Volkswagen AG
        529900NNUPAGGOMPXZ31
        Volkswagen AG
        000000000
        
          
        
        211.00000000
        NS
        
        35418.01000000
        0.002061602529
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Essex Property Trust Inc
        549300TR2H2VEFX0NC60
        Essex Property Trust Inc
        297178105
        
          
        
        246.00000000
        NS
        USD
        60486.48000000
        0.003520781664
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hormel Foods Corp
        MSD54751OJP1FS2ND863
        Hormel Foods Corp
        440452100
        
          
        
        1482.00000000
        NS
        USD
        69920.76000000
        0.004069929837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -17127.48000000
        -0.00099695200
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            7125000.00000000
            SEK
            813923.50000000
            USD
            2020-12-16
            -17127.48000000
          
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
        
        1235.00000000
        NS
        USD
        700986.00000000
        0.040802815035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon Inc
        549300LDT5AP8S0NBM78
        Alcon Inc
        000000000
        
          
        
        637.00000000
        NS
        
        40675.81000000
        0.002367647216
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SCOR SE
        96950056ULJ4JI7V3752
        SCOR SE
        000000000
        
          
        
        970.00000000
        NS
        
        33003.34000000
        0.001921050031
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        2824.00000000
        NS
        USD
        122025.04000000
        0.007102802533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novozymes A/S
        529900T6WNZXD2R3JW38
        Novozymes A/S
        000000000
        
          
        
        898.00000000
        NS
        
        51288.74000000
        0.002985401950
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Prologis REIT Inc
        353800PHBMSDLAFURY41
        Nippon Prologis REIT Inc
        000000000
        
          
        
        27.00000000
        NS
        
        84621.20000000
        0.004925609315
        Long
        EC
        
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Inpex Corp
        353800VHYYADPR6MXQ47
        Inpex Corp
        000000000
        
          
        
        2919.00000000
        NS
        
        16167.95000000
        0.000941099926
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
        
        2193.00000000
        NS
        
        44391.11000000
        0.002583906455
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Swisscom AG
        5493005SL9HHOXS3B739
        Swisscom AG
        000000000
        
          
        
        153.00000000
        NS
        
        80965.51000000
        0.004712819840
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
        
        1425.00000000
        NS
        USD
        71278.50000000
        0.004148960823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG
        000000000
        
          
        
        10347.00000000
        NS
        
        186800.31000000
        0.010873224996
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Boliden AB
        21380059QU7IM1ONDJ56
        Boliden AB
        000000000
        
          
        
        603.00000000
        NS
        
        20855.38000000
        0.001213944661
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3075 PUT
        000000000
        
          
        
        -29.00000000
        NC
        
        -1937.19000000
        -0.00011275946
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3075.00000000
            EUR
            2020-12-18
            XXXX
            19118.78000000
          
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        4891.00000000
        NS
        
        47573.36000000
        0.002769138055
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        3649.00000000
        NS
        USD
        1012269.09000000
        0.058921902071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HOCHTIEF AG
        529900Y25S8NZIYTT924
        HOCHTIEF AG
        000000000
        
          
        
        728.00000000
        NS
        
        70058.22000000
        0.004077931074
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Alliant Energy Corp
        5493009ML300G373MZ12
        Alliant Energy Corp
        018802108
        
          
        
        986.00000000
        NS
        USD
        51863.60000000
        0.003018863255
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -12011.57000000
        -0.00069916641
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2600000.00000000
            ILS
            774040.35000000
            USD
            2020-12-16
            -12011.57000000
          
        
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        SES SA
        000000000
        
          
        
        5071.00000000
        NS
        
        45860.74000000
        0.002669450305
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG
        000000000
        
          
        
        196.00000000
        NS
        
        52076.16000000
        0.003031235893
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
        
        15213.00000000
        NS
        USD
        735548.55000000
        0.042814623166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        000000000
        
          
        
        2984.00000000
        NS
        
        68450.28000000
        0.003984336511
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
        
        782.00000000
        NS
        USD
        32288.78000000
        0.001879457104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        000000000
        
          
        
        311.00000000
        NS
        
        41353.16000000
        0.002407074233
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Wilmar International Ltd
        549300H2EAI4YRLWBB20
        Wilmar International Ltd
        000000000
        
          
        
        44674.00000000
        NS
        
        139065.73000000
        0.008094702688
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Auto Trader Group PLC
        213800QLK9BZILB1DI86
        Auto Trader Group PLC
        000000000
        
          
        
        34991.00000000
        NS
        
        260258.80000000
        0.015149078123
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
        
        1496.00000000
        NS
        USD
        147849.68000000
        0.008605996619
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fisher & Paykel Healthcare Corp Ltd
        N/A
        Fisher & Paykel Healthcare Corp Ltd
        000000000
        
          
        
        2547.00000000
        NS
        
        64139.03000000
        0.003733388366
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        SS&C Technologies Holdings Inc
        529900POY8H7NPPNKK71
        SS&C Technologies Holdings Inc
        78467J100
        
          
        
        4599.00000000
        NS
        USD
        316825.11000000
        0.018441675528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
        
        1657.00000000
        NS
        
        108167.58000000
        0.006296191021
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Discovery Inc
        5493006ZCRFWKF6B1K26
        Discovery Inc
        25470F302
        
          
        
        9343.00000000
        NS
        USD
        224418.86000000
        0.013062915999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co Ltd
        N/A
        Ono Pharmaceutical Co Ltd
        000000000
        
          
        
        2118.00000000
        NS
        
        67074.20000000
        0.003904237996
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ryohin Keikaku Co Ltd
        549300PMNF56J66BY371
        Ryohin Keikaku Co Ltd
        000000000
        
          
        
        7530.00000000
        NS
        
        154528.10000000
        0.008994732394
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kirkland Lake Gold Ltd
        N/A
        Kirkland Lake Gold Ltd
        000000000
        
          
        
        1656.00000000
        NS
        
        67849.20000000
        0.003949348999
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3160 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000203727
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3160.00000000
            USD
            2020-11-30
            XXXX
            132703.76000000
          
        
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        000000000
        
          
        
        1919.00000000
        NS
        
        76102.25000000
        0.004429740437
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co Ltd
        549300P7ZYCQJ36CCS16
        Honda Motor Co Ltd
        000000000
        
          
        
        4700.00000000
        NS
        
        130763.02000000
        0.007611420653
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy Inc
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034W106
        
          
        
        743.00000000
        NS
        USD
        41169.63000000
        0.002396391365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc
        205887102
        
          
        
        3802.00000000
        NS
        USD
        139001.12000000
        0.008090941886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iron Mountain Inc
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284V101
        
          
        
        736.00000000
        NS
        USD
        20240.00000000
        0.001178124778
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group Inc
        353800578ADEGIJTVW07
        Japan Exchange Group Inc
        000000000
        
          
        
        2044.00000000
        NS
        
        50567.66000000
        0.002943429508
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Bottlers Japan Holdings Inc
        353800XN1G90665VTQ16
        Coca-Cola Bottlers Japan Holdings Inc
        000000000
        
          
        
        1458.00000000
        NS
        
        22285.14000000
        0.001297167768
        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
        93603.50000000
        0.005448448752
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PG&E Corp
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331C108
        
          
        
        1948.00000000
        NS
        USD
        24739.60000000
        0.001440036352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        000000000
        
          
        
        13905.00000000
        NS
        
        397562.04000000
        0.023141190242
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        BCE Inc
        5493001I9203PRB5KR45
        BCE Inc
        000000000
        
          
        
        1043.00000000
        NS
        
        45215.14000000
        0.002631871384
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        000000000
        
          
        
        619.00000000
        NS
        
        43504.01000000
        0.002532270363
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000  DEC20 XCME 20201218
        000000000
        
          
        
        1180.00000000
        NC
        USD
        17676569.53000000
        1.028913269301
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini Russell 2000 Index
                RTYZ0 Index
              
            
            2020-12-18
            89709330.47000000
            USD
            17676569.53000000
          
        
        
          N
          N
          N
        
      
      
        Odakyu Electric Railway Co Ltd
        N/A
        Odakyu Electric Railway Co Ltd
        000000000
        
          
        
        939.00000000
        NS
        
        28424.94000000
        0.001654551687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
        
        3965.00000000
        NS
        USD
        154040.25000000
        0.008966335745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ALTICE EUROPE NV
        724500354ATKLCM6EW21
        Altice Europe NV
        000000000
        
          
        
        5822.00000000
        NS
        
        30627.65000000
        0.001782766471
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Arista Networks Inc
        635400H1WKBLOQERUU95
        Arista Networks Inc
        040413106
        
          
        
        238.00000000
        NS
        USD
        64426.60000000
        0.003750127168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        3321.00000000
        NS
        USD
        359398.62000000
        0.020919783584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3530 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -41075.00000000
        -0.00239088316
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3530.00000000
            USD
            2020-11-30
            XXXX
            -12084.46000000
          
        
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
        
        712.00000000
        NS
        
        64797.78000000
        0.003771732719
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        000000000
        
          
        
        726.00000000
        NS
        
        61478.03000000
        0.003578497554
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
        
        246.00000000
        NS
        USD
        70498.68000000
        0.004103569258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tohoku Electric Power Co Inc
        353800KTF7EYIIYHY088
        Tohoku Electric Power Co Inc
        000000000
        
          
        
        2586.00000000
        NS
        
        21646.17000000
        0.001259974765
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jardine Cycle & Carriage Ltd
        254900WEP6OCEXFWML09
        Jardine Cycle & Carriage Ltd
        000000000
        
          
        
        9166.00000000
        NS
        
        131833.21000000
        0.007673714001
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        5706.00000000
        NS
        USD
        173861.82000000
        0.010120104657
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR FEB21 3625 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -2107.77000000
        -0.00012268854
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3625.00000000
            EUR
            2021-02-19
            XXXX
            -411.74000000
          
        
        
          N
          N
          N
        
      
      
        RSA Insurance Group PLC
        549300HOGQ7E0TY86138
        RSA Insurance Group PLC
        000000000
        
          
        
        5437.00000000
        NS
        
        48327.35000000
        0.002813026113
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
        
        29715.00000000
        NS
        USD
        269812.20000000
        0.015705160004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3500 CALL
        000000000
        
          
        
        -17.00000000
        NC
        USD
        -222785.00000000
        -0.01296781269
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3500.00000000
            USD
            2020-12-02
            XXXX
            -117771.20000000
          
        
        
          N
          N
          N
        
      
      
        Cognex Corp
        549300JQTYZCLC43S226
        Cognex Corp
        192422103
        
          
        
        923.00000000
        NS
        USD
        69354.22000000
        0.004036952821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3210 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -10.00000000
        -0.00000058207
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3210.00000000
            USD
            2020-11-30
            XXXX
            29770.00000000
          
        
        
          N
          N
          N
        
      
      
        Teijin Ltd
        3538000RF6UCIMPKCO54
        Teijin Ltd
        000000000
        
          
        
        2378.00000000
        NS
        
        40550.02000000
        0.002360325264
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        2185.00000000
        NS
        USD
        304173.85000000
        0.017705274199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
        
        382.00000000
        NS
        USD
        109702.76000000
        0.006385550389
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3710 CALL
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -26720.00000000
        -0.00155531097
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3710.00000000
            USD
            2020-12-16
            XXXX
            17829.95000000
          
        
        
          N
          N
          N
        
      
      
        J Sainsbury PLC
        213800VGZAAJIKJ9Y484
        J Sainsbury PLC
        000000000
        
          
        
        48842.00000000
        NS
        
        136335.32000000
        0.007935771676
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 22500 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -1666.67000000
        -0.00009701310
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22500.00000000
            JPY
            2021-01-08
            XXXX
            17941.17000000
          
        
        
          N
          N
          N
        
      
      
        Toho Co Ltd/Tokyo
        529900IYHHYWU4O3H185
        Toho Co Ltd/Tokyo
        000000000
        
          
        
        834.00000000
        NS
        
        35204.54000000
        0.002049176922
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3425 CALL
        000000000
        
          
        
        -17.00000000
        NC
        
        -23320.23000000
        -0.00135741802
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3425.00000000
            EUR
            2020-12-18
            XXXX
            -14371.24000000
          
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        000000000
        
          
        
        555.00000000
        NS
        
        40575.26000000
        0.002361794427
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Inc
        5299004V0Y8MI5D9FF45
        Domino's Pizza Inc
        25754A201
        
          
        
        902.00000000
        NS
        USD
        354098.14000000
        0.020611254591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrivarden AB
        549300TM1DLIQI3B3T37
        Industrivarden AB
        000000000
        
          
        
        2453.00000000
        NS
        
        75062.68000000
        0.004369229411
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp
        701094104
        
          
        
        1060.00000000
        NS
        USD
        283295.60000000
        0.016489998326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lonza Group AG
        549300EFW4H2TCZ71055
        Lonza Group AG
        000000000
        
          
        
        248.00000000
        NS
        
        156034.77000000
        0.009082432258
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Global PLC
        549300BSGXG3QLIQYT84
        Liberty Global PLC
        000000000
        
          
        
        7153.00000000
        NS
        USD
        161085.56000000
        0.009376427360
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
        
        1306.00000000
        NS
        USD
        117605.30000000
        0.006845539430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Utilities Group PLC
        2138002IEYQAOC88ZJ59
        United Utilities Group PLC
        000000000
        
          
        
        3555.00000000
        NS
        
        42344.21000000
        0.002464761020
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3540 CALL
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -8300.00000000
        -0.00048312429
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3540.00000000
            USD
            2020-11-30
            XXXX
            -5880.00000000
          
        
        
          N
          N
          N
        
      
      
        Nidec Corp
        353800IF171MZTNL6Y31
        Nidec Corp
        000000000
        
          
        
        837.00000000
        NS
        
        106154.72000000
        0.006179026978
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pigeon Corp
        N/A
        Pigeon Corp
        000000000
        
          
        
        2511.00000000
        NS
        
        112056.49000000
        0.006522555707
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Intecc Co Ltd
        N/A
        Asahi Intecc Co Ltd
        000000000
        
          
        
        1170.00000000
        NS
        
        42864.66000000
        0.002495055241
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456B101
        
          
        
        4802.00000000
        NS
        USD
        69052.76000000
        0.004019405514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
        
        346.00000000
        NS
        
        63902.15000000
        0.003719600115
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -4077.35000000
        -0.00023733335
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1700000.00000000
            NOK
            187041.01000000
            USD
            2020-12-16
            -4077.35000000
          
        
        
          N
          N
          N
        
      
      
        Cincinnati Financial Corp
        254900Q4WEDMZBOZ0002
        Cincinnati Financial Corp
        172062101
        
          
        
        290.00000000
        NS
        USD
        22141.50000000
        0.001288806807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One Inc
        12685J105
        
          
        
        45.00000000
        NS
        USD
        89130.15000000
        0.005188065131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        000000000
        
          
        
        1097.00000000
        NS
        
        31335.40000000
        0.001823963003
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Logitech International SA
        549300SN6PRK6IJJC215
        Logitech International SA
        000000000
        
          
        
        945.00000000
        NS
        
        84223.12000000
        0.004902437976
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        Sekisui House Ltd
        000000000
        
          
        
        3934.00000000
        NS
        
        70541.11000000
        0.004106039013
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        000000000
        
          
        
        1188.00000000
        NS
        
        18755.81000000
        0.001091733424
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Rollins Inc
        549300F2A0BXT4SGWD84
        Rollins Inc
        775711104
        
          
        
        6438.00000000
        NS
        USD
        368124.84000000
        0.021427717181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3545 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -4505.00000000
        -0.00026222589
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3545.00000000
            USD
            2020-12-31
            XXXX
            1004.25000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp
        000000000
        
          
        
        5794.00000000
        NS
        
        31898.00000000
        0.001856710681
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc
        29670G102
        
          
        
        585.00000000
        NS
        USD
        26488.80000000
        0.001541853342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        000000000
        
          
        
        4668.00000000
        NS
        
        448305.70000000
        0.026094864314
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
        
        2312.00000000
        NS
        USD
        54077.68000000
        0.003147739861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
        
        847.00000000
        NS
        USD
        452763.85000000
        0.026354363177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3605 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -6045.00000000
        -0.00035186582
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3605.00000000
            USD
            2020-11-30
            XXXX
            10107.86000000
          
        
        
          N
          N
          N
        
      
      
        Sysco Corp
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829107
        
          
        
        4411.00000000
        NS
        USD
        314460.19000000
        0.018304018865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
        
        194.00000000
        NS
        USD
        32318.46000000
        0.001881184710
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Annaly Capital Management Inc
        2DTL0G3FPRYUT58TI025
        Annaly Capital Management Inc
        035710409
        
          
        
        6371.00000000
        NS
        USD
        50968.00000000
        0.002966732397
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd
        529900ECSECK5ZDQTE14
        CSL Ltd
        000000000
        
          
        
        862.00000000
        NS
        
        188765.52000000
        0.010987615441
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Canadian Natural Resources Ltd
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        000000000
        
          
        
        2403.00000000
        NS
        
        54824.74000000
        0.003191224540
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
        
        4993.00000000
        NS
        
        83064.61000000
        0.004835003720
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR FEB21 3375 PUT
        000000000
        
          
        
        -8.00000000
        NC
        
        -7958.70000000
        -0.00046325798
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3375.00000000
            EUR
            2021-02-19
            XXXX
            -1149.42000000
          
        
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp
        000000000
        
          
        
        3575.00000000
        NS
        
        192324.41000000
        0.011194770406
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc
        549300ZSJE7NBK6K9P30
        FactSet Research Systems Inc
        303075105
        
          
        
        850.00000000
        NS
        USD
        283696.00000000
        0.016513304708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        000000000
        
          
        
        6873.00000000
        NS
        
        197616.39000000
        0.011502804633
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620M106
        
          
        
        1753.00000000
        NS
        USD
        260162.73000000
        0.015143486105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 24500 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -61206.90000000
        -0.00356271568
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24500.00000000
            JPY
            2021-01-08
            XXXX
            -53764.51000000
          
        
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
        
        532.00000000
        NS
        
        22454.89000000
        0.001307048533
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        Erie Indemnity Co
        29530P102
        
          
        
        653.00000000
        NS
        USD
        147323.33000000
        0.008575358972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kose Corp
        353800NX4GGAVDHHY664
        Kose Corp
        000000000
        
          
        
        902.00000000
        NS
        
        137588.32000000
        0.008008705982
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
        
        261.00000000
        NS
        USD
        195131.43000000
        0.011358160713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -93375.59000000
        -0.00543518262
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2295000.00000000
            GBP
            2967024.20000000
            USD
            2020-12-16
            -93375.59000000
          
        
        
          N
          N
          N
        
      
      
        DexCom Inc
        549300YSK3QDSFR5EU59
        DexCom Inc
        252131107
        
          
        
        362.00000000
        NS
        USD
        115724.16000000
        0.006736042511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Givaudan SA
        213800SVRMQA1TD91D41
        Givaudan SA
        000000000
        
          
        
        34.00000000
        NS
        
        139278.64000000
        0.008107095699
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        783.00000000
        NS
        
        84876.13000000
        0.004940448216
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon M&A Center Inc
        N/A
        Nihon M&A Center Inc
        000000000
        
          
        
        593.00000000
        NS
        
        41435.08000000
        0.002411842612
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yangzijiang Shipbuilding Holdings Ltd
        254900Z3JEM14YIGLM66
        Yangzijiang Shipbuilding Holdings Ltd
        000000000
        
          
        
        30112.00000000
        NS
        
        19567.36000000
        0.001138971920
        Long
        EC
        CORP
        SG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Group Ltd
        254900A4AYEDRWYSE928
        WH Group Ltd
        000000000
        
          
        
        24551.00000000
        NS
        
        20001.01000000
        0.001164213709
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
        
        2189.00000000
        NS
        USD
        108311.72000000
        0.006304581086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        NiSource Inc
        65473P105
        
          
        
        1593.00000000
        NS
        USD
        38550.60000000
        0.002243943532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932107
        
          
        
        679.00000000
        NS
        USD
        18034.24000000
        0.001049732461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlsberg AS
        5299001O0WJQYB5GYZ19
        Carlsberg AS
        000000000
        
          
        
        898.00000000
        NS
        
        133756.98000000
        0.007785692317
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        000000000
        
          
        
        631.00000000
        NS
        
        133141.49000000
        0.007749866031
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
        
        516.00000000
        NS
        USD
        134995.92000000
        0.007857808221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hydro One Ltd
        5493007QZDXTP1W2VL44
        Hydro One Ltd
        000000000
        
          
        
        2970.00000000
        NS
        
        69293.14000000
        0.004033397492
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Swiss Re AG
        529900PS9YW3YY29F326
        Swiss Re AG
        000000000
        
          
        
        267.00000000
        NS
        
        24394.63000000
        0.001419956426
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
        
        579.00000000
        NS
        
        234811.85000000
        0.013667868521
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        621.00000000
        NS
        USD
        86368.68000000
        0.005027326187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        000000000
        
          
        
        3958.00000000
        NS
        
        255233.01000000
        0.014856538216
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
        
        1705.00000000
        NS
        USD
        83169.90000000
        0.004841132413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MetLife Inc
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156R108
        
          
        
        3727.00000000
        NS
        USD
        172075.59000000
        0.010016132235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works Inc
        452308109
        
          
        
        874.00000000
        NS
        USD
        184492.66000000
        0.010738901891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3400 PUT
        000000000
        
          
        
        -17.00000000
        NC
        
        -12065.68000000
        -0.00070231603
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3400.00000000
            EUR
            2021-01-15
            XXXX
            -2255.06000000
          
        
        
          N
          N
          N
        
      
      
        Royal Dutch Shell PLC
        21380068P1DRHMJ8KU70
        Royal Dutch Shell PLC
        000000000
        
          
        
        8927.00000000
        NS
        
        143371.90000000
        0.008345355138
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3575 CALL
        000000000
        
          
        
        -22.00000000
        NC
        
        -14092.34000000
        -0.00082028334
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3575.00000000
            EUR
            2021-01-15
            XXXX
            -2463.16000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3235 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000043655
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3235.00000000
            USD
            2020-11-30
            XXXX
            28803.93000000
          
        
        
          N
          N
          N
        
      
      
        Orica Ltd
        N/A
        Orica Ltd
        000000000
        
          
        
        2141.00000000
        NS
        
        25427.57000000
        0.001480081535
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
        
        1751.00000000
        NS
        USD
        49465.75000000
        0.002879289811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
        
        2561.00000000
        NS
        USD
        112504.73000000
        0.006548646747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        000000000
        
          
        
        8726.00000000
        NS
        
        38120.00000000
        0.002218879277
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -43412.65000000
        -0.00252695250
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            22650000.00000000
            CHF
            24897962.32000000
            USD
            2020-12-16
            -43412.65000000
          
        
        
          N
          N
          N
        
      
      
        Burberry Group PLC
        213800PE1KEFCNFR1R50
        Burberry Group PLC
        000000000
        
          
        
        9718.00000000
        NS
        
        222685.28000000
        0.012962008215
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        1355.00000000
        NS
        USD
        118576.05000000
        0.006902044599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        F5 Networks Inc
        N/A
        F5 Networks Inc
        315616102
        
          
        
        1409.00000000
        NS
        USD
        229399.29000000
        0.013352815604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3175 PUT
        000000000
        
          
        
        -19.00000000
        NC
        USD
        -47.50000000
        -0.00000276486
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3175.00000000
            USD
            2020-11-30
            XXXX
            181207.08000000
          
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        860.00000000
        NS
        USD
        79687.60000000
        0.004638435579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE
        000000000
        
          
        
        1201.00000000
        NS
        
        281496.56000000
        0.016385280263
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Facebook Inc
        BQ4BKCS1HXDV9HN80Z93
        Facebook Inc
        30303M102
        
          
        
        7411.00000000
        NS
        USD
        2052624.67000000
        0.119478655418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        11978.00000000
        NS
        USD
        458877.18000000
        0.026710206337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
        
        2216.00000000
        NS
        
        294702.58000000
        0.017153972921
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
        
        1007.00000000
        NS
        USD
        202125.04000000
        0.011765242987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
        
        7794.00000000
        NS
        
        84334.88000000
        0.004908943273
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
        
        1243.00000000
        NS
        USD
        133647.36000000
        0.007779311584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp Japan
        529900MIMKY9RU60Z323
        Oracle Corp Japan
        000000000
        
          
        
        221.00000000
        NS
        
        24509.61000000
        0.001426649153
        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
        40526.60000000
        0.002358962038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lululemon Athletica Inc
        549300D9GZ4BMLDW5T40
        Lululemon Athletica Inc
        550021109
        
          
        
        1485.00000000
        NS
        USD
        549776.70000000
        0.032001262508
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals PLC
        000000000
        
          
        
        1839.00000000
        NS
        USD
        258765.69000000
        0.015062167556
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DNB ASA
        5967007LIEEXZX78M803
        DNB ASA
        000000000
        
          
        
        2734.00000000
        NS
        
        49297.39000000
        0.002869489955
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        SG Holdings Co Ltd
        N/A
        SG Holdings Co Ltd
        000000000
        
          
        
        1570.00000000
        NS
        
        46974.72000000
        0.002734292570
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ameren Corp
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp
        023608102
        
          
        
        1072.00000000
        NS
        USD
        83380.16000000
        0.004853371174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kobayashi Pharmaceutical Co Ltd
        529900WBSL04KD6TKP95
        Kobayashi Pharmaceutical Co Ltd
        000000000
        
          
        
        219.00000000
        NS
        
        26300.09000000
        0.001530868958
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Waste Connections Inc
        549300HDLRTPBQU69P29
        Waste Connections Inc
        94106B101
        
          
        
        705.00000000
        NS
        USD
        73305.90000000
        0.004266971207
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        000000000
        
          
        
        6478.00000000
        NS
        
        91884.63000000
        0.005348397204
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3125 CALL
        000000000
        
          
        
        -18.00000000
        NC
        
        -83093.97000000
        -0.00483671269
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3125.00000000
            EUR
            2020-12-18
            XXXX
            -72347.25000000
          
        
        
          N
          N
          N
        
      
      
        WSP Global Inc
        549300IQ87LU6X6ERQ78
        WSP Global Inc
        000000000
        
          
        
        4824.00000000
        NS
        
        358261.95000000
        0.020853620586
        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
        
        35095.13000000
        0.002042808412
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -59969.26000000
        -0.00349067545
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3360000.00000000
            AUD
            2406909.12000000
            USD
            2020-12-16
            -59969.26000000
          
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
        
        10412.00000000
        NS
        USD
        628988.92000000
        0.036612027290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
        
        4534.00000000
        NS
        
        126436.32000000
        0.007359573199
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
        
        7809.00000000
        NS
        
        133489.74000000
        0.007770136879
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Associated British Foods PLC
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods PLC
        000000000
        
          
        
        4535.00000000
        NS
        
        126478.62000000
        0.007362035387
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
        
        221.00000000
        NS
        USD
        45112.73000000
        0.002625910329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sarepta Therapeutics Inc
        549300IKDPIED8J8IG21
        Sarepta Therapeutics Inc
        803607100
        
          
        
        246.00000000
        NS
        USD
        34651.56000000
        0.002016989202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
        
        6984.00000000
        NS
        USD
        403116.48000000
        0.023464501675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        000000000
        
          
        
        1539.00000000
        NS
        
        164692.50000000
        0.009586379207
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        CarMax Inc
        N/A
        CarMax Inc
        143130102
        
          
        
        548.00000000
        NS
        USD
        51227.04000000
        0.002981810532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lasertec Corp
        N/A
        Lasertec Corp
        000000000
        
          
        
        506.00000000
        NS
        
        53196.99000000
        0.003096476881
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        000000000
        
          
        
        4380.00000000
        NS
        
        26023.77000000
        0.001514784994
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Experian PLC
        635400RXXHHYT1JTSZ26
        Experian PLC
        000000000
        
          
        
        4196.00000000
        NS
        
        148663.74000000
        0.008653381216
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3175 PUT
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -730.00000000
        -0.00004249165
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3175.00000000
            USD
            2020-12-31
            XXXX
            9330.00000000
          
        
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        000000000
        
          
        
        866.00000000
        NS
        
        307.84000000
        0.000017918672
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              N/A
              N/A
            
            
              
                KION Group AG
                KION Group AG
                
                  
                
              
            
            2020-12-03
            
              
            
            XXXX
            307.84000000
          
        
        
          N
          N
          N
        
      
      
        Makita Corp
        529900CDR9E94BCM6294
        Makita Corp
        000000000
        
          
        
        390.00000000
        NS
        
        20132.05000000
        0.001171841252
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
        
        3182.00000000
        NS
        USD
        228213.04000000
        0.013283766665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6075 CALL
        000000000
        
          
        
        -2.00000000
        NC
        
        -7172.35000000
        -0.00041748632
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6075.00000000
            GBP
            2020-12-18
            XXXX
            -5063.01000000
          
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089100
        
          
        
        1647.00000000
        NS
        USD
        94916.61000000
        0.005524881925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp
        28176E108
        
          
        
        3378.00000000
        NS
        USD
        283380.42000000
        0.016494935507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        S+P/TSX 60 IX FUT DEC20 XMOD 20201217
        000000000
        
          
        
        304.00000000
        NC
        
        2812430.18000000
        0.163705221551
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                S&P/TSX 60 Index
                PTZ0 Index
              
            
            2020-12-17
            58485096.92000000
            CAD
            2812430.18000000
          
        
        
          N
          N
          N
        
      
      
        Alstom SA
        96950032TUYMW11FB530
        Alstom SA
        000000000
        
          
        
        836.00000000
        NS
        
        45091.17000000
        0.002624655370
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        George Weston Ltd
        549300GEHU6LUSPS7Q65
        George Weston Ltd
        000000000
        
          
        
        1837.00000000
        NS
        
        135946.77000000
        0.007913155057
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Husqvarna AB
        549300GYQIIJ3UXB7655
        Husqvarna AB
        000000000
        
          
        
        5908.00000000
        NS
        
        63270.66000000
        0.003682842506
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        000000000
        
          
        
        103.00000000
        NS
        
        35324.71000000
        0.002056171747
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Global PLC
        549300BSGXG3QLIQYT84
        Liberty Global PLC
        000000000
        
          
        
        8081.00000000
        NS
        USD
        174872.84000000
        0.010178953852
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR & Co Inc
        549300JOHU21WRN2Z451
        KKR & Co Inc
        48251W104
        
          
        
        1016.00000000
        NS
        USD
        38536.88000000
        0.002243144922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Globe Life Inc
        5493001JFHKQOPP6XA71
        Globe Life Inc
        37959E102
        
          
        
        828.00000000
        NS
        USD
        77086.80000000
        0.004487048874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMS-Chemie Holding AG
        529900G1XFTGSE0DIX60
        EMS-Chemie Holding AG
        000000000
        
          
        
        45.00000000
        NS
        
        41098.89000000
        0.002392273749
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Avery Dennison Corp
        549300PW7VPFCYKLIV37
        Avery Dennison Corp
        053611109
        
          
        
        402.00000000
        NS
        USD
        60034.68000000
        0.003494483404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236101
        
          
        
        1980.00000000
        NS
        USD
        89159.40000000
        0.005189767708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        000000000
        
          
        
        1424.00000000
        NS
        
        139220.83000000
        0.008103730710
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
        
        234.00000000
        NS
        USD
        49306.14000000
        0.002869999273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nissan Chemical Corp
        3538002E4L1CUGJFFU25
        Nissan Chemical Corp
        000000000
        
          
        
        340.00000000
        NS
        
        20281.30000000
        0.001180528758
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3025 PUT
        000000000
        
          
        
        -15.00000000
        NC
        
        -2522.88000000
        -0.00014685115
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3025.00000000
            EUR
            2021-01-15
            XXXX
            9411.56000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
        
        1225.00000000
        NS
        USD
        343281.75000000
        0.019981656909
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3325 CALL
        000000000
        
          
        
        -34.00000000
        NC
        
        -80667.71000000
        -0.00469548557
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3325.00000000
            EUR
            2020-12-18
            XXXX
            -60641.62000000
          
        
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 DEC20 24375 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -20306.51000000
        -0.00118199617
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24375.00000000
            JPY
            2020-12-11
            XXXX
            -18636.74000000
          
        
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        000000000
        
          
        
        783.00000000
        NS
        
        25773.83000000
        0.001500236550
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Orsted AS
        W9NG6WMZIYEU8VEDOG48
        Orsted AS
        000000000
        
          
        
        911.00000000
        NS
        
        163913.17000000
        0.009541016164
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
        
        1395.00000000
        NS
        USD
        285821.55000000
        0.016637028182
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMerieux
        549300AK8Y0LBIQ4T071
        BioMerieux
        000000000
        
          
        
        824.00000000
        NS
        
        118549.21000000
        0.006900482303
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp
        549300DDU6FDRBIELS05
        Fox Corp
        35137L204
        
          
        
        6058.00000000
        NS
        USD
        171926.04000000
        0.010007427266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Group Inc/The
        5299004LW4QWGZUB8Y96
        Blackstone Group Inc/The
        09260D107
        
          
        
        2531.00000000
        NS
        USD
        150721.05000000
        0.008773132594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
        
        13370.00000000
        NS
        USD
        243735.10000000
        0.014187270791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nexi SpA
        5493000P70CQRQG8SN85
        Nexi SpA
        000000000
        
          
        
        2035.00000000
        NS
        
        38424.17000000
        0.002236584327
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        000000000
        
          
        
        300.00000000
        NS
        
        63564.26000000
        0.003699932300
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
        
        1040.00000000
        NS
        USD
        112153.60000000
        0.006528208261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3600 CALL
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -8890.00000000
        -0.00051746686
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3600.00000000
            USD
            2020-12-31
            XXXX
            -2260.00000000
          
        
        
          N
          N
          N
        
      
      
        MonotaRO Co Ltd
        N/A
        MonotaRO Co Ltd
        000000000
        
          
        
        4984.00000000
        NS
        
        303161.02000000
        0.017646319648
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
        
        2559.00000000
        NS
        USD
        261913.65000000
        0.015245403212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        000000000
        
          
        
        4924.00000000
        NS
        
        242818.53000000
        0.014133919317
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
        
        1575.00000000
        NS
        
        32197.84000000
        0.001874163692
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3565 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -11600.00000000
        -0.00067520985
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3565.00000000
            USD
            2020-11-30
            XXXX
            246.67000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3465 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -221900.00000000
        -0.01291629883
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3465.00000000
            USD
            2020-11-30
            XXXX
            -181232.16000000
          
        
        
          N
          N
          N
        
      
      
        Chugoku Electric Power Co Inc/The
        353800MV866ELME96Q46
        Chugoku Electric Power Co Inc/The
        000000000
        
          
        
        2899.00000000
        NS
        
        36797.03000000
        0.002141872175
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
        
        779.00000000
        NS
        USD
        95061.37000000
        0.005533308079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
        
        3515.00000000
        NS
        USD
        191883.85000000
        0.011169126401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -33703.35000000
        -0.00196179603
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            2540000.00000000
            CHF
            2763254.37000000
            USD
            2020-12-16
            -33703.35000000
          
        
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
        
        1678.00000000
        NS
        USD
        173018.58000000
        0.010071021557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        651.00000000
        NS
        USD
        74194.47000000
        0.004318692864
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
        
        1222.00000000
        NS
        
        42543.93000000
        0.002476386271
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wheaton Precious Metals Corp
        549300XSFG5ZCGVYD886
        Wheaton Precious Metals Corp
        000000000
        
          
        
        1070.00000000
        NS
        
        41302.15000000
        0.002404105056
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        000000000
        
          
        
        1006.00000000
        NS
        
        71170.09000000
        0.004142650521
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
        
        1854.00000000
        NS
        
        127770.77000000
        0.007437248526
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        000000000
        
          
        
        1006.00000000
        NS
        
        19194.86000000
        0.001117289535
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
        
        878.00000000
        NS
        
        33520.22000000
        0.001951136451
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
        
        4264.00000000
        NS
        
        245664.94000000
        0.014299602427
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kinross Gold Corp
        549300UEBMAQDN0K0R06
        Kinross Gold Corp
        000000000
        
          
        
        5017.00000000
        NS
        
        35733.62000000
        0.002079973476
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
        
        857.00000000
        NS
        USD
        126578.90000000
        0.007367872459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carrier Global Corp
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448C104
        
          
        
        1968.00000000
        NS
        USD
        74921.76000000
        0.004361026775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intact Financial Corp
        5493009LXGE7Y4U9OY43
        Intact Financial Corp
        000000000
        
          
        
        739.00000000
        NS
        
        82674.45000000
        0.004812293386
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
        
        226.00000000
        NS
        USD
        96502.00000000
        0.005617163904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
        
        465.00000000
        NS
        USD
        39571.50000000
        0.002303367820
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Life Financial Inc
        549300V040JZX5S66Z78
        Sun Life Financial Inc
        000000000
        
          
        
        1730.00000000
        NS
        
        76822.28000000
        0.004471651761
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hermes International
        969500Y4IJGHJE2MTJ13
        Hermes International
        000000000
        
          
        
        397.00000000
        NS
        
        386264.03000000
        0.022483558546
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
        
        2942.00000000
        NS
        
        296550.09000000
        0.017261512314
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Skyworks Solutions Inc
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088M102
        
          
        
        761.00000000
        NS
        USD
        107430.37000000
        0.006253279689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
        
        1989.00000000
        NS
        USD
        79221.87000000
        0.004611326486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
        
        2971.00000000
        NS
        
        43528.79000000
        0.002533712751
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        000000000
        
          
        
        1345.00000000
        NS
        
        48236.88000000
        0.002807760058
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
        
        6659.00000000
        NS
        USD
        234529.98000000
        0.013651461504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        976.00000000
        NS
        
        135786.82000000
        0.007903844728
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Palo Alto Networks Inc
        549300QXR2YVZV231H43
        Palo Alto Networks Inc
        697435105
        
          
        
        465.00000000
        NS
        USD
        136672.80000000
        0.007955415627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woodside Petroleum Ltd
        2549005ZC5RXAOO7FH41
        Woodside Petroleum Ltd
        000000000
        
          
        
        1934.00000000
        NS
        
        31546.41000000
        0.001836245420
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6525 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -339.95000000
        -0.00001978772
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6525.00000000
            GBP
            2020-12-18
            XXXX
            346.22000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3140 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000029103
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3140.00000000
            USD
            2020-11-30
            XXXX
            16248.33000000
          
        
        
          N
          N
          N
        
      
      
        ENEOS Holdings Inc
        3538001KQ5SAOZSQTT44
        ENEOS Holdings Inc
        000000000
        
          
        
        15230.00000000
        NS
        
        52022.65000000
        0.003028121197
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 2975 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -709.75000000
        -0.00004131294
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            2975.00000000
            EUR
            2021-01-15
            XXXX
            3846.39000000
          
        
        
          N
          N
          N
        
      
      
        Kyushu Electric Power Co Inc
        549300BYNZPLKQVQH430
        Kyushu Electric Power Co Inc
        000000000
        
          
        
        3280.00000000
        NS
        
        27636.58000000
        0.001608663028
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
        
        1106.00000000
        NS
        USD
        108410.12000000
        0.006310308728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        000000000
        
          
        
        3727.00000000
        NS
        
        154157.48000000
        0.008973159439
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3215 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -3520.00000000
        -0.00020489126
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3215.00000000
            USD
            2020-12-31
            XXXX
            58252.25000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5800 CALL
        000000000
        
          
        
        -4.00000000
        NC
        
        -27516.22000000
        -0.00160165714
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5800.00000000
            GBP
            2020-12-18
            XXXX
            -22129.03000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        000000000
        
          
        
        1604.00000000
        NS
        
        80446.46000000
        0.004682607110
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 5575 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -1379.81000000
        -0.00008031563
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5575.00000000
            GBP
            2021-01-15
            XXXX
            2752.28000000
          
        
        
          N
          N
          N
        
      
      
        Cameco Corp
        N4BHALMXL3GMZKCUON55
        Cameco Corp
        000000000
        
          
        
        1556.00000000
        NS
        
        15563.59000000
        0.000905921493
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 24625 PUT
        000000000
        
          
        
        -3.00000000
        NC
        
        -5459.77000000
        -0.00031780090
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24625.00000000
            JPY
            2021-01-08
            XXXX
            7297.91000000
          
        
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
        
        899.00000000
        NS
        USD
        69061.18000000
        0.004019895623
        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
        50594.72000000
        0.002945004610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
        
        1724.00000000
        NS
        
        175153.72000000
        0.010195303244
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizens Financial Group Inc
        2138004JDDA4ZQUPFW65
        Citizens Financial Group Inc
        174610105
        
          
        
        1649.00000000
        NS
        USD
        53856.34000000
        0.003134856159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        35149.00000000
        NS
        
        62380.77000000
        0.003631044015
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
        
        417.00000000
        NS
        USD
        34431.69000000
        0.002004191065
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TC Energy Corp
        549300UGKOFV2IWJJG27
        TC Energy Corp
        000000000
        
          
        
        652.00000000
        NS
        
        28681.57000000
        0.001669489541
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group PLC
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group PLC
        000000000
        
          
        
        4627.00000000
        NS
        
        196708.54000000
        0.011449960731
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        Open Text Corp
        000000000
        
          
        
        797.00000000
        NS
        
        35182.88000000
        0.002047916142
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Omron Corp
        549300ZHW0TR2QZ0NY83
        Omron Corp
        000000000
        
          
        
        994.00000000
        NS
        
        89262.61000000
        0.005195775329
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED Inc
        5493001EZN4ZTB4Z5887
        ABIOMED Inc
        003654100
        
          
        
        945.00000000
        NS
        USD
        259024.50000000
        0.015077232303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
        
        2750.00000000
        NS
        USD
        290950.00000000
        0.016935543697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings PLC
        549300ZVCBHQE0XHG367
        Nielsen Holdings PLC
        000000000
        
          
        
        3923.00000000
        NS
        USD
        63434.91000000
        0.003692403128
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 22750 PUT
        000000000
        
          
        
        -6.00000000
        NC
        
        -3678.16000000
        -0.00021409740
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22750.00000000
            JPY
            2021-01-08
            XXXX
            16178.19000000
          
        
        
          N
          N
          N
        
      
      
        TELUS Corp
        L2TEUTQ8OSHMJWVLCE40
        TELUS Corp
        000000000
        
          
        
        2320.00000000
        NS
        
        44749.36000000
        0.002604759380
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc
        98980L101
        
          
        
        339.00000000
        NS
        USD
        162164.04000000
        0.009439203250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        122.00000000
        NS
        
        248711.69000000
        0.014476946878
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagate Technology PLC
        396PBGKP6TE3O062MS44
        Seagate Technology PLC
        000000000
        
          
        
        3283.00000000
        NS
        USD
        193073.23000000
        0.011238357530
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Marvell Technology Group Ltd
        8DF36O58U3QIHUCGZB18
        Marvell Technology Group Ltd
        000000000
        
          
        
        2294.00000000
        NS
        USD
        106189.26000000
        0.006181037473
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Nation Entertainment Inc
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034109
        
          
        
        461.00000000
        NS
        USD
        30264.65000000
        0.001761637059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Corp
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp
        000000000
        
          
        
        3884.00000000
        NS
        
        47514.27000000
        0.002765698559
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Datadog Inc
        549300F6JNO0KRPO1K63
        Datadog Inc
        23804L103
        
          
        
        730.00000000
        NS
        USD
        72211.60000000
        0.004203274470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shiseido Co Ltd
        5299008QCD0YDT5OF506
        Shiseido Co Ltd
        000000000
        
          
        
        2341.00000000
        NS
        
        165191.81000000
        0.009615442917
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DocuSign Inc
        549300Q7PVDWRZ39JG09
        DocuSign Inc
        256163106
        
          
        
        501.00000000
        NS
        USD
        114167.88000000
        0.006645454960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SJM Holdings Ltd
        529900XEAB40COT5ZL30
        SJM Holdings Ltd
        000000000
        
          
        
        13118.00000000
        NS
        
        15334.60000000
        0.000892592501
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Schindler Holding AG
        5299007DRLI319H7Q933
        Schindler Holding AG
        000000000
        
          
        
        211.00000000
        NS
        
        57816.81000000
        0.003365386190
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Infrastrutture Wireless Italiane SpA
        81560066183FE361C071
        Infrastrutture Wireless Italiane SpA
        000000000
        
          
        
        4721.00000000
        NS
        
        60789.44000000
        0.003538416282
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
        
        16842.00000000
        NS
        
        68197.51000000
        0.003969623339
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        3667111.00000000
        NS
        USD
        214966046.82000000
        12.51268905128
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano
        000000000
        
          
        
        78061.00000000
        NS
        
        39927.30000000
        0.002324078136
        Long
        EP
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CK Hutchison Holdings Ltd
        254900Z8HM1VEPOQ2G79
        CK Hutchison Holdings Ltd
        000000000
        
          
        
        21501.00000000
        NS
        
        155960.08000000
        0.009078084722
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Unicharm Corp
        353800UQ4BZIJTAQEG85
        Unicharm Corp
        000000000
        
          
        
        1168.00000000
        NS
        
        56734.04000000
        0.003302360589
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FUCHS PETROLUB SE
        529900SNF9E1P5ZO4P98
        FUCHS PETROLUB SE
        000000000
        
          
        
        3146.00000000
        NS
        
        178816.78000000
        0.010408521710
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867101
        
          
        
        1944.00000000
        NS
        USD
        84816.72000000
        0.004936990094
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC
        000000000
        
          
        
        12934.00000000
        NS
        
        234749.59000000
        0.013664244507
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares MSCI Canada ETF
        549300DXCD53F4JK3H45
        iShares MSCI Canada ETF
        464286509
        
          
        
        393.00000000
        NS
        USD
        11900.04000000
        0.000692674505
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aurizon Holdings Ltd
        5299005PC1O6NOWL3H48
        Aurizon Holdings Ltd
        000000000
        
          
        
        8352.00000000
        NS
        
        26017.90000000
        0.001514443314
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Nice Ltd
        254900YTY4EF5Z4W0A51
        Nice Ltd
        000000000
        
          
        
        492.00000000
        NS
        
        119663.22000000
        0.006965326314
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances Inc
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
        
        189.00000000
        NS
        USD
        21186.90000000
        0.001233241693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stanley Electric Co Ltd
        N/A
        Stanley Electric Co Ltd
        000000000
        
          
        
        735.00000000
        NS
        
        21544.52000000
        0.001254057947
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lawson Inc
        529900IWO8XQO92PR233
        Lawson Inc
        000000000
        
          
        
        1322.00000000
        NS
        
        59941.93000000
        0.003489084636
        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
        290767.20000000
        0.016924903321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CK Infrastructure Holdings Ltd
        5299005U11RQ1C27MR12
        CK Infrastructure Holdings Ltd
        000000000
        
          
        
        3431.00000000
        NS
        
        17508.34000000
        0.001019121007
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6100 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -5572.57000000
        -0.00032436673
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6100.00000000
            GBP
            2021-01-15
            XXXX
            -182.98000000
          
        
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp
        353800PJDODZEA4NP730
        Medipal Holdings Corp
        000000000
        
          
        
        3205.00000000
        NS
        
        60106.76000000
        0.003498679018
        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
        113017.68000000
        0.006578504410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tiffany & Co
        549300EJG9IEYQL5XT21
        Tiffany & Co
        886547108
        
          
        
        743.00000000
        NS
        USD
        97689.64000000
        0.005686293751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casio Computer Co Ltd
        353800JRMIABSXKHV344
        Casio Computer Co Ltd
        000000000
        
          
        
        1131.00000000
        NS
        
        20314.49000000
        0.001182460673
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
        
        6980.00000000
        NS
        
        92991.73000000
        0.005412838999
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        PTC Inc
        54930050SSMU8SKDJ030
        PTC Inc
        69370C100
        
          
        
        710.00000000
        NS
        USD
        76573.50000000
        0.004457170838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        5831.00000000
        NS
        USD
        360530.73000000
        0.020985681155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
        
        855.00000000
        NS
        USD
        235467.00000000
        0.013706003326
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WestRock Co
        N/A
        WestRock Co
        96145D105
        
          
        
        3410.00000000
        NS
        USD
        143936.10000000
        0.008378195948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
        
        644.00000000
        NS
        USD
        28509.88000000
        0.001659495853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 JAN21 24750 CALL
        000000000
        
          
        
        -3.00000000
        NC
        
        -54885.06000000
        -0.00319473563
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            24750.00000000
            JPY
            2021-01-08
            XXXX
            -40365.49000000
          
        
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
        
        681.00000000
        NS
        USD
        118214.79000000
        0.006881016469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kuehne + Nagel International AG
        529900Q0YED3805QXQ66
        Kuehne + Nagel International AG
        000000000
        
          
        
        1108.00000000
        NS
        
        250810.23000000
        0.014599098161
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        BeiGene Ltd
        549300JFUK6FRD5MH739
        BeiGene Ltd
        07725L102
        
          
        
        75.00000000
        NS
        USD
        19176.75000000
        0.001116235393
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Baloise Holding AG
        529900G5XKBZN48T6283
        Baloise Holding AG
        000000000
        
          
        
        475.00000000
        NS
        
        81848.40000000
        0.004764210877
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Oversea-Chinese Banking Corp Ltd
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        000000000
        
          
        
        20940.00000000
        NS
        
        156118.67000000
        0.009087315888
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 2725 PUT
        000000000
        
          
        
        -11.00000000
        NC
        
        -721.67000000
        -0.00004200678
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            2725.00000000
            EUR
            2021-01-15
            XXXX
            9848.32000000
          
        
        
          N
          N
          N
        
      
      
        Slack Technologies Inc
        549300VIZRB02KN4IJ45
        Slack Technologies Inc
        83088V102
        
          
        
        887.00000000
        NS
        USD
        38034.56000000
        0.002213906007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Henderson Land Development Co Ltd
        529900SYQB7IVR9QGN76
        Henderson Land Development Co Ltd
        000000000
        
          
        
        6848.00000000
        NS
        
        28791.54000000
        0.001675890647
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG
        000000000
        
          
        
        733.00000000
        NS
        
        29213.37000000
        0.001700444420
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        000000000
        
          
        
        1655.00000000
        NS
        
        264270.61000000
        0.015382596541
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co Ltd
        N/A
        Yamazaki Baking Co Ltd
        000000000
        
          
        
        7214.00000000
        NS
        
        119691.31000000
        0.006966961370
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
        
        3479.00000000
        NS
        USD
        512004.43000000
        0.029802623810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 DEC20 22875 PUT
        000000000
        
          
        
        -5.00000000
        NC
        
        -622.61000000
        -0.00003624072
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Put
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            22875.00000000
            JPY
            2020-12-11
            XXXX
            19360.98000000
          
        
        
          N
          N
          N
        
      
      
        CGI Inc
        549300WSRCZY73ZG3090
        CGI Inc
        000000000
        
          
        
        2194.00000000
        NS
        
        162028.60000000
        0.009431319593
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Sysmex Corp
        5299001ZO4CKWACMZI55
        Sysmex Corp
        000000000
        
          
        
        491.00000000
        NS
        
        51404.04000000
        0.002992113303
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
        
        2323.00000000
        NS
        
        89426.15000000
        0.005205294624
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
        
        1427.00000000
        NS
        
        190468.27000000
        0.011086728680
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3230 PUT
        000000000
        
          
        
        -17.00000000
        NC
        USD
        -255.00000000
        -0.00001484297
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3230.00000000
            USD
            2020-12-02
            XXXX
            55043.91000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3165 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000203727
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3165.00000000
            USD
            2020-11-30
            XXXX
            136431.80000000
          
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        000000000
        
          
        
        6596.00000000
        NS
        
        109104.43000000
        0.006350722948
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Textron Inc
        3PPKBHUG1HD6BO7RNR87
        Textron Inc
        883203101
        
          
        
        3850.00000000
        NS
        USD
        173635.00000000
        0.010106901976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        Neurocrine Biosciences Inc
        64125C109
        
          
        
        461.00000000
        NS
        USD
        43767.34000000
        0.002547598209
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
        
        2321.00000000
        NS
        
        93802.97000000
        0.005460059451
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Swire Pacific Ltd
        549300KZOZHII0DGF611
        Swire Pacific Ltd
        000000000
        
          
        
        10882.00000000
        NS
        
        62355.95000000
        0.003629599299
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp
        902681105
        
          
        
        5044.00000000
        NS
        USD
        178961.12000000
        0.010416923416
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005N100
        
          
        
        4672.00000000
        NS
        USD
        138524.80000000
        0.008063216372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co Ltd
        35380051BV8PV1I4S949
        Iida Group Holdings Co Ltd
        000000000
        
          
        
        1543.00000000
        NS
        
        30921.32000000
        0.001799860340
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3145 PUT
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -10.00000000
        -0.00000058207
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3145.00000000
            USD
            2020-11-30
            XXXX
            39614.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -42703.27000000
        -0.00248566109
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3500000.00000000
            SGD
            2567000.74000000
            USD
            2020-12-16
            -42703.27000000
          
        
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
        
        447.00000000
        NS
        USD
        202339.02000000
        0.011777698281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Century Premium Developments Ltd
        N/A
        Pacific Century Premium Developments Ltd
        000000000
        
          
        
        6935.00000000
        NS
        
        757.16000000
        0.000044072576
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        United Overseas Bank Ltd
        IO66REGK3RCBAMA8HR66
        United Overseas Bank Ltd
        000000000
        
          
        
        3675.00000000
        NS
        
        61124.29000000
        0.003557907146
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp
        N/A
        Itochu Techno-Solutions Corp
        000000000
        
          
        
        839.00000000
        NS
        
        29584.19000000
        0.001722029017
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
        
        291.00000000
        NS
        USD
        331056.15000000
        0.019270032289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd
        N/A
        Toyo Suisan Kaisha Ltd
        000000000
        
          
        
        628.00000000
        NS
        
        30888.74000000
        0.001797963932
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        000000000
        
          
        
        626.00000000
        NS
        
        90492.77000000
        0.005267380170
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ON Semiconductor Corp
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189105
        
          
        
        7534.00000000
        NS
        USD
        216602.50000000
        0.012607943302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6025 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -4759.35000000
        -0.00027703103
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6025.00000000
            GBP
            2021-01-15
            XXXX
            -2854.78000000
          
        
        
          N
          N
          N
        
      
      
        Panasonic Corp
        254900GE1G59KGWPHX32
        Panasonic Corp
        000000000
        
          
        
        2890.00000000
        NS
        
        30650.00000000
        0.001784067414
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
        
        566.00000000
        NS
        
        156839.09000000
        0.009129249913
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
        
        1144.00000000
        NS
        USD
        211914.56000000
        0.012335068881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
        
        1310.00000000
        NS
        USD
        196644.10000000
        0.011446209824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Masimo Corp
        549300Q4A8JK0PIYCU29
        Masimo Corp
        574795100
        
          
        
        560.00000000
        NS
        USD
        142514.40000000
        0.008295441996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
        
        2164.00000000
        NS
        USD
        230855.52000000
        0.013437579470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Oil Ltd
        549300JZNB745JT5WY51
        Imperial Oil Ltd
        000000000
        
          
        
        2060.00000000
        NS
        
        35657.81000000
        0.002075560747
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
        
        10499.00000000
        NS
        
        506453.61000000
        0.029479523090
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories Inc
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572207
        
          
        
        191.00000000
        NS
        USD
        102853.50000000
        0.005986870402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terumo Corp
        353800JX1R4582QVK932
        Terumo Corp
        000000000
        
          
        
        1202.00000000
        NS
        
        47696.26000000
        0.002776291787
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CyberAgent Inc
        3538006T5KZABPGS8Q08
        CyberAgent Inc
        000000000
        
          
        
        5070.00000000
        NS
        
        346488.81000000
        0.020168332643
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -2703.05000000
        -0.00015733844
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            3360000.00000000
            DKK
            536006.82000000
            USD
            2020-12-16
            -2703.05000000
          
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
        
        984.00000000
        NS
        USD
        65868.96000000
        0.003834083692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        Transurban Group
        000000000
        
          
        
        8929.00000000
        NS
        
        92136.08000000
        0.005363033541
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
        
        518.00000000
        NS
        USD
        130520.46000000
        0.007597301783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glencore PLC
        2138002658CPO9NBH955
        Glencore PLC
        000000000
        
          
        
        55883.00000000
        NS
        
        157548.38000000
        0.009170536085
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sundrug Co Ltd
        N/A
        Sundrug Co Ltd
        000000000
        
          
        
        3456.00000000
        NS
        
        144877.40000000
        0.008432986899
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Copart Inc
        549300KVYX3JWMYEHU61
        Copart Inc
        217204106
        
          
        
        1032.00000000
        NS
        USD
        119144.40000000
        0.006935126972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
        
        3473.00000000
        NS
        USD
        70988.12000000
        0.004132058457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        782.00000000
        NS
        USD
        236367.32000000
        0.013758408924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telefonaktiebolaget LM Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
        
        6541.00000000
        NS
        
        80295.42000000
        0.004673815412
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Ajinomoto Co Inc
        353800UT0TLROREPIC92
        Ajinomoto Co Inc
        000000000
        
          
        
        4941.00000000
        NS
        
        102949.61000000
        0.005992464749
        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
        63736.40000000
        0.003709952181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
        
        2848.00000000
        NS
        
        101878.24000000
        0.005930102716
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NVR Inc
        529900RWXR4JI3JYTV70
        NVR Inc
        62944T105
        
          
        
        25.00000000
        NS
        USD
        99929.50000000
        0.005816670953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimano Inc
        529900L32YT3P9DECR10
        Shimano Inc
        000000000
        
          
        
        170.00000000
        NS
        
        40215.59000000
        0.002340858847
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
        
        1012.00000000
        NS
        USD
        129283.00000000
        0.007525272025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
        
        1470.00000000
        NS
        USD
        264467.70000000
        0.015394068706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        000000000
        
          
        
        5390.00000000
        NS
        
        56900.11000000
        0.003312027150
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3745 CALL
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -10140.00000000
        -0.00059022654
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3745.00000000
            USD
            2021-01-29
            XXXX
            -140.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -82924.41000000
        -0.00482684299
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            22920000.00000000
            AUD
            16744710.24000000
            USD
            2020-12-16
            -82924.41000000
          
        
        
          N
          N
          N
        
      
      
        Brother Industries Ltd
        549300O5FACQ67KI6R92
        Brother Industries Ltd
        000000000
        
          
        
        3222.00000000
        NS
        
        61543.84000000
        0.003582328206
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 5375 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -313.29000000
        -0.00001823590
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5375.00000000
            GBP
            2021-01-15
            XXXX
            1108.62000000
          
        
        
          N
          N
          N
        
      
      
        Regions Financial Corp
        CW05CS5KW59QTC0DG824
        Regions Financial Corp
        7591EP100
        
          
        
        2610.00000000
        NS
        USD
        39854.70000000
        0.002319852254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisk Analytics Inc
        549300I1YSWNIRKBWP67
        Verisk Analytics Inc
        92345Y106
        
          
        
        777.00000000
        NS
        USD
        154086.87000000
        0.008969049390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859102
        
          
        
        499.00000000
        NS
        USD
        199859.48000000
        0.011633369846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        000000000
        
          
        
        741.00000000
        NS
        
        94825.03000000
        0.005519551260
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
        
        1580.00000000
        NS
        USD
        189663.20000000
        0.011039867370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
        
        12482.00000000
        NS
        USD
        411906.00000000
        0.023976119822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3170 PUT
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -35.00000000
        -0.00000203727
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3170.00000000
            USD
            2020-11-30
            XXXX
            138921.49000000
          
        
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        1301.00000000
        NS
        
        65818.26000000
        0.003831132560
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225 FEB21 27250 CALL
        000000000
        
          
        
        -1.00000000
        NC
        
        -5363.98000000
        -0.00031222518
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY Index
              
            
            1000.00000000
            27250.00000000
            JPY
            2021-02-12
            XXXX
            -2782.30000000
          
        
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        Pinterest Inc
        72352L106
        
          
        
        895.00000000
        NS
        USD
        62667.90000000
        0.003647757205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        000000000
        
          
        
        312.00000000
        NS
        
        35638.64000000
        0.002074444904
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Isracard Ltd
        N/A
        Isracard Ltd
        000000000
        
          
        
        0.82000000
        NS
        
        2.67000000
        0.000000155414
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        RPM International Inc
        549300TJCKW4BRXPJ474
        RPM International Inc
        749685103
        
          
        
        722.00000000
        NS
        USD
        63543.22000000
        0.003698707609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        000000000
        
          
        
        3878.00000000
        NS
        
        49132.52000000
        0.002859893244
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
        
        640.00000000
        NS
        USD
        44883.20000000
        0.002612549905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Church & Dwight Co Inc
        POOXSI30AWAQGYJZC921
        Church & Dwight Co Inc
        171340102
        
          
        
        1266.00000000
        NS
        USD
        111116.82000000
        0.006467859634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX JAN21 6150 PUT
        000000000
        
          
        
        -4.00000000
        NC
        
        -6265.81000000
        -0.00036471867
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6150.00000000
            GBP
            2021-01-15
            XXXX
            -1599.33000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Apartment Properties REIT
        549300B1MYVTQEB2DI90
        Canadian Apartment Properties REIT
        000000000
        
          
        
        814.00000000
        NS
        
        32066.10000000
        0.001866495403
        Long
        EC
        
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        Twilio Inc
        90138F102
        
          
        
        331.00000000
        NS
        USD
        105949.79000000
        0.006167098464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        000000000
        
          
        
        2536.00000000
        NS
        
        120134.94000000
        0.006992784072
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        UPM-Kymmene OYJ
        213800EC6PW5VU4J9U64
        UPM-Kymmene OYJ
        000000000
        
          
        
        1753.00000000
        NS
        
        57519.92000000
        0.003348104893
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Rakuten Inc
        529900IMXUCQKUL1H943
        Rakuten Inc
        000000000
        
          
        
        9073.00000000
        NS
        
        101402.27000000
        0.005902397575
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
        
        1020.00000000
        NS
        USD
        232050.00000000
        0.013507107458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian National Railway Co
        3SU7BEP7TH9YEQOZCS77
        Canadian National Railway Co
        000000000
        
          
        
        1152.00000000
        NS
        
        120637.56000000
        0.007022040450
        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
        
        32880.82000000
        0.001913918418
        Long
        EC
        CORP
        XX
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NTT DOCOMO Inc
        353800TVPXCGWDZIIU09
        NTT DOCOMO Inc
        000000000
        
          
        
        8265.00000000
        NS
        
        307385.78000000
        0.017892233405
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IGM Financial Inc
        254900RYHLVJNTUFDA95
        IGM Financial Inc
        000000000
        
          
        
        1471.00000000
        NS
        
        38907.25000000
        0.002264703325
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        TPG Telecom Ltd
        N/A
        TPG Telecom Ltd
        000000000
        
          
        
        14582.00000000
        NS
        
        82322.93000000
        0.004791832199
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        57032.00000000
        NS
        USD
        6789659.60000000
        0.395210781403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
        
        197.00000000
        NS
        
        111774.28000000
        0.006506128899
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurofins Scientific SE
        529900JEHFM47DYY3S57
        Eurofins Scientific SE
        000000000
        
          
        
        510.00000000
        NS
        
        41719.20000000
        0.002428380596
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        1332.00000000
        NS
        USD
        299207.16000000
        0.017416174369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        Adecco Group AG
        000000000
        
          
        
        1291.00000000
        NS
        
        78043.61000000
        0.004542742627
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        000000000
        
          
        
        2614.00000000
        NS
        
        83733.96000000
        0.004873965075
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Roku Inc
        549300KR6ITU0YIR1T71
        Roku Inc
        77543R102
        
          
        
        828.00000000
        NS
        USD
        243075.96000000
        0.014148903737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANSYS Inc
        549300VJV8H15Z5FJ571
        ANSYS Inc
        03662Q105
        
          
        
        304.00000000
        NS
        USD
        102770.24000000
        0.005982024025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERCO
        5493003WIDMLDHYC6Y24
        AMERCO
        023586100
        
          
        
        74.00000000
        NS
        USD
        30653.02000000
        0.001784243202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KDDI Corp
        5299003FU7V4I45FU310
        KDDI Corp
        000000000
        
          
        
        6240.00000000
        NS
        
        177567.71000000
        0.010335816160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lennox International Inc
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107107
        
          
        
        699.00000000
        NS
        USD
        201193.17000000
        0.011711000935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        000000000
        
          
        
        6961.00000000
        NS
        
        71528.18000000
        0.004163494133
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
        
        276.00000000
        NS
        USD
        142424.28000000
        0.008290196314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cboe Global Markets Inc
        529900RLNSGA90UPEH54
        Cboe Global Markets Inc
        12503M108
        
          
        
        671.00000000
        NS
        USD
        61275.72000000
        0.003566721545
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamana Gold Inc
        54930002VY22NXG01418
        Yamana Gold Inc
        000000000
        
          
        
        6290.00000000
        NS
        
        32837.61000000
        0.001911403262
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
        
        59757.00000000
        NS
        
        97501.74000000
        0.005675356516
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3455 CALL
        000000000
        
          
        
        -14.00000000
        NC
        USD
        -230650.00000000
        -0.01342561661
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3455.00000000
            USD
            2020-11-30
            XXXX
            -186168.97000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 5625 PUT
        000000000
        
          
        
        -6.00000000
        NC
        
        -1239.83000000
        -0.00007216770
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            5625.00000000
            GBP
            2020-12-18
            XXXX
            6019.09000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3645 CALL
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -18330.00000000
        -0.00106694798
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3645.00000000
            USD
            2020-12-31
            XXXX
            -3919.32000000
          
        
        
          N
          N
          N
        
      
      
        Coca-Cola Amatil Ltd
        JOR7RJTXUXBRJ4UA5G70
        Coca-Cola Amatil Ltd
        000000000
        
          
        
        4983.00000000
        NS
        
        46143.98000000
        0.002685937067
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co Ltd
        52990037G8JRM3TWGY86
        Seven & i Holdings Co Ltd
        000000000
        
          
        
        2493.00000000
        NS
        
        78624.43000000
        0.004576550850
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Schibsted ASA
        5967007LIEEXZXHT0O36
        Schibsted ASA
        000000000
        
          
        
        6350.00000000
        NS
        
        230941.81000000
        0.013442602216
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Medical Properties Trust Inc
        254900U6E39J1MQCCY14
        Medical Properties Trust Inc
        58463J304
        
          
        
        2901.00000000
        NS
        USD
        56279.40000000
        0.003275897020
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co Ltd
        35380049VXDTHZI3DY35
        Shionogi & Co Ltd
        000000000
        
          
        
        517.00000000
        NS
        
        27673.68000000
        0.001610822536
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleflex Inc
        UUL85LWXB4NGSWWXIQ25
        Teleflex Inc
        879369106
        
          
        
        172.00000000
        NS
        USD
        65833.00000000
        0.003831990542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        000000000
        
          
        
        186.00000000
        NS
        
        59042.68000000
        0.003436741320
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G104
        
          
        
        205.00000000
        NS
        USD
        22998.95000000
        0.001338717039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3660 CALL
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -34080.00000000
        -0.00198371998
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3660.00000000
            USD
            2020-12-09
            XXXX
            18980.22000000
          
        
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
        
        810.00000000
        NS
        USD
        140842.80000000
        0.008198141927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortis Inc/Canada
        549300MQYQ9Y065XPR71
        Fortis Inc/Canada
        000000000
        
          
        
        1038.00000000
        NS
        
        41793.35000000
        0.002432696701
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
        
        1665.00000000
        NS
        
        113852.00000000
        0.006627068297
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        000000000
        
          
        
        1121.00000000
        NS
        
        64059.70000000
        0.003728770746
        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
        97521.68000000
        0.005676517178
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyocera Corp
        N/A
        Kyocera Corp
        000000000
        
          
        
        634.00000000
        NS
        
        36101.68000000
        0.002101397419
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        Manulife Financial Corp
        000000000
        
          
        
        5208.00000000
        NS
        
        88744.93000000
        0.005165642343
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        MercadoLibre Inc
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733R102
        
          
        
        105.00000000
        NS
        USD
        163099.65000000
        0.009493662999
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        South32 Ltd
        213800LAZNPXSBKVHR17
        South32 Ltd
        000000000
        
          
        
        87313.00000000
        NS
        
        153882.72000000
        0.008957166279
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        000000000
        
          
        
        11926.00000000
        NS
        
        216856.56000000
        0.012622731562
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        Telia Co AB
        213800FSR9RNDUOTXO25
        Telia Co AB
        000000000
        
          
        
        8289.00000000
        NS
        
        35240.53000000
        0.002051271819
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust Inc
        549300HKCZ31D08NEI41
        Digital Realty Trust Inc
        253868103
        
          
        
        1606.00000000
        NS
        USD
        216408.50000000
        0.012596650999
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
        
        530.00000000
        NS
        USD
        67834.70000000
        0.003948504987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grifols SA
        959800HSSNXWRKBK4N60
        Grifols SA
        000000000
        
          
        
        1301.00000000
        NS
        
        36910.48000000
        0.002148475844
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Xilinx Inc
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919101
        
          
        
        1026.00000000
        NS
        USD
        149334.30000000
        0.008692413003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        000000000
        
          
        
        2228.00000000
        NS
        
        51418.91000000
        0.002992978852
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR DEC20 3350 CALL
        000000000
        
          
        
        -29.00000000
        NC
        
        -61159.83000000
        -0.00355997584
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3350.00000000
            EUR
            2020-12-18
            XXXX
            -41359.26000000
          
        
        
          N
          N
          N
        
      
      
        Benesse Holdings Inc
        549300XOPEJA8L2IV934
        Benesse Holdings Inc
        000000000
        
          
        
        1808.00000000
        NS
        
        37927.25000000
        0.002207659734
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
        
        805.00000000
        NS
        USD
        336731.50000000
        0.019600381621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equifax Inc
        5493004MCF8JDC86VS77
        Equifax Inc
        294429105
        
          
        
        544.00000000
        NS
        USD
        90793.60000000
        0.005284890806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franco-Nevada Corp
        N/A
        Franco-Nevada Corp
        000000000
        
          
        
        637.00000000
        NS
        
        84791.09000000
        0.004935498229
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
        
        2099.00000000
        NS
        USD
        53188.66000000
        0.003095992011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        000000000
        
          
        
        488.00000000
        NS
        
        176379.65000000
        0.010266661866
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3545 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -31000.00000000
        -0.00180444012
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3545.00000000
            USD
            2020-11-30
            XXXX
            -8528.57000000
          
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
        
        1401.00000000
        NS
        USD
        186248.94000000
        0.010841130991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
        
        4550.00000000
        NS
        
        411936.41000000
        0.023977889920
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Segro PLC
        213800XC35KGM9NFC641
        Segro PLC
        000000000
        
          
        
        5894.00000000
        NS
        
        71312.78000000
        0.004150956184
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
        
        1819.00000000
        NS
        USD
        253404.89000000
        0.014750127471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mettler-Toledo International Inc
        5493000BD5GJNUDIUG10
        Mettler-Toledo International Inc
        592688105
        
          
        
        358.00000000
        NS
        USD
        411714.32000000
        0.023964962561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
        
        4118.00000000
        NS
        
        35194.23000000
        0.002048576800
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Wm Morrison Supermarkets PLC
        213800IN6LSRGTZSOS29
        Wm Morrison Supermarkets PLC
        000000000
        
          
        
        19974.00000000
        NS
        
        47534.07000000
        0.002766851072
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kintetsu Group Holdings Co Ltd
        N/A
        Kintetsu Group Holdings Co Ltd
        000000000
        
          
        
        433.00000000
        NS
        
        19178.08000000
        0.001116312809
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
        
        9529.00000000
        NS
        
        106710.89000000
        0.006211400380
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke DSM NV
        724500SNT1MK246AHP04
        Koninklijke DSM NV
        000000000
        
          
        
        431.00000000
        NS
        
        70376.93000000
        0.004096482465
        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
        143839.68000000
        0.008372583557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC PLC
        213800UPS1QEE4TD3T45
        DCC PLC
        000000000
        
          
        
        253.00000000
        NS
        
        19048.62000000
        0.001108777234
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Electric Industries Ltd
        5493005SP87FL5TOS202
        Sumitomo Electric Industries Ltd
        000000000
        
          
        
        1887.00000000
        NS
        
        21510.10000000
        0.001252054437
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Travelers Cos Inc/The
        549300Y650407RU8B149
        Travelers Cos Inc/The
        89417E109
        
          
        
        878.00000000
        NS
        USD
        113832.70000000
        0.006625944887
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
        
        16775.00000000
        NS
        
        184095.26000000
        0.010715770133
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3150 CALL
        000000000
        
          
        
        -11.00000000
        NC
        
        -49034.51000000
        -0.00285418830
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3150.00000000
            EUR
            2021-01-15
            XXXX
            -41348.66000000
          
        
        
          N
          N
          N
        
      
      
        Saputo Inc
        549300HH4U1DPY0TBT90
        Saputo Inc
        000000000
        
          
        
        1585.00000000
        NS
        
        43972.86000000
        0.002559561065
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
        
        370.00000000
        NS
        USD
        241236.30000000
        0.014041821275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEC Corp
        5493000QYMPFRTEY4K28
        NEC Corp
        000000000
        
          
        
        1369.00000000
        NS
        
        73757.53000000
        0.004293259571
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
        
        4988.00000000
        NS
        USD
        164304.72000000
        0.009563807407
        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
        20582621.13000000
        1.198067982688
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Temenos AG
        5067007NW6550481FH64
        Temenos AG
        000000000
        
          
        
        170.00000000
        NS
        
        21442.60000000
        0.001248125414
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
        
        1792.00000000
        NS
        
        43318.85000000
        0.002521492617
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        371.80000000
        0.000021641639
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11721.31000000
            USD
            40000.00000000
            ILS
            2020-12-16
            371.80000000
          
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
        
        901.00000000
        NS
        USD
        26165.04000000
        0.001523008002
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
        
        440.00000000
        NS
        USD
        49601.20000000
        0.002887174050
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CK Asset Holdings Ltd
        5299006GJZSGP78B8S35
        CK Asset Holdings Ltd
        000000000
        
          
        
        11922.00000000
        NS
        
        65146.10000000
        0.003792007641
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Industries Ltd
        549300BAFGM4RC74ZJ94
        Teva Pharmaceutical Industries Ltd
        881624209
        
          
        
        29039.00000000
        NS
        USD
        276160.89000000
        0.016074702939
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        National Oilwell Varco Inc
        549300EHF3IW1AR6U008
        National Oilwell Varco Inc
        637071101
        
          
        
        13869.00000000
        NS
        USD
        170033.94000000
        0.009897292390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CI Financial Corp
        549300M9W7JJQSVCEM78
        CI Financial Corp
        000000000
        
          
        
        10810.00000000
        NS
        
        141669.52000000
        0.008246263435
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        000000000
        
          
        
        1867.00000000
        NS
        
        330723.75000000
        0.019250684035
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3800 CALL
        000000000
        
          
        
        -4.00000000
        NC
        USD
        -13140.00000000
        -0.00076484978
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3800.00000000
            USD
            2021-01-29
            XXXX
            1777.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD SGD
        000000000
        
          
        
        1.00000000
        NC
        
        -1966.38000000
        -0.00011445854
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            200000.00000000
            SGD
            147159.56000000
            USD
            2020-12-16
            -1966.38000000
          
        
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        000000000
        
          
        
        2198.00000000
        NS
        
        217806.12000000
        0.012678003309
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co Inc
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co Inc
        000000000
        
          
        
        1010.00000000
        NS
        
        21377.65000000
        0.001244344821
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Construction Machinery Co Ltd
        5493009B7C53PDH8W826
        Hitachi Construction Machinery Co Ltd
        000000000
        
          
        
        514.00000000
        NS
        
        14197.78000000
        0.000826420771
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR JAN21 3625 CALL
        000000000
        
          
        
        -17.00000000
        NC
        
        -7077.18000000
        -0.00041194669
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            10.00000000
            3625.00000000
            EUR
            2021-01-15
            XXXX
            391.72000000
          
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd
        N/A
        Canadian Pacific Railway Ltd
        000000000
        
          
        
        230.00000000
        NS
        
        74305.92000000
        0.004325180117
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Groupe Bruxelles Lambert SA
        549300KV0ZEHT2KVU152
        Groupe Bruxelles Lambert SA
        000000000
        
          
        
        342.00000000
        NS
        
        33340.15000000
        0.001940654982
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
        
        2095.00000000
        NS
        
        52818.07000000
        0.003074420802
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3450 PUT
        000000000
        
          
        
        -16.00000000
        NC
        USD
        -7840.00000000
        -0.00045634872
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3450.00000000
            USD
            2020-12-09
            XXXX
            53378.21000000
          
        
        
          N
          N
          N
        
      
      
        Alexion Pharmaceuticals Inc
        M1YXUUZR0EIMU8T0EM75
        Alexion Pharmaceuticals Inc
        015351109
        
          
        
        1997.00000000
        NS
        USD
        243853.67000000
        0.014194172483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard S&P 500 ETF
        549300D8V8ZP5GRJOC71
        Vanguard S&P 500 ETF
        922908363
        
          
        
        1115477.00000000
        NS
        USD
        371052269.28000000
        21.59811624187
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl PLC
        213800Q1Q9DV4L78UM09
        Bunzl PLC
        000000000
        
          
        
        1401.00000000
        NS
        
        43636.25000000
        0.002539967756
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
        
        184.00000000
        NS
        USD
        373234.80000000
        0.021725156435
        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
        186433.00000000
        0.010851844709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elanco Animal Health Inc
        549300SHPNDCE059M934
        Elanco Animal Health Inc
        28414H103
        
          
        
        894.00000000
        NS
        USD
        27347.46000000
        0.001591834005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aptiv PLC
        N/A
        Aptiv PLC
        000000000
        
          
        
        406.00000000
        NS
        USD
        48192.20000000
        0.002805159336
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola European Partners PLC
        549300LTH67W4GWMRF57
        Coca-Cola European Partners PLC
        000000000
        
          
        
        2887.00000000
        NS
        USD
        128991.16000000
        0.007508284677
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271V100
        
          
        
        1727.00000000
        NS
        USD
        52587.15000000
        0.003060979469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
        
        7166.00000000
        NS
        USD
        576074.74000000
        0.033532012141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safran SA
        969500UIC89GT3UL7L24
        Safran SA
        000000000
        
          
        
        538.00000000
        NS
        
        78426.42000000
        0.004565025134
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
        
        216.00000000
        NS
        USD
        150722.64000000
        0.008773225145
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3555 CALL
        000000000
        
          
        
        -5.00000000
        NC
        USD
        -60175.00000000
        -0.00350265111
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3555.00000000
            USD
            2020-12-31
            XXXX
            -25890.28000000
          
        
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co Ltd
        529900TBXKVTQGYA3582
        Kyowa Kirin Co Ltd
        000000000
        
          
        
        1196.00000000
        NS
        
        32420.10000000
        0.001887100945
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Miura Co Ltd
        N/A
        Miura Co Ltd
        000000000
        
          
        
        597.00000000
        NS
        
        31434.97000000
        0.001829758749
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cooper Cos Inc/The
        QJKMVPIGLH7530PCUE20
        Cooper Cos Inc/The
        216648402
        
          
        
        238.00000000
        NS
        USD
        79782.36000000
        0.004643951345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elbit Systems Ltd
        529900Q9CB1REUMZSS32
        Elbit Systems Ltd
        000000000
        
          
        
        147.00000000
        NS
        
        18828.23000000
        0.001095948829
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        GVC Holdings PLC
        213800GNI3K45LQR8L28
        GVC Holdings PLC
        000000000
        
          
        
        7042.00000000
        NS
        
        96762.51000000
        0.005632327604
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        VF Corp
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204108
        
          
        
        3016.00000000
        NS
        USD
        251534.40000000
        0.014641250464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        IMM EUR FUT OPT MAR21C 98.25 EXP 03/15/2021
        000000000
        
          
        
        1219.00000000
        NC
        USD
        4693150.00000000
        0.273177683125
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                  
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                    Eurodollar Time Deposit Future
                    N/A
                    
                      
                    
                    1219.00000000
                    NC
                    N/A
                    4693150.00000000
                    0.27000000
                    DIR
                    
                    US
                  
                  Long
                  
                    
                      Eurodollar Time Deposit
                      EDH1 Comdty
                    
                  
                  2021-03-15
                  1219.00000000
                  USD
                
              
            
            2500.00000000
            98.25000000
            USD
            2021-03-15
            XXXX
            3330459.40000000
          
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
        
        5481.00000000
        NS
        USD
        469392.84000000
        0.027322299203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hankyu Hanshin Holdings Inc
        N/A
        Hankyu Hanshin Holdings Inc
        000000000
        
          
        
        679.00000000
        NS
        
        22120.34000000
        0.001287575132
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Broadridge Financial Solutions Inc
        N/A
        Broadridge Financial Solutions Inc
        11133T103
        
          
        
        483.00000000
        NS
        USD
        70943.04000000
        0.004129434452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coloplast A/S
        529900NN7SOJ5QG82X67
        Coloplast A/S
        000000000
        
          
        
        904.00000000
        NS
        
        135143.67000000
        0.007866408416
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co Ltd
        5299002D52YIP6DWMV49
        MEIJI Holdings Co Ltd
        000000000
        
          
        
        646.00000000
        NS
        
        45718.44000000
        0.002661167342
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
        
        1559.00000000
        NS
        USD
        193284.82000000
        0.011250673707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STERIS PLC
        N/A
        STERIS PLC
        000000000
        
          
        
        641.00000000
        NS
        USD
        124232.21000000
        0.007231276924
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Swiss Prime Site AG
        506700XI9H64OPR34158
        Swiss Prime Site AG
        000000000
        
          
        
        474.00000000
        NS
        
        42705.82000000
        0.002485809523
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        998.00000000
        NS
        USD
        351076.44000000
        0.020435368245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kobe Bussan Co Ltd
        353800CJIFNHN2DXRD59
        Kobe Bussan Co Ltd
        000000000
        
          
        
        1322.00000000
        NS
        
        46313.64000000
        0.002695812593
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Equity LifeStyle Properties Inc
        529900PEQG66LENB6798
        Equity LifeStyle Properties Inc
        29472R108
        
          
        
        1577.00000000
        NS
        USD
        92396.43000000
        0.005378187928
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services Inc
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services Inc
        955306105
        
          
        
        455.00000000
        NS
        USD
        125197.80000000
        0.007287481741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Croda International PLC
        2138004WCNBFJEEOXV26
        Croda International PLC
        000000000
        
          
        
        937.00000000
        NS
        
        73783.23000000
        0.004294755510
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Israel Discount Bank Ltd
        549300XWZ7BG5G23OF51
        Israel Discount Bank Ltd
        000000000
        
          
        
        10673.00000000
        NS
        
        36099.24000000
        0.002101255392
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX JAN21 3395 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -10010.00000000
        -0.00058265953
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3395.00000000
            USD
            2021-01-29
            XXXX
            7470.00000000
          
        
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        000000000
        
          
        
        3438.00000000
        NS
        
        40015.81000000
        0.002329230104
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Brambles Ltd
        N/A
        Brambles Ltd
        000000000
        
          
        
        8334.00000000
        NS
        
        67203.14000000
        0.003911743303
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
        
        844.00000000
        NS
        USD
        195816.44000000
        0.011398033601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly and Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly and Co
        532457108
        
          
        
        3531.00000000
        NS
        USD
        514290.15000000
        0.029935670419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
        
        793.00000000
        NS
        USD
        46699.77000000
        0.002718288350
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
        
        1704.00000000
        NS
        
        84377.86000000
        0.004911445042
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rogers Communications Inc
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        000000000
        
          
        
        635.00000000
        NS
        
        29953.11000000
        0.001743503018
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        IA FINANCIAL CORP INC
        549300ZXLJVHQAIXV215
        iA Financial Corp Inc
        000000000
        
          
        
        4923.00000000
        NS
        
        215577.89000000
        0.012548303063
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        Zillow Group Inc
        98954M200
        
          
        
        656.00000000
        NS
        USD
        70723.36000000
        0.004116647374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        5299005CHJZ14D4FDJ62
        Siemens Energy AG
        000000000
        
          
        
        713.00000000
        NS
        
        21177.51000000
        0.001232695122
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co
        54930049QLLMPART6V29
        Arthur J Gallagher & Co
        363576109
        
          
        
        1384.00000000
        NS
        USD
        159727.44000000
        0.009297374256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Obic Co Ltd
        N/A
        Obic Co Ltd
        000000000
        
          
        
        376.00000000
        NS
        
        84547.50000000
        0.004921319404
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        000000000
        
          
        
        906.00000000
        NS
        
        43672.00000000
        0.002542048683
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940X102
        
          
        
        1105.00000000
        NS
        USD
        215684.95000000
        0.012554534784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wix.com Ltd
        5493008P6N29Q1AG9464
        Wix.com Ltd
        000000000
        
          
        
        1110.00000000
        NS
        USD
        283527.30000000
        0.016503485061
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Henry Schein Inc
        VGO3WGL8H45T73F4RR92
        Henry Schein Inc
        806407102
        
          
        
        3162.00000000
        NS
        USD
        203348.22000000
        0.011836441538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        9358.00000000
        NS
        USD
        1103121.04000000
        0.064210189300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gjensidige Forsikring ASA
        5967007LIEEXZX6FAO47
        Gjensidige Forsikring ASA
        000000000
        
          
        
        4939.00000000
        NS
        
        107540.76000000
        0.006259705242
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
        
        5726.00000000
        NS
        USD
        94994.34000000
        0.005529406413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        1389.00000000
        NS
        USD
        4400407.56000000
        0.256137805535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
        
        1076.00000000
        NS
        
        149914.25000000
        0.008726170585
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        GMO Payment Gateway Inc
        353800Q6U21E2PM83F86
        GMO Payment Gateway Inc
        000000000
        
          
        
        323.00000000
        NS
        
        45297.20000000
        0.002636647911
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
        
        6832.00000000
        NS
        USD
        149825.76000000
        0.008721019781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Swatch Group AG/The
        529900NTES2LEON1JZ55
        Swatch Group AG/The
        000000000
        
          
        
        142.00000000
        NS
        
        34973.00000000
        0.002035699500
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        3696.00000000
        NS
        
        46814.89000000
        0.002724989225
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        1722.00000000
        NS
        
        60753.85000000
        0.003536344669
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        929740108
        
          
        
        1164.00000000
        NS
        USD
        85321.20000000
        0.004966354737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
        
        460.00000000
        NS
        
        18645.50000000
        0.001085312527
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Venture Corp Ltd
        254900B1NLZC3J1MAE72
        Venture Corp Ltd
        000000000
        
          
        
        2472.00000000
        NS
        
        34502.43000000
        0.002008308681
        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
        
        142110.93000000
        0.008271956916
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3390 PUT
        000000000
        
          
        
        -3.00000000
        NC
        USD
        -7.50000000
        -0.00000043655
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3390.00000000
            USD
            2020-11-30
            XXXX
            21082.50000000
          
        
        
          N
          N
          N
        
      
      
        Ferrovial SA
        95980020140005757903
        Ferrovial SA
        000000000
        
          
        
        1874.00000000
        NS
        
        52332.20000000
        0.003046139405
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Telenor ASA
        549300IM1QSBY4SLPM26
        Telenor ASA
        000000000
        
          
        
        3393.00000000
        NS
        
        57704.66000000
        0.003358858192
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
        
        290.00000000
        NS
        USD
        36484.90000000
        0.002123703791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microport Scientific Corp
        5299009MK4VZID944A20
        Microport Scientific Corp
        000000000
        
          
        
        7934.00000000
        NS
        
        34083.26000000
        0.001983909740
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        2461.00000000
        NS
        
        71663.94000000
        0.004171396416
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        000000000
        
          
        
        3601.00000000
        NS
        
        56425.93000000
        0.003284426201
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        Zalando SE
        000000000
        
          
        
        3533.00000000
        NS
        
        358872.09000000
        0.020889135460
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Obayashi Corp
        529900YT4O5S0LCXWD54
        Obayashi Corp
        000000000
        
          
        
        2597.00000000
        NS
        
        22859.24000000
        0.001330584835
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX DEC20 3750 CALL
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -1915.00000000
        -0.00011146783
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3750.00000000
            USD
            2020-12-31
            XXXX
            577.58000000
          
        
        
          N
          N
          N
        
      
      
        METRO AG
        5299006EQ03K3SSUYS12
        METRO AG
        000000000
        
          
        
        7974.00000000
        NS
        
        72860.31000000
        0.004241034417
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalent Inc
        N/A
        Catalent Inc
        148806102
        
          
        
        719.00000000
        NS
        USD
        69124.66000000
        0.004023590651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investor AB
        549300VEBQPHRZBKUX38
        Investor AB
        000000000
        
          
        
        1702.00000000
        NS
        
        118153.02000000
        0.006877420976
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
        
        508.00000000
        NS
        USD
        87137.24000000
        0.005072062332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fair Isaac Corp
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corp
        303250104
        
          
        
        426.00000000
        NS
        USD
        201404.28000000
        0.011723289172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        IMM EUR FUT OPT SEP21C 98.25 EXP 09/13/2021
        000000000
        
          
        
        1041.00000000
        NC
        USD
        4007850.00000000
        0.233287914794
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Purchased
            
              
                
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                  
                  
                    ICE Futures Europe
                    549300UF4R84F48NCH34
                    Eurodollar Time Deposit Future
                    N/A
                    
                      
                    
                    1041.00000000
                    NC
                    N/A
                    4007850.00000000
                    0.23000000
                    DIR
                    
                    US
                  
                  Long
                  
                    
                      Eurodollar Time Deposit
                      EDU1 Comdty
                    
                  
                  2021-09-13
                  1041.00000000
                  USD
                
              
            
            2500.00000000
            98.25000000
            USD
            2021-09-13
            XXXX
            2781984.88000000
          
        
        
          N
          N
          N
        
      
      
        Fast Retailing Co Ltd
        353800ZCXKHDPY0N5218
        Fast Retailing Co Ltd
        000000000
        
          
        
        240.00000000
        NS
        
        196646.33000000
        0.011446339627
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        000000000
        
          
        
        169.00000000
        NS
        
        34269.30000000
        0.001994738709
        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
        185908.54000000
        0.010821317074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adevinta ASA
        529900W8V3YLHRSZH763
        Adevinta ASA
        000000000
        
          
        
        961.00000000
        NS
        
        15858.41000000
        0.000923082301
        Long
        EC
        CORP
        NO
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IDEXX Laboratories Inc
        OGMTXK0LUU1HKV2P0J84
        IDEXX Laboratories Inc
        45168D104
        
          
        
        1031.00000000
        NS
        USD
        475270.38000000
        0.027664417558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intertek Group PLC
        2138003GAT25WW1RN369
        Intertek Group PLC
        000000000
        
          
        
        354.00000000
        NS
        
        25939.32000000
        0.001509869349
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Magellan Financial Group Ltd
        549300X5WFW6USQQ9U26
        Magellan Financial Group Ltd
        000000000
        
          
        
        2863.00000000
        NS
        
        124230.65000000
        0.007231186120
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
        
        16643.00000000
        NS
        
        217569.44000000
        0.012664226700
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX DEC20 6125 PUT
        000000000
        
          
        
        -1.00000000
        NC
        
        -813.22000000
        -0.00004733570
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Put
            Written
            
              
                FTSE 100 Index
                UKX Index
              
            
            10.00000000
            6125.00000000
            GBP
            2020-12-18
            XXXX
            222.63000000
          
        
        
          N
          N
          N
        
      
      
        Denso Corp
        549300RYPA10CQM3QK38
        Denso Corp
        000000000
        
          
        
        636.00000000
        NS
        
        29985.08000000
        0.001745363920
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
        
        1343.00000000
        NS
        USD
        92841.59000000
        0.005404099688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
        
        1402.00000000
        NS
        USD
        176413.66000000
        0.010268641511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc
        928563402
        
          
        
        1189.00000000
        NS
        USD
        166329.21000000
        0.009681648407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVEVA Group PLC
        213800XHATUM2LFMKG16
        AVEVA Group PLC
        000000000
        
          
        
        457.33300000
        NS
        
        6828.57000000
        0.000397475668
        N/A
        DE
        
        GB
        N
        
        2
        
          
            
              N/A
              N/A
            
            
              
                AVEVA Group PLC
                AVEVA Group PLC
                
                  
                
              
            
            2020-12-09
            
              
            
            XXXX
            327.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -37163.18000000
        -0.00216318494
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            37670000.00000000
            DKK
            6002479.96000000
            USD
            2020-12-16
            -37163.18000000
          
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813109
        
          
        
        1581.00000000
        NS
        USD
        120266.67000000
        0.007000451779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
        
        8431.00000000
        NS
        USD
        526094.40000000
        0.030622769205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        Invitation Homes Inc
        46187W107
        
          
        
        3449.00000000
        NS
        USD
        98572.42000000
        0.005737678385
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banque Cantonale Vaudoise
        K1MOBB3OPSBBQO554R76
        Banque Cantonale Vaudoise
        000000000
        
          
        
        391.00000000
        NS
        
        40263.44000000
        0.002343644088
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
        
        3000.00000000
        NS
        USD
        355770.00000000
        0.020708569793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide Inc
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide Inc
        12541W209
        
          
        
        2777.00000000
        NS
        USD
        260954.69000000
        0.015189584312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suncorp Group Ltd
        549300BVOKRTHDIWVT46
        Suncorp Group Ltd
        000000000
        
          
        
        11150.00000000
        NS
        
        82697.99000000
        0.004813663596
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Teleperformance
        9695004GI61FHFFNRG61
        Teleperformance
        000000000
        
          
        
        154.00000000
        NS
        
        51212.39000000
        0.002980957789
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        a2 Milk Co Ltd/The
        529900PVC9CV0KFA2U62
        a2 Milk Co Ltd/The
        000000000
        
          
        
        3611.00000000
        NS
        
        37338.93000000
        0.002173414953
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Brookfield Asset Management Inc
        C6J3FGIWG6MBDGTE8F80
        Brookfield Asset Management Inc
        112585104
        
          
        
        804.00000000
        NS
        
        32470.78000000
        0.001890050914
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG
        000000000
        
          
        
        1061.00000000
        NS
        
        71035.35000000
        0.004134807609
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd
        000000000
        
          
        
        252.00000000
        NS
        USD
        41489.28000000
        0.002414997471
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Mapfre SA
        95980020140005693107
        Mapfre SA
        000000000
        
          
        
        11762.00000000
        NS
        
        22569.29000000
        0.001313707499
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573106
        
          
        
        1180.00000000
        NS
        USD
        68770.40000000
        0.004002969975
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Keihan Holdings Co Ltd
        353800ADZSZ9AD39RL13
        Keihan Holdings Co Ltd
        000000000
        
          
        
        550.00000000
        NS
        
        25887.40000000
        0.001506847203
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        Arrow Electronics Inc
        042735100
        
          
        
        3144.00000000
        NS
        USD
        288147.60000000
        0.016772422310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -36650.84000000
        -0.00213336278
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            5760000.00000000
            EUR
            6837920.64000000
            USD
            2020-12-16
            -36650.84000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX NOV20 3315 PUT
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -5.00000000
        -0.00000029103
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3315.00000000
            USD
            2020-11-30
            XXXX
            15197.00000000
          
        
        
          N
          N
          N
        
      
      
        AGL Energy Ltd
        549300QAZ8A74DEDXO80
        AGL Energy Ltd
        000000000
        
          
        
        10144.00000000
        NS
        
        100132.40000000
        0.005828481305
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Halma PLC
        2138007FRGLUR9KGBT40
        Halma PLC
        000000000
        
          
        
        3419.00000000
        NS
        
        100602.36000000
        0.005855836617
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
        
        7757.00000000
        NS
        USD
        383583.65000000
        0.022327539667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natixis SA
        KX1WK48MPD4Y2NCUIZ63
        Natixis SA
        000000000
        
          
        
        12110.00000000
        NS
        
        37228.54000000
        0.002166989400
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD HKD
        000000000
        
          
        
        1.00000000
        NC
        
        -3361.18000000
        -0.00019564671
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            60240000.00000000
            HKD
            7768734.97000000
            USD
            2020-12-16
            -3361.18000000
          
        
        
          N
          N
          N
        
      
      
        Loblaw Cos Ltd
        5493008LN3O1DIDTSH67
        Loblaw Cos Ltd
        000000000
        
          
        
        3630.00000000
        NS
        
        179445.60000000
        0.010445123905
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        1541.00000000
        NS
        USD
        186630.51000000
        0.010863341321
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
        
        4868.00000000
        NS
        USD
        295341.56000000
        0.017191166506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SEI Investments Co
        5LJTIFADGZ6XH1RVOC11
        SEI Investments Co
        784117103
        
          
        
        1766.00000000
        NS
        USD
        93156.50000000
        0.005422429889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        000000000
        
          
        
        2883.00000000
        NS
        
        66981.29000000
        0.003898829914
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HD Supply Holdings Inc
        549300B7Z7O7RWEXS689
        HD Supply Holdings Inc
        40416M105
        
          
        
        6031.00000000
        NS
        USD
        336409.18000000
        0.019581620100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        000000000
        
          
        
        4564.00000000
        NS
        
        46221.92000000
        0.002690473778
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        PCCW Ltd
        254900SI7GPUPA1TJX39
        PCCW Ltd
        000000000
        
          
        
        64218.00000000
        NS
        
        38970.86000000
        0.002268405920
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Barrick Gold Corp
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp
        000000000
        
          
        
        3074.00000000
        NS
        
        70559.74000000
        0.004107123423
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp
        000000000
        
          
        
        2221.00000000
        NS
        
        36903.45000000
        0.002148066644
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        17867.00000000
        NS
        
        91934.75000000
        0.005351314576
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
        
        543.00000000
        NS
        
        57335.98000000
        0.003337398160
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2020-12-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  
  XXXX

GLOBAL MANAGED BETA FUND

Schedule of Investments

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – 11.6%
	Aerospace & Defense – 0.1%
	5,896	BAE Systems PLC	$ 39,337
	222	Elbit Systems Ltd.	28,434
	318	General Dynamics Corp.	47,493
	814	Huntington Ingalls Industries, Inc.	130,395
	643	L3Harris Technologies, Inc.	123,450
	505	Lockheed Martin Corp.	184,325
	782	Northrop Grumman Corp.	236,367
	1,788	Raytheon Technologies Corp.	128,235
	315	Safran SA*	45,919
	224	Teledyne Technologies, Inc.*	84,659
	3,850	Textron, Inc.	173,635
	297	Thales SA	27,220
	234	The Boeing Co.	49,306
			1,298,775

	Air Freight & Logistics – 0.1%
	2,777	C.H. Robinson Worldwide, Inc.	260,955
	10,499	Deutsche Post AG	506,453
	506	DSV PANALPINA A/S	79,678
	937	Expeditors International of Washington, Inc.	83,740
	485	FedEx Corp.	138,991
	1,570	SG Holdings Co. Ltd.	46,975
	1,043	United Parcel Service, Inc. Class B	178,426
	2,164	XPO Logistics, Inc.*	230,855
	2,457	Yamato Holdings Co. Ltd.	61,945
			1,588,018

	Auto Components – 0.0%
	406	Aptiv PLC	48,192
	208	Autoliv, Inc.	18,522
	3,965	BorgWarner, Inc.	154,040
	1,222	Bridgestone Corp.	42,544
	235	Cie Generale des Etablissements Michelin SCA	29,232
	636	Denso Corp.	29,985
	311	Lear Corp.	44,457
	887	Magna International, Inc.	54,393
	735	Stanley Electric Co. Ltd.	21,545
	1,887	Sumitomo Electric Industries Ltd.	21,510
	1,259	Toyoda Gosei Co. Ltd.	34,115
	256	Toyota Industries Corp.	18,449
			516,984

	Automobiles – 0.1%
	412	Bayerische Motoren Werke AG	35,749
	1,061	Daimler AG	71,035
	300	Ferrari NV	63,564
	29,715	Ford Motor Co.	269,812
	1,363	General Motors Co.	59,754
	4,700	Honda Motor Co. Ltd.	130,763
	1,235	Tesla, Inc.*	700,986
	1,977	Toyota Motor Corp.	133,429
			1,465,092



Shares		Description	Value

	Common Stocks – (continued)
	Banks – 0.4%
	6,596	Australia & New Zealand Banking Group Ltd.	$ 109,104
	4,450	Bank Hapoalim BM	29,160
	15,743	Bank Leumi Le-Israel BM	88,398
	19,788	Bank of America Corp.	557,230
	1,831	Bank of Montreal	131,583
	391	Banque Cantonale Vaudoise	40,263
	35,149	Barclays PLC*	62,381
	2,077	BNP Paribas SA*	105,722
	20,086	BOC Hong Kong Holdings Ltd.	65,367
	1,018	Canadian Imperial Bank of Commerce	85,817
	5,315	Citigroup, Inc.	292,697
	1,649	Citizens Financial Group, Inc.	53,856
	2,969	Commonwealth Bank of Australia	172,175
	3,311	Credit Agricole SA*	38,200
	1,725	Danske Bank A/S*	28,399
	2,869	DBS Group Holdings Ltd.	53,523
	2,734	DNB ASA*	49,297
	2,099	Fifth Third Bancorp	53,189
	340	First Republic Bank	44,050
	1,949	Hang Seng Bank Ltd.	33,886
	15,412	HSBC Holdings PLC	79,303
	2,966	Huntington Bancshares, Inc.	35,829
	4,891	ING Groep NV*	47,573
	17,150	Intesa Sanpaolo SpA*	39,727
	10,673	Israel Discount Bank Ltd. Class A	36,099
	4,046	Japan Post Bank Co. Ltd.	31,700
	9,358	JPMorgan Chase & Co.	1,103,121
	381	KBC Group NV*	26,522
	2,230	KeyCorp.	34,476
	439	M&T Bank Corp.	51,139
	3,912	Mediobanca Banca di Credito Finanziario SpA	35,095
	21,923	Mitsubishi UFJ Financial Group, Inc.	93,552
	2,319	Mizrahi Tefahot Bank Ltd.	49,537
	3,878	Mizuho Financial Group, Inc.	49,133
	4,993	National Australia Bank Ltd.	83,065
	3,794	National Bank of Canada	210,164
	4,118	Nordea Bank Abp*	35,194
	20,940	Oversea-Chinese Banking Corp. Ltd.	156,119
	1,006	Raiffeisen Bank International AG*	19,195
	2,610	Regions Financial Corp.	39,855
	7,526	Resona Holdings, Inc.	26,233
	5,902	Royal Bank of Canada	481,994
	2,594	Shinsei Bank Ltd.	30,657
	5,390	Skandinaviska Enskilda Banken AB Class A*	56,900
	4,380	Standard Chartered PLC*	26,024
	6,873	Sumitomo Mitsui Financial Group, Inc.	197,616
	1,315	Sumitomo Mitsui Trust Holdings, Inc.	38,152
	107	SVB Financial Group*	36,900
	4,564	Svenska Handelsbanken AB Class A*	46,222
	1,061	Swedbank AB Class A*	19,212
	29,440	The Bank of East Asia Ltd.	65,308
	2,108	The Bank of Nova Scotia	102,584
	694	The PNC Financial Services Group, Inc.	95,821
	2,529	The Shizuoka Bank Ltd.	17,871
	6,279	The Toronto-Dominion Bank	334,957

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Banks – (continued)
	1,413	Truist Financial Corp.	$ 65,592
	2,824	U.S. Bancorp	122,025
	3,675	United Overseas Bank Ltd.	61,124
	7,263	Wells Fargo & Co.	198,643
	4,557	Westpac Banking Corp.	66,827
			6,441,357

	Beverages – 0.2%
	960	Asahi Group Holdings Ltd.	36,888
	1,475	Brown-Forman Corp. Class B	118,973
	536	Carlsberg AS Class B	79,837
	4,983	Coca-Cola Amatil Ltd.	46,144
	1,458	Coca-Cola Bottlers Japan Holdings, Inc.	22,285
	2,887	Coca-Cola European Partners PLC	128,991
	1,097	Coca-Cola HBC AG	31,335
	253	Constellation Brands, Inc. Class A	52,078
	3,438	Davide Campari-Milano NV	40,016
	2,323	Diageo PLC	89,426
	509	Heineken Holding NV	47,025
	543	Heineken NV	57,336
	2,505	Ito En Ltd.	193,090
	2,041	Keurig Dr Pepper, Inc.	62,148
	871	Kirin Holdings Co. Ltd.	18,912
	6,953	Molson Coors Beverage Co. Class B	319,838
	3,384	Monster Beverage Corp.*	286,895
	4,518	PepsiCo, Inc.	651,631
	376	Pernod Ricard SA	71,848
	191	Remy Cointreau SA	34,018
	1,619	Suntory Beverage & Food Ltd.	59,123
	6,956	The Coca-Cola Co.	358,930
			2,806,767

	Biotechnology – 0.2%
	5,675	AbbVie, Inc.	593,491
	1,997	Alexion Pharmaceuticals, Inc.*	243,854
	567	Alnylam Pharmaceuticals, Inc.*	73,659
	1,515	Amgen, Inc.	336,391
	156	Argenx SE*	44,683
	1,496	Biogen, Inc.*	359,294
	474	BioMarin Pharmaceutical, Inc.*	37,304
	862	CSL Ltd.	188,766
	164	Exact Sciences Corp.*	19,854
	186	Genmab A/S*	71,530
	4,868	Gilead Sciences, Inc.	295,342
	1,301	Grifols SA	36,910
	2,880	Incyte Corp.*	243,475
	863	Ionis Pharmaceuticals, Inc.*	43,607
	604	Moderna, Inc.*	92,255
	461	Neurocrine Biosciences, Inc.*	43,767
	276	Regeneron Pharmaceuticals, Inc.*	142,424
	246	Sarepta Therapeutics, Inc.*	34,652
	1,520	Seagen, Inc.*	258,871
	1,269	Vertex Pharmaceuticals, Inc.*	289,015
			3,449,144



Shares		Description	Value

	Common Stocks – (continued)
	Building Products – 0.1%
	832	A.O. Smith Corp.	$ 46,850
	1,749	Allegion PLC	199,456
	2,187	Assa Abloy AB Class B	52,332
	1,968	Carrier Global Corp.	74,922
	2,536	Cie de Saint-Gobain*	120,135
	555	Daikin Industries Ltd.	125,702
	1,121	Fortune Brands Home & Security, Inc.	93,603
	107	Geberit AG	64,403
	2,127	Johnson Controls International PLC	97,927
	529	Kingspan Group PLC*	46,159
	699	Lennox International, Inc.	201,193
	779	LIXIL Group Corp.	18,641
	5,980	Masco Corp.	320,947
	1,502	Nibe Industrier AB Class B*	42,367
	2,425	Owens Corning	176,710
	100	Rockwool International A/S Class B	36,467
	730	Trane Technologies PLC	106,755
	25,678	Xinyi Glass Holdings Ltd.	57,588
			1,882,157

	Capital Markets – 0.3%
	1,144	Ameriprise Financial, Inc.	211,915
	239	Amundi SA*^(a)	19,008
	1,185	ASX Ltd.	67,016
	272	BlackRock, Inc.	189,951
	804	Brookfield Asset Management, Inc. Class A	32,471
	671	Cboe Global Markets, Inc.	61,276
	10,810	CI Financial Corp.	141,669
	318	CME Group, Inc.	55,659
	3,696	Credit Suisse Group AG	46,815
	5,673	Daiwa Securities Group, Inc.	24,655
	2,729	Deutsche Bank AG*	30,255
	554	Deutsche Boerse AG	92,281
	1,739	EQT AB	38,828
	850	FactSet Research Systems, Inc.	283,696
	1,041	Franklin Resources, Inc.	22,892
	8,717	Hargreaves Lansdown PLC	165,097
	3,661	Hong Kong Exchanges & Clearing Ltd.	181,830
	1,471	IGM Financial, Inc.	38,907
	1,382	Intercontinental Exchange, Inc.	145,815
	9,859	Invesco Ltd.	160,012
	2,430	Japan Exchange Group, Inc.	60,117
	1,016	KKR & Co., Inc. Class A	38,537
	1,305	London Stock Exchange Group PLC	140,746
	590	Macquarie Group Ltd.	59,999
	2,863	Magellan Financial Group Ltd.	124,231
	428	MarketAxess Holdings, Inc.	230,769
	1,598	Moody’s Corp.	451,179
	5,831	Morgan Stanley	360,531
	278	MSCI, Inc.	113,819
	530	Nasdaq, Inc.	67,835
	12,110	Natixis SA*	37,229
	594	Northern Trust Corp.	55,313
	160	Partners Group Holding AG	172,509
	484	Raymond James Financial, Inc.	44,020
	1,082	S&P Global, Inc.	380,626
	694	SBI Holdings, Inc.	18,722

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Capital Markets – (continued)
	645	Schroders PLC	$ 27,562
	1,766	SEI Investments Co.	93,156
	33,802	Singapore Exchange Ltd.	222,877
	1,810	St. James’s Place PLC	24,248
	1,818	State Street Corp.	128,133
	1,300	T. Rowe Price Group, Inc.	186,433
	2,889	The Bank of New York Mellon Corp.	113,018
	2,531	The Blackstone Group, Inc., Class A	150,721
	1,705	The Charles Schwab Corp.	83,170
	750	TMX Group Ltd.	73,799
	681	Tradeweb Markets, Inc. Class A	40,622
	6,478	UBS Group AG	91,885
			5,601,854

	Chemicals – 0.2%
	1,010	Air Liquide SA	165,055
	614	Air Products & Chemicals, Inc.	172,006
	1,103	Akzo Nobel NV	116,797
	269	Albemarle Corp.	36,576
	1,411	Arkema SA	164,320
	555	BASF SE	40,575
	453	Chr Hansen Holding A/S*	43,991
	953	Clariant AG	19,127
	1,673	Corteva, Inc.	64,109
	551	Covestro AG^(a)	30,659
	937	Croda International PLC	73,783
	861	Dow, Inc.	45,642
	302	DuPont de Nemours, Inc.	19,159
	1,290	Eastman Chemical Co.	125,646
	958	Ecolab, Inc.	212,820
	77	EMS-Chemie Holding AG	70,325
	268	FMC Corp.	31,091
	34	Givaudan SA	139,279
	274	International Flavors & Fragrances, Inc.	30,715
	914	Johnson Matthey PLC	26,932
	1,243	JSR Corp.	34,417
	626	Kansai Paint Co. Ltd.	18,891
	431	Koninklijke DSM NV	70,377
	889	Linde PLC	227,957
	232	LyondellBasell Industries NV Class A	19,743
	5,794	Mitsubishi Chemical Holdings Corp.	31,898
	1,010	Mitsubishi Gas Chemical Co., Inc.	21,378
	2,131	Mitsui Chemicals, Inc.	59,575
	881	Nippon Paint Holdings Co. Ltd.	112,880
	340	Nissan Chemical Corp.	20,281
	413	Nitto Denko Corp.	34,054
	898	Novozymes A/S Class B	51,289
	2,160	Nutrien Ltd.	106,611
	2,141	Orica Ltd.	25,428
	440	PPG Industries, Inc.	64,579
	831	RPM International, Inc.	73,136
	541	Shin-Etsu Chemical Co. Ltd.	88,630
	342	Sika AG	87,020
	312	Solvay SA	35,639
	576	Symrise AG	72,195
	2,221	Taiyo Nippon Sanso Corp.	36,903
	2,378	Teijin Ltd.	40,550



Shares		Description	Value

	Common Stocks – (continued)
	Chemicals – (continued)
	4,908	The Mosaic Co.	$ 107,780
	300	The Sherwin-Williams Co.	224,289
	3,799	Toray Industries, Inc.	20,500
	693	Yara International ASA	28,090
			3,342,697

	Commercial Services & Supplies – 0.1%
	5,689	Brambles Ltd.	45,875
	937	Cintas Corp.	332,916
	1,032	Copart, Inc.*	119,144
	1,156	Dai Nippon Printing Co. Ltd.	21,565
	1,369	GFL Environmental, Inc.	37,316
	5,644	Rentokil Initial PLC*	37,368
	861	Republic Services, Inc.	83,276
	1,058	Ritchie Bros Auctioneers, Inc.	76,097
	6,438	Rollins, Inc.	368,125
	460	Secom Co. Ltd.	45,905
	4,454	Securitas AB Class B*	73,275
	796	Waste Connections, Inc.	82,768
	728	Waste Management, Inc.	86,727
			1,410,357

	Communications Equipment – 0.1%
	238	Arista Networks, Inc.*	64,427
	11,477	Cisco Systems, Inc.	493,741
	1,409	F5 Networks, Inc.*	229,399
	3,543	Juniper Networks, Inc.	77,131
	508	Motorola Solutions, Inc.	87,137
	6,541	Telefonaktiebolaget LM Ericsson Class B	80,295
			1,032,130

	Construction & Engineering – 0.1%
	9,883	ACS Actividades de Construccion y Servicios SA	312,233
	1,919	Bouygues SA	76,102
	2,842	CIMIC Group Ltd.*	53,362
	1,424	Eiffage SA*	139,221
	1,874	Ferrovial SA	52,332
	728	HOCHTIEF AG	70,058
	1,040	Jacobs Engineering Group, Inc.	112,154
	2,597	Obayashi Corp.	22,859
	2,460	Shimizu Corp.	18,604
	6,199	Skanska AB Class B	147,294
	541	Taisei Corp.	19,033
	1,724	Vinci SA	175,154
	4,824	WSP Global, Inc.	358,262
			1,556,668

	Construction Materials – 0.0%
	1,432	CRH PLC*	56,325
	1,006	HeidelbergCement AG	71,170
	1,280	James Hardie Industries PLC	37,035
	1,594	LafargeHolcim Ltd.	83,664
	243	Martin Marietta Materials, Inc.	64,548
	244	Vulcan Materials Co.	34,075
			346,817

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Consumer Finance – 0.0%
	4,672	Ally Financial, Inc.	$ 138,525
	1,921	American Express Co.	227,811
	2,090	Discover Financial Services	159,195
	1	Isracard Ltd.	3
	5,706	Synchrony Financial	173,862
			699,396

	Containers & Packaging – 0.0%
	2,459	Amcor PLC	27,860
	402	Avery Dennison Corp.	60,035
	942	Ball Corp.	90,441
	919	Crown Holdings, Inc.*	86,616
	2,189	International Paper Co.	108,312
	145	Packaging Corp. of America	18,850
	4,627	Smurfit Kappa Group PLC	196,709
	3,410	Westrock Co.	143,936
			732,759

	Distributors – 0.0%
	1,869	Genuine Parts Co.	183,854
	6,659	LKQ Corp.*	234,530
	686	Pool Corp.	237,431
			655,815

	Diversified Financial Services – 0.1%
	2,376	Berkshire Hathaway, Inc. Class B*	543,890
	342	Groupe Bruxelles Lambert SA	33,340
	589	Industrivarden AB Class A*	18,235
	2,453	Industrivarden AB Class C*	75,063
	1,702	Investor AB Class B	118,153
	1,572	Kinnevik AB	78,308
	1,234	L E Lundbergforetagen AB Class B*	63,351
	13,335	M&G PLC	33,087
	4,094	ORIX Corp.	60,597
	186	Sofina SA	59,043
	1,033	Tokyo Century Corp.	68,031
	1,647	Voya Financial, Inc.	94,917
	189	Wendel SE	21,354
			1,267,369

	Diversified Telecommunication Services – 0.2%
	5,822	Altice Europe NV Class A*	30,628
	20,535	AT&T, Inc.	590,381
	1,043	BCE, Inc.	45,215
	1,059	Cellnex Telecom SA^(a)	67,084
	17,204	CenturyLink, Inc.	179,782
	10,347	Deutsche Telekom AG	186,800
	848	Elisa Oyj	45,502
	37,703	HKT Trust and HKT Ltd.	49,278
	308	Iliad SA	62,455
	4,721	Infrastrutture Wireless Italiane SpA^(a)	60,789
	11,358	Koninklijke KPN NV	33,793
	7,153	Liberty Global PLC Class A*	161,086
	8,081	Liberty Global PLC Class C*	174,873
	10,490	Nippon Telegraph & Telephone Corp.	248,091



Shares		Description	Value

	Common Stocks – (continued)
	Diversified Telecommunication Services – (continued)
	3,682	Orange SA	$ 46,607
	64,218	PCCW Ltd.	38,971
	15,280	Singapore Telecommunications Ltd.	27,359
	14,275	Spark New Zealand Ltd.	45,642
	153	Swisscom AG	80,966
	86,846	Telecom Italia SpA	40,929
	78,061	Telecom Italia SpA RSP	39,927
	7,090	Telefonica Deutschland Holding AG	19,570
	8,726	Telefonica SA	38,120
	3,393	Telenor ASA	57,705
	8,289	Telia Co. AB	35,241
	16,665	Telstra Corp. Ltd.	37,607
	2,320	TELUS Corp.	44,749
	14,582	TPG Telecom Ltd.*	82,323
	733	United Internet AG	29,213
	10,412	Verizon Communications, Inc.	628,989
			3,229,675

	Electric Utilities – 0.2%
	986	Alliant Energy Corp.	51,864
	926	American Electric Power Co., Inc.	78,608
	38,024	AusNet Services	51,818
	1,559	Chubu Electric Power Co., Inc.	18,741
	3,420	CLP Holdings Ltd.	32,127
	959	Duke Energy Corp.	88,861
	438	Edison International	26,876
	24,944	EDP—Energias de Portugal SA	133,332
	1,367	Electricite de France SA	20,773
	285	Elia Group SA	32,215
	930	Emera, Inc.	38,562
	2,652	Endesa SA	76,225
	21,218	Enel SpA	212,876
	357	Entergy Corp.	38,859
	743	Evergy, Inc.	41,170
	1,355	Eversource Energy	118,576
	2,468	Exelon Corp.	101,361
	1,038	Fortis, Inc.	41,793
	1,136	Fortum Oyj	26,020
	32,706	HK Electric Investments & HK Electric Investments Ltd.	32,881
	2,970	Hydro One Ltd.^(a)	69,293
	17,853	Iberdrola SA	245,081
	3,280	Kyushu Electric Power Co., Inc.	27,637
	11,187	Mercury NZ Ltd.	47,056
	4,096	NextEra Energy, Inc.	301,425
	8,570	NRG Energy, Inc.	280,668
	1,220	OGE Energy Corp.	39,516
	911	Orsted A/S^(a)	163,913
	1,948	PG&E Corp.*	24,740
	478	Pinnacle West Capital Corp.	39,124
	3,998	Power Assets Holdings Ltd.	20,973
	1,331	PPL Corp.	37,827
	2,047	Red Electrica Corp. SA	41,847
	4,356	SSE PLC	77,968
	12,390	Terna Rete Elettrica Nazionale SpA	93,065
	2,899	The Chugoku Electric Power Co., Inc.	36,797
	2,027	The Kansai Electric Power Co., Inc.	18,500

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Electric Utilities – (continued)
	995	The Southern Co.	$ 59,551
	2,586	Tohoku Electric Power Co., Inc.	21,646
	619	Verbund AG	43,504
	1,989	Xcel Energy, Inc.	133,979
			3,087,648

	Electrical Equipment – 0.1%
	3,348	ABB Ltd.	88,547
	823	AMETEK, Inc.	97,550
	1,541	Eaton Corp. PLC	186,630
	899	Emerson Electric Co.	69,061
	312	Generac Holdings, Inc.*	67,267
	726	Legrand SA	61,478
	2,971	Mitsubishi Electric Corp.	43,529
	837	Nidec Corp.	106,155
	783	Prysmian SpA	25,774
	642	Rockwell Automation, Inc.	164,070
	1,076	Schneider Electric SE	149,914
	1,259	Sensata Technologies Holding PLC*	61,477
	713	Siemens Energy AG*	21,178
	1,345	Siemens Gamesa Renewable Energy SA	48,237
	840	Sunrun, Inc.*	53,827
	541	Vestas Wind Systems A/S	110,263
			1,354,957

	Electronic Equipment, Instruments & Components – 0.1%
	1,117	Amphenol Corp. Class A	146,115
	3,144	Arrow Electronics, Inc.*	288,148
	1,258	Azbil Corp.	56,445
	2,651	CDW Corp.	345,929
	923	Cognex Corp.	69,354
	1,609	Corning, Inc.	60,209
	3,419	Halma PLC	100,602
	569	Hamamatsu Photonics KK	31,969
	497	Hexagon AB Class B*	41,425
	133	Hirose Electric Co. Ltd.	18,761
	3,116	Hitachi Ltd.	118,264
	807	Ibiden Co. Ltd.	37,744
	158	IPG Photonics Corp.*	32,707
	342	Keyence Corp.	174,373
	1,580	Keysight Technologies, Inc.*	189,663
	634	Kyocera Corp.	36,102
	1,197	Murata Manufacturing Co. Ltd.	104,368
	994	Omron Corp.	89,263
	253	TDK Corp.	35,533
	734	TE Connectivity Ltd.	83,654
	832	Trimble, Inc.*	49,812
	2,472	Venture Corp. Ltd.	34,502
	481	Zebra Technologies Corp. Class A*	182,020
			2,326,962

	Energy Equipment & Services – 0.0%
	6,825	Baker Hughes Co.	127,764
	5,726	Halliburton Co.	94,994
	2,574	Schlumberger N.V	53,514
	8,048	Tenaris SA	62,476
			338,748



Shares		Description	Value

	Common Stocks – (continued)
	Entertainment – 0.1%
	2,276	Activision Blizzard, Inc.	$ 180,896
	32,886	Bollore SA	127,550
	1,039	Capcom Co. Ltd.	58,747
	1,247	Electronic Arts, Inc.*	159,304
	717	Koei Tecmo Holdings Co. Ltd.	38,141
	970	Liberty Media Corp.-Liberty Formula One Class C*	40,527
	461	Live Nation Entertainment, Inc.*	30,265
	778	Netflix, Inc.*	381,765
	1,675	Nexon Co. Ltd.	50,518
	214	Nintendo Co. Ltd.	121,420
	828	Roku, Inc.*	243,076
	949	Square Enix Holdings Co. Ltd.	58,032
	593	Take-Two Interactive Software, Inc.*	107,042
	1,938	The Walt Disney Co.	286,843
	834	Toho Co. Ltd.	35,204
	1,312	Ubisoft Entertainment SA*	124,414
	2,042	Vivendi SA	61,216
			2,104,960

	Equity Real Estate Investment Trusts (REITs) – 0.2%
	694	Alexandria Real Estate Equities, Inc.	113,629
	781	American Tower Corp.	180,567
	22,935	Ascendas Real Estate Investment Trust	50,647
	194	AvalonBay Communities, Inc.	32,318
	629	Boston Properties, Inc.	61,743
	1,496	Camden Property Trust	147,850
	814	Canadian Apartment Properties REIT	32,066
	1,047	Crown Castle International Corp.	175,446
	4,704	Dexus	33,703
	1,606	Digital Realty Trust, Inc.	216,408
	2,102	Duke Realty Corp.	80,002
	216	Equinix, Inc.	150,723
	1,074	Equity LifeStyle Properties, Inc.	62,926
	1,405	Equity Residential	81,378
	246	Essex Property Trust, Inc.	60,486
	525	Extra Space Storage, Inc.	59,183
	6,503	Goodman Group	89,244
	3,014	Invitation Homes, Inc.	86,140
	736	Iron Mountain, Inc.	20,240
	3,020	Link REIT	26,404
	23,558	Mapletree Logistics Trust	34,469
	2,901	Medical Properties Trust, Inc.	56,279
	773	Mid-America Apartment Communities, Inc.	97,522
	27	Nippon Prologis REIT, Inc.	84,621
	1,993	Prologis, Inc.	199,400
	309	Public Storage	69,358
	955	Regency Centers Corp.	43,529
	382	SBA Communications Corp.	109,703
	5,894	Segro PLC	71,313
	10,224	Stockland	33,955
	764	Sun Communities, Inc.	106,196
	528	UDR, Inc.	20,312
	1,171	Ventas, Inc.	56,103
	1,493	VICI Properties, Inc.	37,758
	901	Weyerhaeuser Co.	26,165
			2,807,786

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Food & Staples Retailing – 0.4%
	2,009	Aeon Co. Ltd.	$ 59,683
	3,664	Alimentation Couche-Tard, Inc. Class B	121,682
	7,061	Carrefour SA	115,587
	16,643	Coles Group Ltd.	217,569
	392	Cosmos Pharmaceutical Corp.	67,698
	1,523	Costco Wholesale Corp.	596,666
	10,546	Empire Co. Ltd. Class A	288,600
	892	Etablissements Franz Colruyt NV	53,222
	1,837	George Weston Ltd.	135,947
	1,271	ICA Gruppen AB	61,534
	48,842	J Sainsbury PLC	136,335
	12,025	Jeronimo Martins SGPS SA	206,043
	2,127	Kesko Oyj Class B	55,684
	1,322	Kobe Bussan Co. Ltd.	46,314
	13,905	Koninklijke Ahold Delhaize NV	397,562
	1,322	Lawson, Inc.	59,942
	3,630	Loblaw Cos. Ltd.	179,446
	1,273	Metro, Inc.	58,479
	2,493	Seven & i Holdings Co. Ltd.	78,624
	3,456	Sundrug Co. Ltd.	144,877
	4,411	Sysco Corp.	314,460
	35,906	Tesco PLC	108,074
	12,482	The Kroger Co.	411,906
	1,474	Tsuruha Holdings, Inc.	216,156
	4,897	Walgreens Boots Alliance, Inc.	186,135
	6,347	Walmart, Inc.	969,758
	5,988	Welcia Holdings Co. Ltd.	240,610
	19,974	Wm Morrison Supermarkets PLC	47,534
	9,350	Woolworths Group Ltd.	253,734
			5,829,861

	Food Products – 0.2%
	4,941	Ajinomoto Co., Inc.	102,950
	1,549	Archer-Daniels-Midland Co.	77,094
	4,535	Associated British Foods PLC	126,479
	16	Barry Callebaut AG	34,477
	793	Bunge Ltd.	46,700
	2,487	Calbee, Inc.	73,518
	1,425	Campbell Soup Co.	71,278
	6	Chocoladefabriken Lindt & Spruengli AG (Food Products)	132,247
	4,601	Conagra Brands, Inc.	168,212
	3,958	Danone SA	255,233
	4,015	General Mills, Inc.	244,192
	1,685	Hormel Foods Corp.	79,498
	1,263	Kellogg Co.	80,718
	334	Kerry Group PLC Class A	46,833
	531	Kikkoman Corp.	32,958
	361	Lamb Weston Holdings, Inc.	26,129
	652	McCormick & Co., Inc.	121,911
	646	MEIJI Holdings Co. Ltd.	45,718
	2,812	Mondelez International, Inc. Class A	161,549
	1,277	Mowi ASA	25,846
	7,464	Nestle SA	836,076



Shares		Description	Value

	Common Stocks – (continued)
	Food Products – (continued)
	396	Nissin Foods Holdings Co. Ltd.	$ 32,683
	4,833	Orkla ASA	46,288
	1,585	Saputo, Inc.	43,973
	3,611	The a2 Milk Co. Ltd.*	37,339
	1,467	The Hershey Co.	216,955
	1,414	The J.M. Smucker Co.	165,721
	4,988	The Kraft Heinz Co.	164,305
	628	Toyo Suisan Kaisha Ltd.	30,889
	2,956	Tyson Foods, Inc. Class A	192,731
	35,972	WH Group Ltd.^(a)	29,305
	44,674	Wilmar International Ltd.	139,066
	7,214	Yamazaki Baking Co. Ltd.	119,691
			4,008,562

	Gas Utilities – 0.0%
	2,083	AltaGas Ltd.	29,897
	5,526	APA Group	41,883
	423	Atmos Energy Corp.	40,562
	1,419	Enagas SA	34,667
	21,641	Hong Kong & China Gas Co. Ltd.	33,109
	1,616	Naturgy Energy Group SA	37,295
	1,345	Osaka Gas Co. Ltd.	25,807
	17,060	Snam SpA	96,359
	535	Toho Gas Co. Ltd.	35,089
	1,079	Tokyo Gas Co. Ltd.	24,179
	5,044	UGI Corp.	178,961
			577,808

	Health Care Equipment & Supplies – 0.4%
	3,321	Abbott Laboratories	359,399
	945	ABIOMED, Inc.*	259,024
	637	Alcon, Inc.*	40,676
	710	Align Technology, Inc.*	341,716
	1,058	Ambu A/S Class B	35,382
	1,170	Asahi Intecc Co. Ltd.	42,865
	1,581	Baxter International, Inc.	120,267
	562	Becton Dickinson & Co.	131,980
	824	BioMerieux	118,549
	2,004	Boston Scientific Corp.*	66,433
	311	Carl Zeiss Meditec AG	41,353
	1,085	Cochlear Ltd.	175,824
	904	Coloplast A/S Class B	135,144
	1,332	Danaher Corp.	299,207
	884	DENTSPLY SIRONA, Inc.	44,987
	362	DexCom, Inc.*	115,724
	773	DiaSorin SpA	163,104
	3,378	Edwards Lifesciences Corp.*	283,380
	2,547	Fisher & Paykel Healthcare Corp. Ltd.	64,139
	440	GN Store Nord A/S	35,811
	1,343	Hologic, Inc.*	92,842
	2,216	Hoya Corp.	294,703
	1,031	IDEXX Laboratories, Inc.*	475,270
	674	Insulet Corp.*	173,696
	232	Intuitive Surgical, Inc.*	168,444
	2,907	Koninklijke Philips NV*	149,807
	560	Masimo Corp.*	142,514
	1,250	Medtronic PLC	142,125
	1,676	Novocure Ltd.*	210,589
	10,304	Olympus Corp.	222,417
	1,448	ResMed, Inc.	303,501

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Health Care Equipment & Supplies – (continued)
	803	Siemens Healthineers AG^(a)	$ 36,913
	6,236	Smith & Nephew PLC	120,448
	372	Sonova Holding AG*	92,388
	641	STERIS PLC	124,232
	125	Straumann Holding AG	144,287
	679	Stryker Corp.	158,479
	775	Sysmex Corp.	81,137
	144	Teleflex, Inc.	55,116
	1,202	Terumo Corp.	47,696
	238	The Cooper Cos., Inc.	79,782
	951	Varian Medical Systems, Inc.*	165,455
	455	West Pharmaceutical Services, Inc.	125,198
	332	Zimmer Biomet Holdings, Inc.	49,508
			6,531,511

	Health Care Providers & Services – 0.3%
	1,678	AmerisourceBergen Corp.	173,018
	478	Amplifon SpA*	19,189
	723	Anthem, Inc.	225,229
	3,515	Cardinal Health, Inc.	191,884
	2,915	Centene Corp.*	179,710
	1,735	Cigna Corp.	362,858
	5,676	CVS Health Corp.	384,776
	2,262	DaVita, Inc.*	248,481
	1,392	Fresenius Medical Care AG & Co. KGaA	117,114
	2,336	Fresenius SE & Co. KGaA	104,440
	1,310	HCA Healthcare, Inc.	196,644
	3,162	Henry Schein, Inc.*	203,348
	570	Humana, Inc.	228,296
	1,455	Laboratory Corp. of America Holdings*	290,767
	1,470	McKesson Corp.	264,468
	3,205	Medipal Holdings Corp.	60,107
	221	Molina Healthcare, Inc.*	45,113
	1,559	Quest Diagnostics, Inc.	193,285
	1,792	Sonic Healthcare Ltd.	43,319
	2,952	UnitedHealth Group, Inc.	992,876
	1,164	Universal Health Services, Inc. Class B	151,995
			4,676,917

	Health Care Technology – 0.0%
	3,888	Cerner Corp.	290,978
	1,242	M3, Inc.	114,291
	296	Teladoc Health, Inc.*	58,836
	969	Veeva Systems, Inc. Class A*	268,287
			732,392

	Hotels, Restaurants & Leisure – 0.2%
	823	Accor SA*	28,259
	5,147	Aramark	180,145
	1,836	Aristocrat Leisure Ltd.	43,306
	80	Chipotle Mexican Grill, Inc.*	103,154
	902	Domino’s Pizza, Inc.	354,098
	2,731	Evolution Gaming Group AB^(a)	232,373
	382	Flutter Entertainment PLC*	70,876
	7,042	GVC Holdings PLC*	96,763
	919	Hilton Worldwide Holdings, Inc.	95,236
	6,142	La Francaise des Jeux SAEM^(a)	256,883



Shares		Description	Value

	Common Stocks – (continued)
	Hotels, Restaurants & Leisure – (continued)
	337	Las Vegas Sands Corp.	$ 18,774
	740	Marriott International, Inc. Class A	93,884
	1,278	McDonald’s Corp.	277,888
	779	McDonald’s Holdings Co. Japan Ltd.	37,785
	1,751	MGM Resorts International	49,466
	243	Oriental Land Co. Ltd.	41,275
	1,203	Starbucks Corp.	117,918
	85	Vail Resorts, Inc.	23,446
	2,750	Yum! Brands, Inc.	290,950
			2,412,479

	Household Durables – 0.1%
	2,385	Berkeley Group Holdings PLC	145,780
	1,131	Casio Computer Co. Ltd.	20,314
	1,106	D.R. Horton, Inc.	82,397
	789	Electrolux AB Class B	18,931
	635	Garmin Ltd.	74,143
	8,590	Husqvarna AB Class B	91,993
	1,543	Iida Group Holdings Co. Ltd.	30,921
	1,969	Lennar Corp. Class A	149,368
	1,402	Mohawk Industries, Inc.*	176,414
	5,046	Newell Brands, Inc.	107,278
	25	NVR, Inc.*	99,930
	2,890	Panasonic Corp.	30,650
	568	Persimmon PLC	19,932
	1,944	PulteGroup, Inc.	84,817
	247	Rinnai Corp.	28,818
	1,867	SEB SA	330,724
	3,934	Sekisui House Ltd.	70,541
	2,749	Sony Corp.	256,167
	95	Whirlpool Corp.	18,488
			1,837,606

	Household Products – 0.2%
	1,266	Church & Dwight Co., Inc.	111,117
	5,593	Colgate-Palmolive Co.	478,985
	1,664	Essity AB Class B	52,880
	1,180	Henkel AG & Co. KGaA (Household Products)	120,678
	1,819	Kimberly-Clark Corp.	253,405
	2,631	Lion Corp.	62,346
	2,511	Pigeon Corp.	112,056
	1,594	Reckitt Benckiser Group PLC	139,136
	1,607	The Clorox Co.	326,157
	5,715	The Procter & Gamble Co.	793,642
	1,362	Unicharm Corp.	66,157
			2,516,559

	Independent Power and Renewable Electricity Producers – 0.0%
	15,841	Meridian Energy Ltd.	71,460
	1,643	Northland Power, Inc.	56,310
	3,473	The Aes Corp.	70,988
	3,652	Uniper SE	123,615
	17,160	Vistra Corp.	320,549
			642,922

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Industrial Conglomerates – 0.1%
	1,063	3M Co.	$ 183,612
	21,501	CK Hutchison Holdings Ltd.	155,960
	253	DCC PLC	19,049
	26,080	General Electric Co.	265,494
	670	Honeywell International, Inc.	136,626
	2,127	Investment AB Latour	56,052
	1,385	Jardine Matheson Holdings Ltd.	73,260
	550	Keihan Holdings Co. Ltd.	25,887
	226	Roper Technologies, Inc.	96,502
	1,427	Siemens AG	190,468
			1,202,910

	Insurance – 0.4%
	8,122	Admiral Group PLC	305,930
	33,140	Aegon NV	122,595
	2,561	Aflac, Inc.	112,505
	1,306	Ageas SA	63,943
	17,596	AIA Group Ltd.	193,105
	43	Alleghany Corp.	24,734
	1,201	Allianz SE	281,497
	1,395	Aon PLC Class A	285,822
	3,046	Arch Capital Group Ltd.*	98,066
	1,384	Arthur J. Gallagher & Co.	159,727
	7,809	Assicurazioni Generali SpA	133,490
	525	Assurant, Inc.	67,788
	2,337	Athene Holding Ltd. Class A*	103,646
	20,657	Aviva PLC	87,457
	4,282	AXA SA	100,111
	475	Baloise Holding AG	81,848
	1,980	Brown & Brown, Inc.	89,159
	930	Chubb Ltd.	137,482
	290	Cincinnati Financial Corp.	22,142
	3,785	CNP Assurances*	60,056
	2,060	Dai-ichi Life Holdings, Inc.	32,455
	22,196	Direct Line Insurance Group PLC	87,072
	653	Erie Indemnity Co. Class A	147,323
	237	Everest Re Group Ltd.	53,877
	103	Fairfax Financial Holdings Ltd.	35,325
	1,837	Fidelity National Financial, Inc.	66,114
	4,939	Gjensidige Forsikring ASA	107,541
	828	Globe Life, Inc.	77,087
	4,402	Great-West Lifeco, Inc.	102,398
	548	Hannover Rueck SE	91,581
	4,556	iA Financial Corp., Inc.	199,507
	7,993	Insurance Australia Group Ltd.	30,162
	739	Intact Financial Corp.	82,674
	7,225	Japan Post Holdings Co. Ltd.	53,473
	23,802	Legal & General Group PLC	78,603
	2,384	Lincoln National Corp.	112,572
	5,208	Manulife Financial Corp.	88,745
	28	Markel Corp.*	27,267
	1,679	Marsh & McLennan Cos., Inc.	192,481
	12,505	Medibank Pvt. Ltd.	26,164
	3,727	MetLife, Inc.	172,076
	1,821	MS&AD Insurance Group Holdings, Inc.	52,975
	371	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen	102,804
	2,321	NN Group NV	93,803
	6,961	Poste Italiane SpA^(a)	71,528



Shares		Description	Value

	Common Stocks – (continued)
	Insurance – (continued)
	8,464	Power Corp. of Canada	$ 190,565
	1,436	Principal Financial Group, Inc.	71,498
	643	Reinsurance Group of America, Inc.	74,125
	252	RenaissanceRe Holdings Ltd.	41,489
	5,437	RSA Insurance Group PLC	48,327
	970	SCOR SE*	33,003
	878	Sompo Holdings, Inc.	33,520
	1,730	Sun Life Financial, Inc.	76,822
	11,150	Suncorp Group Ltd.	82,698
	352	Swiss Life Holding AG	157,069
	267	Swiss Re AG	24,395
	2,559	The Allstate Corp.	261,914
	1,442	The Hartford Financial Services Group, Inc.	63,736
	2,562	The Progressive Corp.	223,176
	878	The Travelers Cos., Inc.	113,833
	1,704	Tokio Marine Holdings, Inc.	84,378
	1,146	Tryg A/S	33,247
	494	W.R. Berkley Corp.	32,174
	592	Willis Towers Watson PLC	123,249
	380	Zurich Insurance Group AG	154,108
			6,640,036

	Interactive Media & Services – 0.4%
	2,697	Adevinta ASA*	44,506
	783	Alphabet, Inc. Class A*	1,373,695
	872	Alphabet, Inc. Class C*	1,535,365
	34,991	Auto Trader Group PLC^(a)	260,259
	7,411	Facebook, Inc. Class A*	2,052,625
	353	InterActiveCorp.*	50,123
	6,309	Kakaku.com, Inc.	176,512
	716	LINE Corp.*	36,896
	2,253	Match Group, Inc.*	313,640
	1,319	Pinterest, Inc. Class A*	92,356
	1,110	REA Group Ltd.	118,164
	849	Scout24 AG^(a)	64,694
	1,180	SEEK Ltd.	22,402
	2,631	Snap, Inc. Class A*	116,869
	2,144	Twitter, Inc.*	99,717
	9,699	Z Holdings Corp.	61,162
	348	Zillow Group, Inc. Class A*	38,402
	656	Zillow Group, Inc. Class C*	70,723
			6,528,110

	Internet & Direct Marketing Retail – 0.4%
	1,389	Amazon.com, Inc.*	4,400,408
	166	Booking Holdings, Inc.*	336,723
	549	Chewy, Inc. Class A*	42,591
	382	Delivery Hero SE*^(a)	46,446
	5,246	eBay, Inc.	264,556
	459	Etsy, Inc.*	73,761
	647	Expedia Group, Inc.	80,545
	2,394	HelloFresh SE*	141,275
	231	Just Eat Takeaway.com NV*^(a)	24,584
	105	MercadoLibre, Inc.*	163,100
	796	Mercari, Inc.*	36,351
	3,637	Ocado Group PLC*	106,932
	1,039	Prosus NV	112,626
	9,073	Rakuten, Inc.	101,402
	1,794	Wayfair, Inc. Class A*	456,322
	3,533	Zalando SE*^(a)	358,872
	7,864	ZOZO, Inc.	195,976
			6,942,470

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	IT Services – 0.5%
	2,719	Accenture PLC Class A	$ 677,276
	50	Adyen NV*^(a)	95,508
	669	Afterpay Ltd.*	46,613
	897	Akamai Technologies, Inc.*	92,848
	3,368	Atos SE*	307,433
	810	Automatic Data Processing, Inc.	140,843
	115	Bechtle AG	25,062
	1,650	Black Knight, Inc.*	151,173
	2,358	Booz Allen Hamilton Holding Corp.	204,651
	548	Broadridge Financial Solutions, Inc.	80,490
	976	Capgemini SE	135,787
	2,194	CGI, Inc.*	162,029
	4,893	Cognizant Technology Solutions Corp. Class A	382,290
	1,121	Edenred	64,060
	373	EPAM Systems, Inc.*	120,229
	1,753	Fidelity National Information Services, Inc.	260,163
	2,392	Fiserv, Inc.*	275,511
	563	FleetCor Technologies, Inc.*	149,313
	745	Fujitsu Ltd.	103,062
	1,166	Gartner, Inc.*	177,232
	1,030	Global Payments, Inc.	201,046
	323	GMO Payment Gateway, Inc.	45,297
	859	GoDaddy, Inc. Class A*	68,325
	3,598	International Business Machines Corp.	444,425
	1,107	Itochu Techno-Solutions Corp.	39,034
	493	Jack Henry & Associates, Inc.	79,304
	3,445	Leidos Holdings, Inc.	346,911
	2,202	Mastercard, Inc. Class A	740,995
	277	MongoDB, Inc.*	79,585
	1,547	NEC Corp.	83,348
	2,035	Nexi SpA*^(a)	38,424
	1,492	Nomura Research Institute Ltd.	50,451
	2,940	NTT Data Corp.	39,039
	376	Obic Co. Ltd.	84,547
	496	Okta, Inc.*	121,540
	522	Otsuka Corp.	25,313
	1,624	Paychex, Inc.	151,276
	2,155	PayPal Holdings, Inc.*	461,429
	235	Shopify, Inc. Class A*	252,927
	509	Snowflake, Inc. Class A*	165,853
	846	Square, Inc. Class A*	178,472
	8,664	The Western Union Co.	195,460
	331	Twilio, Inc. Class A*	105,950
	1,007	VeriSign, Inc.*	202,125
	3,198	Visa, Inc. Class A	672,699
	994	Wix.com Ltd.*	253,897
	228	Worldline SA*^(a)	21,110
			8,800,355



Shares		Description	Value

	Common Stocks – (continued)
	Leisure Products – 0.0%
	712	Bandai Namco Holdings, Inc.	$ 64,798
	294	Hasbro, Inc.	27,351
	639	Peloton Interactive, Inc. Class A*	74,348
	1,326	Sega Sammy Holdings, Inc.	18,592
	170	Shimano, Inc.	40,215
			225,304

	Life Sciences Tools & Services – 0.1%
	270	10X Genomics, Inc. Class A*	41,340
	1,112	Agilent Technologies, Inc.	129,993
	191	Bio-Rad Laboratories, Inc. Class A*	102,853
	510	Eurofins Scientific SE*	41,719
	376	Illumina, Inc.*	121,106
	512	IQVIA Holdings, Inc.*	86,523
	248	Lonza Group AG	156,035
	358	Mettler-Toledo International, Inc.*	411,714
	865	PerkinElmer, Inc.	115,045
	914	PPD, Inc.*	31,990
	906	QIAGEN NV*	43,672
	488	Sartorius Stedim Biotech	176,380
	841	Thermo Fisher Scientific, Inc.	391,048
	844	Waters Corp.*	195,816
			2,045,234

	Machinery – 0.2%
	836	Alstom SA*	45,091
	1,301	Atlas Copco AB Class A	65,818
	1,042	Atlas Copco AB Class B	46,148
	845	Caterpillar, Inc.	146,684
	1,232	Cummins, Inc.	284,801
	502	Daifuku Co. Ltd.	58,073
	627	Deere & Co.	164,036
	779	Dover Corp.	95,061
	1,450	Epiroc AB Class A	24,102
	1,494	Epiroc AB Class B	23,758
	231	FANUC Corp.	56,662
	640	Fortive Corp.	44,883
	987	GEA Group AG	33,741
	474	Harmonic Drive Systems, Inc.	37,797
	289	IDEX Corp.	55,820
	874	Illinois Tool Works, Inc.	184,493
	644	Ingersoll Rand, Inc.*	28,510
	866	KION Group AG	66,369
	741	Knorr-Bremse AG	94,825
	769	Komatsu Ltd.	18,754
	1,042	Kone Oyj Class B	87,358
	1,144	Kubota Corp.	22,595
	390	Makita Corp.	20,132
	2,964	MISUMI Group, Inc.	92,970
	999	Mitsubishi Heavy Industries Ltd.	22,433
	597	Miura Co. Ltd.	31,435
	468	Nabtesco Corp.	19,205
	224	Nordson Corp.	45,653
	984	Otis Worldwide Corp.	65,869
	959	PACCAR, Inc.	83,491
	1,060	Parker-Hannifin Corp.	283,296
	597	Pentair PLC	30,937
	25	Rational AG	22,217
	1,093	Sandvik AB*	24,651
	407	Schindler Holding AG (Machinery)	109,893

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Machinery – (continued)
	2,492	SKF AB Class B	$ 61,544
	110	SMC Corp.	69,966
	1,517	Snap-on, Inc.	266,764
	439	Spirax-Sarco Engineering PLC	64,667
	433	Stanley Black & Decker, Inc.	79,806
	9,999	Techtronic Industries Co. Ltd.	127,647
	1,571	Volvo AB Class B*	35,782
	1,164	Westinghouse Air Brake Technologies Corp.	85,321
	397	Xylem, Inc.	38,100
			3,367,158

	Marine – 0.0%
	129	AP Moller—Maersk A/S Class A	243,563
	122	AP Moller—Maersk A/S Class B	248,712
	1,108	Kuehne & Nagel International AG	250,810
			743,085

	Media – 0.3%
	45	Cable One, Inc.	89,130
	370	Charter Communications, Inc. Class A*	241,236
	13,055	Comcast Corp. Class A	655,883
	5,070	CyberAgent, Inc.	346,489
	2,749	Dentsu Group, Inc.	88,866
	7,658	Discovery, Inc. Class A*	206,077
	9,343	Discovery, Inc. Class C*	224,419
	6,246	Fox Corp. Class A	180,135
	6,058	Fox Corp. Class B*	171,926
	2,474	Hakuhodo DY Holdings, Inc.	35,528
	744	Liberty Broadband Corp. Class A*	116,637
	857	Liberty Broadband Corp. Class C*	134,849
	4,473	Liberty Media Corp.-Liberty SiriusXM Class C*	183,438
	4,541	Liberty Media Corp.-Liberty SiriusXM, Class A*	185,908
	11,532	News Corp. Class A	203,540
	2,338	Omnicom Group, Inc.	147,294
	1,763	Publicis Groupe SA	79,445
	1,596	Quebecor, Inc. Class B	39,743
	871	Schibsted ASA Class A*	35,555
	6,350	Schibsted ASA Class B*	230,942
	5,071	SES SA	45,861
	1,717	Shaw Communications, Inc. Class B	29,853
	11,214	Sirius XM Holdings, Inc.	72,779
	6,456	The Interpublic Group of Cos., Inc.	143,840
	4,879	ViacomCBS, Inc. Class B	172,131
	8,405	WPP PLC	80,988
			4,142,492

	Metals & Mining – 0.2%
	749	Agnico Eagle Mines Ltd.	49,086
	1,452	Anglo American PLC	42,282
	11,926	ArcelorMittal SA*	216,857
	11,499	B2Gold Corp.	64,105
	4,303	Barrick Gold Corp.	98,770
	4,534	BHP Group Ltd.	126,436
	1,268	BHP Group PLC	28,670



Shares		Description	Value

	Common Stocks – (continued)
	Metals & Mining – (continued)
	14,188	BlueScope Steel Ltd.	$ 177,527
	603	Boliden AB	20,855
	8,534	Evolution Mining Ltd.	31,139
	18,176	Evraz PLC	91,337
	6,980	Fortescue Metals Group Ltd.	92,992
	637	Franco-Nevada Corp.	84,791
	2,312	Freeport-McMoRan, Inc.	54,078
	2,624	Fresnillo PLC	36,916
	55,883	Glencore PLC*	157,548
	8,985	Kinross Gold Corp.	63,996
	1,656	Kirkland Lake Gold Ltd.	67,849
	1,903	Newcrest Mining Ltd.	37,672
	2,181	Newmont Corp.	128,286
	16,842	Norsk Hydro ASA	68,197
	3,676	Northern Star Resources Ltd.	34,141
	2,217	Nucor Corp.	119,053
	1,210	Pan American Silver Corp.	35,610
	1,072	Rio Tinto Ltd.	79,981
	1,803	Rio Tinto PLC	117,698
	87,313	South32 Ltd.	153,883
	1,052	SSR Mining, Inc.*	19,473
	2,614	voestalpine AG	83,734
	1,070	Wheaton Precious Metals Corp.	41,302
	8,134	Yamana Gold, Inc.	42,464
			2,466,728

	Mortgage Real Estate Investment Trusts (REITs) – 0.0%
	3,860	AGNC Investment Corp.	58,981

	Multi-Utilities – 0.1%
	10,144	AGL Energy Ltd.	100,132
	3,601	Algonquin Power & Utilities Corp.	56,426
	1,072	Ameren Corp.	83,380
	954	Canadian Utilities Ltd. Class A	23,830
	890	CMS Energy Corp.	54,771
	731	Consolidated Edison, Inc.	55,739
	1,913	Dominion Energy, Inc.	150,151
	290	DTE Energy Co.	36,485
	7,794	E.ON SE	84,335
	5,313	Engie SA*	78,211
	9,529	National Grid PLC	106,711
	1,593	NiSource, Inc.	38,551
	1,180	Public Service Enterprise Group, Inc.	68,770
	3,727	RWE AG	154,158
	354	Sempra Energy	45,128
	7,265	Suez SA	138,971
	2,984	Veolia Environnement SA	68,450
	1,077	WEC Energy Group, Inc.	102,261
			1,446,460

	Multiline Retail – 0.1%
	789	Canadian Tire Corp. Ltd. Class A	100,832
	1,310	Dollar General Corp.	286,340
	1,786	Dollar Tree, Inc.*	195,103
	1,999	Dollarama, Inc.	81,825
	2,234	Next PLC	192,979
	1,184	Pan Pacific International Holdings Corp.	27,936
	7,530	Ryohin Keikaku Co. Ltd.	154,528
	3,567	Target Corp.	640,383
	8,260	Wesfarmers Ltd.	299,361

			1,979,287

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Oil, Gas & Consumable Fuels – 0.1%
	1,812	Ampol Ltd.	$ 40,754
	7,896	BP PLC	25,637
	1,320	Cabot Oil & Gas Corp.	23,126
	2,494	Cameco Corp.	24,946
	2,403	Canadian Natural Resources Ltd.	54,825
	495	Cheniere Energy, Inc.*	28,061
	1,581	Chevron Corp.	137,831
	1,122	Enbridge, Inc.	35,041
	15,230	ENEOS Holdings, Inc.	52,023
	594	EOG Resources, Inc.	27,847
	3,877	Exxon Mobil Corp.	147,830
	884	Idemitsu Kosan Co. Ltd.	18,327
	4,802	Kinder Morgan, Inc.	69,053
	922	Koninklijke Vopak NV	48,424
	1,020	Marathon Petroleum Corp.	39,658
	1,026	Neste Oyj	68,558
	2,436	OMV AG	81,570
	1,908	Parkland Corp.	58,443
	9,614	Royal Dutch Shell PLC Class A	161,173
	8,927	Royal Dutch Shell PLC Class B	143,372
	433	TC Energy Corp.	19,048
	1,269	TOTAL SE	53,863
	1,670	Valero Energy Corp.	89,796
	886	Washington H Soul Pattinson & Co. Ltd.	18,911
	1,934	Woodside Petroleum Ltd.	31,546

			1,499,663

	Paper & Forest Products – 0.0%
	1,106	Mondi PLC	24,201
	4,380	Oji Holdings Corp.	19,851
	2,653	Svenska Cellulosa AB SCA Class B*	43,057
	1,282	UPM-Kymmene Oyj	42,065

			129,174

	Personal Products – 0.1%
	1,124	Beiersdorf AG	125,858
	472	Kao Corp.	35,379
	219	Kobayashi Pharmaceutical Co. Ltd.	26,300
	902	Kose Corp.	137,588
	1,303	L’Oreal SA	479,629
	5,298	Pola Orbis Holdings, Inc.	105,694
	2,341	Shiseido Co. Ltd.	165,192
	1,777	The Estee Lauder Cos., Inc. Class A	435,934
	9,647	Unilever PLC (Personal Products)	585,377

			2,096,951

	Pharmaceuticals – 0.6%
	11,771	Astellas Pharma, Inc.	167,661
	2,595	AstraZeneca PLC	271,527
	1,418	Bausch Health Cos., Inc.*	26,325



Shares		Description	Value

	Common Stocks – (continued)
	Pharmaceuticals – (continued)
	4,264	Bayer AG	$ 245,665
	8,431	Bristol-Myers Squibb Co.	526,094
	710	Canopy Growth Corp.*	20,403
	719	Catalent, Inc.*	69,125
	2,739	Chugai Pharmaceutical Co. Ltd.	132,478
	3,015	Daiichi Sankyo Co. Ltd.	106,747
	1,057	Eisai Co. Ltd.	79,659
	894	Elanco Animal Health, Inc.*	27,347
	3,531	Eli Lilly & Co.	514,290
	12,934	GlaxoSmithKline PLC	234,750
	1,645	H. Lundbeck A/S	50,280
	1,614	Hikma Pharmaceuticals PLC	55,751
	1,060	Horizon Therapeutics PLC*	74,656
	4,668	Ipsen SA	448,306
	1,839	Jazz Pharmaceuticals PLC*	258,766
	7,896	Johnson & Johnson	1,142,393
	1,196	Kyowa Kirin Co. Ltd.	32,420
	7,166	Merck & Co., Inc.	576,075
	1,655	Merck KGaA	264,271
	4,550	Novartis AG	411,936
	5,249	Novo Nordisk A/S Class B	351,803
	2,118	Ono Pharmaceutical Co. Ltd.	67,074
	3,613	Orion Oyj Class B	169,942
	881	Otsuka Holdings Co. Ltd.	35,725
	4,918	Perrigo Co. PLC	237,146
	11,978	Pfizer, Inc.	458,877
	2,657	Recordati Industria Chimica e Farmaceutica SpA	142,111
	2,395	Roche Holding AG	786,630
	758	Royalty Pharma PLC Class A	32,291
	2,942	Sanofi	296,550
	517	Shionogi & Co. Ltd.	27,674
	7,289	Sumitomo Dainippon Pharma Co. Ltd.	91,919
	1,029	Taisho Pharmaceutical Holdings Co. Ltd.	65,336
	2,848	Takeda Pharmaceutical Co. Ltd.	101,878
	29,039	Teva Pharmaceutical Industries Ltd. ADR*	276,161
	1,539	UCB SA	164,693
	3,394	Viatris, Inc.*	57,087
	1,414	Zoetis, Inc.	226,777

			9,326,599

	Professional Services – 0.2%
	1,291	Adecco Group AG	78,044
	1,137	Bureau Veritas SA*	29,412
	90	CoStar Group, Inc.*	81,951
	480	Equifax, Inc.	80,112
	3,816	Experian PLC	135,200
	1,398	IHS Markit Ltd.	139,045
	483	Intertek Group PLC	35,392
	738	Nihon M&A Center, Inc.	51,567
	5,442	Persol Holdings Co. Ltd.	99,276
	2,621	Randstad NV*	162,576
	5,854	Recruit Holdings Co. Ltd.	245,406
	6,032	RELX PLC	139,587
	8,095	Robert Half International, Inc.	519,537
	130	SGS SA	371,238
	154	Teleperformance	51,212
	1,175	Thomson Reuters Corp.	93,135
	657	TransUnion	59,846
	777	Verisk Analytics, Inc.	154,087
	1,605	Wolters Kluwer NV	134,591

			2,661,214

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Real Estate Management & Development – 0.1%
	4,949	Aroundtown SA*	$ 34,252
	390	Azrieli Group Ltd.	23,871
	9,284	CapitaLand Ltd.	21,493
	5,031	CBRE Group, Inc. Class A*	307,595
	11,922	CK Asset Holdings Ltd.	65,146
	972	Daito Trust Construction Co. Ltd.	95,048
	1,604	Deutsche Wohnen SE	80,447
	5,998	ESR Cayman, Ltd.*^(a)	18,060
	285	FirstService Corp.	38,869
	7,287	Hang Lung Properties Ltd.	18,017
	6,848	Henderson Land Development Co. Ltd.	28,792
	378	LEG Immobilien AG	53,763
	1,430	Sun Hung Kai Properties Ltd.	19,008
	10,882	Swire Pacific Ltd. Class A	62,356
	474	Swiss Prime Site AG	42,706
	1,665	Vonovia SE	113,852

			1,023,275

	Road & Rail – 0.1%
	74	AMERCO	30,653
	8,352	Aurizon Holdings Ltd.	26,018
	1,272	Canadian National Railway Co.	133,204
	318	Canadian Pacific Railway Ltd.	102,736
	195	Central Japan Railway Co.	24,783
	1,306	CSX Corp.	117,605
	492	East Japan Railway Co.	30,429
	679	Hankyu Hanshin Holdings, Inc.	22,120
	374	J.B. Hunt Transport Services, Inc.	50,595
	386	Kansas City Southern	71,862
	262	Keio Corp.	18,581
	433	Kintetsu Group Holdings Co. Ltd.	19,178
	3,624	Knight-Swift Transportation Holdings, Inc.	149,635
	968	Kyushu Railway Co.	20,355
	3,927	MTR Corp. Ltd.	21,259
	1,110	Nagoya Railroad Co. Ltd.	30,532
	333	Norfolk Southern Corp.	78,928
	939	Odakyu Electric Railway Co. Ltd.	28,425
	413	Old Dominion Freight Line, Inc.	83,988
	673	Tobu Railway Co. Ltd.	20,162
	1,830	Tokyu Corp.	22,163
	375	Uber Technologies, Inc.*	18,622
	1,090	Union Pacific Corp.	222,447

			1,344,280

	Semiconductors & Semiconductor Equipment – 0.5%
	6,306	Advanced Micro Devices, Inc.*	584,314
	1,298	Advantest Corp.	90,253
	621	Analog Devices, Inc.	86,369
	3,847	Applied Materials, Inc.	317,301
	724	ASML Holding NV	314,566
	1,059	Broadcom, Inc.	425,273
	82	Disco Corp.	26,104
	499	Enphase Energy, Inc.*	68,148



Shares		Description	Value

	Common Stocks – (continued)
	Semiconductors & Semiconductor Equipment – (continued)
	1,722	Infineon Technologies AG	$ 60,754
	15,820	Intel Corp.	764,897
	518	KLA Corp.	130,521
	447	Lam Research Corp.	202,339
	506	Lasertec Corp.	53,197
	2,294	Marvell Technology Group Ltd.	106,189
	1,776	Maxim Integrated Products, Inc.	147,479
	1,086	Microchip Technology, Inc.	145,948
	5,723	Micron Technology, Inc.*	366,787
	243	Monolithic Power Systems, Inc.	77,750
	1,427	NVIDIA Corp.	764,958
	1,715	NXP Semiconductors NV	271,690
	7,534	ON Semiconductor Corp.*	216,603
	1,898	Qorvo, Inc.*	297,379
	3,479	QUALCOMM, Inc.	512,004
	7,939	Renesas Electronics Corp.*	70,352
	761	Skyworks Solutions, Inc.	107,430
	235	SolarEdge Technologies, Inc.*	65,325
	1,881	STMicroelectronics NV	74,101
	2,813	Teradyne, Inc.	310,386
	3,472	Texas Instruments, Inc.	559,860
	239	Tokyo Electron Ltd.	81,225
	1,026	Xilinx, Inc.	149,334

			7,448,836

	Software – 0.9%
	1,518	Adobe, Inc.*	726,317
	304	ANSYS, Inc.*	102,770
	1,330	Autodesk, Inc.*	372,706
	539	Avalara, Inc.*	92,573
	588	AVEVA Group PLC	26,457
	4,191	Cadence Design Systems, Inc.*	487,413
	607	Ceridian HCM Holding, Inc.*	58,527
	504	Check Point Software Technologies Ltd.*	59,311
	2,715	Citrix Systems, Inc.	336,443
	910	Cloudflare, Inc. Class A*	68,323
	316	Constellation Software, Inc.	391,327
	206	Coupa Software, Inc.*	67,755
	536	Crowdstrike Holdings, Inc. Class A*	82,158
	346	Dassault Systemes SE	63,902
	730	Datadog, Inc.*	72,212
	628	DocuSign, Inc.*	143,109
	8,008	Dropbox, Inc. Class A*	159,920
	1,333	Dynatrace, Inc.*	50,681
	426	Fair Isaac Corp.*	201,404
	1,758	Fortinet, Inc.*	216,638
	609	Guidewire Software, Inc.*	74,590
	205	HubSpot, Inc.*	80,838
	1,556	Intuit, Inc.	547,743
	23,044	Microsoft Corp.	4,933,029
	1,724	Nemetschek SE	136,140
	492	Nice Ltd.*	119,663
	13,370	NortonlifeLock, Inc.	243,735
	797	Open Text Corp.	35,183
	7,205	Oracle Corp. (Software)	427,626
	465	Palo Alto Networks, Inc.*	136,673
	253	Paycom Software, Inc.*	105,521
	710	PTC, Inc.*	76,573
	947	RingCentral, Inc. Class A*	281,306
	2,430	salesforce.com, Inc.*	597,294

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Software – (continued)
	2,681	SAP SE	$ 323,640
	847	ServiceNow, Inc.*	452,764
	887	Slack Technologies, Inc. Class A*	38,035
	496	Splunk, Inc.*	101,273
	4,599	SS&C Technologies Holdings, Inc.	316,825
	1,020	Synopsys, Inc.*	232,050
	818	TeamViewer AG*^(a)	38,997
	170	Temenos AG	21,443
	19,516	The Sage Group PLC	156,507
	126	The Trade Desk, Inc. Class A*	113,535
	342	Tyler Technologies, Inc.*	146,239
	1,189	VMware, Inc. Class A*	166,329
	502	Workday, Inc. Class A*	112,845
	387	Xero Ltd.*	37,624
	533	Zendesk, Inc.*	71,156
	339	Zoom Video Communications, Inc. Class A*	162,164
	435	Zscaler, Inc.*	67,751

			14,135,037

	Specialty Retail – 0.3%
	359	ABC-Mart, Inc.	18,690
	857	Advance Auto Parts, Inc.	126,579
	291	AutoZone, Inc.*	331,056
	4,909	Best Buy Co., Inc.	534,099
	868	Burlington Stores, Inc.*	189,693
	548	CarMax, Inc.*	51,227
	160	Carvana Co.*	40,034
	240	Fast Retailing Co. Ltd.	196,646
	11,989	Hennes & Mauritz AB Class B*	255,315
	8,855	Industria de Diseno Textil SA	293,936
	17,173	JD Sports Fashion PLC	176,221
	18,754	Kingfisher PLC*	68,108
	3,303	Lowe’s Cos., Inc.	514,674
	1,181	Nitori Holdings Co. Ltd.	251,100
	618	O’Reilly Automotive, Inc.*	273,428
	1,243	Ross Stores, Inc.	133,647
	364	Shimamura Co. Ltd.	37,505
	3,684	The Home Depot, Inc.	1,021,979
	5,240	The TJX Cos., Inc.	332,792
	743	Tiffany & Co.	97,690
	1,851	Tractor Supply Co.	260,639
	855	Ulta Beauty, Inc.*	235,467
	888	USS Co. Ltd.	18,518
	17,757	Yamada Holdings Co. Ltd.	84,229

			5,543,272

	Technology Hardware, Storage & Peripherals – 0.5%
	57,032	Apple, Inc.	6,789,660
	3,222	Brother Industries Ltd.	61,544
	1,951	Canon, Inc.	34,561
	2,315	Dell Technologies, Inc. Class C*	159,804
	3,575	FUJIFILM Holdings Corp.	192,324
	2,305	Hewlett Packard Enterprise Co.	25,447
	6,832	HP, Inc.	149,826
	1,056	Logitech International SA	94,116
	2,773	NetApp, Inc.	147,829
	3,283	Seagate Technology PLC	193,073
	2,067	Seiko Epson Corp.	30,801
	815	Western Digital Corp.	36,577

			7,915,562



Shares		Description	Value

	Common Stocks – (continued)
	Textiles, Apparel & Luxury Goods – 0.3%
	1,087	adidas AG*	$ 346,909
	9,718	Burberry Group PLC	222,685
	363	Cie Financiere Richemont SA	30,320
	626	EssilorLuxottica SA*	90,493
	397	Hermes International	386,264
	231	Kering SA	166,775
	1,485	Lululemon Athletica, Inc.*	549,777
	885	LVMH Moet Hennessy Louis Vuitton SE	508,340
	4,924	Moncler SpA*	242,819
	5,352	NIKE, Inc. Class B	720,914
	2,701	Pandora A/S	270,815
	2,198	Puma SE*	217,806
	947	The Swatch Group AG (Textiles, Apparel & Luxury Goods)	73,664
	2,803	VF Corp.	233,770

			4,061,351

	Tobacco – 0.1%
	2,225	Altria Group, Inc.	88,622
	7,972	British American Tobacco PLC	280,632
	8,138	Imperial Brands PLC	146,909
	2,193	Japan Tobacco, Inc.	44,391
	5,759	Philip Morris International, Inc.	436,244
	2,528	Swedish Match AB	204,520

			1,201,318

	Trading Companies & Distributors – 0.2%
	758	Ashtead Group PLC	31,994
	2,195	Brenntag AG	168,089
	1,401	Bunzl PLC	43,636
	7,757	Fastenal Co.	383,584
	2,572	Ferguson PLC	287,907
	6,031	HD Supply Holdings, Inc.*	336,409
	4,427	ITOCHU Corp.	116,825
	24,929	Marubeni Corp.	144,832
	2,883	Mitsubishi Corp.	66,981
	1,782	Mitsui & Co. Ltd.	30,278
	4,984	MonotaRO Co. Ltd.	303,161
	3,884	Sumitomo Corp.	47,514
	865	Toromont Industries Ltd.	59,172
	3,740	Toyota Tsusho Corp.	128,896
	775	United Rentals, Inc.*	175,910
	805	W.W. Grainger, Inc.	336,732

			2,661,920

	Transportation Infrastructure – 0.0%
	3,378	Atlantia SpA*	61,872
	1,352	Getlink SE*	22,406
	7,995	Transurban Group	82,498

			166,776

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Description	Value

	Common Stocks – (continued)
	Water Utilities – 0.0%
	887	American Water Works Co., Inc.	$ 136,048
	585	Essential Utilities, Inc.	26,489
	2,038	Severn Trent PLC	64,407
	3,555	United Utilities Group PLC	42,344

			269,288

	Wireless Telecommunication Services – 0.0%
	6,240	KDDI Corp.	177,568
	635	Rogers Communications, Inc. Class B	29,953
	4,105	SoftBank Corp.	50,577
	1,854	SoftBank Group Corp.	127,771
	1,401	T-Mobile US, Inc.*	186,249
	2,727	Tele2 AB Class B	35,232
	59,757	Vodafone Group PLC	97,502

			704,852

	TOTAL COMMON STOCKS (Cost $134,854,545)		$189,889,487



Shares	Dividend Rate			Value

Preferred Stocks – 0.0%
Automobiles – 0.0%
Volkswagen AG
EUR 211		3.240	%	$ 35,418

Chemicals – 0.0%
FUCHS PETROLUB SE
3,146		2.050		178,817

Health Care Equipment & Supplies – 0.0%
Sartorius AG
310		0.100		141,347

TOTAL PREFERRED STOCKS (Cost $252,183)				$ 355,582



Shares	Description	Expiration Date	Value

*Rights – 0.0%**
Equity Real Estate Investment Trusts (REITs) – 0.0%
Ascendas Real Estate Investment Trust
849		12/01/20	$ 1
AVEVA Group PLC
457		12/09/20	6,828

			6,829

Machinery – 0.0%
KION Group AG
866		12/03/20	308

TOTAL RIGHTS (Cost $6,501)			$ 7,137



*Warrant – 0.0%**
Textiles, Apparel & Luxury Goods – 0.0%
Cie Financiere Richemont SA
726		11/29/23	$144
(Cost $0)



Shares		Description	Value

	Exchange Traded Funds – 76.9%
	574,773	Goldman Sachs ActiveBeta Emerging Markets Equity ETF^(b)	$ 20,582,621
	4,814,100	Goldman Sachs MarketBeta International Equity ETF^(b)	241,234,551
	5,162,182	Goldman Sachs MarketBeta U.S. Equity ETF^(b)	260,339,162
	3,390,227	iShares Core MSCI Emerging Markets ETF	198,735,107
	2,389,853	iShares MSCI EAFE ETF	167,648,188
	1,064,903	iShares MSCI EAFE Small-Cap ETF	68,494,561
	915,678	Vanguard S&P 500 ETF	304,591,130

	TOTAL EXCHANGE TRADED FUNDS (Cost $1,018,479,260)		$ 1,261,625,320


Shares		Dividend Rate	Value

	Investment Company^(b) – 7.2%
	Goldman Sachs Financial Square Government Fund—Institutional Shares
	118,594,166	0.016 %	$ 118,594,166
	(Cost $118,594,166)

	TOTAL INVESTMENTS — 95.7% (Cost $1,272,186,655)		$1,570,471,836

	OTHER ASSETS IN EXCESS OF LIABILITIES — 4.3%		70,644,940

	NET ASSETS — 100.0%		$1,641,116,776


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
BP		— British Pound Offered Rate
ETF		— Exchange Traded Fund
PLC		— Public Limited Company
REIT		— Real Estate Investment Trust


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.

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At November 30, 2020, 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	23,500,000	USD	17,877,984		12/16/20	$	219,220
ILS		40,000	USD	11,721		12/16/20		372
USD		1,383,229	NOK	12,200,000		12/16/20		11,674

TOTAL							$	231,266

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS


Counterparty	Currency Purchased		Currency Sold		Settlement Date		Unrealized Loss

MS & Co. Int. PLC	USD	19,852,071	AUD	27,240,000		12/16/20	$	(147,265	)
USD		30,567,489	CHF	27,830,000		12/16/20		(77,918	)
USD		7,479,874	DKK	47,000,000		12/16/20		(55,651	)
USD		94,442,319	EUR	79,710,000		12/16/20		(691,725	)
USD		39,746,895	GBP	30,000,000		12/16/20		(258,331	)
USD		8,863,615	HKD	68,730,000		12/16/20		(3,852	)
USD		867,542	ILS	2,920,000		12/16/20		(15,255	)
USD		76,063,401	JPY	8,055,000,000		12/16/20		(1,120,149	)
USD		337,137	NOK	3,100,000		12/16/20		(11,373	)
USD		908,757	NZD	1,350,000		12/16/20		(37,897	)
USD		9,982,098	SEK	87,225,000		12/16/20		(191,717	)
USD		3,029,166	SGD	4,130,000		12/16/20		(50,285	)

TOTAL							$	(2,661,418	)



FUTURES CONTRACTS – At November 30, 2020, the Fund had the following futures contracts:
Description	Number of Contracts	Expiration Date	Notional Amount		Unrealized Appreciation/ (Depreciation)

Long position contracts:
E-mini Russell 2000 Index	1,108	12/18/20	$	100,833,540	$	16,597,963
S&P Toronto Stock Exchange 60 Index	304	12/17/20		47,846,000		2,812,430
S&P 500 E-Mini Index	459	12/18/20		83,152,440		4,872,407

TOTAL FUTURES CONTRACTS					$	24,282,800

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At November 30, 2020, 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 Fund		Unrealized Appreciation/ (Depreciation)

Purchased option contracts
Calls
Eurodollar Futures		$98.25		03/15/2021		1,219		$3,047,500	$	4,693,150	$	1,362,691	$	3,330,459
Eurodollar Futures		98.25		06/14/2021		1,066		2,665,000		4,117,425		1,202,273		2,915,152
Eurodollar Futures		98.25		09/13/2021		1,041		2,602,500		4,007,850		1,225,865		2,781,985

TOTAL						3,326		$8,315,000	$	12,818,425	$	3,790,829	$	9,027,596

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (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 Fund		Unrealized Appreciation/ (Depreciation)

Written option contracts
Calls
Euro Stoxx 50 Index		$3,125.00		12/18/2020		(18)	$	(180)	$	(83,094)	$	(10,747)	$	(72,347)
Euro Stoxx 50 Index		3,325.00		12/18/2020		(34)		(340)		(80,668)		(20,026)		(60,642)
Euro Stoxx 50 Index		3,350.00		12/18/2020		(29)		(290)		(61,160)		(19,801)		(41,359)
Euro Stoxx 50 Index		3,375.00		12/18/2020		(11)		(110)		(20,377)		(6,557)		(13,820)
Euro Stoxx 50 Index		3,425.00		12/18/2020		(17)		(170)		(23,320)		(8,949)		(14,371)
Euro Stoxx 50 Index		3,550.00		12/18/2020		(3)		(30)		(1,331)		(1,168)		(163)
Euro Stoxx 50 Index		3,150.00		01/15/2021		(11)		(110)		(49,035)		(7,686)		(41,349)
Euro Stoxx 50 Index		3,350.00		01/15/2021		(20)		(200)		(47,666)		(12,516)		(35,150)
Euro Stoxx 50 Index		3,575.00		01/15/2021		(22)		(220)		(14,092)		(11,629)		(2,463)
Euro Stoxx 50 Index		3,600.00		01/15/2021		(22)		(220)		(11,416)		(9,054)		(2,362)
Euro Stoxx 50 Index		3,625.00		01/15/2021		(17)		(170)		(7,077)		(7,469)		392
Euro Stoxx 50 Index		3,625.00		02/19/2021		(3)		(30)		(2,108)		(1,696)		(412)
Euro Stoxx 50 Index		3,675.00		02/19/2021		(8)		(80)		(3,989)		(4,108)		119
FTSE 100 Index		5,800.00		12/18/2020		(4)		(40)		(27,516)		(5,387)		(22,129)
FTSE 100 Index		6,000.00		12/18/2020		(5)		(50)		(22,197)		(7,781)		(14,416)
FTSE 100 Index		6,050.00		12/18/2020		(5)		(50)		(19,331)		(7,793)		(11,538)
FTSE 100 Index		6,075.00		12/18/2020		(2)		(20)		(7,172)		(2,109)		(5,063)
FTSE 100 Index		6,100.00		12/18/2020		(1)		(10)		(3,313)		(1,644)		(1,669)
FTSE 100 Index		6,150.00		12/18/2020		(2)		(20)		(5,573)		(2,884)		(2,689)
FTSE 100 Index		6,200.00		12/18/2020		(4)		(40)		(9,199)		(5,570)		(3,629)
FTSE 100 Index		6,525.00		12/18/2020		(1)		(10)		(340)		(686)		346
FTSE 100 Index		5,850.00		01/15/2021		(2)		(20)		(13,438)		(3,115)		(10,323)
FTSE 100 Index		6,025.00		01/15/2021		(1)		(10)		(4,760)		(1,905)		(2,855)
FTSE 100 Index		6,125.00		01/15/2021		(3)		(30)		(11,198)		(3,978)		(7,220)

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (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 Fund		Unrealized Appreciation/ (Depreciation)

FTSE 100 Index	$6,550.00	01/15/2021	(4)	$	(40)	$	(2,986)	$	(3,874)	$	888
FTSE 100 Index	6,575.00	01/15/2021	(8)		(80)		(5,226)		(6,878)		1,652
FTSE 100 Index	6,625.00	02/19/2021	(2)		(20)		(1,906)		(2,185)		279
Nikkei 225 Index	24,375.00	12/11/2020	(1)		(1,000)		(20,307)		(1,670)		(18,637)
Nikkei 225 Index	24,625.00	12/11/2020	(10)		(10,000)		(180,077)		(20,975)		(159,102)
Nikkei 225 Index	24,750.00	12/11/2020	(3)		(3,000)		(50,574)		(7,053)		(43,521)
Nikkei 225 Index	24,500.00	01/08/2021	(3)		(3,000)		(61,207)		(7,442)		(53,765)
Nikkei 225 Index	24,750.00	01/08/2021	(3)		(3,000)		(54,886)		(14,520)		(40,366)
Nikkei 225 Index	24,875.00	01/08/2021	(2)		(2,000)		(34,482)		(4,517)		(29,965)
Nikkei 225 Index	26,500.00	01/08/2021	(3)		(3,000)		(18,247)		(7,593)		(10,654)
Nikkei 225 Index	26,875.00	01/08/2021	(2)		(2,000)		(8,812)		(3,727)		(5,085)
Nikkei 225 Index	27,250.00	02/12/2021	(1)		(1,000)		(5,364)		(2,582)		(2,782)
S&P 500 Index	3,500.00	12/02/2020	(17)		(1,700)		(222,785)		(105,014)		(117,771)
S&P 500 Index	3,660.00	12/09/2020	(16)		(1,600)		(34,080)		(53,060)		18,980
S&P 500 Index	3,710.00	12/16/2020	(16)		(1,600)		(26,720)		(44,550)		17,830
S&P 500 Index	3,725.00	12/23/2020	(16)		(1,600)		(32,160)		(42,053)		9,893
S&P 500 Index	3,555.00	12/31/2020	(5)		(500)		(60,175)		(34,285)		(25,890)
S&P 500 Index	3,590.00	12/31/2020	(4)		(400)		(38,280)		(13,324)		(24,956)
S&P 500 Index	3,600.00	12/31/2020	(1)		(100)		(8,890)		(6,630)		(2,260)
S&P 500 Index	3,645.00	12/31/2020	(3)		(300)		(18,330)		(14,411)		(3,919)
S&P 500 Index	3,695.00	12/31/2020	(3)		(300)		(11,100)		(12,021)		921
S&P 500 Index	3,715.00	12/31/2020	(2)		(200)		(5,900)		(9,530)		3,630
S&P 500 Index	3,735.00	12/31/2020	(12)		(1,200)		(27,780)		(24,748)		(3,032)
S&P 500 Index	3,740.00	12/31/2020	(15)		(1,500)		(32,700)		(31,520)		(1,180)
S&P 500 Index	3,745.00	12/31/2020	(12)		(1,200)		(24,600)		(22,057)		(2,543)
S&P 500 Index	3,750.00	12/31/2020	(14)		(1,400)		(26,810)		(24,983)		(1,827)
S&P 500 Index	3,755.00	12/31/2020	(12)		(1,200)		(21,600)		(19,491)		(2,109)
S&P 500 Index	3,745.00	01/29/2021	(2)		(200)		(10,140)		(10,000)		(140)
S&P 500 Index	3,790.00	01/29/2021	(3)		(300)		(10,695)		(12,940)		2,245
S&P 500 Index	3,800.00	01/29/2021	(4)		(400)		(13,140)		(14,917)		1,777

			(444)	$	(46,290)	$	(1,599,329)	$	(742,808)	$	(856,521)

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (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 Fund		Unrealized Appreciation/ (Depreciation)

Puts
Euro Stoxx 50 Index		$2,750.00	12/18/2020	(18)	$	(180)	$	(387)	$	(13,798)	$	13,411
Euro Stoxx 50 Index		2,950.00	12/18/2020	(4)		(40)		(172)		(4,725)		4,553
Euro Stoxx 50 Index		3,000.00	12/18/2020	(33)		(330)		(1,693)		(28,164)		26,471
Euro Stoxx 50 Index		3,025.00	12/18/2020	(25)		(250)		(1,401)		(17,027)		15,626
Euro Stoxx 50 Index		3,075.00	12/18/2020	(29)		(290)		(1,937)		(21,056)		19,119
Euro Stoxx 50 Index		3,325.00	12/18/2020	(3)		(30)		(672)		(1,584)		912
Euro Stoxx 50 Index		2,725.00	01/15/2021	(11)		(110)		(722)		(10,570)		9,848
Euro Stoxx 50 Index		2,975.00	01/15/2021	(5)		(50)		(710)		(4,556)		3,846
Euro Stoxx 50 Index		3,025.00	01/15/2021	(15)		(150)		(2,522)		(11,934)		9,412
Euro Stoxx 50 Index		3,275.00	01/15/2021	(22)		(220)		(9,369)		(15,511)		6,142
Euro Stoxx 50 Index		3,325.00	01/15/2021	(22)		(220)		(11,468)		(15,060)		3,592
Euro Stoxx 50 Index		3,400.00	01/15/2021	(17)		(170)		(12,066)		(9,811)		(2,255)
Euro Stoxx 50 Index		3,300.00	02/19/2021	(3)		(30)		(2,362)		(2,835)		473
Euro Stoxx 50 Index		3,375.00	02/19/2021	(8)		(80)		(7,958)		(6,809)		(1,149)
FTSE 100 Index		5,175.00	12/18/2020	(4)		(40)		(373)		(5,467)		5,094
FTSE 100 Index		5,375.00	12/18/2020	(1)		(10)		(133)		(1,855)		1,722
FTSE 100 Index		5,425.00	12/18/2020	(5)		(50)		(700)		(5,688)		4,988
FTSE 100 Index		5,475.00	12/18/2020	(7)		(70)		(1,073)		(9,095)		8,022
FTSE 100 Index		5,625.00	12/18/2020	(6)		(60)		(1,240)		(7,259)		6,019
FTSE 100 Index		6,125.00	12/18/2020	(1)		(10)		(813)		(1,036)		223
FTSE 100 Index		5,125.00	01/15/2021	(2)		(20)		(400)		(3,449)		3,049
FTSE 100 Index		5,375.00	01/15/2021	(1)		(10)		(313)		(1,422)		1,109
FTSE 100 Index		5,575.00	01/15/2021	(3)		(30)		(1,380)		(4,132)		2,752
FTSE 100 Index		6,050.00	01/15/2021	(4)		(40)		(4,959)		(5,577)		618
FTSE 100 Index		6,100.00	01/15/2021	(4)		(40)		(5,573)		(5,390)		(183)
FTSE 100 Index		6,150.00	01/15/2021	(4)		(40)		(6,265)		(4,666)		(1,599)
FTSE 100 Index		6,025.00	02/19/2021	(1)		(10)		(1,820)		(1,780)		(40)

GLOBAL MANAGED BETA FUND

Schedule of Investments (continued)

November 30, 2020 (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 Fund		Unrealized Appreciation/ (Depreciation)

FTSE 100 Index	$	6,075.00		02/19/2021	(2)	$	(20)	$	(4,000)	$	(3,179)	$	(821)
Nikkei 225 Index		22,250.00		12/11/2020	(1)		(1,000)		(95)		(6,731)		6,636
Nikkei 225 Index		22,375.00		12/11/2020	(3)		(3,000)		(288)		(17,939)		17,651
Nikkei 225 Index		22,625.00		12/11/2020	(4)		(4,000)		(459)		(16,545)		16,086
Nikkei 225 Index		22,875.00		12/11/2020	(5)		(5,000)		(623)		(19,984)		19,361
Nikkei 225 Index		22,500.00		01/08/2021	(3)		(3,000)		(1,667)		(19,608)		17,941
Nikkei 225 Index		22,750.00		01/08/2021	(6)		(6,000)		(3,678)		(19,856)		16,178
Nikkei 225 Index		24,625.00		01/08/2021	(3)		(3,000)		(5,460)		(12,758)		7,298
Nikkei 225 Index		25,000.00		01/08/2021	(2)		(2,000)		(4,502)		(8,035)		3,533
Nikkei 225 Index		24,750.00		02/12/2021	(1)		(1,000)		(3,736)		(5,406)		1,670
S&P 500 Index		3,230.00		12/02/2020	(17)		(1,700)		(255)		(55,299)		55,044
S&P 500 Index		3,450.00		12/09/2020	(16)		(1,600)		(7,840)		(61,218)		53,378
S&P 500 Index		3,525.00		12/16/2020	(16)		(1,600)		(37,040)		(69,813)		32,773
S&P 500 Index		3,550.00		12/23/2020	(16)		(1,600)		(61,040)		(76,836)		15,796
S&P 500 Index		3,175.00		12/31/2020	(1)		(100)		(730)		(10,060)		9,330
S&P 500 Index		3,195.00		12/31/2020	(5)		(500)		(4,000)		(29,386)		25,386
S&P 500 Index		3,215.00		12/31/2020	(4)		(400)		(3,520)		(61,772)		58,252
S&P 500 Index		3,275.00		12/31/2020	(3)		(300)		(3,495)		(31,261)		27,766
S&P 500 Index		3,355.00		12/31/2020	(2)		(200)		(3,450)		(19,130)		15,680
S&P 500 Index		3,425.00		12/31/2020	(3)		(300)		(7,320)		(18,926)		11,606
S&P 500 Index		3,505.00		12/31/2020	(2)		(200)		(7,310)		(11,199)		3,889
S&P 500 Index		3,540.00		12/31/2020	(12)		(1,200)		(52,560)		(67,533)		14,973
S&P 500 Index		3,545.00		12/31/2020	(14)		(1,400)		(63,071)		(80,935)		17,864
S&P 500 Index		3,550.00		12/31/2020	(12)		(1,200)		(55,440)		(70,385)		14,945
S&P 500 Index		3,555.00		12/31/2020	(12)		(1,200)		(56,880)		(71,963)		15,083
S&P 500 Index		3,560.00		12/31/2020	(12)		(1,200)		(58,440)		(74,760)		16,320
S&P 500 Index		3,395.00		01/29/2021	(2)		(200)		(10,010)		(17,480)		7,470
S&P 500 Index		3,470.00		01/29/2021	(3)		(300)		(19,215)		(24,431)		5,216
S&P 500 Index		3,505.00		01/29/2021	(4)		(400)		(28,780)		(32,317)		3,537

					(444)	$	(46,200)	$	(583,385)	$	(1,235,001)	$	651,616

TOTAL					(888)	$	(92,490)	$	(2,182,714)	$	(1,977,809)	$	(204,905)

Abbreviations:

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

GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND

Schedule of Investments

November 30, 2020 (Unaudited)


Shares	Dividend Rate	Value

Investment Company^(a)– 79.9%
Goldman Sachs Financial Square Government Fund - Institutional Shares
1,342,420,970	0.016%	$1,342,420,970
(Cost $1,342,420,970)

TOTAL INVESTMENTS – 79.9% (Cost $1,342,420,970)		$1,342,420,970

OTHER ASSETS IN EXCESS OF LIABILITIES – 20.1%		337,516,821

NET ASSETS – 100.0%		$1,679,937,791



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


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 FACTOR ALLOCATION FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At November 30, 2020, the Portfolio had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN


		Currency			Currency		Settlement		Unrealized
Counterparty		Purchased			Sold		Date		Gain

MS & Co. Int. PLC	AUD		51,800,000	USD		37,891,337		12/23/20	$	143,330
	CAD		48,500,000	USD		37,120,690		12/23/20		231,926
	USD		37,355,565	CAD		48,500,000		12/23/20		2,950
	USD		50,992,453	CHF		46,160,000		12/23/20		143,956
	USD		45,762,982	JPY		4,750,490,000		12/23/20		233,158

TOTAL									$	755,320

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS


		Currency			Currency		Settlement		Unrealized
Counterparty		Purchased			Sold		Date		Loss

MS & Co. Int. PLC	AUD		22,860,000	USD		16,818,296		12/23/20		(33,113	)
	EUR		36,070,000	USD		43,114,471		12/23/20		(51,899	)
	JPY		7,621,920,000	USD		73,079,626		12/23/20		(29,335	)
	NZD		22,780,000	USD		15,999,624		12/23/20		(25,431	)
	USD		45,669,772	CHF		41,590,000		12/23/20		(144,547	)
	USD		15,389,796	EUR		12,970,000		12/23/20		(94,583	)
	USD		47,791,450	NZD		68,770,000		12/23/20		(432,663	)

TOTAL									$	(811,571	)


FUTURES CONTRACTS — At November 30, 2020, the Portfolio had the following futures contracts:


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

Long position contracts:
S&P 500 E-Mini Index	5,533		12/18/20	$	1,002,358,280		$	59,522,886
Ultra Long U.S. Treasury Bonds	1,479		03/22/21		319,510,219			1,816,387

Total							$	61,339,273

Short position contracts:
20 Year U.S. Treasury Bonds	(222)		03/22/21		(38,829,188	)		(194,826	)

TOTAL FUTURES CONTRACTS							$	61,144,447

GOLDMAN SACHS STRATEGIC FACTOR ALLOCATION FUND

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At November 30, 2020, the Portfolio had the following purchased and written options:

EXCHANGE TRADED OPTIONS ON FUTURES


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

Written option contracts
Puts
U.S. Treasury Bonds	$	170.00		12/24/2020		(578	)	$	(578,000	)	$	(72,250	)	$	(658,177	)	$	585,927
U.S. Treasury Bonds		170.00		01/22/2021		(610	)		(610,000	)		(381,249	)		(361,022	)		(20,227	)
U.S. Treasury Bonds		171.00		12/24/2020		(591	)		(591,000	)		(156,985	)		(202,028	)		45,043

TOTAL						(1,779	)	$	(1,779,000	)	$	(610,484	)	$	(1,221,227	)	$	610,743


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		3,260.00		12/02/2020		679		$	67,900		$	8,487		$	51,604		$	(43,117	)
S&P 500 Index		2,200.00		12/04/2020		630			63,000			1,575			221,850			(220,275	)
S&P 500 Index		2,350.00		12/04/2020		861			86,100			2,152			157,094			(154,942	)
S&P 500 Index		2,350.00		12/11/2020		1,493			149,300			22,395			180,369			(157,974	)
S&P 500 Index		2,500.00		12/11/2020		411			41,100			9,247			59,958			(50,711	)
S&P 500 Index		2,320.00		12/18/2020		399			39,900			13,965			32,219			(18,254	)
S&P 500 Index		2,340.00		12/18/2020		406			40,600			15,225			37,849			(22,624	)
S&P 500 Index		2,350.00		12/18/2020		393			39,300			14,738			33,004			(18,266	)
S&P 500 Index		2,380.00		12/18/2020		403			40,300			16,120			39,471			(23,351	)
S&P 500 Index		2,415.00		12/18/2020		410			41,000			18,451			53,608			(35,157	)
S&P 500 Index		2,350.00		12/24/2020		660			66,000			36,300			70,016			(33,716	)
S&P 500 Index		2,400.00		12/24/2020		726			72,600			45,375			64,656			(19,281	)
S&P 500 Index		2,350.00		12/31/2020		427			42,700			29,890			32,345			(2,455	)
S&P 500 Index		2,375.00		12/31/2020		389			38,900			29,175			37,247			(8,072	)

Total purchased option contracts						8,287		$	828,700		$	263,095		$	1,071,290		$	(808,195	)

Written option contracts
Puts
S&P 500 Index		3,305.00		12/02/2020		(1,646	)	$	(164,600	)	$	(32,920	)	$	(146,494	)	$	113,574
S&P 500 Index		3,335.00		12/04/2020		(1,614	)		(161,400	)		(84,735	)		(198,522	)		113,787
S&P 500 Index		3,355.00		12/04/2020		(1,708	)		(170,800	)		(102,480	)		(134,932	)		32,452
S&P 500 Index		3,360.00		12/02/2020		(1,632	)		(163,200	)		(36,720	)		(145,917	)		109,197

Total written option contracts						(6,600	)	$	(660,000	)	$	(256,855	)	$	(625,865	)	$	369,010

TOTAL						1,687		$	168,700		$	6,240		$	445,425		$	(439,185	)



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

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments

November 30, 2020 (Unaudited)


Principal Amount		Interest Rate			Maturity Date	Value

Corporate Obligations^(a) – 0.7%
Banks – 0.7%
Morgan Stanley Bank NA
(FEDL01 + 0.550%)
$	11,237,000		0.630	%	02/19/21	$ 11,247,378
(SOFR + 0.300%)
	10,000,000		0.380		08/25/21	10,003,637

TOTAL CORPORATE OBLIGATIONS (Cost $21,251,159)						$ 21,251,015



Shares		Description	Value

	Exchange Traded Funds – 4.9%
	2,055,666	Alerian MLP ETF^(b)	51,371,093
	2,871,435	Energy Select Sector SPDR Fund	105,553,951

	TOTAL EXCHANGE TRADED FUNDS (Cost $148,775,143)		$ 156,925,044



Shares			Dividend Rate	Value

	Investment Companies^(c) – 37.4%
	Goldman Sachs Financial Square Government Fund - Institutional Shares
		1,061,603,434	0.016%	$1,061,603,434
	Goldman Sachs MLP & Energy Fund-Class R6
		10,786,122	29.417	77,444,355
	Goldman Sachs MLP Energy Infrastructure Fund - Class R6
		3,084,179	23.794	55,083,434

	TOTAL INVESTMENT COMPANIES (Cost $1,181,034,793)			$1,194,131,223

	TOTAL INVESTMENTS BEFORE SHORT-TERM INVESTMENT (Cost $1,351,061,095)			$1,372,307,282


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – 53.0%
Certificates of Deposit – 15.7%
Bank Amer Secs, Inc.^(d)
$	12,000,000		0.130	%	12/14/20	$ 12,000,140
	4,795,000		0.230		05/04/21	4,795,144
Bank of Montreal
	9,600,000		0.170		01/04/21	9,600,158
(3M USD LIBOR + 0.040%)
	5,000,000		0.274	^(a)	10/01/21	4,998,743
(3M USD LIBOR + 0.100%)
	5,000,000		0.320	^(a)	11/17/21	5,000,000
(FEDL01 + 0.210%)
	15,000,000		0.290	^(a)	02/08/21	15,002,749
Bank of Nova Scotia^(a) (3M USD LIBOR + 0.030%)
	18,500,000		0.251		08/13/21	18,499,999


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Certificates of Deposit – (continued)
Barclays Bank PLC^(a) (3M USD LIBOR + 0.450%)
$	15,000,000		0.666	%	08/03/21	$ 15,010,094
Bayerische Landesbank
	10,000,000		0.001		05/05/21	10,000,864
(3M USD LIBOR + 0.200%)
	12,554,000		0.416	^(a)	01/22/21	12,551,330
Canadian Imperial Bank of Commerce^(a)
(3M USD LIBOR + 0.050%)
	5,000,000		0.303	^(d)	08/06/21	5,000,344
(3M USD LIBOR + 0.160%)
	20,000,000		0.392		08/06/21	20,016,511
Cooperatieve Centrale
	15,000,000		0.190		02/24/21	15,001,181
Credit Agricole Corporate & Investment Bank^(a) (3M USD LIBOR + 0.210%)
	15,000,000		0.423		08/09/21	15,014,503
Credit Industriel et Commercial^(a)
(3M USD LIBOR + 0.040%)
	4,000,000		0.246		02/10/21	4,000,544
(3M USD LIBOR + 0.180%)
	4,500,000		0.413		06/18/21	4,504,203
Credit Suisse New York
	800,000		0.340		11/01/21	800,133
	8,000,000		0.340		11/19/21	8,000,546
	18,250,000		0.460		08/10/21	18,274,389
DG Bank NY
	3,000,000		0.210		02/25/21	2,999,956
DNB Bank ASA^(a)(d) (1M USD LIBOR + 0.100%)
	17,000,000		0.250		02/24/21	17,007,044
Landesbank Baden-Wuerttemberg
	6,600,000		0.170		12/01/20	6,600,001
Lloyds Bank Corporate Markets PLC^(a) (3M USD LIBOR + 0.130%)
	16,062,000		0.348		01/19/21	16,064,569
Lloyds Bank PLC^(a)(SOFR + 0.140%)
	8,000,000		0.240		03/08/21	7,998,696
Mitsubishi Trust & Banking Corp.
	7,000,000		0.440		01/26/21	7,003,021
Mizuho Bank Ltd.
	3,750,000		0.250		03/30/21	3,749,999
(1M USD LIBOR + 0.160%)
	21,250,000		0.300	^(a)	03/11/21	21,253,927
(1M USD LIBOR + 0.220%)
	4,850,000		0.348	^(a)	02/10/21	4,851,308
National Australia Bank Ltd.^(a)(d) (1M USD LIBOR + 0.100%)
	4,650,000		0.267		04/23/21	4,650,746
National Bank of Kuwait SAKP
	7,000,000		0.430		03/05/21	7,002,209

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Certificates of Deposit – (continued)
Nordea Bank ABP^(a)
(3M USD LIBOR + 0.100%)
$	7,850,000		0.342	%	06/09/21	$ 7,854,482
(3M USD LIBOR + 0.110%)
	23,000,000		0.358		12/07/20	23,000,504
Norinchukin Bank NY
	10,000,000		0.240		03/02/21	10,000,000
	13,600,000		0.250		02/26/21	13,600,493
	2,000,000		0.300		05/20/21	1,999,952
(SOFR + 0.140%)
	17,000,000		0.220	^(a)	01/20/21	17,000,480
Royal Bank of Canada^(a)
(3M USD LIBOR + 0.090%)
	10,000,000		0.311		12/10/21	9,999,998
(3M USD LIBOR + 0.120%)
	9,900,000		0.353		06/18/21	9,904,846
Standard Chartered Bank^(a) (1M USD LIBOR + 0.190%)
	13,600,000		0.317		02/08/21	13,604,698
Sumitomo Mitsui Banking Corp.
	7,000,000		0.270		05/04/21	7,000,510
(3M USD LIBOR + 0.355%)
	5,000,000		0.589	^(a)	04/06/21	5,005,464
Sumitomo Mitsui Trust Bank Ltd.
	16,000,000		0.260		05/10/21	16,000,212
Svenska Handelsbanken^(a) (3M USD LIBOR + 0.120%)
	14,300,000		0.353		06/18/21	14,309,334
Svenska Handelsbanken AB
	11,000,000		1.150		03/03/21	11,028,053
Toronto Dominion Bank^(a)(d) (3M USD LIBOR + 0.120%)
	10,250,000		0.428		06/17/21	10,256,656
UBS AG London^(a)(d)
(3M USD LIBOR + 0.120%)
	15,000,000		0.350		10/15/21	14,999,999
(3M USD LIBOR + 0.170%)
	15,000,000		0.445		07/14/21	15,011,135
Westpac Banking Corp.^(a) (3M USD LIBOR + 0.050%)
	3,000,000		0.266		08/03/21	3,000,000

						500,829,867

Commercial Paper^(e) – 37.3%
ABN AMRO Funding USA LLC^(d)
	3,700,000		0.000		01/11/21	3,699,042
	5,000,000		0.000		01/29/21	4,998,000
	12,097,000		0.000		05/21/21	12,073,014
	5,000,000		0.000		05/24/21	4,989,865


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Commercial Paper^(e) – (continued)
Agricultural Bank China^(d)
$	5,000,000		0.000	%	12/14/20	$ 4,999,650
	8,606,000		0.000		02/23/21	8,599,152
Albion Capital Corp.
	10,000,000		0.000	^(d)	01/27/21	9,996,955
	10,000,000		0.000		02/22/21	9,995,380
Antalis SA^(d)
	16,061,000		0.000		01/04/21	16,058,299
ASB Finance Ltd.
	14,050,000		0.000		12/02/20	14,049,913
Atlantic Asset Securitization LLC
	18,000,000		0.000		01/26/21	17,996,922
Banco Del Estado De Chile^(d)
	5,755,000		0.000		12/22/20	5,754,465
Bank of China Ltd.
	6,088,000		0.000		03/03/21	6,082,716
	8,000,000		0.000		05/12/21	7,978,882
	6,922,000		0.000		05/24/21	6,901,979
Banque Et Caisse Epargen
	12,500,000		0.000		04/05/21	12,492,475
Barton Capital SA^(d)
	5,000,000		0.000		01/11/21	4,998,962
	14,500,000		0.000		02/18/21	14,493,652
Basf Aktiengesellsch^(d)
	9,250,000		0.000		12/22/20	9,249,350
BNG Bank N.V.^(d)
	20,000,000		0.000		03/03/21	19,990,648
BNP Paribas SA^(d)
	15,000,000		0.000		07/08/21	14,979,925
BNZ International Funding Ltd.^(d)
	9,700,000		0.000		12/09/20	9,699,806
	2,250,000		0.000		01/06/21	2,249,711
	10,000,000		0.000		01/15/21	9,998,326
BPCE SA^(d)
	7,574,000		0.000		01/15/21	7,572,674
Cafco LLC^(d)
	10,000,000		0.000		01/04/21	9,998,610
	22,300,000		0.000		04/20/21	22,282,794

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Commercial Paper^(e) – (continued)
Can Ast & Can Ltd.. Jt^(d)
$	15,000,000		0.000	%	01/14/21	$ 14,996,625
Chariot Funding LLC^(d)
	12,013,000		0.000		01/19/21	12,009,947
Chevron Corp.^(d)
	16,250,000		0.000		05/11/21	16,238,007
China Construction Banking Corp.^(d)
	10,000,000		0.000		02/02/21	9,995,573
Collateralized Commercial Paper FLEX Co. LLC^(d)
	10,000,000		0.000		02/16/21	9,996,577
Collateralized Commercial Paper V Co. LLC
	10,000,000		0.000		02/08/21	9,997,083
	6,000,000		0.000		04/21/21	5,994,628
Columbia Funding Co.^(d)
	4,000,000		0.000		01/13/21	3,999,125
Credit Industriel ET Commercial^(d)
	6,200,000		0.000		07/01/21	6,179,274
Dexia Credit Local SA^(d)
	18,000,000		0.000		01/22/21	17,995,893
	9,700,000		0.000		06/08/21	9,690,273
Duke Energy Corp.^(d)
	5,050,000		0.000		01/04/21	5,049,003
Electricite De France SA^(d)
	9,750,000		0.000		12/28/20	9,748,589
European Investment Bank
	17,000,000		0.000		12/16/20	16,999,313
	8,000,000		0.000		04/09/21	7,995,176
Fairway Finance Corp.^(d)
	15,000,000		0.000		02/23/21	14,992,650
First Abu Dhabi Bank PJSC^(d)
	10,000,000		0.000		03/10/21	9,994,917
FMS Wertmanagement
	5,000,000		0.000		12/03/20	4,999,967
Gotham Funding Corp.^(d)
	20,000,000		0.000		02/02/21	19,992,782
Henkel Corp.^(d)
	7,000,000		0.000		04/27/21	6,994,273
	10,750,000		0.000		07/02/21	10,735,175


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Commercial Paper^(e) – (continued)
Honeywell International, Inc.^(d)
$	14,000,000		0.000	%	05/20/21	$ 13,987,564
	3,000,000		0.000		06/08/21	2,996,944
	3,150,000		0.000		10/18/21	3,143,069
HSBC Bank PLC^(d)
	6,045,000		0.000		08/03/21	6,033,516
Indu & Coml Bnk China Ny^(d)
	6,801,000		0.000		02/04/21	6,798,082
Intercontinental Exchange, Inc.^(d)
	6,450,000		0.000		12/16/20	6,449,078
Ionic Capital II Trust
	10,000,000		0.000		01/22/21	9,996,305
	8,843,000		0.000		02/12/21	8,838,110
	8,000,000		0.000		03/05/21	7,994,047
J.P. Morgan Securities
	10,000,000		0.000		12/09/20	9,999,750
	36,590,000		0.000		03/01/21	36,576,126
Landesbank Baden-Wuerttemberg
	7,000,000		0.000		01/04/21	6,998,687
	12,180,000		0.000		01/11/21	12,177,186
Landesbank Hessen-Thuringen
	5,000,000		0.000		12/01/20	4,999,986
	5,000,000		0.000	^(d)	01/06/21	4,999,270
	6,000,000		0.000	^(d)	02/04/21	5,998,218
	6,000,000		0.000	^(d)	02/19/21	5,997,408
Liberty Funding LLC^(d)
	7,350,000		0.000		03/01/21	7,345,531
Lma Sa Lma Americas^(d)
	17,000,000		0.000		02/08/21	16,993,389
LVMH Moet Hennessy Louis Vuitton, Inc.^(d)
	10,000,000		0.000		02/26/21	9,995,869
	19,500,000		0.000		07/01/21	19,474,733
Macquarie Bank Ltd.^(d)
	8,000,000		0.000		12/07/20	7,999,673
	7,000,000		0.000		03/01/21	6,995,753
	5,000,000		0.000		03/10/21	4,996,625

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Commercial Paper^(e) – (continued)
Manhattan Asset Funding
$	20,000,000		0.000	%	02/03/21	$ 19,992,958
Matchpoint Finance PLC^(d)
	10,483,000		0.000		04/26/21	10,473,198
Metlife Short Term Funding
	5,000,000		0.000		12/01/20	4,999,983
National Bank of Canada^(d)
	10,000,000		0.000		02/16/21	9,996,273
	20,000,000		0.000		03/01/21	19,990,900
National Securities Clearing Corp.
	20,000,000		0.000		12/01/20	19,999,956
Nationwide Building Society^(d)
	4,750,000		0.000		12/17/20	4,749,650
	13,000,000		0.000		12/22/20	12,998,673
NatWest Markets PLC^(d)
	7,850,000		0.000		01/14/21	7,847,939
	15,000,000		0.000		02/01/21	14,994,435
Nieuw Amsterdam Receivables Corp.^(d)
	10,000,000		0.000		12/10/20	9,999,675
Old Line Funding LLC^(d)
	22,250,000		0.000		02/09/21	22,241,619
Pepsico, Inc.^(d)
	5,000,000		0.000		12/07/20	4,999,903
Psp Capital, Inc.^(d)
	24,500,000		0.000		04/21/21	24,484,248
Ridgefield Funding Co. LLC^(d)
	15,000,000		0.000		03/09/21	14,990,925
Salisbury Receivables Co.^(d)
	19,000,000		0.000		02/11/21	18,987,710
Schlumberger Holdings Corp.^(d)
	2,750,000		0.000		12/18/20	2,749,933
Shell International Finance B.V.^(d)
	8,300,000		0.000		01/27/21	8,297,874
	11,000,000		0.000		06/14/21	10,986,525
	11,000,000		0.000		07/08/21	10,984,203
Societe Generale SA^(d)
	17,000,000		0.000		06/28/21	16,974,160
Starbucks Corp.^(d)
	15,500,000		0.000		01/29/21	15,490,183


Principal Amount		Interest Rate			Maturity Date	Value

Short-term Investments – (continued)
Commercial Paper^(e) – (continued)
Sumitomo Mitsui Trust Bank Ltd.^(d)
$	10,000,000		0.000	%	02/03/21	$ 9,996,985
Suncor Energy, Inc.^(d)
	6,955,000		0.000		02/17/21	6,951,444
The Coca-Cola Co.^(d)
	5,000,000		0.000		01/21/21	4,999,083
The Korea Development Bank
	7,390,000		0.000		02/03/21	7,387,825
	19,000,000		0.000		03/11/21	18,990,192
The Toronto-Dominion Bank^(d)
	10,000,000		0.000		02/16/21	9,995,797
The Walt Disney Co.^(d)
	9,115,000		0.000		06/30/21	9,097,233
Thunder Bay Funding LLC^(d)
	16,000,000		0.000		02/24/21	15,994,037
Total Capital Canada Ltd.^(d)
	6,300,000		0.000		01/20/21	6,298,536
	2,000,000		0.000		03/18/21	1,998,788
Transcanada Pipelines Ltd.^(d)
	5,000,000		0.000		01/07/21	4,998,918
	6,350,000		0.000		01/14/21	6,348,333
22,589,000			0.000		02/03/21	22,581,047
Victory Receivables^(d)
	7,157,000		0.000		02/12/21	7,154,072
Volkswagen Group of America Finance LLC^(d)
	12,000,000		0.000		11/10/21	11,928,125
VW Credit, Inc.^(d)
	9,000,000		0.000		01/29/21	8,996,700
Waste Management, Inc.
	2,350,000		0.000	^(d)	07/06/21	2,346,001
	15,000,000		0.000		09/20/21	14,956,880
Westpac Securities NZ Ltd.^(d)
	5,000,000		0.000		03/31/21	4,995,967

						1,187,807,822

TOTAL SHORT-TERM INVESTMENTS (Cost $1,687,977,411)						$1,688,637,689

TOTAL INVESTMENTS BEFORE SECURITIES LENDING REINVESTMENT (Cost $3,039,038,506)						$3,060,944,971

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)



Shares		Dividend Rate	Value

	Securities Lending Reinvestment Vehicle^(c) – 0.7%
	Goldman Sachs Financial Square Government Fund - Institutional Shares
	22,913,035	0.016%	$ 22,913,035
	(Cost $22,913,035)

	TOTAL INVESTMENTS – 96.7% (Cost $3,061,951,541)		$3,083,858,006

	OTHER ASSETS IN EXCESS OF LIABILITIES – 3.3%		105,667,291

	NET ASSETS – 100.0%		$3,189,525,297



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 November 30, 2020.

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



Currency Abbreviations:
EUR		— Euro
MXN		— Mexican Peso
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)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At November 30, 2020, the Portfolio 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

MXN

1,265,500,000

USD

58,915,270

12/16/20

3,588,421

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

Counterparty

Currency
Purchased

Currency
Sold

Settlement
Date

Unrealized
Gain

MS & Co. Int. PLC

USD

57,701,192

MXN

1,265,500,000

12/16/20

(4,802,499

)

FUTURES CONTRACTS — At November 30, 2020, the Portfolio had the following futures contracts:


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

Long position contracts:
Euro Stoxx 50 Index	10,682	12/17/21	$	105,886,264		$	(5,488,471	)
WTI Crude Oil	6,824	11/19/21		309,263,680			37,310,366
2 Year U.S. Treasury Notes	1,156	03/31/21		255,304,406			88,346
5 Year U.S. Treasury Notes	705	03/31/21		88,852,031			75,914
10 Year U.S. Treasury Notes	1,574	03/22/21		217,482,531			256,598

Total						$	32,242,753

Short position contracts:
WTI Crude Oil	(5,291)	12/21/20		(239,893,940	)		(17,882,982	)
S&P 500 E-Mini Index	(234)	12/18/20		(42,391,440	)		(3,438,666	)

Total						$	(21,321,648	)

TOTAL FUTURES CONTRACTS						$	10,921,105

SWAP CONTRACTS — At November 30, 2020, the Portfolio had the following swap contracts:

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

Reference Obligation/Index

Financing Rate
Paid by

the Portfolio

Counterparty

Termination
Date^(a)

Notional
Amount
(000s)

Unrealized
Appreciation/
(Depreciation)*

JPGSVENK Index^(b)

0.070%^(c)

J.P. Morgan Chase Bank N.A.

01/06/21

95,178

(13,852,594

)

MSGSSUIT Index^(b)

0.260^(c)

MS & Co. Int. PLC

01/06/21

133,308

18,718,120

Barclays Bank PLC

0.130^(d)

SX7T Index

04/06/21

66,568

(6,356,432

)

Barclays Bank PLC

0.180^(d)

SX7T Index

04/06/21

161,202

68,430,460

TOTAL

66,939,554

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)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (JPGSVENK) of common stocks

Common Stocks	Sector	Shares			Value			Weight

ONEOK Inc	Energy		(18,592	)	$	(666,912	)		4.81	%
MarketAxess Holdings Inc	Financials		(1,009	)		(543,851	)		3.93
Under Armour Inc	Consumer Discretionary		(29,769	)		(433,146	)		3.13
Las Vegas Sands Corp	Consumer Discretionary		(7,738	)		(431,093	)		3.11
Freeport-McMoRan Inc	Materials		(14,897	)		(348,451	)		2.52
Marathon Petroleum Corp	Energy		(8,681	)		(337,534	)		2.44
ViacomCBS Inc	Communication Services		(9,180	)		(323,871	)		2.34
American International Group Inc	Financials		(8,374	)		(321,888	)		2.33
Fiserv Inc	Information Technology		(2,793	)		(321,695	)		2.32
Netflix Inc	Communication Services		(561	)		(275,422	)		1.99
Boston Scientific Corp	Health Care		(7,865	)		(260,718	)		1.88
Wynn Resorts Ltd	Consumer Discretionary		(2,508	)		(252,068	)		1.82
Tapestry Inc	Consumer Discretionary		(8,051	)		(228,001	)		1.65
Occidental Petroleum Corp	Energy		(14,079	)		(221,888	)		1.6
Devon Energy Corp	Energy		(14,408	)		(201,564	)		1.46
Diamondback Energy Inc	Energy		(4,903	)		(195,927	)		1.41
Tiffany & Co	Consumer Discretionary		(1,453	)		(191,057	)		1.38
Albemarle Corp	Materials		(1,403	)		(190,763	)		1.38
United Airlines Holdings Inc	Industrials		(4,022	)		(181,193	)		1.31
Delta Air Lines Inc	Industrials		(4,496	)		(180,958	)		1.31
Live Nation Entertainment Inc	Communication Services		(2,705	)		(177,573	)		1.28
Sysco Corp	Consumer Staples		(2,380	)		(169,658	)		1.23
Hess Corp	Energy		(3,572	)		(168,509	)		1.22
Walt Disney Co/The	Communication Services		(1,131	)		(167,396	)		1.21
Southwest Airlines Co	Industrials		(3,538	)		(163,957	)		1.18
Fidelity National Information Services I	Information Technology		(1,096	)		(162,649	)		1.17
State Street Corp	Financials		(2,276	)		(160,451	)		1.16
TransDigm Group Inc	Industrials		(275	)		(159,156	)		1.15
Paycom Software Inc	Information Technology		(377	)		(157,145	)		1.13
Edwards Lifesciences Corp	Health Care		(1,871	)		(156,993	)		1.13
ServiceNow Inc	Information Technology		(285	)		(152,576	)		1.1
ANSYS Inc	Information Technology		(436	)		(147,577	)		1.07
Catalent Inc	Health Care		(1,535	)		(147,543	)		1.07
IDEXX Laboratories Inc	Health Care		(315	)		(145,298	)		1.05
Align Technology Inc	Health Care		(296	)		(142,636	)		1.03
Carnival Corp	Consumer Discretionary		(7,020	)		(140,260	)		1.01
First Republic Bank/CA	Financials		(1,068	)		(138,363	)		1
Copart Inc	Industrials		(1,198	)		(138,321	)		1
Incyte Corp	Health Care		(1,609	)		(136,025	)		0.98
Norwegian Cruise Line Holdings Ltd	Consumer Discretionary		(5,883	)		(134,535	)		0.97
Royal Caribbean Cruises Ltd	Consumer Discretionary		(1,668	)		(131,472	)		0.95
Expedia Group Inc	Consumer Discretionary		(1,004	)		(125,017	)		0.9
Welltower Inc	Real Estate		(1,968	)		(123,933	)		0.89
Bio-Rad Laboratories Inc	Health Care		(230	)		(123,791	)		0.89
General Motors Co	Consumer Discretionary		(2,753	)		(120,698	)		0.87
CenterPoint Energy Inc	Utilities		(4,987	)		(115,640	)		0.83
Ross Stores Inc	Consumer Discretionary		(1,074	)		(115,447	)		0.83
Edison International	Utilities		(1,860	)		(114,151	)		0.82
Healthpeak Properties Inc	Real Estate		(3,952	)		(114,065	)		0.82
Realty Income Corp	Real Estate		(1,872	)		(112,272	)		0.81

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)


A basket (MSGSSUIT) of common stocks

Common Stocks	Sector	Shares		Value		Weight

Concho Resources Inc	Energy		14,360	$	825,397		4.41	%
ConocoPhillips	Energy		20,697		818,785		4.37
Cisco Systems Inc	Information Technology		17,428		749,770		4.01
Altria Group Inc	Consumer Staples		17,151		683,136		3.65
Apache Corp	Energy		39,122		504,284		2.69
Discovery Inc	Communication Services		18,170		436,453		2.33
Xerox Holdings Corp	Information Technology		19,173		419,689		2.24
JPMorgan Chase & Co	Financials		3,467		408,729		2.18
Synchrony Financial	Financials		13,390		407,988		2.18
Bank of America Corp	Financials		14,435		406,495		2.17
Citizens Financial Group Inc	Financials		12,401		405,016		2.16
Bank of New York Mellon Corp/The	Financials		9,903		387,410		2.07
Citrix Systems Inc	Information Technology		3,038		376,427		2.01
Activision Blizzard Inc	Communication Services		4,550		361,613		1.93
Lowe’s Cos Inc	Consumer Discretionary		2,169		338,033		1.81
Best Buy Co Inc	Consumer Discretionary		3,004		326,813		1.75
JB Hunt Transport Services Inc	Industrials		2,069		279,973		1.50
PVH Corp	Consumer Discretionary		3,231		256,824		1.37
Citigroup Inc	Financials		4,575		251,946		1.35
American Express Co	Financials		2,068		245,193		1.31
DXC Technology Co	Information Technology		10,185		223,157		1.19
Capital One Financial Corp	Financials		2,555		218,804		1.17
Hartford Financial Services Group Inc/Th	Financials		4,944		218,517		1.17
Mosaic Co/The	Materials		9,873		216,806		1.16
Vontier Corp	Information Technology		6,446		213,801		1.14
Cboe Global Markets Inc	Financials		2,327		212,498		1.14
Intel Corp	Information Technology		4,375		211,535		1.13
DR Horton Inc	Consumer Discretionary		2,791		207,961		1.11
VeriSign Inc	Information Technology		1,021		204,869		1.09
Philip Morris International Inc	Consumer Staples		2,696		204,218		1.09
Lennar Corp	Consumer Discretionary		2,663		202,033		1.08
PulteGroup Inc	Consumer Discretionary		4,582		199,891		1.07
AMETEK Inc	Industrials		1,373		162,797		0.87
Kansas City Southern	Industrials		789		146,813		0.78
Schlumberger NV	Energy		6,928		144,026		0.77
Pentair PLC	Industrials		2,770		143,567		0.77
Zebra Technologies Corp	Information Technology		366		138,528		0.74
Etsy Inc	Consumer Discretionary		848		136,353		0.73
Principal Financial Group Inc	Financials		2,732		136,047		0.73
Qorvo Inc	Information Technology		838		131,384		0.70
Kinder Morgan Inc	Energy		9,023		129,751		0.69
Cigna Corp	Health Care		614		128,331		0.69
MetLife Inc	Financials		2,772		127,992		0.68
Interpublic Group of Cos Inc/The	Communication Services		5,735		127,765		0.68
McKesson Corp	Health Care		707		127,255		0.68
AbbVie Inc	Health Care		1,216		127,136		0.68
State Street Corp	Financials		1,798		126,698		0.68
Ford Motor Co	Consumer Discretionary		13,915		126,347		0.68
Leidos Holdings Inc	Information Technology		1,251		126,017		0.67
Autodesk Inc	Information Technology		446		124,882		0.67

GOLDMAN SACHS TACTICAL TILT OVERLAY FUND

Consolidated Schedule of Investments (continued)

November 30, 2020 (Unaudited)

ADDITIONAL INVESTMENT INFORMATION (continued)

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At November 30, 2020, the Portfolio 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
Puts
1Y IRS	BofA Securities LLC		$1.050		07/28/2021		94,000,000	$	94,000,000	$	8,922,790	$	4,743,368	$	4,179,422

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
XLE Index	Citibank NA	$	36.172		03/31/2021	3,158,219	$	3,158,219		$	9,518,630		$	3,426,984		$	6,091,646
SPX Index	MS & Co. Int. PLC		2,845.920		12/31/2020	45,906		45,906			35,610,131			7,044,418			28,565,713

Total purchased option contracts						3,204,125	$	3,204,125		$	45,128,761		$	10,471,402		$	34,657,359

Written option contracts
Calls
SPX Index	JPMorgan Securities, Inc.		2,845.920		12/31/2020	(45,906)		(45,906	)		(35,610,131	)		(11,059,435	)		(24,550,696	)

Puts
SPX Index	BofA Securities LLC		3,183.120		12/31/2021	(82,040)		(82,040	)		(15,256,979	)		(18,004,367	)		2,747,388
SX7E Index	BofA Securities LLC		68.565		11/12/2021	(1,971,727)		(1,971,727	)		(16,179,043	)		(21,451,190	)		5,272,147
RUT Index	MS & Co. Int. PLC		1,803.300		12/31/2021	(110,313)		(110,313	)		(20,402,492	)		(20,635,635	)		233,143

						(2,164,080)	$	(2,164,080	)	$	(51,838,514	)	$	(60,091,192	)	$	8,252,678

Total written option contracts						(2,209,986)	$	(2,209,986	)	$	(87,448,645	)	$	(71,150,627	)	$	(16,298,018	)

TOTAL						994,139	$	994,139		$	(42,319,884	)	$	(60,679,225	)	$	18,359,341

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 EUR/Put CHF	UBS AG (London)		$1.074		12/02/2020	83,530,000	$	83,530,000	$	908,307	$	1,389,779	$	(481,472	)
Call USD/Put CNH	BofA Securities LLC		7.131		12/30/2020	186,000,000		186,000,000		13,206		2,808,600		(2,795,394	)

Total purchased option contracts						269,530,000	$	269,530,000	$	921,513	$	4,198,379	$	(3,276,866	)



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

GOLDMAN SACHS ALLOCATION FUNDS

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS

Investment Valuation — The Global Managed Beta Fund and the Portfolios 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 Fund and the Portfolios 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 Fund and the Portfolios, 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 Fund’s and the Portfolios’ 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 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 Fund invests in Underlying Funds that fluctuate in value, the Fund’s 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.

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.

GOLDMAN SACHS ALLOCATION FUNDS

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

Derivative Contracts — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A 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 Statements of Assets and Liabilities as receivables/payables for collateral on certain derivatives contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules 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 midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). 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, a 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.

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, the Portfolio 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, the 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, the Portfolio 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 the Portfolio 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 a 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.

Fair Value Hierarchy — The following is a summary of the Fund’s and the Portfolios’ investments and derivatives classified in the fair value hierarchy as of November 30, 2020:

GOLDMAN SACHS ALLOCATION FUNDS

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

GLOBAL MANAGED BETA



Investment Type	Level 1			Level 2			Level 3

Assets
Common Stock and/or Other Equity Investments^(a)
Asia	$	1,055,089		$	16,602,400		$	—
Australia and Oceania		—			4,108,731			—
Europe		5,056,644			36,389,700			—
North America		127,014,445			18,060			—
Rights		—			7,137
Warrants		—			144			—
Exchange Traded Funds		1,261,625,320			—			—
Investment Company		118,594,166			—			—

Total	$	1,513,345,664		$	57,126,172		$	—

Derivative Type

Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	231,266		$	—
Futures Contracts^(b)		24,282,800			—			—
Options Purchased		12,818,425			—			—

Total	$	37,101,225		$	231,266		$	—

Liabilities
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	(2,661,418	)	$	—
Written option contracts		(2,182,714	)		—			—

Total	$	(2,182,714	)	$	(2,661,418	)	$	—

STRATEGIC FACTOR ALLOCATION

Investment Type	Level 1			Level 2			Level 3

Assets
Investment Company	$	1,342,420,970		$	—		$	—

Total	$	1,342,420,970		$	—		$	—

Derivative Type
Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	755,320		$	—
Futures Contracts^(b)		61,339,273			—			—
Options Purchased		263,095			—			—

Total	$	61,602,368		$	755,320		$	—

Liabilities
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	(811,571	)	$	—
Futures Contracts^(b)		(194,826	)		—			—
Written option contracts		(867,339	)		—			—

Total	$	(1,062,165	)	$	(811,571	)	$	—

TACTICAL TILT OVERLAY

Investment Type	Level 1			Level 2			Level 3
Assets
Fixed Income
Corporate Obligations	$	—		$	21,251,015		$	—
Exchange Traded Funds		156,925,044			—			—
Investment Companies		1,194,131,223			—			—
Short-term Investments		—			1,688,637,689			—
Securities Lending Reinvestment Vehicle		22,913,035			—			—

Total	$	1,373,969,302		$	1,709,888,704		$	—

Derivative Type
Assets
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	3,588,421		$	—
Futures Contracts^(b)		37,731,224			—			—
Total Return Swap Contracts^(b)		—			87,148,580			—
Options Purchased		—			54,973,064			—

Total	$	37,731,224		$	145,710,065		$	—

Liabilities
Forward Foreign Currency Exchange Contracts^(b)	$	—		$	(4,802,499	)	$	—
Futures Contracts^(b)		(26,810,119	)		—			—
Total Return Swap Contracts^(b)		—			(20,209,026	)		—
Written option contracts		—			(87,448,645	)		—

Total	$	(26,810,119	)	$	(112,460,170	)	$	—

(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 Fund utilizes 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.

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

The Fund’s and the Portfolios’ 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 a Fund’s liquidity and cause significant deterioration in NAV.

Derivatives Risk — The Fund’s and the Portfolios’ 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 Fund and the Portfolios. 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 — The Fund’s and the Portfolios’ 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 the Fund’s and the Portfolios’ 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 the Fund and the Portfolios 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 a 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. 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 the Fund’s and the Portfolios’ investments resulting from a substitute reference rate may also adversely affect the Fund’s and the Portfolios’ 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 United States or other governments, or from problems in share 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.

GOLDMAN SACHS ALLOCATION FUNDS

Schedule of Investments (continued)

November 30, 2020 (Unaudited)

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

Foreign Custody Risk — If a Fund invests in foreign securities, the Fund and the Portfolios may hold such securities and cash with foreign banks, agents, and securities depositories appointed by a 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 and the Portfolios 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 the Fund and the Portfolios 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 the Fund’s and the Portfolios’ investments. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Fund and the Portfolios.

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 Fund are concentrated in the Underlying Funds, and the Fund’s and the Portfolios’ investment performance is directly related to the investment performance of the Underlying Funds it holds. A Fund is subject to the risk factors associated with the investments of the Underlying Funds in direct proportion to the amount of assets allocated to each. A Fund that has a relative concentration of its portfolio in a single Underlying Fund may be more susceptible to adverse developments affecting that Underlying Fund, and may be more susceptible to losses because of these developments.

Large Shareholder Transactions Risk — A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include the Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of the Fund and the Portfolios. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause the 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 and the Portfolios 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. Liquidity risk may also refer to the risk that the Funds 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. These risks may be more pronounced in connection with a Fund’s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on the Fund’s and the Portfolios’ 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 the Fund has unsettled or open transactions defaults.

Sector Risk — To the extent the Fund and the Portfolios focus its investments in securities of issuers in one or more sectors (such as the financial services or telecommunications sectors), the Fund and the Portfolios 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 the Portfolio may purchase for investment. Taking short positions involves leverage of the Fund’s assets and presents various risks, including counterparty risk. If the value of the underlying instrument or market in which the Fund has taken a short position increases, then the 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 the Fund and the Portfolios to the markets and therefore could magnify changes to the Fund’s and the Portfolios’ NAV.

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